斯洛伐克共和国：金融部门评估计划——关于对较小金融机构监管和监督的技术简报

SLOVAK REPUBLIC FINANCIAL SECTOR ASSESSMENT PROGRAM TECHNICAL NOTE ONREGULATION ANDSUPERVISION OF LESS SIGNIFICANT INSTITUTIONS This paperontheSlovak Republicwas prepared by a staff team of the InternationalMonetary Fundas background documentation for the periodic consultation with themember country. It is based on the information available at the time it was completed onMarch 24, 2025. Copies of this report are available to the public from International Monetary Fund•Publication ServicesPO Box 92780•Washington, D.C. 20090Telephone: (202) 623-7430•Fax: (202) 623-7201E-mail:publications@imf.orgWeb:http://www.imf.org International Monetary FundWashington, D.C. SLOVAK REPUBLIC FINANCIAL SECTOR ASSESSMENT PROGRAM TECHNICAL NOTE REGULATION AND SUPERVISION OF LESS SIGNIFICANTINSTITUTIONS This Technical Note was prepared by IMF staff in thecontext of the Financial Sector Assessment Programmission in the Slovak Republic. It contains technicalanalysis and detailed information underpinning theFSAP’s findings and recommendations. Furtherinformation on the FSAP can be found athttp://www.imf.org/external/np/fsap/fssa.aspx Prepared ByMonetary and Capital MarketsDepartment CONTENTS Glossary __________________________________________________________________________________________4 EXECUTIVE SUMMARY __________________________________________________________________________6 A. Context ________________________________________________________________________________________9B. Scope _________________________________________________________________________________________10 MARKET STRUCTURE __________________________________________________________________________10 INSTITUTIONAL SETTING ______________________________________________________________________13 A. Supervisory Responsibilities __________________________________________________________________13B. NBS’ Internal Structure and Decision-Making Processes ______________________________________14C. Cooperation and Information Exchange ______________________________________________________16 SUPERVISORY POWERS AND INDEPENDENCE _______________________________________________17 A. Prudential Powers_____________________________________________________________________________17B. Supervisory Independence ____________________________________________________________________18C. Recommendations ____________________________________________________________________________19 SUPERVISORY APPROACH AND TOOLS_______________________________________________________19 A. Supervisory Approach and Tools______________________________________________________________19B. Corrective Action Powers and Processes ______________________________________________________23C. Recommendations ____________________________________________________________________________25 REGULATION AND OVERSIGHT OF KEY RISKS________________________________________________26 A. Corporate Governance and Risk Management ________________________________________________26B. Capital ________________________________________________________________________________________28C. Credit Risk and Problem Assets _______________________________________________________________29D. Related Parties and Concentration Risk _______________________________________________________30E. Liquidity and Funding Risk ____________________________________________________________________32F. Interest Rate Risk in the Banking Book (IRRBB) ________________________________________________33G. Operational Risk ______________________________________________________________________________33H. Climate-Related Financial Risk ________________________________________________________________34I. AML/CFT Supervision __________________________________________________________________________36J. Recommendations ____________________________________________________________________________38 BOX 1. LSI Business Models and Classification Criteria ________________________________________________12 TABLES 1. Key Recommendations_________________________________________________________________________82. Banks Operating in the Slovak Republic 2023 _________________________________________________113. Structure of Financial System _________________________________________________________________114. LSI Key Financial Indicators____________________________________________________________________125. EU LSI SREP Methodology ____________________________________________________________________206. Financial Soundness Indicators________________________________________________________________40 Glossary AMLAnti-Money LaunderingAMLSSAnti-Money Laundering Supervision SectionBCBSBasel Committee on Banking SupervisionBCPBasel Core Principles for Effective Banking SupervisionBIBusiness IntelligenceBRRDBanking Recovery and Resolution DirectiveBSDBanking Supervision DepartmentCTFCounterTerrorist-FinancingCOREPCommon Reporting (ECB)CRD VCapitalRequirement