Reports

80 kb
Date : 30 Jun 2022
Contents
Foreword
List of Select Abbreviations
Overview
Chapter I : Macrofinancial Risks
Global Backdrop
Macrofinancial Developments and Outlook
Other Global Macrofinancial Risks
Domestic Macrofinancial Risks
Corporate Sector
Government Securities and Corporate Bond Markets
External Sector Developments and Foreign Exchange Markets
Domestic Equity Market
Commodity Derivatives
Mutual Funds
Banking Stability Indicator
Banking Credit
Interest-rate Risk in Banking Book
Wholesale Bank Credit
Non-Banking Financial Companies (NBFCs)
Credit Flows to the MSME Sector
Microfinance Segment
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: Credit, Market and Liquidity Risk
Bottom-up Stress Tests: Derivatives Portfolio
Small Finance Banks
Primary (Urban) Cooperative Banks
Stress Testing
Non-Banking Financial Companies (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
Crypto Ecosystem and Financial Stability
Debt and Financial Stability
Markets and Financial Stability
Cyber Risk and Financial Stability
Climate-related Risks and Financial Stability
Domestic Regulatory Developments
Initiatives from Regulators/Authorities
Regulatory Framework for Microfinance Loans
Digital Banking Units (DBUs)
Framework for Facilitating Small Value Digital Payments in Offline Mode
Master Direction – Reserve Bank of India (Credit Derivatives) Directions
Legal Entity Identifier for Borrowers
Retail Direct Scheme
Cyber-Security Risks
FinTech Developments
Customer Protection
Enforcement
Variation Margin for Non-centrally Cleared OTC Derivatives
Payments Infrastructure Development Fund Scheme
Individual Housing loans – Cooperative Banks
Cross Margin in Commodity Index Futures
Tightening Framework for Public Issues
Retail Investor Protection
Capacity Building for Investors
Framework for FinTech Entity in the International Financial Service Centre (IFSC)
Fund Management Regulations at IFSCA
Other Developments
Deposit Insurance
Corporate Insolvency Resolution Process (CIRP)
Mutual Funds
Capital Market
Credit Ratings
Insurance
Pension Funds
Annex 1: Systemic Risk Survey
Annex 2: Methodologies
Annex 3: Important Regulatory Measures
Reserve Bank of India
Securities and Exchange Board of India
Insurance Regulatory and Development Authority of India
Pension Fund Regulatory and Development Authority
Insolvency and Bankruptcy Board of India
International Financial Service Centres Authority
LIST OF BOXES
2.1 Housing Price and Financial Stability – Sensitivity Analysis
2.2 Determinants of solvency contagion loss due to bank failure
3.1 Pandemic-proofing Financial Systems
3.2 ‘BigTechs’: A Survey of International Regulatory and Supervisory practices
LIST OF CHARTS
Chapter I
1.1 IMF Forecasts for Growth and Inflation
1.2 Consensus Expectations of Global GDP Growth and CPI Inflation
1.3 Potential GDP: IMF Projections for AEs and EMDEs
1.4 World Uncertainty Index
1.5 G-Sec Yields
1.6 Equity and Bond Indices
1.7 Impact of QT in 2017-18
1.8 Spreads in Funding Markets
1.9 FX-implied Doller Funding Spreads
1.10 Credit Spreads
1.11 Emerging Markets Debt
1.12 Public Debt and Banks’ Exposure
1.13 Banks’ Capital and Provisions
1.14 Equity Prices and Credit Default Swap (CDS) Spreads
1.15 Movement in US Dollar
1.16 Spillovers to Emerging Markets
1.17 EMEs External Debt
1.18 Portfolio Outflows
1.19 Russian Equity and Debt
1.20 Global Supply Chain Pressure Index
1.21 Commodity Prices
1.22 Crude Oil – Prices and Volatility
1.23 Investment in Commodity Linked Investment Funds
1.24 Crypto Market Capitalisation
1.25 Nominal and Real Sales Growth of Listed Non-Financial Private Companies
1.26 Operating Profit Margin - Listed Non-Financial Private Companies
1.27 Leverage, Fixed Assets and Cash Holdings of Listed Private Manufacturing Companies
1.28 Government Securities Yield
1.29 Yield Curve Movement
1.30 Repayment Obligations of Central Government Dated Securities
1.31 FPI Holdings in Debt Instruments
1.32 Activity in Government Securities and Overnight-Indexed Swap Market
1.33 AAA Corporate Bond Spreads (vis-à-vis Government Securities)
1.34 Drivers of Trade Deficit
1.35 Decomposition of India's Trade Growth (2021-22) over Pre-Covid (2019-20)
1.36 India's Balance of Payments
1.37 Trends in FPI net Investments
1.38 Quarterly Accretion to NRI Deposits
1.39 External Sector Vulnerability Indicators
1.40 USD-INR Exchange Rate Movement
1.41 EMEs – 3 Month Historical Volatility
1.42 USD-INR Long Term Trend
1.43 USD-INR Implied Volatility
1.44 Forward Premia Curve
1.45 Movements in Nifty 50 and Global Stock Market Indices
1.46 BSE Sensex and Foreign Institutional Flows
1.47 Trends in Foreign and Domestic Investments in Cash Segment
1.48 Equity Market Valuation Indicators
1.49 Demat Accounts with Depositories
1.50 Trend of Number of Retail Investors Trading in the Exchanges
1.51 Domestic and International Commodity Futures Indices
1.52 Movement in select Sectoral Indices in Commodity Derivatives
1.53 AUMs of Open-ended Debt and Equity Funds
1.54 MFs’ Investment in G-Sec/T-Bills/CBLO and Spread Products
1.55 Trends in Overnight Funds
1.56 Investor Profile of Debt Schemes
1.57 Investor Profile of Equity Schemes
1.58 Corporate Bond Holdings of Mutual Funds
1.59 Investor Profile of Equity Schemes up to one year
1.60 Investor Profile of Equity Schemes above one year
1.61 Banking Stability Map
1.62 Credit Growth - SCBs
1.63 Credit Growth
1.64 Asset Quality, Capital Adequacy and Risk Weights
1.65 Movement in Interest Rates
1.66 Exposure Distribution of Non-PSU Non-Financial Obligors
1.67 Bank Credit to NBFCs/HFCs
1.68 Long Term Ratings
1.69 NBFC CP Issuances
1.70 Credit to MSME Sector
1.71 ECLGS Guarantee Disbursed
1.72 Bank Group-wise ECLGS Guarantee
1.73 Lending to the Microfinance Segment
1.74 Stress in the Microfinance Segment
1.75 Inquiry Volumes by Product Category
1.76 Inquiry Volumes by Lender Category
1.77 Growth in Credit Active Consumers
1.78 Inquiry Volumes by Risk Tier
1.79 Approval Rates by Lender Category
1.80 House Sales, Launches and Unsold Inventory
1.81 Unsold Inventory and Inventory Overhang
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 2022-23
2.8 CRAR Projections
2.9 Projection of CET 1 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 since December 2021
2.17 HTM Portfolio – Composition
2.18 HTM Portfolio – Unrealised Gain/Loss as on March 31, 2022
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, Select Banks – March 2022
2.24 Impact of Shocks on Derivatives Portfolio of Select Banks
2.25 Select Performance Indicators of SFBs
2.26 Select Performance Indicators of UCBs
2.27 Stress Test of UCBs
2.28 Sectoral Deployment of Credit by NBFCs
2.29 Total Credit by NBFCs - Ownership Pattern
2.30 Industrial Credit by NBFCs - Ownership Pattern
2.31 Share of Different NBFC Categories in Gross Advances
2.32 Sectoral GNPA Ratio of NBFCs
2.33 Sectoral NNPA Ratio of NBFCs
2.34 Capital Adequacy
2.35 NBFCs’ Sources of Funds
2.36 Borrowings by NBFCs
2.37 Credit Risk in NBFCs - System Level
2.38 Bilateral Exposures between Entities in the Financial System
2.39 Network Plot of the Financial System – March 2022
2.40 Net Receivables (+ve)/Payables (-ve) by Institutions
2.41 Inter-bank Market
2.42 Different Bank Groups in the Inter-Bank Market – March 2022
2.43 Composition of Fund based Inter-Bank Market
2.44 Network Structure of the Indian Banking System (SCBs + SFBs+ SUCBs) – March 2022
2.45 Connectivity Statistics of the Banking System (SCBs)
2.46 Gross Receivables of AMC-MFs from the Financial System
2.47 Gross Receivables of Insurance Companies from the Financial System
2.48 Gross Payables of AIFIs to the Financial System
2.49 Gross Payables of NBFCs to the Financial System
2.50 Gross Payables of HFCs to the Financial System
2.51 Contagion Impact of Macroeconomic Shocks (Solvency Contagion)
Chapter III
3.1 Trends of Average Daily Traded Value
3.2 Funds Raised through Primary Market
3.3 Issuances of CPs and Listed NCDs - Rating-wise and Issuer-wise
3.4 Category-wise Issuers and Subscribers of Corporate Bonds
3.5 Rating Actions across Credit Rating Agencies (CRAs)
3.6 Distribution of Rating Downgrades – Sector-wise
3.7 Growth in First Year Premium of Life Insurance Business – Life Insurance
3.8 Growth in Total Premium (First Year + Renewal) of Life Insurance Business
3.9 NPS and APY Subscribers – Sector-wise
3.10 NPS and APY AUM – Sector-wise
LIST OF TABLES
Chapter I
1.1 Outstanding External Debt
1.2 Hedging of ECB Loans
1.3 Fund Raising through IPOs
1.4 Segment-wise Aggregate Turnover (Futures + Options)
1.5 Incremental Growth in Credit by SCBs (excl. RRBs)
1.6 Share of Floating Rate Linked Outstanding Rupee Loans of SCBs: Interest Rate Benchmarks
1.7 Share of Gross Advances Linked to Tenure of Interest Benchmark
1.8 Growth in Wholesale Credit
1.9 Growth in Wholesale Credit to Non-PSU Non-Financial Companies
1.10 Aggregate Mobilisation of Funds
1.11 Asset Quality Ratios across NBFC Categories
1.12 MSME Restructuring
1.13 MSME Asset Quality Profile
1.14 Consumer Distribution by Risk Tier and Lender Category
1.15 Delinquency Levels in Aggregate Consumer Credit across all Product Categories
Chapter II
2.1 Increase in New Loans by SCBs: Economic Sectors and Organisations
2.2 Decline in System Level CRAR
2.3 Tenor-wise PV01 Distribution of AFS Portfolio
2.4 OOI - Profit/(Loss) on Securities Trading
2.5 Tenor-wise PV01 Distribution of HFT portfolio
2.6 Interest Rate Risk – Bank-groups - Shocks and Impacts
2.7 Liquidity Risk in NBFCs
2.8 Contagion Losses due to Bank Failure – March 2022
2.9 Contagion Losses due to NBFC Failure – March 2022
2.10 Contagion Losses due to HFC Failure – March 2022
Chapter III
3.1 Category of Complaints Received under the RB-IOS, 2021 and the erstwhile BOS, 2006
3.2 Distribution of Target across Centres
3.3 Deposit Insurance Premium
3.4 Deposit Insurance Fund (DIF)
3.5 Corporate Insolvency Resolution Process
3.6 CIRPs Ending with Orders for Liquidation till March 31, 2022
3.7 Outcome of CIRPs, Initiated Stakeholder-wise, as on March 31, 2022
3.8 Sectoral Distribution of CIRPs as on March 31, 2022
3.9 Trends in Resource Mobilisation by Mutual Funds
3.10 Growth in SIPs

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