Contents - ಆರ್ಬಿಐ - Reserve Bank of India
75933151
ಪ್ರಕಟಿಸಲಾದ ದಿನಾಂಕ ಡಿಸೆಂಬರ್ 29, 2021
Contents
| Foreword |
| List of Select Abbreviations |
| Overview |
| Chapter I : Macrofinancial Risks |
| Global Backdrop |
| Macrofinancial Developments and Outlook |
| Other Global Macrofinancial Developments |
| Capital Flows and Exchange Rate Volatility |
| London Inter Bank Offered Rate (LIBOR) Transition |
| Comodity Markets |
| Private Cryptocurrency Risks |
| Domestic Macrofinancial Risks |
| Public Finance |
| Government Securities and Fixed Income Derivatives Markets |
| Corporate Sector |
| External Sector Developments and Foreign Exchange Derivatives Markets |
| Domestic Equity Market |
| Mutual Funds |
| Banking Stability Indicator |
| Bank Credit |
| Wholesale Bank Credit |
| Credit flows to MSME Sector |
| Banks’ Deposit Profile |
| Resolution Analysis |
| Microfinance Segment |
| Non-Banking Financial Companies (NBFCs) |
| Consumer Credit |
| Housing Market |
| 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 |
| NBFCs |
| Stress Test - Credit Risk |
| Stress Test - Liquidity Risk |
| Interconnectedness |
| Financial System Network |
| Contagion Analysis |
| Chapter III : Regulatory Initiatives in the Financial Sector |
| Global Regulatory Developments and Assessments |
| Lessons from the Pandemic |
| Systemic Resilience of Money Market Funds (MMFs) |
| Pandemic Measures: Financial Stability Implications |
| Other International Regulatory Developments |
| Domestic Regulatory Developments |
| Initiatives from Regulators/Authorities |
| Transfer of Loan Exposures |
| Securitisation of Standard Assets |
| Credit Risk Mitigation (CRM) for Derivative Transactions of Foreign Bank Branches |
| Scale Based Regulation for NBFCs |
| Opening of Current Accounts by Banks |
| Retail Direct Scheme |
| Customer Protection |
| Integrated Ombudsman Scheme, 2021 |
| Default Fund (DF) of CCIL |
| Fintech |
| Enforcement |
| Swing Pricing Framework for Mutual Fund Schemes |
| Other Developments |
| Deposit Insurance |
| Corporate Insolvency Resolution Process |
| Mutual Funds |
| Commodity Derivatives |
| Corporate Bond Market |
| Credit Ratings |
| Insurance |
| Pension Funds |
| Annex 1: Systemic Risk Survey |
| Annex 2: Methodologies |
| Annex 3: Important Regulatory Measures |
| LIST OF BOXES |
| 1.1 An Assessment of the Uniform Price Auction Method |
| 1.2 Term Structure of Volatility |
| 2.1 Systemic Risk in the Banking Sector |
| 3.1 Fintech Regulation in India – The Evolving Landscape |
| LIST OF CHARTS |
| 1.1 Global Purchasing Managers’ Indices (PMI) |
| 1.2 Goods Trade Barometer |
| 1.3 Baltic Dry Index |
| 1.4 Global Economic Surprise Index |
| 1.5 Citi EM Asia Financial Conditions Index |
| 1.6 Financial Conditions in Major Global Economies |
| 1.7 Movement in AE and EME Currencies |
| 1.8 2-year Yield in Major Advanced Economies |
| 1.9 10-year Yield in Major Advanced Economies |
| 1.10 G-7 Central Banks’ share of Government Debt and Issuances |
| 1.11 Smoothed 2-year and 10-year US Treasury and OIS Spread |
| 1.12 Term Structure - USD Swaption 3-year Rate Volatility |
| 1.13 Growth Projections for Select Liability Classes of EBA Banks |
| 1.14 US & Euro Area Select Mutual Fund Assets |
| 1.15 AE Domestic Non-Banks’ Share of Government Debt and Issuances |
| 1.16 Emerging Market Bond Flows and Portfolio Returns |
| 1.17 Median Cross - Currency Basis swap: select EMEs |
| 1.18 Portfolio Flows to Emerging Markets |
| 1.19 Risk Perception of Investors |
| 1.20 Brent Crude Spot and Futures – Price Trends |
| 1.21 Daily Trading Volume for Brent Options at select Strike Prices |
| 1.22 Bloomberg Commodity and Metal Indices |
| 1.23 FAO Monthly Food Price Index |
| 1.24 Investment in Commodity Linked Investment Funds |
| 1.25 Repayment Obligations of Central Government – Dated Securities |
| 1.26 Central Government Primary and Secondary Market Yields |
| 1.27 Yield Curve Shifts between end-March 2021 and December 2021 (up to December 13, 2021) |
| 1.28 G-Sec and OIS Turnover |
| 1.29 Market Risk in Overnight G-Sec Holdings |
| 1.30 Sale of Listed Non-financial Private Companies - Growth |
| 1.31 Operating Profit Margin - Listed Non-financial Private Companies |
| 1.32 Operating Profit Margin – Listed Private Manufacturing Companies by Borrower Size |
| 1.33 Leverage, Fixed Assets and Cash Holdings of Listed Private Manufacturing Companies |
| 1.34 India’s Balance of Payments |
| 1.35 Foreign Portfolio Investment |
| 1.36 USD-INR and 3-month Historical and Implied Volatility |
| 1.37 Currencies Against the US Dollar |
| 1.38 Deliverable and Non-Deliverable Daily Forward Trade Turnover |
| 1.39 Offshore Outstanding Forwards |
| 1.40 MIFOR-OIS Spreads |
| 1.41 INR Swaptions |
| 1.42 Trend in Investments in the Equity Cash Segment |
| 1.43 1-year Forward P/E Ratio over 10-year Averages |
| 1.44 Retail Participation in Equity Market (Ownership by Value) |
| 1.45 AUMs of Open-ended Debt and Equity Funds |
| 1.46 MF’s Investments in G-Sec /T-Bills/CBLO and Spread Products |
| 1.47 Investor Profile of Debt Schemes |
| 1.48 Investor Profile of Equity Schemes |
| 1.49 Excess Return in Money Market Funds |
| 1.50 Corporate Bond Holdings of Mutual Funds |
| 1.51 3-Year AAA Non-Financial Non-PSU Corporate YTM |
| 1.52 Banking Stability Map |
| 1.53 Credit Growth - SCBs |
| 1.54 Exposure Distribution of Non-PSU Non-Financial Obligors |
| 1.55 Long Term Loan Ratings |
| 1.56 ECLGS Guarantees |
| 1.57 Bank Group-wise ECLGS Guarantee |
| 1.58 Run-Off Profiles of Deposits |
| 1.59 Deposit profiles of PVBs |
| 1.60 SLR Maintenance by Bank Groups |
| 1.61 Delay in Initiation of Insolvency for specific Creditor Cohorts |
| 1.62 Growth in Microfinance Portfolio |
| 1.63 Microfinance Segment - Impairment |
| 1.64 Bank Credit to NBFCs / HFCs |
| 1.65 CP Issuances of Private NBFCs |
| 1.66 Inquiry Volumes by Product Category |
| 1.67 Inquiry Volumes by Lender Category |
| 1.68 Growth in Credit Active Consumers |
| 1.69 Inquiry Volume by Risk Tier |
| 1.70 Approval Rates by Lender Category (per cent) |
| 1.71 Growth in Outstanding Balances Across Lender Category |
| 1.72 House Sales, Launches and Unsold Inventory |
| 1.73 Unsold Inventory and Inventory Overhang |
| 2.1 Deposit and Credit Profile of SCBs |
| 2.2 New Loans by SCBs by Sector and Loan Type |
| 2.3 Select Asset Quality Indicators |
| 2.4 Sectoral Asset Quality Indicators |
| 2.5 Select Asset Quality Indicators of Large Borrowers |
| 2.6 Capital Adequacy |
| 2.7 Select Performance Indicators of SCBs |
| 2.8 Macroeconomic Scenario Assumptions for H2:2021-22 and H1:2022-23 |
| 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 Outcomes |
| 2.13 Credit Concentration Risk: Individual Borrowers - Exposure |
| 2.14 Credit Concentration Risk: Group Borrowers - Exposure |
| 2.15 Credit Concentration Risk: individual Borrowers – Stressed Advances |
| 2.16 Trading Book Portfolio: Bank-Group wise |
| 2.17 Yield Curves and Shift in Yields Across Tenors since March 2021 |
| 2.18 HTM Portfolio - Composition |
| 2.19 HTM Portfolio - Unrealised Gains as on September 30, 2021 |
| 2.20 Equity Price Risk |
| 2.21 Liquidity - Risk Shocks and Outcomes |
| 2.22 MTM of Total Derivatives Portfolio, Select Banks - September 2021 |
| 2.23 Impact of Shocks on Derivatives Portfolio of Select Banks |
| 2.24 Credit Profile and Assets Quality Indicators of UCBs |
| 2.25 Stress Test of UCBs |
| 2.26 Sectoral Deployment of Credit |
| 2.27 Share of Different NBFC Category in Gross Advances |
| 2.28 Profile of P2P NBFCs |
| 2.29 Profitability and Capital Adequacy |
| 2.30 Sectoral GNPA of NBFCs |
| 2.31 NBFCs’ Source of Funds |
| 2.32 Borrowings by NBFCs’ |
| 2.33 Credit Risk in NBFCs – System Level |
| 2.34 Bilateral Exposures between Entities in the Financial System |
| 2.35 Network Plot of the Financial System - September 2021 |
| 2.36 Net Receivable (+ve) / Payables (-ve) by Institutions |
| 2.37 Inter-Bank Market |
| 2.38 Different Bank Groups in the Inter-Bank Market - September 2021 |
| 2.39 Composition of fund Based Inter-Bank Market |
| 2.40 Network Structure of the Indian Banking System (SCBs + SFBs + SUCBs) – September 2021 |
| 2.41 Connectivity Statistics of the Banking System (SCBs) |
| 2.42 Gross Receivable of AMC-MFs from the Financial Systems |
| 2.43 Gross Receivable of Insurance Companies from the Financial System |
| 2.44 Gross Payables of AIFIs to the Financial System |
| 2.45 Gross Payables of NBFCs to the Financial System |
| 2.46 Gross Payables of HFCs to the Financial System |
| 2.47 Contagion Impact of Macroeconomic Shocks (Solvency Contagion) |
| 3.1 Analysis of Aggregate Liquidity Buffer Maintained by Three Global Central Counterparties |
| 3.2 Category of Complaints in Banking Ombudsman Offices |
| 3.3 Domestic and International Commodity Futures Indices |
| 3.4 Movement in Select Sectoral Indices in Commodity Derivatives |
| 3.5 Commodity Derivatives Turnover at Exchanges |
| 3.6 Fund Raised through Primary Market |
| 3.7 Issuance of CPs and NCDs |
| 3.8 Rating-wise Issuance of CPs and Listed NCDs |
| 3.9 Category- wise Issuers and Subscribers of Corporate Bonds |
| 3.10 Listed Debt Issues by Rating Actions |
| 3.11 Distribution of Rating Downgrades – Sector-wise |
| 3.12 First Year Premium Growth – Life Insurance |
| 3.13 Growth in Total Premium - Life Insurance |
| 3.14 NPS and APY Subscribers – Sector-wise |
| 3.15 NPS and APY AUM-Sector-wise |
| LIST OF TABLES |
| 1.1 Growth Projection for 2021-2023 |
| 1.2 General Government Fiscal Balance, 2019-26: Overall Balance |
| 1.3 Cross-border Banking Flows to Non-Bank Entities of EMDEs |
| 1.4 Percentage DV01 Contributed by RFRs – Currency Wise |
| 1.5 US Reported RFR Linked Interest Rate Derivatives |
| 1.6 CPI Inflation in Select Advanced Economies |
| 1.7 Fiscal Indicators – Central Government |
| 1.8 Market Borrowings by the Centre and States |
| 1.9 Incremental Holdings of Dated G-Secs and SDLs: H1:2021-22 |
| 1.10 Dated G-Secs and SDLs – Investor Profile |
| 1.11 Bank Group - wise Incremental HTM Holdings, H1:2021-22 |
| 1.12 International Banking Flows to India |
| 1.13 Valuation Matrices |
| 1.14 Sectoral Share in Incremental Credit by SCBs |
| 1.15 Growth in Wholesale Credit to PSUs |
| 1.16 Aggregate Mobilisation of Funds |
| 1.17 Growth in Wholesale Credit to Non-PSU Non-financial Companies |
| 1.18 SMA Transition Matrix of Wholesale Portfolios - Non-PSU Non-financial Obligors December-19 to September-21 |
| 1.19 SMA Transition Matrix of Wholesale Portfolios - Non-PSU Non-financial Obligors June-21 to September-21 |
| 1.20 Bank Credit to MSME Sector |
| 1.21 ECLGS Guarantee Disbursement |
| 1.22 Bank Group-wise Restructuring of MSME portfolio |
| 1.23 Bank Group-wise SMA Distribution of MSME Portfolio |
| 1.24 Borrowers Transition Matrix (September2020 – September 2021) |
| 1.25 Recovery Rates and Delay in Various Stages in a Select Sample of Cases Resolve between September 2019 and September 2021 |
| 1.26 One-Year Transition Rate in Wholesale Substandard and Doubtful Assets |
| 1.27 NPA Composition of PSBs and PVBs Combined |
| 1.28 Asset Growth of Select NBFCs – A Segmental View |
| 1.29 Gross CP Issuances by Select NBFCs |
| 1.30 Weighted Average Maturity of Issuances of Select NBFCs |
| 1.31 Share of CP Outstanding in Aggregate Liability of Select NBFCs |
| 1.32 Intra-month CP Related Outflows |
| 1.33 Consumer Distribution by Risk Tier and Lender Category |
| 1.34 PSB Origination by Risk Tier |
| 1.35 Delinquency Levels in Aggregate Consumer Credit Across all Product Category |
| 1.36 Score Migration for Risk Categories |
| 2.1 Decline in System Level CRAR |
| 2.2 Tenor-wise PV01 Distribution of AFS Portfolio |
| 2.3 OOI - Profit/(loss) on Securities Trading |
| 2.4 Tenor-wise PV01 Distribution of HFT Portfolio |
| 2.5 Interest Rate Risk – Bank-groups - Shocks and Impacts |
| 2.6 Liquidity Risk in NBFCs |
| 2.7 Contagion Losses due to Bank Failure – September 2021 |
| 2.8 Contagion Losses due to NBFC Failure – September 2021 |
| 2.9 Contagion Losses due to HFC Failure – September 2021 |
| 3.1 SITG Ratios for Selected CCPs |
| 3.2 Claims Settled and Recovery of Claims |
| 3.3 Deposit Insurance Premium |
| 3.4 Deposit Insurance Fund (DIF) |
| 3.5 Corporate Insolvency Resolution Process |
| 3.6 Outcome of CIRPs, Initiated Stakeholder-wise, as on September 30, 2021 |
| 3.7 Growth in SIPs (FY: 2021:22) |
| 3.8 Segment-Wise Aggregate Turnover (Future + Options) |
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