Contents - आरबीआई - Reserve Bank of India
75925323
26 जून 2018 को प्रकाशित
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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