February 13, 2012, 02:53 CET
FSI (Financial Soundness Indicators)
Indicators 2009 - 2011
Direct access to the methodological notes for each indicator is available via the respective link in the first column.
Core set of indicators
Data as at end of year and end of quarter respectively.
| Indicator (in %) | 2009 | 2010 | 2010 Q1 | 2010 Q2 | 2010 Q3 | 2010 Q4 | 2011 Q1 | 2011 Q2 | 2011 Q3 | |
|---|---|---|---|---|---|---|---|---|---|---|
Deposit takers |
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| I001 | Regulatory capital to risk-weighted assets | 14,82 | 14,65 | 14,71 | 15,23 | 16,05 | 16,62 | 17,07 | 16,91 | |
| I002 | Regulatory Tier 1 capital to risk-weighted | 10,84 | 10,75 | 10,82 | 11,20 | 11,83 | 12,26 | 12,57 | 12,49 | |
| I003 | Nonperforming loans net of provisions to capital | 41,95 | 37,7 | |||||||
| I004 | Nonperforming loans to total gross loans | 3,23 | 3,70 | |||||||
| I005 | Sectoral distribution of loans to total loans | Tab.1 | Tab.1 | Tab.1 | Tab.1 | Tab.1 | Tab.1 | Tab.1 | Tab.1 | |
| I006 | Return on assets | 0,21 | ||||||||
| I007 | Return on equity | 5,02 | ||||||||
| I008 | Interest margin to gross income | 72,47 | ||||||||
| I009 | Noninterest expenses to gross income | 65,10 | ||||||||
| I010 | Liquid assets to total assets (liquid asset ratio) | 49,08 | 49,66 | 50,45 | 49,63 | 41,11 | 40,19 | 43,00 | 41,06 | |
| I011 | Liquid assets to short-term liabilities | 144,24 | 142,40 | 138,60 | 135,29 | 136,99 | 137,91 | 137,93 | 134,61 | |
| I012 | Net open position in foreign exchange to capital | 5,28 | 4,59 | 6,00 | 5,22 | 4,40 | 4,18 | 4,20 | 4,12 | |
Encouraged set of indicators
Data as at end of year and end of quarter respectively. Data in percent except for I020 and I021 (data in base points), I032 (absolute value).
| Indicator (in %) | 2009 | 2010 | 2010 Q1 | 2010 Q2 | 2010 Q3 | 2010 Q4 | 2011 Q1 | 2011 Q2 | 2011 Q3 | |
|---|---|---|---|---|---|---|---|---|---|---|
Deposit takers |
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| I013 | Capital to assets ratio | 4,81 | 4,70 | 4,41 | 4,58 | 4,29 | 4,60 | 4,60 | 4,34 | |
| I014 | Large exposures to capitalregulatorischen Eigenmitteln | 87,46 | 88,96 | 95,74 | 84,90 | 129,44 | 96,81 | 92,67 | 104,05 | |
| I015 | Geographical distribution of loans to total loans | Tab.2 | Tab.2 | Tab.2 | Tab.2 | Tab.2 | Tab.2 | Tab.2 | Tab.2 | |
| I016 | Gross asset position in financial derivatives to capital | 791,96 | 996,85 | 772,20 | ||||||
| I017 | Gross liability position in financial derivatives to capital | 795,46 | 1008,02 | |||||||
| I018 | Trading and foreign exchange gains and losses to gross income | 27,14 | ||||||||
| I019 | Personnel expenses to noninterest expenses | 54,66 | ||||||||
| I020 | Spread between reference lending and deposit rates | 342,00 | 349,00 | 346,00 | 347,00 | 344,00 | 340,00 | 336,00 | 331,00 | |
| I021 | Spread between highest and lowest interbank rates | 24,00 | 12,80 | 10,80 | 10,70 | 17,00 | 16,00 | 12,00 | 12,00 | |
| I022 | Customer deposits to total (noninterbank) loans | 76,47 | 75,64 | 74,56 | 73,68 | 73,59 | 73,70 | 74,48 | 71,76 | |
| I023 | Foreign-currency-denominated loans to total loans | 11,52 | 11,79 | 12,12 | 11,57 | 11,52 | 10,80 | 10,95 | 11,1 | |
| I024 | Foreign-currency-denominated liabilities to total liabilities | 9,00 | 9,36 | 9,86 | 9,67 | 8,69 | 8,50 | 8,47 | 8,3 | |
| I025 | Net open position in equities to capital | 0,57 | 0,28 | 0,41 | 0,40 | 0,84 | 1,05 | 0,58 | 0,53 | |
| I026 | Assets to total financial system assets | 16,68 | ||||||||
| I027 | Assets to GDP | 117,80 | ||||||||
| I028 | Total debt to equity | 128,74 | ||||||||
| I029 | Return on equity | 23,20 | ||||||||
| I030 | Earnings to interest and principal expenses (Debt service coverage) | 681,15 | ||||||||
| I031 | Net foreign exchange exposure to equity | This indicator is not compiled. | ||||||||
| I032 | Number of applications for protection from creditors | 16,167 | ||||||||
| Households | ||||||||||
| I033 | Household debt to GDP | 61,38 | ||||||||
| I034 | Household debt service and principal payments to income | 3,04 | ||||||||
| Market liquidity | ||||||||||
| I035 | Average bid-ask spread in the securities market – government bills (percentage of mid-point price) | 0,01 | 0,01 | 0,01 | 0,01 | 0,00 | 0,00 | 0,00 | 0,00 | |
| I036 | Average daily turnover ratio in the securities market | 0,10 | 0,10 | 0,10 | 0,07 | 0,10 | 0,10 | 0,10 | 0,02 | |
| Real estate markets | ||||||||||
| I037 | Residential real estate prices | Tab.3 (For further breakdowns of residential real estate prices, please see chapter "Supplementary information for selected indicators".) | ||||||||
| I038 | Commercial real estate prices | This indicator is not compiled. | ||||||||
| I039 | Residential real estate loans to total loans | 16,87 | 16,74 | 16,15 | 16,82 | 16,81 | 17,20 | 17,27 | 16,57 | |
| I040 | Commercial real estate loans to total loans | 5,84 | 5,81 | 5,52 | 5,75 | 5,70 | 5,80 | 5,98 | 5,73 | |
