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.

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

 

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 20173,114,2807.53
31 Jul 20173,028,0477.31
31 Aug 20172,979,9457.16
30 Sept 20172,952,9937.09
31 Oct 20172,890,6796.93
30 Nov 2017

2,820,238

6.67
31 Dec 20172,529,3595.99

1The gross carrying amount of an exposure is its carrying amount prior to the value adjustment due to impairment and provisions.