Contents - ആർബിഐ - Reserve Bank of India
75935157
പ്രസിദ്ധീകരിച്ചത് ജൂൺ 28, 2023
Contents
Foreword |
List of Select Abbreviations |
Overview |
Chapter I : Macrofinancial Risks |
Global Backdrop |
Macrofinancial Development and Outlook |
Other Global Macrofinancial Risks |
Domestic Macrofinancial Risks |
Domestic Growth and Inflation |
Corporate Sector |
Money, Government Securities and Corporate Bonds Markets |
Government Finance |
External Sector and Foreign Exchange Market |
Equity Markets |
Mutual Funds |
Banking Stability Indicator |
Banking System |
Non-Banking Financial Companies (NBFCs) |
Micro, Small and Medium Enterprises (MSME) Sector |
Microfinance |
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 - Credit, Market and Liquidity Risk |
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 |
Insurance Sector |
Stress Testing of Mutual Funds |
Stress Testing Analysis at Clearing Corporations |
Interconnectedness |
Financial System Network |
Contagion Analysis |
Chapter III : Regulatory Initiatives in the Financial Sector |
Global Regulatory Developments and Assessments |
Deposit Stability |
Markets and Financial Stability |
Decentralised Finance and Financial Stability |
Financial Stability Implications of Stablecoins – An EMDE Perspective |
Cyber Risk and Financial Stability |
Domestic Regulatory Developments |
Initiatives by Regulators/Authorities |
Climate Risk and Sustainable Finance |
Governance, Measurement and Management of Interest Rate Risk in Banking Book (IRRBB) - Final Guidelines |
Guidelines on Default Loss Guarantee (DLG) in Digital Lending |
Master Direction on Outsourcing of Information Technology (IT) Services |
Master Direction on Acquisition and Holding of Shares or Voting rights in Banking Companies |
Framework for Compromise Settlements and Technical Write-offs |
Applicability of State Money Lenders Acts and State Microfinance Acts on NBFCs |
Single Settlement for Three Cheque Truncation System Grids |
Ringfencing India’s Payment Systems |
Customer Protection |
Enforcement |
Other Developments |
Deposit Insurance |
Corporate Insolvency Resolution Process (CIRP) |
Cybersecurity Risks and their potential impact on Financial Stability |
Developments in International Financial Services Centres (IFSC) |
Climate Change Initiatives by SEBI |
Insurance |
Pension Funds |
Annex 1: Systemic Risk Survey |
Annex 2: Methodologies |
Annex 3: Important Regulatory Measures |
Reserve Bank of India (RBI) |
Securities and Exchange Board of India (SEBI) |
Insurance Regulatory and Development Authority of India (IRDAI) |
Pension Fund Regulatory and Development Authority (PFRDA) |
Insolvency and Bankruptcy Board of India (IBBI) |
International Financial Services Centres Authority (IFSCA) |
LIST OF BOXES |
Chapter I |
1.1 Volatility Spillovers across Markets in India |
Chapter II |
2.1 Financial Margin Framework for the Household Sector |
LIST OF CHARTS |
Chapter I |
1.1 Global Growth Forecasts |
1.2 Inflation |
1.3 Banking Sector Soundness Indicators |
1.4 Financial Conditions Index |
1.5 Bond Market |
1.6 Impact of Banking Turmoil on Equity and Funding Markets |
1.7 Global Potential Growth |
1.8 Valuation Losses |
1.9 Peak 1-day Withdrawal Rates for Runs on the Largest Banks, by Inflation-Adjusted Total Assets |
1.10 Social Media Impact on SVB |
1.11 Non-financial Sector Debt |
1.12 Emerging Market Debt and Capital Flows |
1.13 NBFI Leverage |
1.14 NBFI Liquidity-related Vulnerabilities |
1.15 Financial Linkages of NBFIs |
1.16 Impact of Economic and Financial Fragmentation |
1.17 Carbon Emission and Climate Finance |
1.18 Estimated Effects of Climate-related Disaster Episodes on NPLs |
1.19 Crypto Fall and Spillover to Banks |
1.20 Google Trend of Emerging Technologies |
1.21 Commodity Index and Brent Prices |
1.22 Base and Precious Metals |
1.23 Food Prices (FAO Food Price Index) |
1.24 Commodity Price Indices and Forecast |
1.25 GDP Growth (Weighted Contribution) |
1.26 Private Investment |
1.27 Stagnant Real Wages |
1.28 Merchandise Trade Performance |
1.29 Inflation – Trends and Drivers |
1.30 Operating Profit Margin - Listed Private Non-Financial Companies |
1.31 Select Ratios of Listed Private Manufacturing Companies |
1.32 ICR of Listed Private Non-Financial Companies |
1.33 Moderation in Global VC Fund Raising |
1.34 PE/VC Investments in India |
1.35 Financial Conditions |
1.36 Monetary Policy Operations |
1.37 Sovereign Yield Curve and Term Spread |
1.38 Corporate Bond Spreads |
1.39 Corporate Bond Issuance and Subscription in 2022-23 |
1.40 Central Government Finances |
1.41 Market Borrowing of Central Government |
1.42 States’ Outstanding Debt and Interest Payments |
1.43 Exports, Imports and Trade Deficit |
1.44 Sources of Current Account Balance |
1.45 Balance of Payments |
1.46 Services Exports |
1.47 External Vulnerability Indicators |
1.48 Foreign Exchange Market |
1.49 Equity Market Performance |
1.50 Net FII and DII Equity Flows - Monthly |
1.51 Stock Market Volatility |
1.52 Banking Stocks and Broader Index |
1.53 Trailing and Forward P/E Ratio |
1.54 Monthly Net Flows of Open-Ended Debt Oriented Schemes |
1.55 Banking Stability Map |
1.56 Banking Stability Indicator - Contribution of Individual Risk Factors |
1.57 Asset Quality Indicators – All SCBs |
1.58 Capital Adequacy and Bank Performance |
1.59 Bank Credit |
1.60 Credit to GDP Gap |
1.61 Deposit Growth and Credit-Deposit Ratio |
1.62 Monetary Policy Transmission to Bank Lending and Deposit Rates |
1.63 Interest Rate Tightening and Corporate Debt |
1.64 Debt-to-Equity Ratio of Private Non-Financial Companies |
1.65 Investment Portfolio of All SCBs |
1.66 Sovereign Yield Curve |
1.67 Impact of Unrealised HTM Losses on CET1 of Select Banks |
1.68 Distribution of CET1 Ratios of Select Indian Banks |
1.69 Movement in Stable Deposits as a Share of Total Deposits |
1.70 Share of Uninsured Deposits vis-a-vis CET1 Ratios after Unrealised HTM Losses |
1.71 Capital Buffers |
1.72 Profitability and Capital Position of Banks in Select Jurisdictions |
1.73 Bank Credit to NBFCs |
1.74 NBFCs Borrowing Repayment Pattern |
1.75 MSME Sector Credit Growth |
1.76 Unit Type-wise NPA |
1.77 ECLGS Sector-wise Share of NPA |
1.78 Lending to the Microfinance Segment |
1.79 Stress in the Microfinance Segment |
1.80 Inquiry Volumes by Product Category |
1.81 Origination by Risk Tier |
1.82 House Price Gap |
1.83 House Sales, Launches and Inventory Overhang |
1.84 Residential Housing and Commercial Real Estate Sector |
1.85 FSSI and its Broad Components |
1.86 Components of FSSI |
1.87 Potential Risks to Financial Stability |
Chapter II |
2.1 Deposit and Credit Profile of SCBs |
2.2 Select Asset Quality Indicators |
2.3 Sectoral Asset Quality Indicators |
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 for 2023-24 |
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 |
2.17 HTM Portfolio – Composition |
2.18 HTM Portfolio – Unrealised Gain / Loss |
2.19 Equity Price Risk |
2.20 Liquidity Risk – Shocks and Outcomes |
2.21 Bottom-up stress tests: Credit and Market Risks – Impact on CRAR |
2.22 Bottom-up stress tests – Liquidity risk |
2.23 MTM of Total Derivatives Portfolio of Select Banks |
2.24 Impact of Shocks on Derivatives Portfolio of Select Banks |
2.25 Credit Profile and Asset Quality Indicators of UCBs |
2.26 Stress Test of UCBs |
2.27 Sectoral Credit Growth of NBFCs |
2.28 Sectoral GNPA ratio of NBFCs |
2.29 Asset Quality of NBFCs |
2.30 Capital Adequacy and Profitability |
2.31 Credit Risk Stress Test for NBFCs - System Level |
2.32 Stress Testing of Mutual Funds- Distribution of AUM according to risk category |
2.33 Range (Surplus (+)/ Deficit (-)) of LR-RaR Maintained by AMCs over AMFI Prescribed Limits |
2.34 Range (Surplus (+)/ Deficit (-)) of LR-CRaR Maintained by AMCs over AMFI Prescribed Limits |
2.35 Bilateral Exposures between Entities in the Financial System |
2.36 Network Plot of the Financial System |
2.37 Net Receivables (+ve) / Payables (-ve) by Institutions |
2.38 Inter-Bank Market |
2.39 Different Bank Groups in the Inter-Bank Market |
2.40 Composition of Fund based Inter-Bank Market |
2.41 Network Structure of the Indian Banking System (SCBs + SFBs + SUCBs) |
2.42 Connectivity Statistics of the Banking System (SCBs) |
2.43 Gross Receivables of AMC-MFs from the Financial System |
2.44 Gross Receivables of Insurance Companies from 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 Gross Payables of AIFIs to the Financial System |
2.48 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 Investment Requirement to reach Net Zero by 2050 |
1.2 Share of Debt held by Listed Private Non-Financial Companies by ICR Categories |
1.3 Central Government Finances - Key Deficit Indicators |
1.4 State Government Finances - Key Fiscal Indicators |
1.5 Net Capital Flows |
1.6 Hedging of ECB loans |
1.7 AUM of the Domestic Mutual Fund Industry |
1.8 Trends in Resource Mobilisation by Mutual Funds |
1.9 Share of Floating Rate Loans |
1.10 Housing Loans – Floating Rate |
1.11 SMA Share of Retail Advances |
1.12 Asset Quality across NBFC Categories |
1.13 Asset Quality of Large Borrowers |
1.14 Sources of Borrowing |
1.15 MSME Asset Quality Profile |
1.16 Consumer Distribution by Risk Tier and Lender Category |
1.17 Transition Matrix - Personal Loans (Unsecured) |
1.18 Delinquency Levels in Aggregate Consumer Credit across all Product Categories |
Chapter II |
2.1 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 Tenor-wise PV01 Distribution of HFT portfolio |
2.5 Interest Rate Risk – Bank-groups - Shocks and Impacts |
2.6 Curvature of Yield Curve |
2.7 OOI - Profit/(Loss) on Securities Trading -All Banks |
2.8 Earnings at Risk - Traditional Gap Analysis -All Banks |
2.9 Market Value of Equity - Duration Gap Analysis- All Banks |
2.10 NBFCs’ Sources of Funds |
2.11 Select Indicators of NBFC-Upper Layer |
2.12 Liquidity Risk in NBFCs |
2.13 Solvency Ratio of Life Insurance Sector |
2.14 Solvency Ratio of Non-Life Insurance Sector |
2.15 Stress Testing of Open-Ended Debt Schemes of Mutual Funds – Summary Findings |
2.16 Minimum Required Corpus of Core SGF Based on Stress Testing Analysis at a major Clearing Corporation |
2.17 Contagion Losses due to Bank Failure |
2.18 Contagion Losses due to NBFC Failure |
2.19 Contagion Losses due to HFC Failure |
Chapter III |
3.1 Category of Complaints Received under the RB-IOS, 2021 |
3.2 Coverage of Deposits |
3.3 Bank Group-wise Deposit Protection Coverage |
3.4 Deposit Insurance Premium |
3.5 Deposit Insurance Fund and Reserve Ratio |
3.6 Deposit Insurance Claims and Recovery |
3.7 Corporate Insolvency Resolution Process |
3.8 Sectoral Distribution of CIRPs |
3.9 Outcome of CIRPs, Initiated Stakeholder-wise |
3.10 CIRPs Ending with Orders for Liquidation |
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