Contents - ربی - Reserve Bank of India
75924424
شائع کیا گیا پر دسمبر 31, 2018
Contents
Foreword |
List of Select Abbreviations |
Overview |
Chapter I : Macro-Financial Risks |
Global economy |
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 |
Micro, small and medium enterprises exposure of financial |
intermediaries – A comparative analysis |
Network of the financial system |
Chapter III : Financial Sector: Regulation and Developments |
International and domestic developments |
Other developments, market practices and supervisory concerns |
Annex 1: Systemic Risk Survey |
Annex 2: Methodologies |
LIST OF BOXES |
1.1 Is this time different? Risk-free curve and movement in corporate spreads in US rate increase cycle |
2.1 PCA banks: Estimating the change in their Systemic Footprint using Contagion Analysis |
3.1 Financial conglomerates - identification and oversight - A closer look |
3.2 Framework for Liquidity Risk Management by MFs |
3.3 Riding on Suptech |
3.4 Risk Culture |
LIST OF CHARTS |
1.1 World Economic Growth Rate |
1.2 JP Morgan Global PMI |
1.3 Bloomberg Financial conditions index |
1.4 US fixed income supply |
1.5 LIBOR-OIS spread |
1.6 Net acquisition of financial assets - Japan & Euro Area |
1.7 10-year US Treasury net hedged returns in base currencies of Euro and JPY |
1.8 Evolution of 1-year Cross Currency Basis |
1.9 Month-on-month change in global trade volume |
1.10 US - deviation in real GDP in trade tensions |
1.11 China - deviation in real GDP in trade tensions |
1.12 Bloomberg commodity indices |
1.13 US HY Bond Index and Volatility Index |
1.14 US Non-financial corporate outstanding debt |
1.15 EM investment grade spreads over US Treasury |
1.16 EM currency performance vis-à-vis US dollar Index |
1.17 National income aggregates |
1.18 Current account and merchandise trade deficit |
1.19 Composition of merchandise import growth |
1.20 Relative valuation of Indian equities |
1.21 FPI flows |
1.22 FPI flows – Emerging Markets |
1.23 VIX and foreign exchange option volatility |
1.24 Flow of resources to the commercial sector |
1.25 Mutual Fund resource mobilisation (monthly) |
1.26 Disaggregated investor analysis - Debt funds |
1.27 Disaggregated investor analysis - liquid / money market funds |
1.28 Movement in inter-bank deposit rates |
1.29 Developments in Housing market |
1.30 House sales-to-unsold inventory ratio and launches-to-sales ratio |
2.1 Select performance indicators |
2.2 Select asset quality indicators |
2.3 Sectoral asset quality indicators |
2.4 Select asset quality indicators of large borrowers |
2.5 Banking stability indicator |
2.6 Banking stability map |
2.7 Macroeconomic scenario assumptions |
2.8 Projection of SCBs’ GNPA ratios |
2.9 CRAR projections |
2.10 Projection of CET 1 capital ratio |
2.11 Credit risk - shocks and impacts |
2.12 CRAR-wise distribution of banks |
2.13 Range of shifts in CRAR |
2.14 Credit concentration risk: Individual borrowers – stressed advances |
2.15 Credit concentration risk: Individual borrowers – Exposure |
2.16 Tenor-wise distribution of AFS portfolio |
2.17 Tenor-wise distribution of HFT portfolio |
2.18 Equity price risk |
2.19 Liquidity risk – Shocks and impacts on liquid stocks |
2.20 MTM of total derivatives portfolio - Select banks - September 2018 |
2.21 Stress tests - Impact of shocks on derivative portfolio of select banks |
2.22 Select ratios of the NBFC sector |
2.23 Probability of default over 1-year horizon of MSME credits |
2.24 CRISIL 1-year average transition rate to default for long term ratings (2007-17) |
2.25 Ratings distribution of MSME credits |
2.26 Credit Exposure of MSME segment (in ₹ trillion) |
2.27 Relative movement in market share – shift of market share to PVBs and NBFCs from PSBs |
2.28 NPA profile in Micro & SME segments – as a per cent of relative exposures |
2.29 NPA Profile- Lender type-wise |
2.30 Rating distribution of existing portfolio across lenders : March 2018 |
2.31 Bilateral Exposures |
2.32 Network plot of the financial system – September 2018 |
2.33 Net receivables (+ve) / payables (-ve) by the institutions |
2.34 Inter-bank market |
2.35 Share of different bank groups in the Inter-bank market |
2.36 Composition of fund based inter-bank market |
2.37 Network structure of the Indian banking system (SCBs +SUCBs) – September 2018 |
2.38 Connectivity statistics of the banking system (SCBs) |
2.39 Gross receivables of asset management companies |
2.40 Gross receivables of insurance companies |
2.41 Gross payables of NBFCs |
2.42 Gross payables of HFCs |
2.43 CP Market |
2.44 CPs - Subscribed (+ve)/ Issued (-ve) |
2.45 A representative contagion plot – impact of failure of a bank |
2.46 Solvency Losses |
2.47 Liquidity Losses |
2.48 Number of Bank Defaults |
2.49 Contagion impact after macroeconomic shocks (solvency contagion) |
3.1 Variability in capital adequacy induced by use of internal risk models : 32 major financial institutions |
3.2 Comparison of risk weights based on internal models & Standardised Approach: 32 major financial institutions |
3.3 Recovery rates of financial claims at NCLT (upto September 2018) |
3.4 Growth in the number of SIPs (No. in million) |
3.5 Per cent of debt issues of listed companies in terms of rating action |
3.6 Capital raised in the Primary market |
3.7 Category wise Issuers and Subscribers of corporate bonds |
3.8 Movement of Indian and International Commodity Indices |
3.9 Product segment-wise share in All India Derivatives Turnover (Futures & Options) |
3.10 Frauds reported in the banking sector (amount involved >= ₹ 0.1 million) |
3.11 Relative share of bank-groups in overall fraud amount reported (amount involved >= ₹ 0.1 million) |
3.12 Fraud category share in overall frauds reported (amount involved >= ₹ 0.1 million) (June 2017 to September 2018) |
3.13 Advance related frauds reported (amount involved >= ₹ 0.1 million) |
3.14 Relative share in frauds reported & risk weighted assets for Operational Risk of major bank groups (2014-15 to 2017-18) |
LIST OF TABLES |
2.1 Credit concentration risk: Group borrowers – exposure |
2.2 Growth in GNPAs due to subsector specific shocks - September 2018 |
2.3 Number of banks failing under subsector specific shocks |
2.4 Decline in system level CRAR (in descending order) |
2.5 Interest rate risk – Bank groups - shocks and impacts |
2.6 Aggregated balance sheet of the NBFC sector: y-o-y growth |
2.7 Select ratios of the NBFC sector |
2.8 Distribution of incremental MSME borrowers across credit spectrum across lenders |
2.9 Proportion of asset acquisition in CMR 7-10 segment across lenders |
2.10 Incremental exposure of accounts with aggregate exposure < ₹ 50 million: March 2016 – March 2017 |
2.11 Incremental exposure of accounts with aggregate exposure < ₹ 50 million: March 2017 – March 2018 |
2.12 Slippage to NPA in fresh acquisition within a Financial year: FY 2016-17 |
2.13 Slippage to NPA in fresh acquisition within a Financial year: FY 2017-18 |
2.14 Inter-sector assets and liabilities – September 2018 (₹ billion) |
3.1 Subscriber growth |
3.2 AUM growth |
3.3 The corporate insolvency resolution processes (CIRP) - No. of Corporate Debtors |
3.4 Initiation of corporate insolvency resolution process (CIRP) |
3.5 Distribution of corporate debtors ending in liquidation |
3.6 Important regulatory initiatives (June 2018 - November 2018) |
3.7 Trends in flow of funds (₹ billion) |
3.8 Frauds reported during the last 5 FYs and H1:2018-19 (amount involved >= ₹ 0.1 million) |
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