Investor Presentaiton
SBERBANK
170 YEARS. BY YOUR SIDE
ANNUAL REPORT
RISK MANAGEMENT
2011
RUB million
Loan portfolio structure by industry
2011
The list of the Group's largest borrowers (groups of related borrowers)
provided below demonstrates the high level of industry diversification.
2010
Change, %
RUB million
Amount
% of loan
portfolio
Amount
% of loan
portfolio
Customer 1
Machine building, trade, construction, metals
Individuals
1,805,527
21.5
1,319,732
21.3
36.8
Customer 2
Services
Services
1,658,527
19.8
1,001,330
16.2
65.6
Customer 3
Oil and gas
Trade
1,134,763
13.5
1,008,025
16.3
12.6
Customer 4
Food and agriculture
703,863
8.4
585,394
9.5
20.2
Customer 5
Construction
451,261
5.4
404,601
6.5
11.5
Customer 6
Telecommunications
Telecommunications
Construction
Energy
379,891
4.5
208,797
3.4
81.9
Machine building
355,574
4.2
317,588
5.1
Customer 7
12.0
Oil and gas
Chemical industry
340,211
4.1
216,833
3.5
56.9
Customer 8
Telecommunications
Telecommunications
331,954
4.0
168,042
2.7
97.5
Customer 9
Metals
299,424
3.6
300,806
4.9
(0.5)
Energy
Customer 10 Energy
1«
108
Transport, aviation and space
285,364
3.4
147,540
2.4
93.4
Total
Amount
% of total loans
255,545
3.1
216,548
2.6
170,261
2.0
143,966
1.7
123,122
1.5
104,718
1.3
97,955
1.2
93,401
1.1
87,415
1.0
79,252
1.0
109
1,372,185
16.5
Λ
industries
State and municipal entities
268,087
3.2
153,280
2.5
74.9
financial results
Oil and gas
164,663
2.0
177,495
2.9
(7.2)
50,388
152,610
8,382,107
Timber industry
Other
Total loans to customers
The Group closely monitors major credit risk concentrations. Major
exposures to our largest borrower and ten largest borrowers shown
below indicate that concentration risk did not change significantly
over the last three years and remains at an acceptable level.
Credit risk concentration
0.6
49,609
0.8
1.6
1.8
132,838
2.0
14.9
100.0 6,191,910
100.0
35.4
A currency analysis of the structure of the Group's loan portfolio
indicates that the bulk of loans (78.8%) are denominated in Russian
Rubles. The percentage of loans denominated in foreign currency (US
Dollars, Euros) remained almost unchanged compared with 2010. The
graph below shows that such loans accounted for 19.7% of the loan
portfolio at the end of 2010 and grew to 19.9% in 2011.
CURRENCY STRUCTURE OF LOAN PORTFOLIO AT YEAR-END
financial results
%
100
2.3
0.7
2.3
1.6
1.3
2.0
14.3
17.4
17.9
80
%
2011
2010
2009
Concentration of loans in the gross loan portfolio due from the
largest borrower before provision for loan impairment
3.1%
3.7%
4.4%
60
82.7
Concentration of loans in the gross loan portfolio due from the ten
largest borrowers before provision for loan impairment
16.5%
16.0%
16.9%
78.7
78.8
40
20
170 YEARS. IT'S JUST THE BEGINNING
WWW.SBERBANK.RU
2009
2010
2011
Russian Ruble
US Dollar
Euro
Other foreign currenciesView entire presentation