The NBS Head Office Building was built from 1888 – 1890, on the basis of blueprints designed by Konstantin Jovanovic (Vienna 1849 – Zurich 1923), son to distinguished artist Anastas Jovanovic...
As part of its efforts to safeguard and strengthen financial stability. the National Bank of Serbia compiles a set of macroprudential indicators that help in the control and management of systemic risk in the financial system of the country.
| 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | Q1 2024 | Q2 2024 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Regulatory capital to risk-weighted assets | 21.9 | 21.4 | 19.9 | 19.1 | 19.9 | 20.9 | 20.0 | 20.9 | 21.8 | 22.6 | 22.3 | 23.4 | 22.4 | 20.8 | 20.2 | 21.4 | 21.2 | 21.8 |
| Regulatory tier I capital to risk-weighted assets | 17.9 | 16.5 | 15.9 | 18.1 | 19.0 | 19.3 | 17.6 | 18.8 | 20.0 | 21.6 | 21.1 | 22.4 | 21.6 | 19.7 | 18.8 | 19.7 | 19.5 | 20.2 |
| Nonperforming loans net of provisions to regulatory capital | 15.5 | 26.9 | 35.5 | 52.1 | 52.3 | 55.9 | 56.0 | 44.0 | 27.1 | 17.7 | 9.7 | 6.3 | 6.7 | 7.6 | 6.5 | 6.0 | 6.3 | 5.4 |
| Nonperforming loans to total gross loans | 11.3 | 15.7 | 16.9 | 19.0 | 18.6 | 21.4 | 21.5 | 21.6 | 17.0 | 9.8 | 5.7 | 4.1 | 3.7 | 3.6 | 3.0 | 3.2 | 3.2 | 2.9 |
| IFRS provision for NPLs to gross NPLs | 56.9 | 50.9 | 47.2 | 51.0 | 50.0 | 50.9 | 54.9 | 62.3 | 67.8 | 58.1 | 60.2 | 61.5 | 59.0 | 56.3 | 58.1 | 60.5 | 59.1 | 60.7 |
| IFRS provision of total loans to gross NPLs | 73.2 | 61.4 | 53.9 | 57.0 | 54.9 | 55.8 | 59.0 | 66.8 | 72.9 | 66.8 | 78.7 | 84.2 | 93.4 | 88.5 | 102.5 | 101.0 | 98.7 | 101.9 |
| Return on Assets | 2.1 | 1.0 | 1.1 | 0.0 | 0.4 | -0.1 | 0.1 | 0.3 | 0.7 | 2.1 | 2.2 | 1.8 | 1.1 | 1.2 | 1.9 | 2.5 | 3.1 | 3.2 |
| Return on Equity | 9.0 | 4.6 | 5.3 | 0.2 | 2.0 | -0.4 | 0.6 | 1.5 | 3.3 | 10.5 | 11.3 | 9.8 | 6.5 | 7.8 | 13.9 | 18.1 | 22.2 | 22.7 |
| Liquid assets to short-term liabilities | 75.7 | 75.1 | 70.1 | 70.6 | 65.0 | 66.4 | 66.7 | 61.3 | 56.6 | 50.9 | 50.5 | 50.5 | 50.9 | 49.6 | 48.7 | 54.0 | 54.7 | 52.3 |
| Liquid assets to total assets | 47.8 | 49.0 | 43.7 | 42.3 | 38.9 | 41.0 | 42.2 | 40.5 | 38.9 | 35.1 | 35.7 | 36.0 | 37.3 | 37.7 | 37.5 | 41.0 | 41.7 | 40.1 |
| Net open position in foreign exchange to regulatory capital | 4.2 | 1.1 | 1.6 | 4.2 | 4.6 | 3.3 | 2.6 | 2.8 | 2.3 | 2.4 | 4.3 | 0.6 | 0.2 | 0.4 | 1.5 | 0.8 | 1.0 | 0.2 |
In addition to macroprudential indicators, the National Bank of Serbia uses a number of interconnected models that simulate the behaviour of banks, companies and households. These models are used for assessing the vulnerability of not only individual institutions, but also of the financial sector as a whole, and represent analytical support to macroprudential decision-making.
More on quantitative models and their results:
