Contents - आरबीआई - Reserve Bank of India
75935092
29 दिसंबर 2022 को प्रकाशित
Contents
| Foreword |
| List of Select Abbreviations |
| Overview |
| Chapter I : Macrofinancial Risks |
| Global Backdrop |
| Macrofinancial Development and Outlook |
| Other Global Macrofinancial Risks |
| Domestic Macrofinancial Risks |
| Corporate Sector |
| Money Markets, Government Securities and Corporate Bond Markets |
| Government Finance |
| External Sector Developments and Foreign Exchange Markets |
| Equity Markets |
| Mutual Funds |
| Alternative Investment Funds |
| Central Counterparties (CCPs) |
| Banking Stability Indicator |
| Banking System |
| Non-Banking Financial Companies (NBFCs) |
| Credit Flows to the MSME Sector |
| Microfinance Segment |
| Consumer Credit |
| Housing Market |
| Financial System Stress Indicator |
| Systemic Risk Survey |
| Chapter II : Financial Institutions: Soundness and Resilience |
| Scheduled Commercial Banks (SCBs) |
| Asset Quality |
| Sectoral Asset Quality |
| Credit Quality of Large Borrowers |
| Capital Adequacy |
| Earnings and Profitability |
| Resilience – Macro Stress Tests |
| Sensitivity Analysis |
| Bottom-up Stress Tests: Derivatives Portfolio |
| Primary (Urban) Cooperative Banks |
| Stress Testing |
| Non-Banking Financial Companies (NBFCs) |
| Stress Test - Credit Risk |
| Stress Test - Liquidity Risk |
| Interest Rate Risk |
| Insurance Sector |
| Stress Testing of Mutual Funds |
| Stress Testing Analysis - Clearing Corporations |
| Interconnectedness |
| Financial System Network |
| Contagion Analysis |
| Chapter III : Regulatory Initiatives in the Financial Sector |
| Global Regulatory Developments and Assessments |
| Markets and Financial Stability |
| Climate Related Risks and Financial Stability |
| Crypto Assets and Financial Stability |
| Financial Innovation and Financial Stability |
| Cyber Risk and Financial Stability |
| Domestic Regulatory Developments |
| Initiatives from Regulators/ Authorities |
| Reserve Bank of India (Unhedged Foreign Currency Exposure) Directions, 2022 |
| Review of Regulatory Framework for ARCs |
| Regulations Review Authority 2.0 |
| Regulatory changes undertaken in respect of Urban Cooperative banks |
| Appointment of Internal Ombudsman by the CICs |
| Guidelines on Digital Lending |
| Liberalisation of Forex Flows |
| International Trade Settlement in Indian Rupees |
| Master Directions on Transfer of Loan Exposures and Securitisation of Standard Assets (Amendments) |
| Outsourcing of Financial Services - Responsibilities of regulated entities employing Recovery Agents |
| Identification of NBFCs in the Upper Layer |
| Regulatory framework for NBFC - Account Aggregators (Amendments) |
| Digital Rupee (e₹) – Wholesale and Retail |
| Move towards frictionless credit - Pilot on digitisation of Kisan Credit Card |
| Enabling Framework for Regulatory Sandbox |
| Customer Protection |
| Enforcement |
| REITs and InvITs – Fund Raising and Future Outlook |
| Other Developments |
| Deposit Insurance |
| Corporate Insolvency Resolution Process (CIRP) |
| Insurance |
| Pension Funds |
| Annex 1: Systemic Risk Survey |
| Annex 2: Methodologies |
| Annex 3: Important Regulatory Measures |
| Reserve Bank of India |
| Securities and Exchange Board of India |
| Insurance Regulatory and Development Authority of India |
| Pension Fund Regulatory and Development Authority |
| Insolvency and Bankruptcy Board of India |
| International Financial Service Centres Authority |
| LIST OF BOXES |
| Chapter I |
| 1.1 Financial System Stress Indicator |
| 1.2 Systemic Risk Surveys and Macrofinancial Trends |
| Chapter II |
| 2.1 Gilt Valuations and Bank Profitability |
| Chapter III |
| 3.1 Strengthening of Cyber Security Preparedness |
| LIST OF CHARTS |
| Chapter I |
| 1.1 Global Growth Forecasts |
| 1.2 Inflation |
| 1.3 Impact of Shocks of 2022 |
| 1.4 Financial Conditions |
| 1.5 Increase in Government Bond Yields |
| 1.6 Equity Market Decline |
| 1.7 Corporate Bond Market |
| 1.8 Financial Market Volatility |
| 1.9 FX-implied Dollar Funding Spreads |
| 1.10 U.S. Long-term Rates |
| 1.11 General Government Debt |
| 1.12 General Government Balance |
| 1.13 EMEs General Government Debt in 2022 |
| 1.14 Rising Global Non-Financial Sector Debt |
| 1.15 Global Non-Financial Sector Debt Comparison |
| 1.16 Non-Financial Sector Debt by Country, Q1:2022 |
| 1.17 Central Bank Rate Hikes |
| 1.18 1-year Terminal Rate Expectations |
| 1.19 Federal Reserve System Open Market Account (SOMA) - Projected Net Income |
| 1.20 USD Appreciation |
| 1.21 Terms of Trade and Exchange Rate Depreciation |
| 1.22 Policy Rate Changes and Exchange Rate Depreciation |
| 1.23 USD’s share in Global Transactions and Assets |
| 1.24 USD and Oil Prices |
| 1.25 Increase in Oil Prices in Domestic Currency |
| 1.26 Capital Flight from EMEs |
| 1.27 Profitability and Capital of Banks |
| 1.28 IMF Global Bank Stress Test |
| 1.29 Global Climate Finance Flows in Mitigation |
| 1.30 Global Climate Finance Flows in Adaptation |
| 1.31 Smoothened Distribution Function of ESG Score (Probability) |
| 1.32 ESG Debt Issued |
| 1.33 Total Net Assets and Share of the Non-bank Financial Intermediation Sector, Q1:2002–Q1:2022 |
| 1.34 OEF Monthly Net Flows, Q1:2002–Q1:2022 |
| 1.35 Daily Prices of Select Crypto Assets |
| 1.36 Bitcoin vis-à-vis Equity and Inflation |
| 1.37 Global Supply Chain Pressure Index |
| 1.38 Commodity Prices |
| 1.39 Brent Price - Spot and Futures |
| 1.40 FAO Food Price Index |
| 1.41 Investment in Commodity Linked Investment Funds |
| 1.42 Number of CBDCs under various stages |
| 1.43 Nominal and Real Sales Growth of Listed Private Non-Financial Companies |
| 1.44 Operating Profit Margin of Listed Private Non-Financial Companies |
| 1.45 Select Ratios of Listed Private Manufacturing Companies |
| 1.46 Debt Serviceability of Listed Private Non-Financial Companies |
| 1.47 Amount Raised by Indian Corporates through Overseas Capital Market Offerings |
| 1.48 PE/VC Investments in India |
| 1.49 Tighter Market Conditions |
| 1.50 Banking System Liquidity Tightened |
| 1.51 Yield Curve Flattened |
| 1.52 AAA - 3 Year Corporate Bond Yield and Spread |
| 1.53 Spread of Listed NCDs – Primary and Secondary Market |
| 1.54 Resource Mobilisation from Primary Market and Category-wise Issuers of Corporate Bonds |
| 1.55 Category-wise Subscribers of Corporate Bonds |
| 1.56 Monthly GST Collection |
| 1.57 Government Borrowings and Redemption |
| 1.58 Merchandise Exports, Imports and Trade Balance |
| 1.59 India’s Oil Import Bill |
| 1.60 India’s Balance of Payments |
| 1.61 Cumulative FDI and FPI Flows |
| 1.62 Foreign Exchange Reserves of India: Long-Term Trend |
| 1.63 Intervention and Impact of Valuation and Flows on Foreign Currency Assets |
| 1.64 Currency Composition of External Debt |
| 1.65 INR Movement against Major Currencies |
| 1.66 USD-INR Long Term Trend |
| 1.67 Exchange Rate Volatility |
| 1.68 USD-INR Implied Volatility |
| 1.69 Forward Premia Curve |
| 1.70 Equity Market Movements |
| 1.71 Monthly FPI Flows |
| 1.72 FPI and DII Flows – FY2022-23 |
| 1.73 FPI and DII Flows – From FY2018-19 to FY2022-23 |
| 1.74 Individuals’ Net Investment and Nifty 50 Returns |
| 1.75 Trend in Demat Accounts and SIP Flows |
| 1.76 Equity Market Valuation Indicators |
| 1.77 Scheme-wise Mutual Fund Net Inflows |
| 1.78 Share of Overnight Mutual Funds in Total Open-ended Debt Schemes |
| 1.79 Share of Liquid Assets Holdings by Open-ended Debt Schemes of Mutual Funds |
| 1.80 Scheme-wise Analysis of Share of Liquid Assets Holdings by Open-ended Debt Schemes of Mutual Funds |
| 1.81 Monthly Net Flows of Open-ended Debt Schemes of Mutual Funds |
| 1.82 Monthly Volatility of Open-ended Debt Schemes of Mutual Funds |
| 1.83 AIF Fund Mobilisation |
| 1.84 Instrument-wise Deployment of Funds by AIFs |
| 1.85 Banking Stability Map |
| 1.86 Banking Stability Indicator- Contribution of Individual Risk Factors |
| 1.87 Credit Growth – SCBs |
| 1.88 Credit Growth – Bank Group wise |
| 1.89 Exposure Distribution of Non-PSU Non-Financial Obligors |
| 1.90 Long-term Ratings |
| 1.91 Incremental Credit Deposit Ratio |
| 1.92 Movement in Liquidity Coverage Ratio and its Components |
| 1.93 Household Financial Savings in India |
| 1.94 Components of Net Cash Outflow – All SCBs |
| 1.95 Movement in Run-off Factor |
| 1.96 HQLA and Cash Outflow – Share of Components |
| 1.97 Asset Quality and Risk Weights |
| 1.98 GNPA Movements |
| 1.99 Capital Adequacy |
| 1.100 MSME Sector Credit Growth |
| 1.101 ECLGS Guarantee Disbursed |
| 1.102 Sector-wise ECLGS Guarantee |
| 1.103 Bank Group-wise ECLGS Guarantee |
| 1.104 Borrower Category-wise ECLGS Guarantee |
| 1.105 Amount-wise ECLGS Guarantee |
| 1.106 Unit Type-wise NPA |
| 1.107 Borrower Category-wise NPA |
| 1.108 ECLGS Sector-wise Share of NPA |
| 1.109 Lending to the Microfinance Segment |
| 1.110 Stress in the Microfinance Segment |
| 1.111 Inquiry Volumes by Product Category |
| 1.112 Inquiry Volumes by Lender Category |
| 1.113 Inquiry Volumes by Risk Tier |
| 1.114 Origination by Risk Tier |
| 1.115 Movement in House Prices |
| 1.116 House Sales, Launches and Inventory Overhang |
| Chapter II |
| 2.1 Deposit and Credit Profile of SCBs |
| 2.2 Select Asset Quality Indicators of SCBs |
| 2.3 Sectoral Asset Quality Indicators of SCBs |
| 2.4 Select Asset Quality Indicators of Large Borrowers |
| 2.5 Capital Adequacy |
| 2.6 Select Performance Indicators of SCBs |
| 2.7 Macro Scenario Assumptions |
| 2.8 CRAR Projections |
| 2.9 Projection of CET1 Capital Ratio |
| 2.10 Projection of SCBs’ GNPA Ratios |
| 2.11 Credit Risk - Shocks and Outcomes |
| 2.12 Credit Concentration Risk: Individual Borrowers – Exposure |
| 2.13 Credit Concentration Risk: Group Borrowers – Exposure |
| 2.14 Credit Concentration Risk: Individual Borrowers – Stressed Advances |
| 2.15 Trading Book Portfolio: Bank-group wise |
| 2.16 Yield Curves and Shift in Yields across Tenors since June 2022 |
| 2.17 HTM Portfolio – Composition |
| 2.18 HTM Portfolio – Unrealised Gain / Loss as on September 30, 2022 |
| 2.19 Equity Price Risk |
| 2.20 Liquidity Risk – Shocks and Outcomes |
| 2.21 MTM of Total Derivatives Portfolio of Select Banks – September 2022 |
| 2.22 Impact of Shocks on Derivatives Portfolio of Select Banks |
| 2.23 Credit Profile and Asset Quality Indicators of UCBs |
| 2.24 Stress Test of UCBs |
| 2.25 Sectoral Credit Growth of NBFCs |
| 2.26 Sectoral GNPA ratio of NBFCs |
| 2.27 Sectoral NNPA ratio of NBFCs |
| 2.28 Capital Adequacy and Profitability of NBFCs |
| 2.29 Credit Risk in NBFCs - System Level |
| 2.30 Range (Surplus (+)/ Deficit (-)) of LR-RaR Maintained by AMCs over AMFI Prescribed Limits |
| 2.31 Range (Surplus (+)/ Deficit (-)) of LR-CRaR Maintained by AMCs over AMFI Prescribed Limits |
| 2.32 Bilateral Exposures between Entities in the Financial System |
| 2.33 Network Plot of the Financial System - September 2022 |
| 2.34 Net Receivables (+ve) / Payables (-ve) by Institutions |
| 2.35 Inter-bank Market |
| 2.36 Different Bank Groups in the Inter-Bank Market - September 2022 |
| 2.37 Composition of Fund based Inter-Bank Market |
| 2.38 Network Structure of the Indian Banking System (SCBs + SFBs + SUCBs) – September 2022 |
| 2.39 Connectivity Statistics of the Banking System (SCBs) |
| 2.40 Gross Receivables of AMC-MFs from the Financial System |
| 2.41 Gross Receivables of Insurance Companies from the Financial System |
| 2.42 Gross Payables of NBFCs to the Financial System |
| 2.43 Gross Payables of HFCs to the Financial System |
| 2.44 Gross Payables of AIFIs to the Financial System |
| 2.45 Contagion Impact of Macroeconomic Shocks (Solvency Contagion) |
| Chapter III |
| 3.1 NPS and APY Subscribers – Sector-wise |
| 3.2 NPS and APY AUM – Sector-wise |
| LIST OF TABLES |
| Chapter I |
| 1.1 Asset Returns |
| 1.2 Global Non-Financial Sector Debt Q1:2022 |
| 1.3 Key Cryptocurrency Prices and Indices |
| 1.4 Central Government Finances - Key Deficit Indicators |
| 1.5 States’ Key Deficit Indicators |
| 1.6 Net Capital Flows |
| 1.7 ECB loans |
| 1.8 Assets under Management of the Domestic Mutual Fund Industry |
| 1.9 Trends in Resource Mobilisation by Mutual Funds |
| 1.10 Growth in Wholesale Credit |
| 1.11 Aggregate Mobilisation of Funds |
| 1.12 Asset Quality Ratios across NBFC Categories |
| 1.13 MSME Restructuring Schemes |
| 1.14 Average Ticket Size of ECLGS Borrowers |
| 1.15 Delinquency Levels in Aggregate Consumer Credit across all Product Categories |
| Chapter II |
| 2.1(a) Credit Share and Growth – September 2022 |
| 2.1(b) Growth in New Loans by SCBs: Economic Sectors, Organisations and Account type |
| 2.2 Decline in System Level CRAR |
| 2.3 Tenor-wise PV01 Distribution of AFS Portfolio |
| 2.4 Other Operating Income (OOI) - Profit/(Loss) on Securities Trading |
| 2.5 Tenor-wise PV01 Distribution of HFT portfolio |
| 2.6 Interest Rate Risk – Bank-groups - Shocks and Impacts |
| 2.7 Earnings at Risk (EAR) - Traditional Gap Analysis (TGA) |
| 2.8 Market Value of Equity (MVE) – Duration Gap Analysis (DGA) |
| 2.9 NBFCs’ Sources of Funds |
| 2.10 Liquidity Risk in NBFCs |
| 2.11 Consolidated Solvency Ratio for all Insurers |
| 2.12 Minimum Required Corpus of Core SGF Based on Stress Testing Analysis at a major Clearing Corporation |
| 2.13 Contagion Losses due to Bank Failure – September 2022 |
| 2.14 Contagion Losses due to NBFC Failure – September 2022 |
| 2.15 Contagion Losses due to HFC Failure – September 2022 |
| Chapter III |
| 3.1 Category of Complaints Received under the RB-IOS, 2021 |
| 3.2 Fund Mobilisation by REITs and InvITs |
| 3.3 Deposit Insurance Premium |
| 3.4 Deposit Insurance Fund (DIF) |
| 3.5 Corporate Insolvency Resolution Process |
| 3.6 CIRPs Ending with Orders for Liquidation till September 30, 2022 |
| 3.7 Outcome of CIRPs, Initiated Stakeholder-wise, as on September 30, 2022 |
| 3.8 Sectoral Distribution of CIRPs as on September 30, 2022 |
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