Financial Stability Review – March 2005 Box E: Financial Soundness Indicators
| No | Indicator | |
|---|---|---|
| Core Set | ||
| Deposit-takers | ||
| Capital adequacy | 1 | Regulatory capital to risk-weighted assets |
| 2 | Regulatory Tier 1 capital to risk-weighted assets | |
| 3 | Non-performing loans net of provisions to capital | |
| Asset quality | 4 | Non-performing loans to total gross loans |
| 5 | Sectoral distribution of loans to total loans | |
| Earnings and profitability | 6 | Return on assets |
| 7 | Return on equity | |
| 8 | Interest margin to gross income | |
| 9 | Non-interest expenses to gross income | |
| Liquidity | 10 | Liquid assets to total assets (liquid asset ratio) |
| 11 | Liquid assets to short-term liabilities | |
| Sensitivity to market risk | 12 | Net open position in foreign exchange to capital |
| Encouraged Set | ||
| Deposit-takers | 13 | Capital to assets |
| 14 | Large exposures to capital | |
| 15 | Geographical distribution of loans to total loans | |
| 16 | Gross asset position in financial derivatives to capital | |
| 17 | Gross liability position in financial derivatives to capital | |
| 18 | Trading income to total income | |
| 19 | Personnel expenses to non-interest expenses | |
| 20 | Spread between reference lending and deposit rates | |
| 21 | Spread between highest and lowest interbank rate | |
| 22 | Customer deposits to total (non-interbank) loans | |
| 23 | Foreign-currency-denominated loans to total loans | |
| 24 | Foreign-currency-denominated liabilities to total liabilities | |
| 25 | Net open position in equities to capital | |
| Other financial corporations |
26 | Assets to total financial system assets |
| 27 | Assets to GDP | |
| Non-financial corporate sector |
28 | Total debt to equity |
| 29 | Return on equity | |
| 30 | Earnings to interest and principal expenses | |
| 31 | Net foreign exchange exposure to equity | |
| 32 | Number of applications for protection from creditors | |
| Households | 33 | Household debt to GDP |
| 34 | Household debt service and principal payments to income | |
| Market liquidity | 35 | Average bid-ask spread in the securities market |
| 36 | Average daily turnover ratio in the securities market | |
| Real estate markets | 37 | Real estate prices |
| 38 | Residential real estate loans to total loans | |
| 39 | Commercial real estate loans to total loans | |