Contents - आरबीआय - Reserve Bank of India
Contents
Foreword |
List of Select Abbreviations |
Overview |
Chapter I : Macro-Financial Risks |
Global Backdrop |
Domestic Scenario |
Low growth-High inflation |
Savings and Investments |
Fiscal Constraints |
Liquidity Conditions |
External Sector |
Corporate Sector Performance |
Chapter II : Financial Institutions: Soundness and Resilience |
Scheduled Commercial Banks |
Performance, Vulnerabilities and Distress Dependencies |
Resilience – Stress Tests |
Regional Rural Banks |
Scheduled Urban Co-operative Banks |
Performance |
Resilience – Stress Tests |
Rural Co-operative Banks |
Non-Banking Financial Companies |
Performance |
Resilience- Stress Tests |
Interconnectedness |
Chapter III : Financial Sector Regulation and Infrastructure |
Global Regulatory Reforms and India’s Stance |
Securities Market |
Commodities Derivatives Market |
Financial Safety Net - Deposit Insurance |
Insurance Sector |
Pension Sector |
Financial Market Infrastructure |
Payment and Settlement Systems |
Annex 1: Systemic Risk Survey |
Annex 2: Methodologies |
LIST OF BOXES |
1.1 The Corporate Bond Market in India |
3.1 Peer- to- Peer Lending / Crowd Funding |
3.2 Functioning and Regulation of ARCs and Recent Policy Developments |
3.3 Risk Management Framework for Asset Managers in India |
3.4 Relative Merits of Single CCP and Multiple CCP Structures |
LIST OF CHARTS |
1.1 Upward Movement in Asset Prices |
1.2 Macroeconomic Risk Map |
1.3 Growth – Inflation Dynamics in India |
1.4 Household Saving and Expenditure on Valuables |
1.5 Gross Capital Formation and GDP Growth |
1.6 Resource Mobilisation in the Indian Capital Market |
1.7 GoI’s Deficit Indicators |
1.8 Movement in Money Market Variables |
1.9 Improvements in the External Sector |
1.10 Stock Market Movement and Institutional Investments |
1.11 Corporate Sector Stability Map |
1.12 Profile of Select Industries |
1.13 Trends in Leverage, Interest Coverage and Profi tability Ratios – Major Sectors/Industries |
2.1 Banking Stability Indicator |
2.2 Banking Stability Map |
2.3 Credit and Deposits Growth: y-o-y Basis |
2.4 Capital Adequacy |
2.5 Leverage Ratio of SCBs |
2.6 Share of Major Sectors in Total Advances of SCBs |
2.7 GNPAs of SCBs |
2.8 Stressed Advances in Major Sectors - System Level |
2.9 Stressed Sub-sectors |
2.10 Major Sector-wise and Size-wise GNPA of SCBs |
2.11 Growth of GNPAs vis-à-vis Advances |
2.12 Components of Profitability: y-o-y Growth |
2.13 Bank Group- wise Share in Total Assets vis-a-vis Total PAT of SCBs |
2.14 RoA and Risk Adjusted RoA |
2.15 Risk Provisions |
2.16 Movements of BSX |
2.17 Distress Between Specific Banks |
2.18 Projection of System Level GNPAs and CRAR of SCBs |
2.19 Projection of Bank Group- wise GNPA Ratio and CRAR |
2.20 Projected Sectoral NPA Under Various Scenarios |
2.21 Expected Loss: Bank Group- wise |
2.22 Unexpected Losses: Bank Group- wise |
2.23 Expected Shortfalls: Bank Group- wise |
2.24 Expected Losses and Unexpected Losses: Bank-wise |
2.25 Credit Risk |
2.26 Credit Risk: Concentration |
2.27 Liquidity Risk |
2.28 Bottom-up Stress Tests – Credit and Market Risks |
2.29 Bottom-up Stress Tests – Liquidity Risk |
2.30 Share of off-balance Sheet Assets (Credit Equivalent) of SCBs |
2.31 MTM of Total Derivatives - Baseline |
2.32 Stress Tests - Impact of Shocks on Derivatives Portfolio of Select Banks |
2.33 Trends in CRAR of NBFCs-ND-SI |
2.34 Trends in Gross NPA Ratio |
2.35 Trends in Return on Assets |
2.36 Exposure to Sensitive Sectors |
2.37 Dispersion in Interbank Borrowings to Outside Liabilities among Bank Groups |
2.38 Trends in Connectivity in the Indian Interbank Market |
2.39 Top 10 Interbank Node Risk Banks and their Shares in Other Activities |
3.1 Trend in Price to Book Value Ratios of Listed Indian Banks |
3.2 Share of Cash and Bank Balances in Total Assets of large NFCs |
3.3 Income from Financial Activities of Non-Financial Companies and Treasury Income of Banks |
3.4 Amount of Assets Sold by Banks to ARCs |
3.5 Share of Bank Groups in Sale of Assets to ARCs |
3.6 Performance Parameters of ARCs |
3.7 Trend in Quarterly Incremental Number of Cases and Amounts under CDR Cell |
3.8 Ratio of Average Daily Turnovers (Cash Markets to Derivatives Markets) |
3.9 Product Share in Volumes of Exchange Traded Derivatives |
3.10 Trends in Off Shore Derivative Instruments in Indian Equity Markets |
3.11 Trends in Y-o-Y Growth in Subscription and AUM under National Pension System |
3.12 Annual Growth in Volume and Value of PPIs |
LIST OF TABLES |
1.1 Real GDP Growth-Supply Side (per cent) |
2.1 Profi tability of SCBs |
2.2 Macroeconomic Scenario Assumptions (2014-15) |
2.3 Credit Risk: Sectors |
2.4 Credit Risk: Key Industries |
2.5 Solvency Stress Tests : Comparison of Impacts of Various Shocks |
2.6 Liquidity Risk – Utilisation of Undrawn Working Capital Sanctioned Limit |
2.7 Select Financial Soundness Indicators of SUCBs |
2.8 Borrowing and Lending in the Interbank Market to Total Asset |
2.9 Short -Term Funds to Total Funds Raised from the Interbank Market |
2.10 Interbank Borrowing to Outside Liabilities |
2.11 Banks’ Investments in Mutual Funds and Insurance Companies |
2.12 Funds Raised by Banks from Mutual Funds and Insurance Companies |
2.13 Investments by Mutual Funds and Insurance Companies in Banks |
2.14 Solvency Contagion Triggered by Top 5 Net Borrowers in the Interbank Market |
2.15 Contagion Triggered by Banks with Highest Impaired Asset Ratio |