Contents - RBI - Reserve Bank of India
75924424
Published on December 31, 2018
Contents
| Foreword |
| List of Select Abbreviations |
| Overview |
| Chapter I : Macro-Financial Risks |
| Global economy |
| 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 |
| Micro, small and medium enterprises exposure of financial |
| intermediaries – A comparative analysis |
| Network of the financial system |
| Chapter III : Financial Sector: Regulation and Developments |
| International and domestic developments |
| Other developments, market practices and supervisory concerns |
| Annex 1: Systemic Risk Survey |
| Annex 2: Methodologies |
| LIST OF BOXES |
| 1.1 Is this time different? Risk-free curve and movement in corporate spreads in US rate increase cycle |
| 2.1 PCA banks: Estimating the change in their Systemic Footprint using Contagion Analysis |
| 3.1 Financial conglomerates - identification and oversight - A closer look |
| 3.2 Framework for Liquidity Risk Management by MFs |
| 3.3 Riding on Suptech |
| 3.4 Risk Culture |
| LIST OF CHARTS |
| 1.1 World Economic Growth Rate |
| 1.2 JP Morgan Global PMI |
| 1.3 Bloomberg Financial conditions index |
| 1.4 US fixed income supply |
| 1.5 LIBOR-OIS spread |
| 1.6 Net acquisition of financial assets - Japan & Euro Area |
| 1.7 10-year US Treasury net hedged returns in base currencies of Euro and JPY |
| 1.8 Evolution of 1-year Cross Currency Basis |
| 1.9 Month-on-month change in global trade volume |
| 1.10 US - deviation in real GDP in trade tensions |
| 1.11 China - deviation in real GDP in trade tensions |
| 1.12 Bloomberg commodity indices |
| 1.13 US HY Bond Index and Volatility Index |
| 1.14 US Non-financial corporate outstanding debt |
| 1.15 EM investment grade spreads over US Treasury |
| 1.16 EM currency performance vis-à-vis US dollar Index |
| 1.17 National income aggregates |
| 1.18 Current account and merchandise trade deficit |
| 1.19 Composition of merchandise import growth |
| 1.20 Relative valuation of Indian equities |
| 1.21 FPI flows |
| 1.22 FPI flows – Emerging Markets |
| 1.23 VIX and foreign exchange option volatility |
| 1.24 Flow of resources to the commercial sector |
| 1.25 Mutual Fund resource mobilisation (monthly) |
| 1.26 Disaggregated investor analysis - Debt funds |
| 1.27 Disaggregated investor analysis - liquid / money market funds |
| 1.28 Movement in inter-bank deposit rates |
| 1.29 Developments in Housing market |
| 1.30 House sales-to-unsold inventory ratio and launches-to-sales ratio |
| 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 Banking stability indicator |
| 2.6 Banking stability map |
| 2.7 Macroeconomic scenario assumptions |
| 2.8 Projection of SCBs’ GNPA ratios |
| 2.9 CRAR projections |
| 2.10 Projection of CET 1 capital ratio |
| 2.11 Credit risk - shocks and impacts |
| 2.12 CRAR-wise distribution of banks |
| 2.13 Range of shifts in CRAR |
| 2.14 Credit concentration risk: Individual borrowers – stressed advances |
| 2.15 Credit concentration risk: Individual borrowers – Exposure |
| 2.16 Tenor-wise distribution of AFS portfolio |
| 2.17 Tenor-wise distribution of HFT portfolio |
| 2.18 Equity price risk |
| 2.19 Liquidity risk – Shocks and impacts on liquid stocks |
| 2.20 MTM of total derivatives portfolio - Select banks - September 2018 |
| 2.21 Stress tests - Impact of shocks on derivative portfolio of select banks |
| 2.22 Select ratios of the NBFC sector |
| 2.23 Probability of default over 1-year horizon of MSME credits |
| 2.24 CRISIL 1-year average transition rate to default for long term ratings (2007-17) |
| 2.25 Ratings distribution of MSME credits |
| 2.26 Credit Exposure of MSME segment (in ₹ trillion) |
| 2.27 Relative movement in market share – shift of market share to PVBs and NBFCs from PSBs |
| 2.28 NPA profile in Micro & SME segments – as a per cent of relative exposures |
| 2.29 NPA Profile- Lender type-wise |
| 2.30 Rating distribution of existing portfolio across lenders : March 2018 |
| 2.31 Bilateral Exposures |
| 2.32 Network plot of the financial system – September 2018 |
| 2.33 Net receivables (+ve) / payables (-ve) by the institutions |
| 2.34 Inter-bank market |
| 2.35 Share of different bank groups in the Inter-bank market |
| 2.36 Composition of fund based inter-bank market |
| 2.37 Network structure of the Indian banking system (SCBs +SUCBs) – September 2018 |
| 2.38 Connectivity statistics of the banking system (SCBs) |
| 2.39 Gross receivables of asset management companies |
| 2.40 Gross receivables of insurance companies |
| 2.41 Gross payables of NBFCs |
| 2.42 Gross payables of HFCs |
| 2.43 CP Market |
| 2.44 CPs - Subscribed (+ve)/ Issued (-ve) |
| 2.45 A representative contagion plot – impact of failure of a bank |
| 2.46 Solvency Losses |
| 2.47 Liquidity Losses |
| 2.48 Number of Bank Defaults |
| 2.49 Contagion impact after macroeconomic shocks (solvency contagion) |
| 3.1 Variability in capital adequacy induced by use of internal risk models : 32 major financial institutions |
| 3.2 Comparison of risk weights based on internal models & Standardised Approach: 32 major financial institutions |
| 3.3 Recovery rates of financial claims at NCLT (upto September 2018) |
| 3.4 Growth in the number of SIPs (No. in million) |
| 3.5 Per cent of debt issues of listed companies in terms of rating action |
| 3.6 Capital raised in the Primary market |
| 3.7 Category wise Issuers and Subscribers of corporate bonds |
| 3.8 Movement of Indian and International Commodity Indices |
| 3.9 Product segment-wise share in All India Derivatives Turnover (Futures & Options) |
| 3.10 Frauds reported in the banking sector (amount involved >= ₹ 0.1 million) |
| 3.11 Relative share of bank-groups in overall fraud amount reported (amount involved >= ₹ 0.1 million) |
| 3.12 Fraud category share in overall frauds reported (amount involved >= ₹ 0.1 million) (June 2017 to September 2018) |
| 3.13 Advance related frauds reported (amount involved >= ₹ 0.1 million) |
| 3.14 Relative share in frauds reported & risk weighted assets for Operational Risk of major bank groups (2014-15 to 2017-18) |
| LIST OF TABLES |
| 2.1 Credit concentration risk: Group borrowers – exposure |
| 2.2 Growth in GNPAs due to subsector specific shocks - September 2018 |
| 2.3 Number of banks failing under subsector specific shocks |
| 2.4 Decline in system level CRAR (in descending order) |
| 2.5 Interest rate risk – Bank groups - shocks and impacts |
| 2.6 Aggregated balance sheet of the NBFC sector: y-o-y growth |
| 2.7 Select ratios of the NBFC sector |
| 2.8 Distribution of incremental MSME borrowers across credit spectrum across lenders |
| 2.9 Proportion of asset acquisition in CMR 7-10 segment across lenders |
| 2.10 Incremental exposure of accounts with aggregate exposure < ₹ 50 million: March 2016 – March 2017 |
| 2.11 Incremental exposure of accounts with aggregate exposure < ₹ 50 million: March 2017 – March 2018 |
| 2.12 Slippage to NPA in fresh acquisition within a Financial year: FY 2016-17 |
| 2.13 Slippage to NPA in fresh acquisition within a Financial year: FY 2017-18 |
| 2.14 Inter-sector assets and liabilities – September 2018 (₹ billion) |
| 3.1 Subscriber growth |
| 3.2 AUM growth |
| 3.3 The corporate insolvency resolution processes (CIRP) - No. of Corporate Debtors |
| 3.4 Initiation of corporate insolvency resolution process (CIRP) |
| 3.5 Distribution of corporate debtors ending in liquidation |
| 3.6 Important regulatory initiatives (June 2018 - November 2018) |
| 3.7 Trends in flow of funds (₹ billion) |
| 3.8 Frauds reported during the last 5 FYs and H1:2018-19 (amount involved >= ₹ 0.1 million) |
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