To derive the main indicators, the Bank makes use of information submitted by banks in their supervisory reports on exposures in default, provisions, concentration ratios and credit migrations of individual exposures. Alongside ratios calculated from this source, data from household and firm surveys on both debt and income/profit levels provide information on the debt-bearing capacity of the household and business sectors.
Data from supervisory returns also provide information on market and liquidity risks. In its evaluation of the information provided by all these indicators, the Bank takes into account the corresponding EU and Eurozone average values of these indicators where available.