Reports

34 kb
Date : 21 Dec 2017
Contents
Foreword
List of Select Abbreviations
Overview
Chapter I : Macro-Financial Risks
Global backdrop
Domestic economy
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: Regulations and Developments
International and domestic regulatory developments
Other developments, market practices and supervisory concerns
Annex 1: Systemic Risk Survey
Annex 2: Methodologies
LIST OF BOXES
1.1 Commodity Prices and Geopolitical risks
1.2 When a Central Bank talks …
3.1 Capital structure – debt and equity
3.2 Regulations for resolutions
3.3 Governance in PSBs – Views of previous committees
LIST OF CHARTS
1.1 World economic growth
1.2 Growth in world trade (Y-o-Y)
1.3 Wage share of GDP
1.4 Current account balance of the Euro area and select Euro area countries
1.5 Portfolio investments in Asia
1.6 Bloomberg Financial condition index
1.7 Developments in US high yield bond market
1.8 Growth in GDP and its components
1.9 Credit growth in major sectors and major industries
1.10 Share of gross fixed capital formation in GDP
1.11 Stalled projects and new investments announced
1.12 Central government revenue and capital expenditure as a share of total expenditure
1.13 Debt position of central public sector undertakings
1.14 Export and import growth, trade deficit and crude oil prices
1.15 Trends in FPI investments
1.16 FPI inflows in equity and debt in select emerging economies
1.17 Earnings outlook and relative price to book valuation
1.18 Trailing 12 PE – Peer comparison
1.19 Movement in corporate bond spreads
1.20 CDS, debt limit utilisation, G-sec yields, implied volatility, onshore-offshore forward premia differential and open interest position on NIFTY 50
1.21 All-India house price index
2.1 Credit and deposit growth: y-o-y basis
2.2 Capital adequacy
2.3 Asset quality
2.4 Change in asset quality
2.5 Slippage from standard assets portfolio
2.6 Stressed advances in broad sectors
2.7 Stressed advances ratios of major sub-sectors within industry
2.8 Share of large borrowers in SCBs’ loan portfolio
2.9 Percentage change in the asset quality of large borrowers
2.10 GNPA and SMA-2 ratios of large borrowers
2.11 Composition of total funded amount outstanding of large borrowers
2.12 Fund based exposure of SCBs to large borrowers (LBs)-Share of top 100
2.13 Asset quality and capital adequacy
2.14 Provisioning gap and profitability
2.15 Profitability
2.16 Banking stability indicator
2.17 Banking stability map
2.18 Macroeconomic scenario assumptions
2.19 Projection of GNPA ratio of SCBs
2.20 CRAR projections
2.21 Projection of CET 1 capital ratio
2.22 Credit risk – shocks and impacts
2.23 CRAR-wise distribution of banks
2.24 Credit concentration risk: Individual borrowers – Stressed advances
2.25 Credit concentration risk: Individual borrowers – Exposure
2.26 Sectoral credit risk: Infrastructure – shocks and impacts
2.27 Equity price risk
2.28 Liquidity risk – Shocks and impacts
2.29 MTM of total derivatives- select banks
2.30 Stress tests – Impact of shocks on derivative portfolio of select banks
2.31 Asset quality and capital adequacy of the NBFC sector
2.32 Inter-bank market
2.33 Share of different bank groups in the inter-bank market
2.34 Composition of the fund based inter-bank market
2.35 Network structure of the Indian banking system (SCBs + SUCBs)
2.36 Connectivity statistics of the banking system
2.37 Network plot of the financial system
2.38 Net lending (+ve) / borrowing (-ve) by the institutions
2.39 Exposure to NBFCs
2.40 Exposure to HFCs
2.41 Gross exposure (receivables) of pension funds
2.42 Contagion plot – Impact of failure of a bank
2.43 Contagion impact after macroeconomic shocks
3.1 Global banking activity
3.2 OTC derivatives and centrally cleared CDS
3.3 Bond mobilisation through private placements
3.4 NPS – sectoral distribution of subscribers
3.5 NPS – sectoral distribution of AUM
3.6 NPS – AUM per subscriber (₹ million)
3.7 Corporate insolvency resolution process (CIRP) status
3.8 CIRP – applicant wise – No. of cases
3.9 Mutual funds
3.10 Category-wise shareholding for top 500 scrips
3.11 Category-wise shareholding for index scrips vis-à-vis top 500 scrips
3.12 Percentage change in turnover – 2016-17
3.13 Group-wise turnover as a percentage of total equity turnover
3.14 Movement of Indian and international commodity indices
3.15 Product segment-wise share in all- India commodity futures turnover
3.16 BSBDAs – amount outstanding and number of accounts
3.17 BSBDAs – availment of OD facilities
3.18 Volume and value of total electronic transactions
3.19 Notes in circulation vs. value of electronic transactions
LIST OF TABLES
1.1 MCLR and corporate yields
2.1 Credit concentration risk: Group borrowers – Exposure
2.2 Interest rate risk – Bank groups – shocks and impacts
2.3 Select financial soundness indicators of SUCBs
2.4 Aggregated balance sheet of NBFC sector: y-o-y growth
2.5 Select ratios of NBFC sector
2.6 Inter-sector assets and liabilities
2.7 Top 5 banks with maximum contagion impact
3.1 Ratings of listed companies by major credit rating agencies (CRAs) in India
3.2 Important prudential and consumer protection measures and the rationale thereof

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