Contents - RBI - Reserve Bank of India
104608602
Published on July 01, 2021
Contents
| Foreword |
| List of Select Abbreviations |
| Overview |
| Chapter I : Macro-Financial Risks |
| Introduction |
| Global Backdrop |
| Macrofinancial Developments and Outlook |
| Capital Flows and Exchange Rate Volatility |
| COVID-19 and Impact on Asset Quality of Banks |
| London Inter Bank Offered rate (LIBOR) Transition |
| Commodity Markets |
| Domestic Macrofinancial Risks |
| Public Finances |
| Developments in Government Securities and Fixed Income Derivatives Markets |
| Corporate Sector |
| Developments in External Sector and Foreign Exchange Derivative Market |
| Developments in Debt Mutual Funds (MFs) |
| Valuation of Perpetual Bonds |
| Banking Stability Indicator |
| Bank Credit |
| Wholesale Bank Credit |
| Bank Credit to MSME Sector |
| Bank Credit to NBFCs/HFCs |
| Heterogeneity in Credit Exposures across PVBs |
| Liquidity Risk in the Banking Sector |
| Consumer Credit |
| Housing Market |
| Systemic Risk Survey |
| Chapter II : Financial Institutions: Soundness and Resilience |
| Introduction |
| Scheduled Commercial Banks |
| Asset Quality and Capital Adequacy |
| Sectoral Asset Quality |
| Credit Quality of Large Borrowers |
| Resilience – Macro Stress Tests |
| Sensitivity Analysis |
| Bottom-up Stress Tests: Credit, Market and Liquidity Risk |
| Bottom-up Stress Tests: Derivatives Portfolio |
| Scheduled Primary (Urban) Cooperative Banks |
| Stress Test – Credit Risk |
| Stress Test - Liquidity Risk |
| Non-banking Financial Companies (NBFCs) |
| Stress Test – Credit Risk |
| Interconnectedness |
| Network of the financial system |
| Contagion Analysis |
| Chapter III : Regulatory Initiatives in the Financial Sector |
| Introduction |
| Global Regulatory Developments and Assessments |
| Regulatory Restrictions on Dividend Distribution - Calibrated Normalisation |
| Banking Sector Liquidity |
| Reform in Non-bank Financial Intermediation |
| COVID-19-related Loan Loss Provisioning by Banks |
| Operational Risk in Banks |
| Other International Regulatory Developments |
| Insurance Sector |
| Central Bank Digital Currency |
| Domestic Regulatory Developments |
| Initiatives from Regulators/Authorities |
| Credit Related Measures |
| Development of the Credit Risk Market |
| Pre-Packaged Insolvency For MSMEs |
| Bad Bank |
| Customer Protection |
| Centralised Payment Systems – Permitting Membership to Non-bank Entities |
| Innovation through Regulatory Sandbox |
| Strengthening of Cyber Security Preparedness in Supervised Entities |
| Amalgamation of Urban Co-operative Banks |
| Other Developments |
| Deposit Insurance |
| Corporate Insolvency Resolution Process (CIRP) |
| Mutual Funds |
| Capital Mobilisation - Equity and Corporate Bonds |
| Credit Ratings |
| Commodity Derivatives Market |
| Insurance |
| Pension Funds |
| International Financial Services Centres Authority (IFSCA) |
| Annex 1: Systemic Risk Survey |
| Annex 2: Methodologies |
| Annex 3: Important Regulatory Measures |
| LIST OF BOXES |
| 1.1 Climate Change and Financial Stability: A Perspective |
| LIST OF CHARTS |
| 1.1 Global Purchasing Managers’ Indices |
| 1.2 Baltic Dry Index |
| 1.3 Banks’ Loan Loss Provisions |
| 1.4 Profitability and Capital Ratios of Banks |
| 1.5 Equity Prices and CDS spreads |
| 1.6 Global Debt |
| 1.7 Total Portfolio Flows into Emerging Market Economies |
| 1.8 Emerging Market Economies’ Bond Portfolio Returns |
| 1.9 JPY USD Cross Currency Basis Swaps |
| 1.10 EURO USD Cross Currency Basis Swaps |
| 1.11 Brent Crude Spot and Futures - Price Trends |
| 1.12 Movement in Commodity Indices |
| 1.13 FAO Monthly Food Price Index |
| 1.14 Yield Curve Shifts between September 2020 and December 2020 / May 2021 |
| 1.15 Smoothened Government Securities and Overnight Index Swap (OIS) Turnover |
| 1.16 Price Impact of ₹25 crore buy and sell order in 10-year benchmark |
| 1.17 Spread between 3-month Unsecured and Risk-free Rate |
| 1.18 Spread between 3-month Risk-free rate and OIS |
| 1.19 Slope of Risk-free and OIS Curves |
| 1.20 Non-bank PDs’ median risk limit utilisation (as a per cent of portfolio) and aggregate quarter end portfolio holdings |
| 1.21 Sales of Listed Non-financial Private Companies – Growth (y-o-y) |
| 1.22 Operating Profit Margin – Listed Non-financial Private Companies |
| 1.23 Leverage, Fixed Assets and Cash Holdings of Listed Non-financial Private Companies – Growth (y-o-y) |
| 1.24 Foreign portfolio investment (FPI) flows |
| 1.25 India's Balance of Payments |
| 1.26 Exchange Rate Movements and Volatility |
| 1.27 Deliverable and Non-deliverable Daily Forward Trade Turnover |
| 1.28 Offshore outstanding forwards at month ends |
| 1.29 MIFOR-OIS spread of key tenors |
| 1.30 Open-ended Debt Fund AUMs |
| 1.31 MFs’ Investment in G-Sec/T-Bills/ CBLO and Spread Products |
| 1.32 Excess Returns in Money Market Funds |
| 1.33 Evolution of Price of AT-1 and Tier-2 Instruments |
| 1.34 Evolution of Yield of AT-1 and Tier-2 Instruments |
| 1.35 Yield Differential between AT-1 Bonds of a PSB and PVB |
| 1.36 Banking Stability Map |
| 1.37 Credit growth in SCBs |
| 1.38 Long term Loan ratings and Number of Obligors |
| 1.39 Exposure distribution of Non-PSU Non-Financial Obligors |
| 1.40 Loan Origination to Stressed MSMEs |
| 1.41 Balances of Stressed MSMEs |
| 1.42 Outstanding Funded Exposure of the Banking Sector to Private NBFCs/HFCs |
| 1.43 Average Risk-weighted Assets (RWA) of Old and New PVBs |
| 1.44 Interest Rate Movements - Old and New PVBs |
| 1.45 Cash Inflows from Retail and Small Business Counterparties |
| 1.46 Inquiry Volumes by Lender Category |
| 1.47 Inquiry Volumes by Product |
| 1.48 Approval Rates by Lender Category |
| 1.49 Inquiry Volumes by Risk Tier |
| 1.50 Growth in Outstanding Balances by Lender Category |
| 1.51 House Launches and Sales |
| 1.52 Unsold Inventory and Inventory Overhang |
| 2.1 Select Performance Indicators |
| 2.2 Select Asset Quality Indicators |
| 2.3 Sectoral Asset Quality Indicators |
| 2.4 Select Asset Quality indicators of Large Borrowers |
| 2.5 Macroeconomic Scenario Assumptions – FY:2021-22 |
| 2.6 Projection of SCBs’ GNPA Ratios under Stressed Scenarios |
| 2.7 CRAR Projections under Stressed Scenarios |
| 2.8 Projection of CET-1 Capital Ratio under Stressed Scenarios |
| 2.9 Credit Risk - Shocks and Outcomes |
| 2.10 Credit Concentration Risk: Individual Borrowers’ Exposure |
| 2.11 Credit Concentration Risk: Group Borrowers’ Exposure |
| 2.12 Credit Concentration Risk: Individual Borrowers’ Stressed Advances |
| 2.13 Trading Book Portfolio: Bank-group wise |
| 2.14 Yield Curves and Shift in Yields across tenors since September 2020 |
| 2.15 HTM Portfolio – Composition |
| 2.16 HTM Portfolio – Unrealised Gains as on March 31, 2021 |
| 2.17 Equity Price Risk |
| 2.18 Liquidity Risk – Shocks and Outcomes |
| 2.19 Bottom-up Stress Tests – Credit and Market Risks – Impact on CRAR |
| 2.20 Bottom-up Stress Tests – Liquidity Risk |
| 2.21 MTM of Total Derivatives Portfolio – Select Banks – March 2021 |
| 2.22 Impact of Shocks on Derivatives Portfolio of Select Banks |
| 2.23 Credit Risk in SUCBs |
| 2.24 Credit Risk in NBFCs - System Level |
| 2.25 Bilateral Exposures between Entities in the Financial System |
| 2.26 Network Plot of the Financial System - March 2021 |
| 2.27 Net Receivables (+ve) / Payables (-ve) by Institutions |
| 2.28 Inter-bank Market |
| 2.29 Different Bank Groups in the Inter-Bank Market – March 2021 |
| 2.30 Composition of Fund based Inter-Bank Market |
| 2.31 Network Structure of the Indian Banking System (SCBs + SFBs+ SUCBs) – March 2021 |
| 2.32 Connectivity Statistics of the Banking System (SCBs) |
| 2.33 Gross Receivables of AMC-MFs from the Financial System |
| 2.34 Gross Receivables of Insurance Companies from the Financial System |
| 2.35 Gross Payables of AIFIs to the Financial System |
| 2.36 Gross payables of NBFCs to the Financial System |
| 2.37 Gross payables of HFCs to the Financial System |
| 2.38 Contagion Impact of Macroeconomic Shocks (Solvency Contagion) |
| 3.1 Resource Mobilisation by Mutual Funds and AUM |
| 3.2 Listed Debt Issues by Rating Actions |
| 3.3 Distribution of Rating Downgrades- Sector wise |
| 3.4 Domestic and International Commodity Futures Indices |
| 3.5 Movement in Select Sectoral indices in Commodity Derivatives |
| 3.6 Snapshot of Commodity Derivatives Turnover at Exchanges |
| 3.7 New Business Premium Growth – Life Insurance |
| 3.8 Growth in Total Premia – Life Insurance |
| LIST OF TABLES |
| 1.1 Growth Projections for 2021 and 2022 |
| 1.2 Channels for Policy Measures to Support Bank Lending |
| 1.3 General Government Fiscal Balance and Gross Debt, 2019-22 |
| 1.4 Default Rate by Country of Counterparty for EU IRB Banks – Corporate Obligors |
| 1.5 Default Rate by Country of Counterparty for EU IRB Banks – Retail Obligors |
| 1.6 Adjusted probability of default (PD) by Country of the Counterparty for EU IRB Banks - Corporate Obligors |
| 1.7 Adjusted probability of default (PD) by Country of the Counterparty for EU IRB Banks - Retail Obligors |
| 1.8 Percentage DV01 contributed by RFRs - Currency wise |
| 1.9 Percentage DV01 contributed by RFRs for tenors greater than 2 years - Currency wise |
| 1.10 Fiscal Indicators |
| 1.11 Market Borrowings by the Central and State Governments |
| 1.12 Central Government Securities and State Development Loans – Key Investor Profile |
| 1.13 Change in Holdings of G-Secs and SDLs, H2: 2020-21 |
| 1.14 Bank-group wise increase in HTM holdings, H2: 2020-21 |
| 1.15 Glide Path for Valuation |
| 1.16 Sectoral share in credit by SCBs |
| 1.17 Aggregate Mobilisation of Funds |
| 1.18 Growth in Wholesale Credit to Companies |
| 1.19 Growth in Wholesale Credit to Non-PSU Obligors |
| 1.20 Growth in Wholesale Credit to Non-PSU Non-financial Obligors |
| 1.21 SMA Transition Matrix for Wholesale Portfolio of a Constant Sample of Non-PSU Non-Financial Obligors between September 2020 and April 2021 |
| 1.22 Growth in Bank Credit to MSME sector - March 2021 |
| 1.23 Restructuring of MSME portfolios – Bank Group wise |
| 1.24 SMA Distribution of MSME Portfolio – Bank Group wise |
| 1.25 Borrower Transition Matrix |
| 1.26 Asset Growth: Old and New PVB Cohorts |
| 1.27 Growth in Credit Active Consumers (number) by Product Type |
| 1.28 Score Migration for Risk Categories |
| 1.29 Delinquency Rates in Aggregate Consumer Credit |
| 2.1 Stress Test Results of COVID-19 pandemic by Central Banks |
| 2.2 Growth in New Loans by SCBs: Economic Sectors and Organisations |
| 2.3 Decline in System Level CRAR |
| 2.4 Tenor-wise PV01 Distribution of AFS Portfolio |
| 2.5 OOI- Profit/(loss) on Securities Trading |
| 2.6 Tenor-wise PV01 Distribution of HFT portfolio |
| 2.7 Interest Rate Risk – Bank-groups - Shocks and Impacts |
| 2.8 Asset Quality and CRARs of NBFCs |
| 2.9 Contagion Losses due to Bank failure – March 2021 |
| 2.10 Contagion Losses due to NBFC failure – March 2021 |
| 2.11 Contagion Losses due to HFC failure – March 2021 |
| 3.1 Corporate Insolvency Resolution Process |
| 3.2 Sectoral Distribution of CIRPs as on March 31, 2021 |
| 3.3 CIRPs Ending with Orders for Liquidation till March 31, 2021 |
| 3.4 Outcome of CIRPs, initiated Stakeholder-wise, as on March 31, 2021 |
| 3.5 SIPs in 2020-21 |
| 3.6 Capital/Debt Mobilisation modes |
| 3.7 Segment-wise aggregate turnover (Futures + Options) in Commodity Derivatives |
| 3.8 Business in COVID-19-specific Insurance Products |
| 3.9 Subscriber and AUM Growth: NPS and APY |
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