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 and Development |
International and domestic regulatory developments |
Other developments, market practices and supervisory concerns |
Annex 1: Systemic Risk Survey |
Annex 2: Methodologies |
LIST OF BOXES |
3.1 Impact of Ind AS implementation on banks |
3.2 Insurance Industry – new challenges & opportunities |
3.3 Cyber Risks to financial stability |
LIST OF CHARTS |
1.1 Advanced Economies production and global PMI |
1.2 Advanced Economies Financial condition index |
1.3 RWI/ISL container throughput index |
1.4 Changes in world trade and dollar TWI |
1.5 Movement in commodity indices |
1.6 Profit margins of world, US and EM indices |
1.7 Composition of portfolio flows to emerging markets |
1.8 US vis-à-vis EM equity PE ratios |
1.9 Drivers of CPI (excluding food and fuel inflation) |
1.10 Evolution of leverage of select PSUs |
1.11 Market borrowings |
1.12 Indian equity and bonds markets since demonetisation |
1.13 Monthly FPI/FII net debt investments vis-à-vis 10-year yields |
1.14 GoI cumulative borrowing vis-à-vis secondary market liquidity |
1.15 Secondary market liquidity vis-à-vis OIS/ G-Sec spread |
1.16 Flow of resources to the commercial sector |
1.17 Trends in residential property prices |
1.18 NGNF listed companies: ‘Weak’ companies – current trend |
1.19 Borrowings by select industries |
1.20 Risk profiles of select industries |
1.21 Corporate sector stability indicator and map |
1.22 Weak Companies- Impact of shocks |
1.23 Leveraged weak companies- Impact of shocks |
2.1 Select performance indicators of SCBs |
2.2 Select asset quality indicators of SCBs |
2.3 Select asset quality indicators of large borrowers of SCBs |
2.4 Banking stability indicator |
2.5 Banking stability map |
2.6 Macroeconomic scenario assumptions |
2.7 Projection of GNPAs of SCBs |
2.8 Projection of CRAR |
2.9 Projection of CET 1 capital ratio |
2.10 Credit risk - Shocks and impacts |
2.11 CRAR-wise distribution of banks |
2.12 Credit concentration risk: Individual borrowers – Stressed advances |
2.13 Credit concentration risk: Individual borrowers – Exposure |
2.14 Sectoral credit risk: Infrastructure - shocks and impacts |
2.15 Equity price risk |
2.16 Liquidity risk – Shocks and impacts using HQLAs |
2.17 Liquidity risk – Shocks and impacts |
2.18 Bottom-up stress tests – Credit and market risks – Impact on CRAR |
2.19 Bottom-up stress tests – Liquidity risk |
2.20 MTM of total derivatives - Select banks - March 2017 |
2.21 Stress tests - Impact of shocks on derivative portfolio of select banks |
2.22 Asset quality and capital adequacy of the NBFC sector |
2.23 Interbank market |
2.24 Share of different bank groups in the Interbank market |
2.25 Composition of fund based interbank market – March 2017 |
2.26 Network structure of the Indian banking system – March 2017 |
2.27 Connectivity Statistics of the banking system |
2.28 Network plot of the financial system– March 2017 |
2.29 Net lending (+ve) / borrowing (-ve) by the institutions |
2.30 Gross exposure (receivable) of pension funds |
2.31 Exposure to housing finance companies – March 2017 |
2.32 Top 10 banks with maximum contagion impact - Solvency losses – March 2017 |
2.33 Top 10 banks with maximum contagion impact - Liquidity losses – March 2017 |
3.1 Select capital and liquidity ratios for group 1 banks |
3.2 NPS – subscribers and AUM |
3.3 Fund raised from capital market and bank credit |
3.4 FPI Investment in equities and bonds |
3.5 Net purchases of MFs and FIIs in equities |
3.6 Mutual funds – trends in resource mobilisation |
3.7 Mutual funds – Asset under management |
3.8 Product segment-wise share in all- India commodity futures turnover (2016-17) |
3.9 Trend in notes in circulation and digital transactions |
3.10 Trends in digital transactions |
LIST OF TABLES |
1.1 Select financial ratios of performance of NGNF listed companies |
1.2 NGNF listed companies: Change in corporate borrowings |
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 NBFC sector: Y-o-Y growth |
2.4 Select ratios of NBFC sector |
2.5 Inter-sector assets and liabilities – March 2017 |
3.1 Important prudential and consumer protection measures & rationale thereof (January – June 2017) |
3.2 Secondary market turnover data for corporate bonds |