Contents - RBI - Reserve Bank of India
75925323
Published on June 26, 2018
Contents
| Foreword |
| List of Select Abbreviations |
| Overview |
| Chapter I: Macro-Financial Risks |
| Global economy and the risks of spillover |
| Domestic macro-financial developments |
| 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 developments |
| Other developments, market practices and supervisory concerns |
| Annex 1: Systemic Risk Survey |
| Annex 2: Methodologies |
| LISTS OF BOXES |
| 1.1: USD liquidity for non-US borrowers |
| 2.1: Objective of Bank Stress Tests |
| 2.2: PCA PSBs vis-à-vis non-PCA PSBs: A Comparative Analysis |
| 3.1: Identification and measurement of NPAs: A cross-country comparison |
| 3.2: Issues in lending decisions |
| 3.3: PSBs’ legacy asset choices and realised credit risks – A comparison between PSBs under PCA and Benchmark PSBs |
| 3.4: Guidelines for co-location and Algo trades |
| 3.5: EU – Data protection |
| LIST OF CHARTS |
| 1.1 JP Morgan Global Manufacturing PMI |
| 1.2 OECD composite leading Indicators |
| 1.3 Bloomberg Financial Conditions Index |
| 1.4 US Fixed Income supply |
| 1.5 Euro area net acquisition of assets (debt and equity) |
| 1.6 The LIBOR-OIS spread |
| 1.7 Trade intensity and China’s trade balance |
| 1.8 Direction of exports (Free on board) |
| 1.9 Bloomberg commodity indices |
| 1.10 US HY bond index and volatility index |
| 1.11 Leverage of US corporates |
| 1.12 Investment risk appetite and EM investment grade spreads over US treasury |
| 1.13 Correlation between GBI-EM Global Asia and Dollar Index |
| 1.14 EM currency performance relative to US dollar index |
| 1.15 GDP growth, private final consumption expenditure and gross fixed capital formation |
| 1.16 Capacity utilisation |
| 1.17 Fiscal indicators of Central Government |
| 1.18 Current account and merchandise trade deficit |
| 1.19 Profile of Imports |
| 1.20 Relative valuation of Indian equities |
| 1.21 FPI flows |
| 1.22 FPI flows – Emerging Markets |
| 1.23 India VIX and 10-year off-the-run on-the-run yield spread |
| 1.24 Credit growth bank group-wise |
| 1.25 Intermediation by MFs |
| 1.26 PSBs: Deposit and credit share (relative to PvBs) |
| 1.27 Recent evolution of the term curve |
| 1.28 Price adjustments in stressed markets |
| 1.29 Pro-cyclical behaviour of mutual funds in the G-Sec market |
| 1.30 Investments in spread products and G-Sec/T-Bills/CBLO |
| 1.31 Bank Lines to asset management companies (AMCs) v/s AMCs’ allocation to G-Sec and T-Bills |
| 1.32 Bank Lines to AMCs and 10-year G-Sec yield |
| 1.33 Share of Bank Groups in Bank Lines to AMCs |
| 1.34 The House Price Index |
| 2.1 Select performance indicators |
| 2.2 Select asset quality indicators |
| 2.3 Select asset quality indicators of large borrowers |
| 2.4 Banking stability indicator |
| 2.5 Banking stability map |
| 2.6 Bank-wise profitability of SCBs |
| 2.7 Profitability of bottom quartile of SCBs (RoA in per cent) |
| 2.8 Macroeconomic scenario assumptions |
| 2.9 Projection of SCBs’ GNPA ratios |
| 2.10 CRAR projections |
| 2.11 Projection of CET 1 capital ratio |
| 2.12 Credit risk - shocks and impacts |
| 2.13 Distribution of CRAR of banks |
| 2.14 Range of shifts in CRAR |
| 2.15 Credit concentration risk: Individual borrowers – stressed advances |
| 2.16 Credit concentration risk: Individual borrowers – Exposure |
| 2.17 Sectoral credit risks: Impact on the GNPA ratio of the system |
| 2.18 Equity price risk |
| 2.19 Liquidity risk – shocks and impacts using HQLAs |
| 2.20 Bottom-up stress tests – Credit and market risks – Impact on CRAR |
| 2.21 Bottom-up stress tests – Liquidity risk |
| 2.22 MTM value of total derivatives – Select banks - March 2018 |
| 2.23 Stress tests - Impact of shocks on derivative portfolio of select banks |
| 2.24 Inter-bank market |
| 2.25 Share of different bank groups in the inter-bank market |
| 2.26 Composition of fund based inter-bank market |
| 2.27 Network structure of the Indian banking system (SCBs +SUCBs) – March 2018 |
| 2.28 Connectivity statistics of the banking system (SCBs) |
| 2.29 Network plot of the financial system – March 2018 |
| 2.30 Net lending (+ve) / borrowing (-ve) by the institutions |
| 2.31 Gross receivables of AMC-MFs – March 2018 |
| 2.32 Gross receivables of insurance companies – March 2018 |
| 2.33 Gross payables of NBFCs – March 2018 |
| 2.34 Gross payables of HFCs – March 2018 |
| 2.35 A representative contagion plot – impact of failure of a bank |
| 2.36 Contagion impact after macroeconomic shocks (solvency contagion) |
| 3.1 Frauds in the banking sector |
| 3.2 Relative share of Frauds reported |
| 3.3 National Pension Scheme - details |
| 3.4 Corporate insolvency resolution transactions |
| 3.5 Initiation of the corporate insolvency resolution process |
| 3.6 Distribution of corporate debtors ending in liquidation |
| 3.7 Trends in mutual funds |
| 3.8 Ratio of Equity cash to Equity derivatives turnover |
| 3.9 Capital raised in the primary market |
| 3.10 Movement of Indian and international commodity indices |
| 3.11 Product segment-wise share in all-India commodity futures turnover (October 2017-March 2018) |
| LIST OF TABLES |
| 2.1 Credit concentration risk: Group borrowers – exposure |
| 2.2 Interest rate risk – bank groups - shocks and impacts |
| 2.3 Aggregated balance sheet of the NBFC sector: y-o-y growth |
| 2.4 Select ratios of the NBFC sector |
| 2.5 Select ratios of the NBFC sector |
| 2.6 Inter-sector assets and liabilities – March 2018 |
| 2.7 Top 5 banks with maximum contagion impact – March 2018 |
| 3.1 Important regulatory initiatives (November 2017- May 2018) |
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