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RBI Announcements
RBI Announcements

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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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