| |
|
(Amount in Rs. crore) |
| |
|
|
Contingent Credit Exposures * |
Risk |
|
Contracts and Derivatives ** |
Risk |
| |
|
Year |
|
|
|
|
Weighted |
|
|
|
|
Weighted |
| |
|
|
|
|
|
|
Contingent |
|
|
|
|
Contracts |
| |
|
|
Risk Category (per cent) |
|
|
Risk Category (per cent) |
|
|
| |
|
|
|
|
|
|
Credit |
|
|
|
|
and |
| |
|
|
|
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Total |
|
|
|
|
Total |
|
| |
|
|
|
|
|
|
Exposures |
|
|
|
|
Derivatives |
| |
|
|
0 |
20 |
100 |
|
|
0 |
20 |
100 |
|
|
| |
1 |
|
2 |
3 |
4 |
5 |
6 |
7 |
8 |
9 |
10 |
11 |
| |
|
|
|
|
|
|
|
|
|
|
|
|
| |
2002-03 |
|
|
|
|
|
|
|
|
|
|
|
| |
Q1 |
|
6,447 |
15,754 |
1,20,440 |
1,42,641 |
79,482 |
25,150 |
6,77,780 |
1,33,836 |
8,36,765 |
6,789 |
| |
Q2 |
|
6,117 |
16,981 |
1,25,714 |
1,48,812 |
83,120 |
6,471 |
6,95,984 |
1,70,405 |
8,72,860 |
7,503 |
| |
Q3 |
|
6,782 |
20,276 |
1,30,601 |
1,57,659 |
86,492 |
18,327 |
7,33,701 |
1,72,359 |
9,24,387 |
8,377 |
| |
Q4 |
|
8,690 |
18,041 |
1,28,952 |
1,55,682 |
81,860 |
18,408 |
8,23,359 |
1,78,302 |
10,20,069 |
9,392 |
| |
2003-04 |
|
|
|
|
|
|
|
|
|
|
|
| |
Q1 |
|
7,035 |
16,895 |
1,37,802 |
1,61,732 |
88,871 |
11,703 |
10,09,836 |
2,39,847 |
12,61,386 |
12,602 |
| |
Q2 |
|
8,609 |
31,002 |
1,41,972 |
1,81,583 |
93,858 |
19,638 |
10,81,395 |
2,84,827 |
13,85,860 |
15,144 |
| |
Q3 |
|
12,324 |
19,440 |
1,50,305 |
1,82,069 |
94,448 |
16,892 |
11,60,771 |
3,42,836 |
15,20,499 |
16,970 |
| |
Q4 |
|
10,868 |
19,683 |
1,48,722 |
1,79,273 |
95,172 |
24,087 |
12,86,567 |
3,25,462 |
16,36,116 |
17,435 |
| |
2004-05 |
|
|
|
|
|
|
|
|
|
|
|
| |
Q1 |
|
11,565 |
21,697 |
1,70,703 |
2,03,965 |
1,04,721 |
19,811 |
17,03,022 |
4,00,674 |
21,23,507 |
21,455 |
| |
Memo Items: |
|
|
|
|
|
|
|
|
|
|
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Average for 4 quarters |
|
|
|
|
|
|
|
|
|
|
| |
2002-03 |
|
7,009 |
17,763 |
1,26,427 |
1,51,198 |
82,738 |
17,089 |
7,32,706 |
1,63,726 |
9,13,520 |
8,015 |
| |
2003-04 |
|
9,709 |
21,755 |
1,44,700 |
1,76,164 |
93,087 |
18,080 |
11,34,642 |
2,98,243 |
14,50,965 |
15,538 |
| |
2004-05# |
|
11,565 |
21,697 |
1,70,703 |
2,03,965 |
1,04,721 |
19,811 |
17,03,022 |
4,00,674 |
21,23,507 |
21,455 |
| |
Percentage Annual Growth |
|
|
|
|
|
|
|
|
|
|
| |
2002-03 |
|
7.3 |
17.9 |
-2.5 |
-0.02 |
6.1 |
16.9 |
42.0 |
61.9 |
44.5 |
56.4 |
| |
2003-04 |
|
25.1 |
9.1 |
15.3 |
15.2 |
16.3 |
30.9 |
56.3 |
82.5 |
60.4 |
85.6 |
|
*Represent book values net of margins and provisions.
** Represent notional principal amount of exposures.
Notes:
1. Risk weighted contingent credit exposures are calculated after multiplying
net book values with credit coversion factor
ranging from 20 per cent to 100 per cent and converted figures are further
multiplied by risk weight ranging from 0 per cent
to 100 per cent depending upon counter parties.
2. Risk adjusted contracts and derivatives are calculated after multiplying
notional principal amount with credit conversion
factor ranging from 20 per cent to 8 per cent and converted figures are
further multiplied by risk weight ranging from
0 per cent to 100 per cent depending upon counter parties.
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