Contents - ಆರ್ಬಿಐ - Reserve Bank of India
Contents
List of Select Abbreviations |
Overview |
Chapter I : Macro-Financial Risks |
Global backdrop |
Domestic macroeconomic conditions |
Growth |
Inflation |
Credit |
Household financial savings |
External developments |
Financial markets |
Government expenditure |
Mortgage debt: House prices and loan to value/income ratios |
Chapter II : Financial Institutions: Developments and Stability |
Scheduled commercial banks |
Performance |
Risks |
Stress tests |
Regional rural banks |
Local area banks |
Scheduled urban co-operative banks |
Performance |
Stress tests |
Rural co-operatives |
Short-term rural credit co-operatives |
Long-term rural credit co-operatives |
Non-banking financial companies |
Performance |
Stress tests |
Interconnectedness |
Chapter III : Financial Sector Regulation and Infrastructure |
Progress on global regulatory reforms programme |
Indian banking sector’s health and asset quality: Focus on PSBs |
Regulation of securities market |
Financial market infrastructure |
Financial safety net: Deposit Insurance and Credit Guarantee Corporation |
Pension sector |
Commodity derivatives markets |
Annex 1: Systemic Risk Survey |
Annex 2: Methodologies |
List of Boxes |
1.1 Real Estate Investment Trusts |
2.1 Interconnectedness in the Financial System – How Vital and How Critical |
3.1 Salient Features of Revised Regulatory Framework for NBFCs |
3.2 Important Regulatory and Supervisory Measures |
3.3 Financial Inclusion Plan : Progress up to September 2014 |
3.4 SEBI Guidelines on Core SGF, Default Waterfall and Stress Test |
List of Charts |
1.1 Volatility and risk reversals in financial markets |
1.2 Capacity utilisation |
1.3 Envisaged private corporate investment intentions |
1.4 Consumer price index based inflation |
1.5 Trends in bank credit and deposit mobilisation |
1.6 Growth in sectoral credit deployment by major sectors |
1.7 Business vis-à-vis credit cycles: BP filter (frequencies: 10-14 years) |
1.8 Sector-wise gross domestic savings and valuables |
1.9 Improvements in the external sector |
1.10 Foreign portfolio investments in India |
1.11 FPIs by country of origin (Between June 2013 – October 2014) |
1.12 Portfolio Inflows into select EMEs |
1.13 Stock market and currency movements |
1.14 Government expenditure |
1.15 Government receipts |
1.16 LTV: Share in new housing loans |
1.17 LTI: Share in new housing loans |
2.1 Asset, credit and deposit growth |
2.2 Trends in outstanding C-D ratio: Bank-group wise |
2.3 Credit and deposit growth: y-o-y basis |
2.4 Capital adequacy: CRAR |
2.5 Leverage ratio of SCBs |
2.6 Asset Quality of SCBs |
2.7 Trends in Spread / NIM |
2.8 Banking stability indicator |
2.9 Banking stability map |
2.10 Projection of system level GNPAs and CRAR of SCBs |
2.11 Projection of bank group-wise GNPAs and CRAR |
2.12 Projected sectoral GNPAs |
2.13 Expected losses: Bank group-wise |
2.14 Unexpected losses: Bank group- wise |
2.15 Expected shortfalls: Bank group-wise |
2.16 Expected losses and unexpected losses: Bank-wise |
2.17 Credit risk: Shocks and impacts |
2.18 Credit risk: Concentration |
2.19 Liquidity risk (deposit run-offs) |
2.20 Trends in derivatives portfolio (credit equivalent) of SCBs |
2.21 MTM of total derivatives-baseline |
2.22 Stress tests : Impact of shocks on derivatives portfolios of select banks |
2.23 Trend in profitability of RRBs |
2.24 Return on assets and net interest margin of LABs |
2.25 Number of UCBs and their asset growth |
2.26 Credit-deposit and investment-deposit ratios for UCBs as compared to SCBs |
2.27 Select balance sheet indicators of StCBs |
2.28 Trend in profitability of DCCBs |
2.29 GNPA ratio of short-term rural co-operatives |
2.30 Growth in credit outstanding from PACS |
2.31 Profit/Loss making PACS |
2.32 Trends in balance sheet indicators of SCARDBs |
2.33 Profitability indicators of PCARDBs |
2.34 Asset quality of NBFCs-ND-SI |
2.35 CRAR of NBFCs-ND-SI |
2.36 Trends in return on assets of NBFCs-ND-SI |
2.37 Size of interbank market |
2.38 Share of different bank groups in the interbank market |
2.39 Interbank lending |
2.40 Interbank borrowing |
2.41 Fund based and non-fund based exposures in the interbank market |
2.42 Fund based interbank borrowing |
2.43 Short term interbank market |
2.44 Network structure of the Indian banking system (September 2014) |
2.45 Funds raised by the banking sector from AMCs and insurance companies |
3.1 Average CET1, Tier 1 and total capital ratios under the current framework |
3.2 Capital ratios of the banking sector (September 2014) |
3.3 Insurance companies’ investments in long-term capital instruments/bonds of the banking sector |
3.4 Available liquidity (unadjusted level 1HQLA) of the banking sector (September 2014) |
3.5 Size of the shadow banking system in BRICS countries |
3.6 Share of different sectors in total assets of the Indian financial system |
3.7 Quarterly trends in the number of cases and amounts under the CDR Cell |
3.8 Average debt-equity ratio of BSE 100 companies |
3.9 Amount of assets sold by banks to ARCs |
3.10 Banking sector investment in DFIs |
3.11 Loans and advances given by DFIs to the banking sector |
3.12 Trends in offshore derivative instruments |
3.13 Ratio of turnover in cash market to that of derivatives market |
3.14 Distribution of AuM of mutual funds in India, by investor type, investment products and geographical reach |
3.15 Equity AuM composition by investors (duration-wise) |
3.16 Non equity AuM composition by investors (duration wise) |
3.17 Frequency distribution of commonly held equity shares by top-10 AMCs |
3.18 Distribution of settlement systems (in value) |
3.19 Distribution of settlement systems (in volume) |
3.20 Deposit insurance fund: Surplus and actuarial liabilities |
List of Tables |
2.1 Changes in the stressed advances ratio : March - September 2014 |
2.2 Share of stressed advances in total loan portfolio |
2.3 Return on assets and return on equity of SCBs : Bank group-wise |
2.4 Profitability of SCBs |
2.5 Macroeconomic scenario assumptions |
2.6 Credit risk: Sectors |
2.7 Liquidity risk: Utilisation of undrawn limits/ devolvement of contingencies |
2.8 Select financial soundness indicators of SUCBs |
2.9 Soundness indicators of rural co-operative banks (short-term) |
2.10 Soundness indicators of rural co-operative banks (long-term) |
2.11 Consolidated balance sheet of NBFCs-ND-SI |
2.12 Financial performance of NBFCs-ND-SI Sector |
2.13 Contagion triggered by the top 5 connected banks in the system |
3.1 Exposure of banks, AMCs and insurance companies to top NBFCs |
3.2 Size-wise distribution of NBFCs registered with the Reserve Bank |
3.3 Industry-wise position on proportion of promoters’ pledged shares |
3.4 Select indicators on concentration in the Indian mutual fund industry |