Reports

55 kb
Date : 23 Dec 2015
Contents
Forword
List of Abbreviations
Overview
Chapter I : Macro-Financial Risks
Global backdrop
Domestic macro-economic challenges
Corporate sector
Chapter II : Financial Institutions: Soundness and Resilience
Scheduled commercial banks
Performance
Resilience - Stress tests
Risks
Scheduled urban co-operative banks
Performance
Resilience - Stress tests
Non-banking financial companies
Performance
Resilience - Stress tests
Interconnectedness
Chapter III : Financial Sector Regulation
International regulatory reform agenda
Domestic financial system
Banking sector
Financial inclusion
Securities market
Insurance sector
Pension sector
Financial safety nets: Deposit insurance
Financial market infrastructure
Financial stability and development council
Annex 1: Systemic Risk Survey
Annex 2: Methodologies
LIST OF BOXES
1.1 In search of some old wisdom
2.1 Systemic risk measurement based on equity price returns
3.1 Implications of ‘disruptions’ – ‘Blockchain’ technology
3.2 Recent regulatory initiatives on asset quality
3.3 Some key implications of implementation of Ind AS 109 by Indian Banks
3.4 Payment banks and small finance banks
3.5 SEBI Framework for fund raising by start-ups
LIST OF CHARTS
1.1 Currency composition of official foreign exchange reserves
1.2 Share of various currencies in world payments
1.3 Terms of trade losses and inflationary pressures
1.4 Global GDP growth and EMDE-AE growth differential
1.5 Growth in emerging market corporate earnings and world trade volume
1.6 Select macroeconomic indicators
1.7 Depreciation of EM currencies – Taper tantrum versus May- November, 2015
1.8 Plan expenditure under capital account and improved fiscal space
1.9 Sluggish consumption
1.10 Agricultural exports and global commodity prices
1.11 Trends in exports and imports
1.12 IIP- y-o-y growth rate and 3-month moving average
1.13 Current account, capital account and private transfers
1.14 Short-term external debt stock and volatile capital flows
1.15 Short-term debt to foreign exchange reserves- Cross-country comparison
1.16 Volatile capital flows to foreign exchange reserves- Cross-country comparison
1.17 Corporate performance of NGNF listed companies
1.18 NGNF listed companies: Weak companies – current trend (2013-14 to 2015-16)
1.19 Risk profiles of select industries
1.20 Indicators of corporate sector performance: Size-wise classification
1.21 NGNF weak companies
2.1 Credit and deposit growth: y-o-y basis
2.2 Sectoral share of credit in total credit
2.3 Capital adequacy
2.4 Leverage ratio of SCBs
2.5 Asset quality of SCBs
2.6 NNPAs of SCBs
2.7 Distribution of SCBs based on stressed advances ratio
2.8 Stressed advances in broad sectors
2.9 Stressed advances in stressed sectors
2.10 GNPA ratios of large borrowers
2.11 Distribution of SCBs based on RoA (Annualised)
2.12 Projection of system level GNPA ratios and CRAR of SCBs
2.13 Projection of bank-group wise GNPA ratio and CRAR
2.14 Projected sectoral GNPA under various scenarios
2.15 Expected losses: Bank-group wise
2.16 Unexpected losses and expected shortfalls: Bank-group wise
2.17 Expected losses and unexpected losses: Bank-wise
2.18 CRAR-wise distribution of banks
2.19 Credit concentration risk: Individual borrowers
2.20 Share of off-balance sheet assets (credit equivalent) of SCBs
2.21 MTM of total derivatives
2.22 Stress Tests - Impact of shocks on derivatives portfolio of select banks
2.23 Banking stability indicator
2.24 Banking stability map
2.25 Asset quality of the NBFC sector
2.26 CRAR of the NBFC sector
2.27 Size of the interbank market
2.28 Share of different bank groups in the interbank market
2.29 Fund based and non-fund based transactions in the interbank market
2.30 Short-term and long-term interbank market (fund based)
2.31 Network structure of the Indian banking system
2.32 Network plot of the Indian Financial System
3.1 Issuance of corporate debt and commercial paper outstanding
3.2 Bank-group wise trends in net interest margin (NIM)
3.3 Trends in total assets and owned funds of ARCs
3.4 Trends in assets acquired by ARCs
3.5 Debt, capital expenditure and earnings of Indian companies
3.6 HHI at the system level (all SCBs)
3.7 Bank-wise distribution of difference between HHIs of NPAs and loans
3.8 Dividend received and capital infusion by the government in PSBs
3.9 Trends in number of BSBD accounts
3.10 Trends in BC-ICT transactions and value
3.11 Net investment in equity by DIIs and FPIs
3.12 Day-wise break-up of buying / selling trends of FPIs and DIIs
3.13 Comparative position of investment of insurance companies in capital markets
3.14 Trends in subscription and AUM under National Pension Scheme
3.15 Trends in number of ‘incidents’ reported during 2015
LIST OF TABLES
1.1 Select financial ratios of performance of NGNF listed companies (2014-15 and 2015-16)
1.2 NGNF listed companies: Tail risk in corporate leverage
1.3 Impact of weakness in debt servicing capacity of NGNF companies on bank credit
2.1 Exposure of SCBs to large borrowers
2.2 Profitability of SCBs
2.3 Macroeconomic scenario assumptions
2.4 Credit risk - shocks and impacts
2.5 Credit concentration risk: Group borrowers
2.6 Sectoral credit risk : Industry - shocks and impacts
2.7 Sectoral credit risk : Infrastructure - shocks and impacts
2.8 Sectoral credit risk: select industries
2.9 Interest rate risk – bank groups - shocks and impacts
2.10 Liquidity risk – shocks and impacts
2.11 Liquidity risk – shocks and impacts
2.12 Consolidated balance sheet of the NBFC sector: y-o- y growth
2.13 Financial performance of the NBFC sector
2.14 Connectivity statistics of the banking system
2.15 Inter-sector assets and liabilities of different groups
2.16 Pattern of insurance companies’ exposure to banks
2.17 Exposure of SCBs, AMC-MFs and insurance companies to NBFCs
2.18 Contagion triggered by net borrower banks
2.19 Contagion triggered by net lender banks
3.1 Exposure of MFs to corporate bonds

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