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Date : 29 Dec 2022
List of Select Abbreviations
Chapter I : Macrofinancial Risks
Global Backdrop
Macrofinancial Development and Outlook
Other Global Macrofinancial Risks
Domestic Macrofinancial Risks
Corporate Sector
Money Markets, Government Securities and Corporate Bond Markets
Government Finance
External Sector Developments and Foreign Exchange Markets
Equity Markets
Mutual Funds
Alternative Investment Funds
Central Counterparties (CCPs)
Banking Stability Indicator
Banking System
Non-Banking Financial Companies (NBFCs)
Credit Flows to the MSME Sector
Microfinance Segment
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: Derivatives Portfolio
Primary (Urban) Cooperative Banks
Stress Testing
Non-Banking Financial Companies (NBFCs)
Stress Test - Credit Risk
Stress Test - Liquidity Risk
Interest Rate Risk
Insurance Sector
Stress Testing of Mutual Funds
Stress Testing Analysis - Clearing Corporations
Financial System Network
Contagion Analysis
Chapter III : Regulatory Initiatives in the Financial Sector
Global Regulatory Developments and Assessments
Markets and Financial Stability
Climate Related Risks and Financial Stability
Crypto Assets and Financial Stability
Financial Innovation and Financial Stability
Cyber Risk and Financial Stability
Domestic Regulatory Developments
Initiatives from Regulators/ Authorities
Reserve Bank of India (Unhedged Foreign Currency Exposure) Directions, 2022
Review of Regulatory Framework for ARCs
Regulations Review Authority 2.0
Regulatory changes undertaken in respect of Urban Cooperative banks
Appointment of Internal Ombudsman by the CICs
Guidelines on Digital Lending
Liberalisation of Forex Flows
International Trade Settlement in Indian Rupees
Master Directions on Transfer of Loan Exposures and Securitisation of Standard Assets (Amendments)
Outsourcing of Financial Services - Responsibilities of regulated entities employing Recovery Agents
Identification of NBFCs in the Upper Layer
Regulatory framework for NBFC - Account Aggregators (Amendments)
Digital Rupee (e₹) – Wholesale and Retail
Move towards frictionless credit - Pilot on digitisation of Kisan Credit Card
Enabling Framework for Regulatory Sandbox
Customer Protection
REITs and InvITs – Fund Raising and Future Outlook
Other Developments
Deposit Insurance
Corporate Insolvency Resolution Process (CIRP)
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
Chapter I
1.1 Financial System Stress Indicator
1.2 Systemic Risk Surveys and Macrofinancial Trends
Chapter II
2.1 Gilt Valuations and Bank Profitability
Chapter III
3.1 Strengthening of Cyber Security Preparedness
Chapter I
1.1 Global Growth Forecasts
1.2 Inflation
1.3 Impact of Shocks of 2022
1.4 Financial Conditions
1.5 Increase in Government Bond Yields
1.6 Equity Market Decline
1.7 Corporate Bond Market
1.8 Financial Market Volatility
1.9 FX-implied Dollar Funding Spreads
1.10 U.S. Long-term Rates
1.11 General Government Debt
1.12 General Government Balance
1.13 EMEs General Government Debt in 2022
1.14 Rising Global Non-Financial Sector Debt
1.15 Global Non-Financial Sector Debt Comparison
1.16 Non-Financial Sector Debt by Country, Q1:2022
1.17 Central Bank Rate Hikes
1.18 1-year Terminal Rate Expectations
1.19 Federal Reserve System Open Market Account (SOMA) - Projected Net Income
1.20 USD Appreciation
1.21 Terms of Trade and Exchange Rate Depreciation
1.22 Policy Rate Changes and Exchange Rate Depreciation
1.23 USD’s share in Global Transactions and Assets
1.24 USD and Oil Prices
1.25 Increase in Oil Prices in Domestic Currency
1.26 Capital Flight from EMEs
1.27 Profitability and Capital of Banks
1.28 IMF Global Bank Stress Test
1.29 Global Climate Finance Flows in Mitigation
1.30 Global Climate Finance Flows in Adaptation
1.31 Smoothened Distribution Function of ESG Score (Probability)
1.32 ESG Debt Issued
1.33 Total Net Assets and Share of the Non-bank Financial Intermediation Sector, Q1:2002–Q1:2022
1.34 OEF Monthly Net Flows, Q1:2002–Q1:2022
1.35 Daily Prices of Select Crypto Assets
1.36 Bitcoin vis-à-vis Equity and Inflation
1.37 Global Supply Chain Pressure Index
1.38 Commodity Prices
1.39 Brent Price - Spot and Futures
1.40 FAO Food Price Index
1.41 Investment in Commodity Linked Investment Funds
1.42 Number of CBDCs under various stages
1.43 Nominal and Real Sales Growth of Listed Private Non-Financial Companies
1.44 Operating Profit Margin of Listed Private Non-Financial Companies
1.45 Select Ratios of Listed Private Manufacturing Companies
1.46 Debt Serviceability of Listed Private Non-Financial Companies
1.47 Amount Raised by Indian Corporates through Overseas Capital Market Offerings
1.48 PE/VC Investments in India
1.49 Tighter Market Conditions
1.50 Banking System Liquidity Tightened
1.51 Yield Curve Flattened
1.52 AAA - 3 Year Corporate Bond Yield and Spread
1.53 Spread of Listed NCDs – Primary and Secondary Market
1.54 Resource Mobilisation from Primary Market and Category-wise Issuers of Corporate Bonds
1.55 Category-wise Subscribers of Corporate Bonds
1.56 Monthly GST Collection
1.57 Government Borrowings and Redemption
1.58 Merchandise Exports, Imports and Trade Balance
1.59 India’s Oil Import Bill
1.60 India’s Balance of Payments
1.61 Cumulative FDI and FPI Flows
1.62 Foreign Exchange Reserves of India: Long-Term Trend
1.63 Intervention and Impact of Valuation and Flows on Foreign Currency Assets
1.64 Currency Composition of External Debt
1.65 INR Movement against Major Currencies
1.66 USD-INR Long Term Trend
1.67 Exchange Rate Volatility
1.68 USD-INR Implied Volatility
1.69 Forward Premia Curve
1.70 Equity Market Movements
1.71 Monthly FPI Flows
1.72 FPI and DII Flows – FY2022-23
1.73 FPI and DII Flows – From FY2018-19 to FY2022-23
1.74 Individuals’ Net Investment and Nifty 50 Returns
1.75 Trend in Demat Accounts and SIP Flows
1.76 Equity Market Valuation Indicators
1.77 Scheme-wise Mutual Fund Net Inflows
1.78 Share of Overnight Mutual Funds in Total Open-ended Debt Schemes
1.79 Share of Liquid Assets Holdings by Open-ended Debt Schemes of Mutual Funds
1.80 Scheme-wise Analysis of Share of Liquid Assets Holdings by Open-ended Debt Schemes of Mutual Funds
1.81 Monthly Net Flows of Open-ended Debt Schemes of Mutual Funds
1.82 Monthly Volatility of Open-ended Debt Schemes of Mutual Funds
1.83 AIF Fund Mobilisation
1.84 Instrument-wise Deployment of Funds by AIFs
1.85 Banking Stability Map
1.86 Banking Stability Indicator- Contribution of Individual Risk Factors
1.87 Credit Growth – SCBs
1.88 Credit Growth – Bank Group wise
1.89 Exposure Distribution of Non-PSU Non-Financial Obligors
1.90 Long-term Ratings
1.91 Incremental Credit Deposit Ratio
1.92 Movement in Liquidity Coverage Ratio and its Components
1.93 Household Financial Savings in India
1.94 Components of Net Cash Outflow – All SCBs
1.95 Movement in Run-off Factor
1.96 HQLA and Cash Outflow – Share of Components
1.97 Asset Quality and Risk Weights
1.98 GNPA Movements
1.99 Capital Adequacy
1.100 MSME Sector Credit Growth
1.101 ECLGS Guarantee Disbursed
1.102 Sector-wise ECLGS Guarantee
1.103 Bank Group-wise ECLGS Guarantee
1.104 Borrower Category-wise ECLGS Guarantee
1.105 Amount-wise ECLGS Guarantee
1.106 Unit Type-wise NPA
1.107 Borrower Category-wise NPA
1.108 ECLGS Sector-wise Share of NPA
1.109 Lending to the Microfinance Segment
1.110 Stress in the Microfinance Segment
1.111 Inquiry Volumes by Product Category
1.112 Inquiry Volumes by Lender Category
1.113 Inquiry Volumes by Risk Tier
1.114 Origination by Risk Tier
1.115 Movement in House Prices
1.116 House Sales, Launches and Inventory Overhang
Chapter II
2.1 Deposit and Credit Profile of SCBs
2.2 Select Asset Quality Indicators of SCBs
2.3 Sectoral Asset Quality Indicators of SCBs
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
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 since June 2022
2.17 HTM Portfolio – Composition
2.18 HTM Portfolio – Unrealised Gain / Loss as on September 30, 2022
2.19 Equity Price Risk
2.20 Liquidity Risk – Shocks and Outcomes
2.21 MTM of Total Derivatives Portfolio of Select Banks – September 2022
2.22 Impact of Shocks on Derivatives Portfolio of Select Banks
2.23 Credit Profile and Asset Quality Indicators of UCBs
2.24 Stress Test of UCBs
2.25 Sectoral Credit Growth of NBFCs
2.26 Sectoral GNPA ratio of NBFCs
2.27 Sectoral NNPA ratio of NBFCs
2.28 Capital Adequacy and Profitability of NBFCs
2.29 Credit Risk in NBFCs - System Level
2.30 Range (Surplus (+)/ Deficit (-)) of LR-RaR Maintained by AMCs over AMFI Prescribed Limits
2.31 Range (Surplus (+)/ Deficit (-)) of LR-CRaR Maintained by AMCs over AMFI Prescribed Limits
2.32 Bilateral Exposures between Entities in the Financial System
2.33 Network Plot of the Financial System - September 2022
2.34 Net Receivables (+ve) / Payables (-ve) by Institutions
2.35 Inter-bank Market
2.36 Different Bank Groups in the Inter-Bank Market - September 2022
2.37 Composition of Fund based Inter-Bank Market
2.38 Network Structure of the Indian Banking System (SCBs + SFBs + SUCBs) – September 2022
2.39 Connectivity Statistics of the Banking System (SCBs)
2.40 Gross Receivables of AMC-MFs from the Financial System
2.41 Gross Receivables of Insurance Companies from the Financial System
2.42 Gross Payables of NBFCs to the Financial System
2.43 Gross Payables of HFCs to the Financial System
2.44 Gross Payables of AIFIs to the Financial System
2.45 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
Chapter I
1.1 Asset Returns
1.2 Global Non-Financial Sector Debt Q1:2022
1.3 Key Cryptocurrency Prices and Indices
1.4 Central Government Finances - Key Deficit Indicators
1.5 States’ Key Deficit Indicators
1.6 Net Capital Flows
1.7 ECB loans
1.8 Assets under Management of the Domestic Mutual Fund Industry
1.9 Trends in Resource Mobilisation by Mutual Funds
1.10 Growth in Wholesale Credit
1.11 Aggregate Mobilisation of Funds
1.12 Asset Quality Ratios across NBFC Categories
1.13 MSME Restructuring Schemes
1.14 Average Ticket Size of ECLGS Borrowers
1.15 Delinquency Levels in Aggregate Consumer Credit across all Product Categories
Chapter II
2.1(a) Credit Share and Growth – September 2022
2.1(b) 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 Other Operating Income (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 Earnings at Risk (EAR) - Traditional Gap Analysis (TGA)
2.8 Market Value of Equity (MVE) – Duration Gap Analysis (DGA)
2.9 NBFCs’ Sources of Funds
2.10 Liquidity Risk in NBFCs
2.11 Consolidated Solvency Ratio for all Insurers
2.12 Minimum Required Corpus of Core SGF Based on Stress Testing Analysis at a major Clearing Corporation
2.13 Contagion Losses due to Bank Failure – September 2022
2.14 Contagion Losses due to NBFC Failure – September 2022
2.15 Contagion Losses due to HFC Failure – September 2022
Chapter III
3.1 Category of Complaints Received under the RB-IOS, 2021
3.2 Fund Mobilisation by REITs and InvITs
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 September 30, 2022
3.7 Outcome of CIRPs, Initiated Stakeholder-wise, as on September 30, 2022
3.8 Sectoral Distribution of CIRPs as on September 30, 2022