+NPE metrics
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NPE metrics
| NPE level and flows | NPE stock ∕ total volume of exposures NPE stock + foreclosed assets + performing forborne/total volume of exposures + foreclosed assets Quarterly flow of NPEs (+/-) ∕ total NPE stock Quarterly flow from performing exposure (PE) to NPE Quarterly flow from performing FBE to NPE Quarterly flow from NPE to PE Quarterly flow from NPE to performing FBE Quarterly flow from performing FBE to PE Quarterly flow from PE to performing FBE | | Impairments | Quarterly increase in stock of loss allowances Quarterly level of reversal of impairments Quarterly change in stock of loss allowances(+/-) ∕ total NPE stock Accumulated total provisions/total NPE stock By cohort (e.g. number of years since NPE classification, secured/unsecured) | | Loss budget | Total loss as a result of forbearance activity Total loss versus budget |
1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
| Source |
Requirement |
3. Related Standards
Standards
| Source |
Requirement |
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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