Financial stability indicators and other statistics

Indicator Period Statistics Graph 
Percentages (unless otherwise stated)
Capital adequacy ratio of the banking system  2012 Q1 15.3 n4482/ff01_en_t.jpg
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Liquidity ratio of the banking system  2012 Q1  39.8  n4482/f02_en_t.jpg
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5-year CDS (basis points, last day of the month)  2012 April 250  n4482/ff03_en_t.jpg
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Non-performing* loans of the banking system (compared to loan portfolio)  2012 Q1  15.9  n4482/ff04_en_t.jpg
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Annual change in gross loan portfolio  2012 March  -5.1  n4482/f05_en_t.jpg
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Change in the banking system loan portfolio (LTL billion) of:
    - tradable** sector
    - non-tradable sector
 2011 Q1-Q3

 
 0.3
 0.8

  
n4482/f06_en_t.jpg
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Average financial leverage*** of non-financial corporations  2011 Q4  71.4  n4482/f07_en_t.jpg
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Return on assets (RoA) in the banking system  2012 Q1 0.7 n4482/ff08_en_t.jpg
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Net interest margin  2012 Q1  1.5 n4482/f09_en_t.jpg
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Change in banking system assets (LTL billion)  2011 -2.7 n4482/ff10_en_t.jpg
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Banks’ loan to deposit ratio  2012 Q1  124 n4482/ff11_en_t.jpg
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Annual change in housing prices  2011 Q4 2.7 n4482/f12_en_t.jpg
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Housing affordability index  2012 February  34.6 n4482/f13_en_t.jpg
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* The definition of non-performing loans were changed and, from the middle of 2008, non-performing loans are defined as the sum of non-impaired loans overdue more than 60 days and impaired loans (the ones for which specific provisions were made).

** Tradable sector includes agriculture, fishery, mining and quarrying, manufacturing, transportation and storage. All the other activities belong to non-tradable sector.

*** Financial leverage is calculated as the ratio of liabilities to own capital at the end of period.

Sources: Bloomberg, ECB, Department of Statistics, State Enterprise Centre of Registers and Bank of Lithuania calculations.

Updated 21/05/2012