Reports

74 kb
Date : 30 Jun 2017
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 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

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