Information on non-performing exposures
Due to different practices in Member States, the European Banking Authority (EBA) set out a harmonised definition of non-performing and forborne exposures in the Single Rulebook for the purpose of reporting on a consolidated basis, as published in Commission Implementing Regulation (EU) No 2015/227 (Official Journal of the EU, No 48/2015 of 20 February 2015).
Taking into account the new harmonised definition and with the aim of monitoring and effectively managing risks, the Bank of Slovenia prescribed the quarterly reporting of such information on an individual basis for all banks and savings banks. The banks and savings banks reported their non-performing and forborne exposures according to the new definition on individual basis for the first time as at 30 June 2015.
- For more about EBA definition see Publication of the non-performing exposures according to the new harmonised definition of the EBA
On the basis of the BS1S monthly report, the content of which is set out in detail in the Regulation on reporting by monetary financial institutions and the Guidelines for implementing the Regulation on reporting by monetary financial institutions, on 31 December 2016 the Bank of Slovenia switched to monthly capture of data on banks’ non-performing exposures according to the standard EBA definition. Accordingly the Bank of Slovenia will now publish data on non-performing exposures at the level of the entire banking system on a monthly basis.
Publication of the non-performing exposures of banks and savings bank
Table: Information on the banking system’s non-performing exposures as at 31 December 2017
Gross carrying amount of exposure2 | Value adjustment due to impairment and provisions (non-performing) | Coverage of non-performing exposures with value adjustments3 | ||||
Non-performing exposure | Of which forborne | |||||
EUR thousand | 1 | 2 | 3=2/1 | 4 | 5 | 6=5/2 |
Debt instruments1: | 36,326,979 | 2,356,077 | 6.49% | 1,410,428 | 1,351,115 | 57.35% |
Debt securities | 8,419,599 | 0 | 0% | 0 | 0 | |
Loans and advances | 27,907,380 | 2,356,077 | 8.44% | 1,410,428 | 1,351,115 | 60.07% |
of which loans and advances to non-financial corporations | 9,754,065 | 1,943,811 | 19,93% | 1,276,060 | 1,108,120 | 57.01% |
Off-balance-sheet exposures | 5,913,325 | 173,283 | 2.93% | 42,930 | 80,766 | 46.61% |
TOTAL | 42,240,304 | 2,529,359 | 5.99% | 1,453,358 | 1,431,881 | 56.61% |
1 Debt instruments, other than held for trading.
2 The gross carrying amount of an exposure is its carrying amount prior to the value adjustment due to impairment and provisions.
3 Collateral received is taken into account up to the carrying amount of non-performing exposures after the value of adjustment due to impairment and provisions.
Reports
- Information on the banking system’s NPE 31 December 2017 (.xlsx)
- Information on the banking system’s NPE 30 November 2017
- Information on the banking system’s NPE 31 October 2017
- Information on the banking system’s NPE 30 September 2017
- Information on the banking system’s NPE 31 August 2017
- Information on the banking system’s NPE 31 July 2017
- Information on the banking system’s NPE 30 June 2017
- Information on the banking system’s NPE 31 May 2017
- Information on the banking system’s NPE 30 April 2017
- Information on the banking system’s NPE 31 March 2017
- Information on the banking system’s NPE 28 February 2017
- Information on the banking system’s NPE 31 January 2017
- Information on the banking system’s NPE 31 December 2016
- Information on the banking system’s NPE 30 September 2016 (PDF)
- Information on the banking system’s NPE 30 June 2016
- Information on the banking system’s NPE 31 March 2016
- Information on the banking system’s NPE 31 December 2015
- Information on the banking system’s NPE 30 September 2015
- Information on the banking system’s NPE 30 June 2015
Table: Non performing exposures by months
| Date | Non-performing exposures (in 1000 EUR) | Non-performing exposures (in % of gross carrying amount of exposure1) |
30 Jun 2015 | 5,951,268 | 14.17 |
30 Sept 2015 | 5,464,499 | 12.99 |
31 Dec 2015 | 4,812,718 | 11.43 |
31 Mar 2016 | 4,527,269 | 10.83 |
30 Jun 2016 | 4,257,467 | 10.31 |
30 Sept 2016 | 3,718,612 | 9.07 |
31 Dec 2016 | 3,495,825 | 8.49 |
31 Jan 2017 | 3,332,942 | 8.14 |
28 Feb 2017 | 3,384,915 | 8.23 |
31 Mar 2017 | 3,343,969 | 8.01 |
30 Apr 2017 | 3,263,733 | 7.89 |
31 May 2017 | 3,191,196 | 7.69 |
| 30 Jun 2017 | 3,114,280 | 7.53 |
| 31 Jul 2017 | 3,028,047 | 7.31 |
| 31 Aug 2017 | 2,979,945 | 7.16 |
| 30 Sept 2017 | 2,952,993 | 7.09 |
| 31 Oct 2017 | 2,890,679 | 6.93 |
| 30 Nov 2017 | 2,820,238 | 6.67 |
| 31 Dec 2017 | 2,529,359 | 5.99 |
1The gross carrying amount of an exposure is its carrying amount prior to the value adjustment due to impairment and provisions.