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Date : 28 Jun 2016
List of Select Abbreviations
Chapter I : Macro-Financial Risks
Global backdrop
Domestic economy
Corporate sector
Chapter II : Financial Institutions: Soundness and Resilience
Scheduled commercial banks
Resilience - Stress tests
Scheduled urban co-operative banks
Resilience - Stress tests
Non-banking financial companies
Resilience - Stress tests
Chapter III : Financial Sector Regulation
Part I : An optimal configuration for the financial system – Banks versus Market
Part II : Financial sector in India – Regulation and development
The international regulatory reform agenda
Domestic financial system
Banking sector
Financial inclusion
Non-banking financial companies
Payment and settlement systems
Capital markets
Agri-commodity market
Commodity derivatives market
Insurance sector
Pension sector
Financial Stability and Development Council
Annex 1: Systemic Risk Survey
Annex 2: Methodologies
1.1 Negative policy rates – Financial stability implications
1.2 Moral hazard and morality
2.1 Stress in Banking Sector - Recent measures taken by the Government
3.i Technology: the agathokakological companion?
3.1 The Insolvency and Bankruptcy Code 2016
3.2 Regulation of credit guarantee schemes
3.3 Major recommendations of the committee on medium-term path on financial inclusion
1.1 Global growth outlook and macro indicators for the US
1.2 Trends in gold and brent crude prices, commodity and USD indices
1.3 Historic trend in implied probability for Fed interest rates
1.4 Trends in 10 year break-even inflation rates
1.5 Trends in equity and house price indices and inflation in the US
1.6 Trends in emerging market bond and currency indices
1.7 Growth trends in world trade and USD index
1.8 Global current account balances and gross capital flows
1.9 Trends in growth of real GDP and composition of GDP at market prices
1.10 Capacity utilisation and industrial production
1.11 Indicative trends in business activity and composition of savings
1.12 Central government’s revenue and expenditure
1.13 Trends in major subsidies and total subsidies
1.14 External sector indicators, crude prices and trade deficit
1.15 Crude oil prices and private transfers
1.16 Rainfall, agricultural growth, food production and inflation
1.17 Bank credit to agriculture
1.18 Trends in stock indices
1.19 Trend in house prices
1.20 NGNF listed companies: ‘Weak’ companies – current trend
1.21 Risk profile of select industries (March 2016)
1.22 Corporate sector stability indicator and map
1.23 Indicators of corporate sector performance: Size-wise classification
1.24 Indicators of corporate sector performance: Select Industries: 2014-15
1.25 NGNF ‘weak’ companies
1.26 NGNF ‘weak’ companies: Select Industries: 2014-15
2.1 Credit and deposit growth: y-o-y basis
2.2 Capital adequacy and leverage ratio
2.3 RWAs density
2.4 Asset quality of SCBs
2.5 NNPAs of SCBs
2.6 Y-o-Y growth of GNPA
2.7 Probability density function of asset quality
2.8 Asset quality in major sectors
2.9 Stressed advances ratios of major sub-sectors within industry
2.10 Annual slippage of standard accounts to NPA category-Sector wise
2.11 Slippage of standard accounts to NPA category –Loan size wise
2.12 Share of large borrowers in SCBs’ loan portfolio
2.13 Percentage change in the asset quality of large borrowers between Sep-15 and March-16
2.14 GNPA and SMA-2 of large borrowers
2.15 Components of income: y-o-y growth
2.16 Distribution of SCBs based on RoAs (annual)
2.17 Probability density function of RoAs
2.18 Banking stability indicator
2.19 Banking stability map
2.20 Projection of system level GNPA ratios and CRAR of SCBs
2.21 Projection of bank-group wise GNPA ratio and CRAR
2.22 Projected sectoral GNPAs under various scenarios
2.23 Credit risk - shocks and impacts
2.24 CRAR-wise distribution of banks
2.25 Credit concentration risk: Individual borrowers – Exposure
2.26 Credit concentration risk: Individual borrowers – Stressed advances
2.27 Bottom-up stress tests - Credit and market risks – Impact on CRAR
2.28 Bottom-up stress tests - Liquidity risk
2.29 MTM of total derivatives portfolio - Select banks - March 2016
2.30 Stress tests - Impact of shocks on derivatives portfolio of select banks
2.31 Asset quality and capital adequacy of the NBFC sector
2.32 Size (turnover) of the interbank market
2.33 Share of different bank groups in the interbank market
2.34 Share of long-term and short-term exposures in the fund-based interbank market
2.35 Composition of short-term fund-based interbank market
2.36 Network structure of the Indian banking system – March 2016
2.37 Connectivity statistics of the banking system
2.38 Network plot of the financial system
2.39 Impacted banks for the same trigger bank (i.e. Bank 3)
3.i Flow of resources from banks and non-bank sources to commercial sector
3.1 Trends in capital ratios and risk-weighted assets of major global banks
3.2 Trends in banking index relative to market index
3.3 Share of credit to small industries in total bank advances
3.4 Progress under financial inclusion programmes of banks
3.5 Payment system indicators
3.6 Growth in volumes in IMPS
3.7 Trends in public issuances of equity and debt
3.8 Primary market activity
3.9 Corporate bond issuances
3.10 Share of top stocks and members in total turnover
3.11 Proportion of algorithmic orders and trade at NSE
3.12 Share of B-15 cities in mutual fund assets
3.13 Debt mutual funds’ AUM and exposure to corporate bonds
3.14 Ownership patterns in NSE Nifty companies
3.15 Proportion of promoters’ pledged shares for top NSE listed companies
3.16 Offshore derivatives instruments and AUC of FPIs
3.17 Trading volumes in agri-commodity derivatives
3.18 Trends in subscription and AUM under National Pension System
1.1 Select financial ratios of performance of NGNF listed companies
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 (2016-17)
2.4 Credit concentration risk: Group borrowers – Exposure
2.5 Sectoral credit risk : Industry - shocks and impacts
2.6 Sectoral credit risk : Infrastructure - shocks and impacts
2.7 Sectoral credit risk: Select industries
2.8 Interest rate risk – bank groups - shocks and impacts
2.9 Liquidity risk – Shocks and impacts
2.10 Liquidity risk – Shocks and impacts – LCR regime
2.11 Consolidated balance sheet of the NBFC sector: y-o-y growth
2.12 Financial performance of the NBFC sector
2.13 Inter-sector assets and liabilities
2.14 Pattern of AMC-MFs’ and insurance companies’ exposure to banks
2.15 Exposure of SCBs, AMC-MFs and insurance companies to NBFCs
2.16 Contagion triggered by net borrower banks
2.17 Contagion triggered by net lender banks