Data on exposures collateralized by immovable property

In accordance with Article 101(3) of the Regulation (EU) No 575/2013 Bank of Slovenia publishes on an aggregated basis data on losses stemming from exposures collateralized by immovable property for which banks apply risk weights as defined in Article 125 and 126 of the Regulation (EU) No 575/2013 for the purpose of calculation of capital requirements for credit risk under the standardized approach (35% for exposures secured by residential mortgages and 50% for exposures secured by commercial mortgages).

The publication of above mentioned data is provided in the form C 15.00 which is part of Commission Implementing Regulation on reporting (No 680/2014 from April 16th 2014 with amendments). The data reported on this form includes the data on losses for part of the exposure which does not exceed 60% of the market value of immovable property (column 10) and data on losses for part of the exposure which is fully secured with market value of immovable property (column 30).
 

The published data in the table represent the data for Slovenian banking sector as of 30 June 2018 and 31 December 2017.

C 15.00 - EXPOSURES AND LOSSES FROM LENDING COLLATERALISED BY IMMOVABLE PROPERTY (CR IP LOSSES); Country: SLOVENIA

In thousand EUR

Sum of losses stemming from lending up to the reference percentages

Sum of overall losses

Sum of exposures

Row

Column

10

30

50

31.12.2017

10

collateralised by: Residential property

6,167

8,307

2,476,704

20

collateralised by: Commercial immovable property

5,739

11,653

1,809,850

30.06.2018

10

collateralised by: Residential property

5,858

6,288

2,082,682

20

collateralised by: Commercial immovable property

5,040

5,810

1,661,864

 

Table .xlsx

Update: 10. 9. 2018