Reports

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Date : 29 Dec 2016
Contents
Foreword
List of Select Abbreviations
Overview
Chapter I : Macro-Financial Risks
Global backdrop
Domestic economy
Corporate sector
Chapter II : Financial Institutions: Soundness and Resilience
Scheduled commercial banks
Performance
Risks
Resilience – Stress tests
Scheduled urban co-operative banks
Performance
Resilience – Stress tests
Non-banking financial companies
Performance
Resilience – Stress tests
Interconnectedness
Chapter III : Financial Sector Regulation
International and domestic regulatory developments
Other developments
The Financial Stability and Development Council
The banking sector
Payment and settlement systems
Evolving insolvency and resolution framework
Capital markets
The insurance sector
The pension sector
Consumer protection
Annex 1: Systemic Risk Survey
Annex 2: Methodologies
LIST OF BOXES
1.1 Countercyclical Thinking
1.2 System D
3.1 TBTF – Who is benefitting?
3.2 Reg Tech
3.3 Financial Resolution and Deposit Insurance (FRDI) Bill 2016
LIST OF CHARTS
1.1 Policy uncertainty index – global trends
1.2 Trends in expectations about changes in US Fed fund rates
1.3 Trends in risk appetite Global High Yield Index
1.4 Productivity slowdown in advanced economies
1.5 Trends in world trade
1.6 Corporate savings in select major economies
1.7 Economic policy uncertainty index – India
1.8 Trends in growth of exports and imports
1.9 Trends in inflation
1.10 India’s external sector indicators
1.11 Trends in India’s remittance inflows
1.12 Resource mobilisation from bank and non-bank sources
1.13 Funds raised through the primary market
1.14 Comparative returns and volatility of the Indian equity market
1.15 Trends in India’s bond markets and currency markets
1.16 FPI flows and USD-INR
1.17 Trends in residential property prices
1.18 NGNF listed companies: ‘Weak’ companies – current trend
1.19 Debt of select industries
1.20 Risk profiles of select industries
1.21 Trends in credit ratings of debt instruments
1.22 Corporate sector stability indicator and map
2.1 Select performance indicators of SCBs
2.2 Select asset quality indicators of SCBs
2.3 Select asset quality indicators of large borrowers
2.4 Banking stability indicator
2.5 Banking stability map
2.6 Macroeconomic scenario assumptions
2.7 Projection of system level GNPAs and CRAR of SCBs
2.8 Projection of bank group-wise GNPA ratio and CRAR
2.9 Projected Sectoral NPAs under various scenarios
2.10 Estimated losses-Bank group wise
2.11 Estimation of losses: Bank-wise:September 2016
2.12 Credit risk – Shocks and Impacts
2.13 CRAR-wise distribution of banks
2.14 Credit concentration risk: Individual borrowers – Stressed advances
2.15 Credit concentration risk: Individual borrowers – Exposure
2.16 Sectoral credit risk: Infrastructure – Shocks and Impacts
2.17 Liquidity risk – Shocks and impacts using HQLAs
2.18 Liquidity risk – Shocks and Impacts
2.19 MTM of Total Derivatives- September 2016
2.20 Stress Tests – Impact of shocks on derivative portfolio of select banks
2.21 Asset quality and capital adequacy of the NBFC sector
2.22 Size (turnover) of the interbank market
2.23 Share of different bank groups in the interbank market
2.24 Long-term and short-term exposures in fund-based interbank market
2.25 Composition of short-term fund-based interbank market
2.26 Composition of long-term fund-based interbank market
2.27 Network structure of the Indian banking system – September 2016
2.28 Connectivity statistics of the banking system
2.29 Network plot of the financial system
2.30 Net lending (+ve)/ borrowing (-ve) by the institutions – March versus September 2016
2.31 Pattern of AMC-MFs’ and insurance companies’ exposure (gross fund based receivables) to banks
2.32 Gross exposure (receivable) of pension funds
2.33 Top 5 banks with maximum contagion impact
3.1 Select capital and liquidity ratios for group 1 banks
3.2 Share of various categories of payment systems
3.3 Trends in usage of credit cards and debit cards
3.4 Mutual funds’ mobilisation and redemption
LIST OF TABLES
1.1 Select financial ratios of performance of NGNF listed companies
1.2 NGNF listed companies: Change in corporate debt
1.3 NGNF listed companies: Tail risk in corporate leverage
2.1 Credit concentration risk: Group borrowers – Exposure
2.2 Interest rate risk – Bank groups – Shocks and Impacts
2.3 Consolidated balance sheet of the NBFC sector: Y-o-Y growth
2.4 Select ratios of the NBFC sector
3.1 Important prudential and consumer protection measures & rationale thereof July – December 2016
3.2 Interim and final orders passed by SEBI

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