RbiSearchHeader

Press escape key to go back

Past Searches

Theme
Theme
Text Size
Text Size
S2

RbiAnnouncementWeb

RBI Announcements
RBI Announcements

Asset Publisher

75934372

Contents

Foreword
List of Select Abbreviations
Overview
Chapter I : Macro-Financial Risks
Global Backdrop
Macroeconomic Developments and Outlook
Capital Flows and Exchange Rate Volatility
Risk-off Trades and Asset Market Contagion in Emerging Markets
Commodity Market Spillovers
Domestic Macro-Financial Developments
Recent Macroeconomic Developments
Corporate Sector
Loan Moratorium and Bank Credit
Developments in Non-bank Financial Intermediation
Housing Market
Systemic Risk Survey
Chapter II : Financial Institutions: Soundness and Resilience
Scheduled Commercial Banks
Performance – Assets and Earnings
Asset Quality and Capital Adequacy
Sectoral Asset Quality
Credit Quality of Large Borrowers
Risks
Resilience – Macro Stress Tests
Sensitivity Analysis
Bottom-up Stress Tests – Credit, Market and Liquidity Risk
Bottom-up Stress Tests – Derivatives Portfolio
Scheduled Urban Cooperative Banks
Stress Tests – Credit risk
Stress Tests – Liquidity Risk
Non-banking Financial Companies
Asset Quality and Capital Adequacy
Post COVID-19 Response
Stress Tests
SMA Ratio Analysis
Interconnectedness
Network of the Financial System
Contagion Analysis
Chapter III : Regulatory Initiatives in the Financial Sector
Monetary Policy
Funding and Market Liquidity
Asset Purchases
Credit Facilities
Macroprudential Policies
Domestic Developments
Cyber Security
Payment and Settlement systems
Resolution and Recovery
Non-banking Financial Companies
Mutual Funds
Capital Mobilisation – Equity and Corporate Bonds
Credit Ratings
Commodity Derivatives Market
Insurance
Pension Funds
Annex 1: Systemic Risk Survey
Annex 2: Methodologies
Annex 3: Important Regulatory Measures
LIST OF BOXES
2.1 Pandemics to Financial Crises – Importance of Understanding Networks and Contagion
3.1 COVID-19: A Relook at G-SIBs in Key Jurisdictions
3.2 Catastrophic Risk Insurance
LIST OF CHARTS
1.1 Global Purchasing Managers’ Indices (PMI)
1.2 Volume Growth of World Merchandise Trade
1.3 Global Leverage
1.4 Emerging Markets (EMs) Leverage
1.5 EMs’ Daily Flows (28 day moving average)
1.6 Emerging Market Bond Returns (Annualised)
1.7 Capital Market Returns and Emerging Market Portfolio Flows
1.8 Brent Futures
1.9 Net Borrowings (Central and State Governments) and G-Sec 10-year yield
1.10 India's Merchandise Trade Growth
1.11 Foreign Portfolio Investment Flows
1.12 FPI Flows – Emerging Markets
1.13 Exchange Rate Movements and Realised Volatility
1.14 Leverage and Profitability - Listed Non-Financial Firms,by Ownership
1.15 Leverage and Profitability - Non-PSU Listed and Non-financial Firms, By Ratings
1.16 Credit Growth, Scheduled Commercial Banks
1.17 Wholesale Credit Outstanding by Borrower Categories/Lender Groups, March 2020
1.18 Wholesale Credit Growth (based on CAGR over the last 3 years) across various Borrower Categories
1.19 Excess Liquidity/NDTL - Select PSBs and Major PVBs
1.20 Long-term Ratings Movement and Number of Obligors
1.21 Incremental GNPA Ratio of Downgraded Companies
1.22 MFs’ Investments in G-Sec/T-Bills/CBLO and Spread Products
1.23 Representative Movements in Rebased Net Asset Values of three Schemes
1.24 Investor Profiles of Debt and Equity Funds
1.25 Excess Returns in Liquid Funds
1.26 CP Issuances: Non-PSU Obligors
1.27 NCD Issuances: Non-PSU Obligors
1.28 CP issuances – Non-Financial Non-PSU Obligors
1.29 NCD Issuance – Non-Financial Non-PSU Obligors
1.30 House Launches and Sales
1.31 Unsold Inventory and Inventory Overhang
1.32 City-wise Weighted Average Price Growth
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 Map
2.6 Macroeconomic Scenario Assumptions
2.7 Projection of SCBs’ GNPA Ratios
2.8 CRAR Projections
2.9 Projection of CET 1 Capital Ratio
2.10 Credit Risk - Shocks and Outcomes
2.11 CRAR-wise Distribution of Banks
2.12 Range of Shifts in CRAR
2.13 Credit Concentration Risk: Individual Borrowers – Stressed Advances
2.14 Credit Concentration Risk: Individual Borrowers – Exposure
2.15 Trading Book Portfolio: Bank Group-wise
2.16 Yield Curves (G-Sec) and Shift in Yields Across Tenors since December 2019
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 Net MTM of Total Derivatives Portfolio – Select Banks, March 2020
2.22 Stress Tests – Impact of Shocks on Derivatives Portfolio of Select Banks – (change in net MTM on application of a shock)
2.23 Non-PSU NBFC/HFC - Funded Amount Outstanding to Banks
2.24 Bilateral Exposures between Entities in Financial System
2.25 Network Plot of the Financial System, March 2020
2.26 Net Receivables (+ve) / Payables (-ve) by Institutions
2.27 Inter-bank Market
2.28 Different Bank Groups in the Inter-bank Market
2.29 Composition of Fund-based Inter-bank Market
2.30 Network Structure of the Indian Banking System (SCBs+SUCBs) – March 2020
2.31 Connectivity Statistics of the Banking System (SCBs)
2.32 Gross Receivables of AMC-MFs from the Financial System
2.33 Gross Receivables of Insurance Companies from the Financial System
2.34 Gross Receivables of AIFIs from the Financial System
2.35 Gross Payables of NBFCs to the Financial System
2.36 Gross Payables of HFCs to the Financial System
2.37 Contagion Losses due to Macroeconomic Shocks
3.1 MFs’ Exposure to Downgraded Corporate Bonds
3.2 Deployment of Funds in less than 90 days Instruments
3.3 Deployment of Funds in more than 90 days Instruments
3.4 Capital Mobilisation in Capital Markets
3.5 Capital Mobilisation through Equity and Debt Issues
3.6 Category-wise Issuers and Subscribers of Corporate Bonds
3.7 Category-wise Issuers and Subscribers (Public and Private)
3.8 Debt Issues of Listed Companies in terms of Rating Action - CRA-wise
3.9 Global Commodity Price Changes in per cent (January 20, 2020-April 21, 2020)
3.10 Movement of Domestic and International Commodity Futures Indices
3.11 A snapshot of Commodity Derivatives Turnover at Exchanges
LIST OF TABLES
1.1 Growth Projections
1.2 US Money Markets
1.3 Brent Options Open Interest
1.4 Analysis of Loan Moratorium Availed as on April 30, 2020
1.5 Disaggregated Wholesale Credit Growth
1.6 Disaggregated Wholesale Credit Growth-based on Ownership
1.7 Disaggregated Wholesale Credit Growth in Non-PSU Obligors
1.8 Wholesale Credit Growth in various Transition Credit Cohorts
1.9 Sectoral Credit Growth
1.10 SCBs' Performing Portfolios and their Composition
1.11 Ratings Distribution of Standard Portfolios of SCBs
1.12 Ratings Distribution of Performing but Vulnerable Portfolios of SCBs (SMA-1 /2)
1.13 Trends in Resource Mobilization by Mutual Funds
1.14 Issuances and Near-term Maturities of CPs and NCDs of Non-Financial Non-PSU Obligors
2.1 Top 10 Industries with High Share of Good Quality Assets
2.2 Credit Concentration Risk: Group Borrowers’ Exposure
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 Share of Ratings Category in SMA (SMA 1 & 2) Loans to Non-PSU Obligors
2.10 Share of Ratings category - Standard Loans (0 days past due and SMA-0) to Non-PSU Non-financial Obligors
2.11 Asset Impairment Status of Bank Loans to Non-PSU NBFCs, March 2020
2.12 Asset Impairment Status of Bank Loans to Non-PSU HFCs, March 2020
2.13 Issuances and Near-term maturities of CPs & NCDs of Non-PSU NBFCs/HFCs
2.14 Net Funding Sources of Select Classes of Financial Intermediaries from Financial System
2.15 Contagion Losses due to Bank Failure – March 2020
2.16 Contagion Losses due to Non-PSU NBFC Failure – March 2020
2.17 Contagion Losses due to HFC Failure – March 2020
3.1 COVID-19 Liquidity Facilities
3.2 Credit Support Intervention
3.3 Select regulatory policy measures for the banking sector
3.4 Corporate Insolvency Resolution Process (CIRP)
3.5 Sectoral distribution of CDs under CIRPs
3.6 Initiation of the Corporate Insolvency Resolution Process
3.7 Status of CIRPs as on March 31, 2020
3.8 CIRPs Ending with Orders for Liquidation
3.9 NBFCs’ Balance Sheets
3.10 Liability Structure of the NBFC Sector - December 2019
3.11 Assets at the End of the Period– B-30 versus T-30 cities
3.12 SIPs in 2019-20 (October 01, 2019 to March 31, 2020)
3.13 SIPs in 2019-20 (April 2020)
3.14 SIP versus non-SIP net inflows
3.15 Funds Raised in the Primary Market during April 2020
3.16 Segment-wise Turnover in commodity Derivatives
3.17 Subscribers and AUM: NPS and APY

RbiTtsCommonUtility

प्ले हो रहा है
સાંભળો

RBI-Install-RBI-Content-Global

રિઝર્વ બેંક ઑફ ઇન્ડિયા મોબાઇલ એપ્લિકેશન ઇન્સ્ટૉલ કરો અને લેટેસ્ટ ન્યૂઝનો ઝડપી ઍક્સેસ મેળવો!

Scan Your QR code to Install our app

RbiWasItHelpfulUtility

શું આ પેજ ઉપયોગી હતું?