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¢™›¸¸¿ˆÅ 31.03.2017 ˆÅ¸½ ž¸¸£÷¸ú¡¸ ¢£ö¸¨¸Ä ¤¸ÿˆÅ ˆ½Å ›¸¡¸½ œ¸»¿¸ú œ¸¡¸¸Äœ÷¸÷¸¸ ü½ÅŸ¸¨¸ˆÄÅ (¤¸¸¬¸½¥¸ III) ˆ½Å ¢œ¸¥¸£ 3 ˆ½Å ‚¿÷¸Š¸Ä÷¸ œÏˆÅ’úˆÅ£µ¸
(¬¸Ÿ¸½¢ˆÅ÷¸ ‚¸š¸¸£ œ¸£)
Disclosures (on consolidated basis) under Pillar 3 in terms of New Capital Adequacy
Framework (Basel III) of Reserve Bank of India as on 31.03.2017
”ú‡ûÅ 1À‚›¸ºœÏ¡¸¸½Š¸ ˆÅ¸ ®¸½°¸ ‡¨¸¿ œ¸»¿¸ú œ¸¡¸¸Äœ÷¸÷¸¸ DF 1. Scope of application and Capital Adequacy
œÏˆÅ’úˆÅ£µ¸ ˆÅ¸ ü½ÅŸ¸¨¸ˆÄÅ ¤¸ÿˆÅ ‚¸ÁûöÅ ¤¸”õ¸¾™¸ œ¸£ ¬¸Ÿ¸½¢ˆÅ÷¸ ‚¸š¸¸£ œ¸£ ¥¸¸Š¸» The framework of disclosures applies to Bank of Baroda, on
í¸½÷¸¸ í¾, ¸¸½ ¢ˆÅ ¬¸Ÿ¸»í Ÿ¸Ê ¬¸¨¸¸½Ä¸ ¤¸ÿˆÅ í¾. consolidated basis, which is the top bank in the group
ƒˆÅ¸ƒÄ ˆÅ¸ ›¸¸Ÿ¸/ ¢›¸Š¸¢Ÿ¸÷¸ ™½©¸ Æ¡¸¸ ƒˆÅ¸ƒÄ ˆÅ¸½ ¬¸Ÿ¸½ˆÅ›¸ ˆÅú œ¸Ö¢÷¸ Æ¡¸¸ ƒˆÅ¸ƒÄ ˆÅ¸½ ¬¸Ÿ¸½ˆÅ›¸ ˆÅú œ¸Ö¢÷¸ ˆÅ¸ ¬¸Ÿ¸½ˆÅ›¸ ˆÅú ¡¸¢™ ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å
Name of the entity / ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ˆÅ¸ ¨¸µ¸Ä›¸ ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ¢›¸¡¸¸Ÿ¸ˆÅ ¨¸µ¸Ä›¸ œ¸Ö¢÷¸ Ÿ¸Ê ‚¿÷¸£ ˆ½Å¨¸¥¸ ‡ˆÅ íú ®¸½°¸
Country of incorporation
¥¸½‰¸¸¿ˆÅ›¸ ®¸½°¸ ˆ½Å Explain the ®¸½°¸ ˆ½Å ‚¿÷¸Š¸Ä÷¸ Explain the method of ˆ½Å ¢¥¸‡ ˆÅ¸£µ¸¸Ê ˆ½Å ‚¿÷¸Š¸Ä÷¸ ¬¸Ÿ¸½¢ˆÅ÷¸
‚¿÷¸Š¸Ä÷¸ ©¸¸¢Ÿ¸¥¸ method of ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾ ÷¸¸½
consolidation ©¸¸¢Ÿ¸¥¸ ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾ consolidation ˆÅ¸ ¨¸µ¸Ä›¸
¢ˆÅ¡¸¸ Š¸¡¸¸ í¾ (í¸¿/›¸íú¿) Explain the ˆÅ¸£µ¸¸Ê ˆÅ¸ ¨¸µ¸Ä›¸
(í¸¿/›¸íú¿) reasons for Explain the
Whether
Whether the entity difference
the entity is is included under in the reasons if
included under method of consolidated
regulatory scope of consolidation
accounting under only one
scope of consolidation (yes
consolidation / no) of the scopes of
(Yes/No) consolidation
›¸¾›¸ú÷¸¸¥¸ ¤¸ÿˆÅ ¢¥¸./ ž¸¸£÷¸ í¸¿ ¥¸¸ƒ›¸ ™£ ¥¸¸ƒ›¸ í¸¿ ¥¸¸ƒ›¸ ™£ ¥¸¸ƒ›¸ ‚¸š¸¸£ ¥¸¸Š¸» ›¸íú¿ ¥¸¸Š¸» ›¸íú¿
The Nainital Bank Ltd. / Yes ‚¸š¸¸£ Yes Line By Line Basis NA NA
India
Line By Line Basis
¤¸¸Á¤¸ ˆ¾Å¢œ¸’¥¸ Ÿ¸¸ˆ½ÄÅ’ ¢¥¸. / ž¸¸£÷¸ í¸¿ ¥¸¸ƒ›¸ ™£ ¥¸¸ƒ›¸ í¸¿ ¥¸¸ƒ›¸ ™£ ¥¸¸ƒ›¸ ‚¸š¸¸£ ¥¸¸Š¸» ›¸íú¿ ¥¸¸Š¸» ›¸íú¿
BOB Capital Markets Ltd Yes ‚¸š¸¸£ Yes Line By Line Basis NA NA
/India
Line By Line Basis
¤¸¸Á¤¸ˆÅ¸”Ĭ¸ ¢¥¸. / ž¸¸£÷¸ í¸¿ ¥¸¸ƒ›¸ ™£ ¥¸¸ƒ›¸ í¸¿ ¥¸¸ƒ›¸ ™£ ¥¸¸ƒ›¸ ‚¸š¸¸£ ¥¸¸Š¸» ›¸íú¿ ¥¸¸Š¸» ›¸íú¿
BOB Cards Ltd. / India Yes ‚¸š¸¸£ Yes Line By Line Basis NA NA
1
¨¸¸¹«¸ÄˆÅ ¹£œ¸¸½’Ä Annual Report
2016-2017
ƒˆÅ¸ƒÄ ˆÅ¸ ›¸¸Ÿ¸/ ¢›¸Š¸¢Ÿ¸÷¸ ™½©¸ Æ¡¸¸ ƒˆÅ¸ƒÄ ˆÅ¸½ ¬¸Ÿ¸½ˆÅ›¸ ˆÅú œ¸Ö¢÷¸ Æ¡¸¸ ƒˆÅ¸ƒÄ ˆÅ¸½ ¬¸Ÿ¸½ˆÅ›¸ ˆÅú œ¸Ö¢÷¸ ˆÅ¸ ¬¸Ÿ¸½ˆÅ›¸ ˆÅú ¡¸¢™ ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å
Name of the entity / ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ˆÅ¸ ¨¸µ¸Ä›¸ ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ¢›¸¡¸¸Ÿ¸ˆÅ ¨¸µ¸Ä›¸ œ¸Ö¢÷¸ Ÿ¸Ê ‚¿÷¸£ ˆ½Å¨¸¥¸ ‡ˆÅ íú ®¸½°¸
Country of incorporation
¥¸½‰¸¸¿ˆÅ›¸ ®¸½°¸ ˆ½Å Explain the ®¸½°¸ ˆ½Å ‚¿÷¸Š¸Ä÷¸ Explain the method of ˆ½Å ¢¥¸‡ ˆÅ¸£µ¸¸Ê ˆ½Å ‚¿÷¸Š¸Ä÷¸ ¬¸Ÿ¸½¢ˆÅ÷¸
‚¿÷¸Š¸Ä÷¸ ©¸¸¢Ÿ¸¥¸ method of ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾ ÷¸¸½
consolidation ©¸¸¢Ÿ¸¥¸ ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾ consolidation ˆÅ¸ ¨¸µ¸Ä›¸
¢ˆÅ¡¸¸ Š¸¡¸¸ í¾ (í¸¿/›¸íú¿) Explain the ˆÅ¸£µ¸¸Ê ˆÅ¸ ¨¸µ¸Ä›¸
(í¸¿/›¸íú¿) reasons for Explain the
Whether
Whether the entity difference
the entity is is included under in the reasons if
included under method of consolidated
regulatory scope of consolidation
accounting under only one
scope of consolidation (yes
consolidation / no) of the scopes of
(Yes/No) consolidation
¤¸ÿˆÅ ‚¸ÁûöÅ ¤¸”õ¸¾™¸ ¢°¸¢›¸™¸™ ‡µ” í¸¿ ¥¸¸ƒ›¸ ™£ ¥¸¸ƒ›¸ í¸¿ ¥¸¸ƒ›¸ ™£ ¥¸¸ƒ›¸ ‚¸š¸¸£ ¥¸¸Š¸» ›¸íú¿ ¥¸¸Š¸» ›¸íú¿
’¸½¤¸½Š¸¸½ ¢¥¸./ ¢°¸¢›¸™¸™ ‡µ” Yes ‚¸š¸¸£ Yes Line By Line Basis NA NA
2
¸¸¬¸½¥¸ III ¹œ¸¥¸£ III œÏˆÅ’úˆÅ£µ¸
Basel III Pillar III Disclosures
ƒˆÅ¸ƒÄ ˆÅ¸ ›¸¸Ÿ¸/ ¢›¸Š¸¢Ÿ¸÷¸ ™½©¸ Æ¡¸¸ ƒˆÅ¸ƒÄ ˆÅ¸½ ¬¸Ÿ¸½ˆÅ›¸ ˆÅú œ¸Ö¢÷¸ Æ¡¸¸ ƒˆÅ¸ƒÄ ˆÅ¸½ ¬¸Ÿ¸½ˆÅ›¸ ˆÅú œ¸Ö¢÷¸ ˆÅ¸ ¬¸Ÿ¸½ˆÅ›¸ ˆÅú ¡¸¢™ ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å
Name of the entity / ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ˆÅ¸ ¨¸µ¸Ä›¸ ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ¢›¸¡¸¸Ÿ¸ˆÅ ¨¸µ¸Ä›¸ œ¸Ö¢÷¸ Ÿ¸Ê ‚¿÷¸£ ˆ½Å¨¸¥¸ ‡ˆÅ íú ®¸½°¸
Country of incorporation
¥¸½‰¸¸¿ˆÅ›¸ ®¸½°¸ ˆ½Å Explain the ®¸½°¸ ˆ½Å ‚¿÷¸Š¸Ä÷¸ Explain the method of ˆ½Å ¢¥¸‡ ˆÅ¸£µ¸¸Ê ˆ½Å ‚¿÷¸Š¸Ä÷¸ ¬¸Ÿ¸½¢ˆÅ÷¸
‚¿÷¸Š¸Ä÷¸ ©¸¸¢Ÿ¸¥¸ method of ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾ ÷¸¸½
consolidation ©¸¸¢Ÿ¸¥¸ ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾ consolidation ˆÅ¸ ¨¸µ¸Ä›¸
¢ˆÅ¡¸¸ Š¸¡¸¸ í¾ (í¸¿/›¸íú¿) Explain the ˆÅ¸£µ¸¸Ê ˆÅ¸ ¨¸µ¸Ä›¸
(í¸¿/›¸íú¿) reasons for Explain the
Whether
Whether the entity difference
the entity is is included under in the reasons if
included under method of consolidated
regulatory scope of consolidation
accounting under only one
scope of consolidation (yes
consolidation / no) of the scopes of
(Yes/No) consolidation
¤¸”õ¸¾™¸ œ¸¸¡¸¸½¢›¸¡¸£ ’﬒ú ˆ¿Åœ¸›¸ú í¸¿ ƒ¦Æ¨¸’ú œ¸Ö¢÷¸ í¸¿ ƒ¦Æ¨¸’ú œ¸Ö¢÷¸ ¥¸¸Š¸» ›¸íú¿ ¥¸¸Š¸» ›¸íú¿
œÏ¸. ¢¥¸./ ž¸¸£÷¸ Yes Equity Method Yes Equity Method NA NA
Baroda Pioneer Trustee
Co. Pvt Ltd / India
¤¸”õ¸¾™¸ „ œÏ™½©¸ ŠÏ¸Ÿ¸úµ¸ ¤¸ÿˆÅ/ í¸¿ ƒ¦Æ¨¸’ú œ¸Ö¢÷¸ í¸¿ ƒ¦Æ¨¸’ú œ¸Ö¢÷¸ ¥¸¸Š¸» ›¸íú¿ ¥¸¸Š¸» ›¸íú¿
ž¸¸£÷¸ Yes Equity Method Yes Equity Method NA NA
Baroda Uttar Pradesh
Gramin Bank / India
¤¸”õ¸¾™¸ £¸¸¬˜¸¸›¸ ®¸½°¸ú¡¸ í¸¿ ƒ¦Æ¨¸’ú œ¸Ö¢÷¸ í¸¿ ƒ¦Æ¨¸’ú œ¸Ö¢÷¸ ¥¸¸Š¸» ›¸íú¿ ¥¸¸Š¸» ›¸íú¿
ŠÏ¸Ÿ¸úµ¸ ¤¸ÿˆÅ/ ž¸¸£÷¸ Baroda Yes Equity Method Yes Equity Method NA NA
Rajasthan Kshetriya
Gramin Bank / India
¤¸”õ¸¾™¸ Š¸º¸£¸÷¸ ŠÏ¸Ÿ¸úµ¸ ¤¸ÿˆÅ/ í¸¿ ƒ¦Æ¨¸’ú œ¸Ö¢÷¸ í¸¿ ƒ¦Æ¨¸’ú œ¸Ö¢÷¸ ¥¸¸Š¸» ›¸íú¿ ¥¸¸Š¸» ›¸íú¿
ž¸¸£÷¸ Yes Equity Method Yes Equity Method NA NA
Baroda Gujarat Gramin
Bank / India
‡. ¬¸Ÿ¸»í ˆÅú ‡½¬¸ú ƒˆÅ¸ƒ¡¸¸Ê ˆÅú ¬¸»¸ú ¢¸›íÊ ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ¢¥¸‡ ©¸¸¢Ÿ¸¥¸ ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾À a. List of group entities considered for consolidation:
3
¨¸¸¹«¸ÄˆÅ ¹£œ¸¸½’Ä Annual Report
2016-2017
¸ú. ¬¸Ÿ¸»í ˆÅú ‡½¬¸ú ƒˆÅ¸ƒ¡¸¸Ê ˆÅú ¬¸»¸ú ¢¸›íÊ ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ÷¸˜¸¸ b. List of group entities not considered for consolidation
¥¸½‰¸¸¿ˆÅ›¸ ™¸½›¸¸Ê ®¸½°¸¸Ê ˆ½Å ‚¿÷¸Š¸Ä÷¸ ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ¢¥¸‡ ©¸¸¢Ÿ¸¥¸ ›¸íú¿ ¢ˆÅ¡¸¸ both under the accounting and regulatory scope of
Š¸¡¸¸ í¾ À consolidation:
ƒˆÅ¸ƒÄ ˆÅ¸ ›¸¸Ÿ¸/ ƒˆÅ¸ƒÄ ˆÅ¸ œÏŸ¸º‰¸ ˆÅ¸¡¸Ä ˆºÅ¥¸ ÷¸º¥¸›¸œ¸°¸ ƒ¦Æ¨¸’ú ˆºÅ¥¸ ƒ¦Æ¨¸’ú Ÿ¸Ê ¤¸ÿˆÅ ˆ½Å ƒˆÅ¸ƒÄ ˆ½Å œ¸»¿¸ú ¢¥¸‰¸÷¸¸Ê ˆºÅ¥¸ ÷¸º¥¸›¸ œ¸°¸
¢›¸Š¸¢Ÿ¸÷¸ ™½©¸ Principle activity of (¸¾¬¸¸ ¢ˆÅ ¢¨¸¢š¸ˆÅ ƒˆÅ¸ƒÄ ©¸½¡¸£ ˆÅ¸ (%) Ÿ¸Ê ¤¸ÿˆÅ ˆ½Å ¢›¸¨¸½©¸ ˆÅ¸ ‚¸¦¬÷¸¡¸¸¿ (¸¾¬¸¸ ¢ˆÅ
Name of the the entity ˆ½Å ¥¸½‰¸¸¿ˆÅ›¸ ÷¸º¥¸›¸ œ¸°¸ % of bank’s holding ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ œÏ¤¸¿š¸ ¢¨¸¢š¸ˆÅ ƒˆÅ¸ƒÄ ˆ½Å
entity / country of Ÿ¸Ê ¤¸÷¸¸¡¸¸ Š¸¡¸¸ í¾) in the total equity Regulatory ¥¸½‰¸¸¿ˆÅ›¸ ÷¸º¥¸›¸ œ¸°¸ Ÿ¸Ê
incorporation treatment of bank’s ¤¸÷¸¸¡¸¸ Š¸¡¸¸ í¾)
Total balance sheet
equity (as stated investments in the Total balance sheet
in the accounting capital instruments assets (as stated
balance sheet of of the entity in the accounting
the legal entity) balance sheet of
the legal entity)
©¸»›¡¸ / NIL
¤¸”õ¸¾™¸ Š¥¸¸½¸¥¸ ©¸½¡¸”Ä ¬¸¹¨¸Ä¬¸ ¹¥¸¹Ÿ¸’½” / ž¸¸£÷¸ Š¸¾£ ¤¸ÿ¢ˆ¿ÅŠ¸ 12.00 12.00
Baroda Global Shared services Non Banking
Limited/India
4
¸¸¬¸½¥¸ III ¹œ¸¥¸£ III œÏˆÅ’úˆÅ£µ¸
Basel III Pillar III Disclosures
ƒˆÅ¸ƒÄ ˆÅ¸ ›¸¸Ÿ¸ / ¢›¸Š¸¢Ÿ¸÷¸ ™½©¸ (¸¾¬¸¸ ¢ˆÅ ƒˆÅ¸ƒÄ ˆÅ¸ œÏŸ¸º‰¸ ˆÅ¸¡¸Ä ˆºÅ¥¸ ÷¸º¥¸›¸œ¸°¸ ƒ¦Æ¨¸’ú (¸¾¬¸¸ ¢ˆÅ ˆºÅ¥¸ ÷¸º¥¸›¸ œ¸°¸ ‚¸¦¬÷¸¡¸¸¿ (¸¾¬¸¸
„œ¸£¸½Æ÷¸ (i) ‡ Ÿ¸Ê ™©¸¸Ä¡¸¸ Š¸¡¸¸ í¾) Principle activity of the ¢¨¸¢š¸ˆÅ ƒˆÅ¸ƒÄ ˆ½Å ¥¸½‰¸¸¿ˆÅ›¸ ÷¸º¥¸›¸ ¢ˆÅ ¢¨¸¢š¸ˆÅ ƒˆÅ¸ƒÄ ˆ½Å ¥¸½‰¸¸¿ˆÅ›¸
Name of the entity / country of entity
œ¸°¸ Ÿ¸Ê ¤¸÷¸¸¡¸¸ Š¸¡¸¸ í¾) ÷¸º¥¸›¸ œ¸°¸ Ÿ¸Ê ¤¸÷¸¸¡¸¸ Š¸¡¸¸ í¾)
incorporation (as indicated in (i)a. Total balance sheet equity Total balance sheet assets
above) (as stated in the accounting (as stated in the accounting
balance sheet of the legal balance sheet of the legal
entity) entity)
¤¸ÿˆÅ ‚¸ÁûöÅ ¤¸”õ¸¾™¸ ¢°¸¢›¸™¸™ ‡µ” ’¸½¤¸½Š¸¸½ ¢¥¸./ ¤¸ÿ¢ˆ¿ÅŠ¸ 4983.08 41561.66
¢°¸¢›¸™¸™ ‡µ” ’¸½¤¸½Š¸¸½ Banking
Bank of Baroda Trinidad &Tobago
Ltd. / Trinidad &Tobago
¤¸”õ¸¾™¸ œ¸¸¡¸¸½¢›¸¡¸£ ‡¬¸½’ Ÿ¸¾›¸½¸Ÿ¸Ê’ ˆ¿Åœ¸›¸ú ¢¥¸./ Š¸¾£ ¤¸ÿ¢ˆ¿ÅŠ¸ 4957.52 6196.72
ž¸¸£÷¸ Non Banking
Baroda Pioneer Asset Management
Co. Ltd. / India
¤¸”õ¸¾™¸ œ¸¸¡¸¸½¢›¸¡¸£ ’﬒ú ˆ¿Åœ¸›¸ú œÏ¸. ¢¥¸./ ž¸¸£÷¸ Š¸¾£ ¤¸ÿ¢ˆ¿ÅŠ¸ 7.80 11.08
Baroda Pioneer Trustee Co. Pvt Ltd Non Banking
/ India
5
¨¸¸¹«¸ÄˆÅ ¹£œ¸¸½’Ä Annual Report
2016-2017
”ú. „›¸ ¬¸ž¸ú ‚›¸º«¸¿¢Š¸¡¸¸Ê Ÿ¸Ê œ¸»¿¸úŠ¸÷¸ ¢¨¸¬¸¿Š¸¢÷¸¡¸¸Ê ˆÅú ˆºÅ¥¸ £¸¢©¸ ¸¸½ d. The aggregate amount of capital deficiencies in all
¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ®¸½°¸ Ÿ¸Ê ©¸¸¢Ÿ¸¥¸ ›¸íú¿ ˆÅú Š¸ƒÄ íÿ ‚˜¸¸Ä÷¸ subsidiaries which are not included in the regulatory
scope of consolidation i.e. that are deducted:
¸¸½ ‹¸’¸ ™ú Š¸ƒÄ í¾ À
ƒˆÅ¸ƒ¡¸¸Ê ˆÅ¸ ›¸¸Ÿ¸/ ¢›¸Š¸¢Ÿ¸÷¸ ƒˆÅ¸ƒÄ ˆÅ¸ œÏŸ¸º‰¸ ˆÅ¸¡¸Ä ˆºÅ¥¸ ÷¸º¥¸›¸œ¸°¸ ƒ¦Æ¨¸’ú ˆºÅ¥¸ ƒ¦Æ¨¸’ú Ÿ¸Ê ¤¸ÿˆÅ ˆ½Å ©¸½¡¸£ œ¸»¿¸úŠ¸÷¸ ˆÅ¢Ÿ¸¡¸¸¿
™½©¸ Principle activity of the (¸¾¬¸¸ ¢ˆÅ ¢¨¸¢š¸ˆÅ ƒˆÅ¸ƒÄ ˆ½Å ˆÅ¸ (%) Capital deficiencies
Name of the entity
¥¸½‰¸¸¿ˆÅ›¸ ÷¸º¥¸›¸ œ¸°¸ Ÿ¸Ê ¤¸÷¸¸¡¸¸ % of bank’s holding in
subsidiaries / country of the total equity
Š¸¡¸¸ í¾)
incorporation Total balance sheet
equity (as stated in the
accounting balance
sheet of the legal entity)
©¸»›¡¸ / Nil
ƒÄ. ¤¸úŸ¸¸ ƒˆÅ¸ƒ¡¸¸Ê Ÿ¸Ê ¤¸ÿˆÅ ˆ½Å ˆºÅ¥¸ ¹í÷¸ ˆÅú ˆºÅ¥¸ £¸¢©¸ (‚˜¸¸Ä÷¸ e. The aggregate amounts (e.g. current book value) of the
bank’s total interests in insurance entities, which are risk-
¨¸÷¸ÄŸ¸¸›¸ ¤¸íú Ÿ¸»¥¡¸), ¸¸½ ¸¸½¢‰¸Ÿ¸-ž¸¸¢£÷¸ í¾ À
weighted:
(£¸¢©¸ ` ¥¸¸‰¸¸½¿ Ÿ¸½¿ / Amt in ` Lakhs)
ƒ¿©¡¸¸½£Ê¬¸ ƒˆÅ¸ƒ¡¸¸Ê ˆÅ¸ ›¸¸Ÿ¸ / ¢›¸Š¸¢Ÿ¸÷¸ ƒˆÅ¸ƒÄ ˆÅ¸ œÏŸ¸º‰¸ ˆºÅ¥¸ ÷¸º¥¸›¸œ¸°¸ ƒ¦Æ¨¸’ú (¸¾¬¸¸ ˆºÅ¥¸ ƒ¦Æ¨¸’ú Ÿ¸Ê ¤¸ÿˆÅ ¸¸½¢‰¸Ÿ¸ ž¸¸¢£÷¸ œ¸Ö¢÷¸ œÏ¡¸¸½Š¸
™½©¸ ˆÅ¸¡¸Ä ¢ˆÅ ¢¨¸¢š¸ˆÅ ƒˆÅ¸ƒÄ ˆ½Å ˆ½Å ©¸½¡¸£ ˆÅ¸ % / ˆÅ£›¸½ ¤¸›¸¸Ÿ¸ œ¸»µ¸Ä ˆÅ’¸¾÷¸ú œ¸Ö¢÷¸
Name of the insurance entities / Principle activity ¥¸½‰¸¸¿ˆÅ›¸ ÷¸º¥¸›¸ œ¸°¸ Ÿ¸Ê ¤¸÷¸¸¡¸¸ ¨¸¸½¢’¿Š¸ ©¸þÆ÷¸ ˆÅ¸ œÏ¡¸¸½Š¸ ˆÅ£›¸½ ˆÅ¸ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ œ¸»¿¸ú
country of incorporation of the entity Š¸¡¸¸ í¾) ‚›¸ºœ¸¸÷¸ œ¸£ Ÿ¸¸°¸¸÷Ÿ¸ˆÅ œÏž¸¸¨¸
Total balance sheet % of bank’s Quantitative impact on
equity (as stated in the holding in the regulatory capital of using
accounting balance sheet total equity / risk weighting method
of the legal entity) proportion of versus using the full
voting power deduction method
©¸»›¡¸ / Nil
‡ûÅ. ¤¸ÿ¢ˆ¿ÅŠ¸ ¬¸Ÿ¸»í Ÿ¸Ê ¢›¸¡¸¸Ÿ¸ˆÅ œ¸»¿¸ú ‚˜¸¨¸¸ ¢›¸¢š¸¡¸¸Ê ˆ½Å ’︿¬¸ûÅ£ Ÿ¸Ê ˆÅ¸½ƒÄ œÏ¢÷¸¤¸¿š¸ f. Any restrictions or impediments on transfer of funds or
regulatory capital within the banking group:
¡¸¸ ‚”õ¸›¸ À
In regard to restriction and impediments local laws and
œÏ¢÷¸¤¸¿š¸ ÷¸˜¸¸ ‚”õ¸›¸¸Ê ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê Ÿ¸½¸¤¸¸›¸ ™½©¸¸Ê ˆÅ¸ ¬˜¸¸›¸ú¡¸ ˆÅ¸›¸»›¸ ÷¸˜¸¸
regulation of host countries are applicable. The transfer of
¹¨¸¹›¸¡¸Ÿ¸ ¥¸¸Š¸» í¾. ¬¸Ÿ¸»í ƒˆÅ¸ƒ¡¸¸Ê ˆ½Å ¤¸ú¸ œ¸»¿¸úŠ¸÷¸ ¢›¸¢š¸¡¸¸Ê ˆÅ¸ ‚¿÷¸£µ¸ Capital funds within the Group entities is restricted.
œÏ¢÷¸¤¸¿¢š¸÷¸ í¾. DF 2. Capital Adequacy
”ú‡ûÅ 2 À œ¸»¿¸ú œ¸¡¸¸Äœ÷¸÷¸¸
a. Bank maintains capital to cushion the risk of loss in value
‡. ¤¸ÿˆÅ ¸Ÿ¸¸ˆÅ÷¸¸Ä‚¸Ê, ¬¸¸Ÿ¸¸›¡¸ †µ¸™¸÷¸¸‚¸Ê ÷¸˜¸¸ ¢í÷¸š¸¸£ˆÅ¸Ê ˆÅ¸½ ‚œÏ÷¡¸¸¢©¸÷¸ of exposure, businesses etc. so as to protect the interest
í¸¢›¸¡¸¸Ê ¬¸½ ¬¸º£¢®¸÷¸ £‰¸›¸½ ˆ½Å ¢¥¸‡ ‡Æ¬¸œ¸¸½{¸£¸Ê, ¨¡¸¨¸¬¸¸¡¸ ƒ÷¡¸¸¢™ ˆ½Å Ÿ¸»¥¡¸ Ÿ¸Ê of depositors, general creditors and stake holders against
í¸¢›¸ ˆ½Å ¸¸½¢‰¸Ÿ¸ ¬¸½ ¤¸¸¸¨¸ ˆ½Å ¢¥¸‡ œ¸»¿¸ú ˆÅú ¨¡¸¨¸¬˜¸¸ £‰¸÷¸¸ í¾. ¤¸ÿˆÅ ˆ½Å œ¸¸¬¸ any unforeseen losses. Bank has a well-defined Internal
Capital Adequacy Assessment Process (ICAAP) policy to
¢›¸¡¸¸Ÿ¸ˆÅ ÷¸˜¸¸ ‚¸¢˜¸ÄˆÅ œ¸»¿¸ú ™¸½›¸¸Ê ˆ½Å ¢¥¸‡ ‡ˆÅúˆ¼Å÷¸ ¸¸½¢‰¸Ÿ¸ / œ¸»¿¸ú Ÿ¸¸Á”¥¸ comprehensively evaluate and document all risks and to
÷¸¾¡¸¸£ ˆÅ£›¸½ í½÷¸º ‡ˆÅ ¬¸ºœ¸¢£ž¸¸¢«¸÷¸ ‚¸¿÷¸¢£ˆÅ œ¸»¿¸ú œ¸¡¸¸Äœ÷¸÷¸¸ ¢›¸š¸¸Ä£µ¸ œÏ¢ÇÅ¡¸¸ provide appropriate capital so as to evolve a fully integrated
(‚¸ƒÄ¬¸ú‡‡œ¸ú) ›¸ú¢÷¸ í¾ ÷¸¸¢ˆÅ ¬¸ž¸ú ¸¸½¢‰¸Ÿ¸¸Ê ‡¨¸¿ „¢¸÷¸ œ¸»¿¸ú ‚¸¤¸¿’›¸ ˆÅ¸½ risk/ capital model for both regulatory and economic capital.
¨¡¸¸œ¸ˆÅ ³Åœ¸ ¬¸½ ¢¨¸ˆÅ¢¬¸÷¸ ¢ˆÅ¡¸¸ ¸¸ ¬¸ˆ½Å. In line with the guidelines of the Reserve Bank of India, the Bank
ž¸¸£÷¸ú¡¸ ¢£{¸¨¸Ä ¤¸ÿˆÅ ˆ½Å ¢™©¸¸¢›¸™½Ä©¸¸Ê ˆ½Å ‚›¸º¬¸¸£ ¤¸ÿˆÅ ›¸½ †µ¸ ¸¸½¢‰¸Ÿ¸ ˆ½Å has adopted Standardized Approach for Credit Risk, Basic
Indicator Approach for Operational Risk and Standardized
¢¥¸‡ Ÿ¸¸›¸ˆÅúˆ¼Å÷¸ œ¸Ö¢÷¸, œ¸¢£¸¸¥¸›¸ ¸¸½¢‰¸Ÿ¸ ˆ½Å ¢¥¸‡ ‚¸š¸¸£ž¸»÷¸ ¬¸¿ˆ½Å÷¸ˆÅ Duration Approach for Market Risk for computing CRAR.
œ¸Ö¢÷¸ ÷¸˜¸¸ ¬¸ú‚¸£‡‚¸£ ˆÅú Š¸µ¸›¸¸ ˆ½Å ¢¥¸‡ ¤¸¸¸¸£ ¸¸½¢‰¸Ÿ¸ í½÷¸º Ÿ¸¸›¸ˆÅúˆ¼Å÷¸
The capital requirement is affected by the economic
‚¸¨¸¢š¸ˆÅ œ¸Ö¢÷¸ ‚œ¸›¸¸¡¸ú í¾. environment, regulatory requirement and by the risk arising
œ¸»¿¸úŠ¸÷¸ ‚¸¨¸©¡¸ˆÅ÷¸¸ ‚¸¢˜¸ÄˆÅ œ¸¢£¨¸½©¸, ¢›¸¡¸¸Ÿ¸ˆÅ {¸³£÷¸¸Ê ÷¸˜¸¸ ¤¸ÿˆÅ ˆÅú from bank’s activities. Capital Planning exercise of the bank
is carried out every year to ensure the adequacy of capital at
Š¸¢÷¸¢¨¸¢š¸¡¸¸Ê ¬¸½ í¸½›¸½ ¨¸¸¥¸½ ¸¸½¢‰¸Ÿ¸ ¬¸½ œÏž¸¸¢¨¸÷¸ í¸½÷¸ú í¾. ¤¸ÿˆÅ ˆÅú œ¸»¿¸úŠ¸÷¸
6
¸¸¬¸½¥¸ III ¹œ¸¥¸£ III œÏˆÅ’úˆÅ£µ¸
Basel III Pillar III Disclosures
‚¸¡¸¸½¸›¸¸ ˆÅ¸ „Ó½©¡¸ ‚¸¢˜¸ÄˆÅ œ¸¢£¦¬˜¸¢÷¸¡¸¸Ê ˆ½Å œ¸¢£¨¸÷¸Ä›¸ ˆ½Å ¬¸Ÿ¸¡¸, ¡¸í¸¿ ÷¸ˆÅ the times of changing economic conditions, even at the time
¢ˆÅ ‚¸¢˜¸ÄˆÅ Ÿ¸¿™ú ˆ½Å ™¸¾£ Ÿ¸Ê ž¸ú, œ¸»¿¸ú œ¸¡¸¸Äœ÷¸÷¸¸ ˆÅ¸½ ¬¸º¢›¸¢ä¸÷¸ ˆÅ£›¸¸ í¾. of economic recession. In capital planning process the bank
œ¸»¿¸úŠ¸÷¸ ‚¸¡¸¸½¸›¸¸ ˆÅú œÏ¢ÇÅ¡¸¸ Ÿ¸Ê ¤¸ÿˆÅ ¢›¸Ÿ›¸¢¥¸¢‰¸÷¸ ˆÅú ¬¸Ÿ¸ú®¸¸ ˆÅ£÷¸¸ í¾À reviews:
• Current capital requirement of the bank
• ¤¸ÿˆÅ ˆÅú Ÿ¸¸¾¸»™¸ œ¸»¿¸úŠ¸÷¸ ‚¸¨¸©¡¸ˆÅ÷¸¸.
• ˆÅ¸£¸½¤¸¸£ £µ¸›¸ú¢÷¸, ›¸ú¢÷¸ ÷¸˜¸¸ ¸¸½¢‰¸Ÿ¸ œÏ¨¸¼¢î¸ ˆ½Å ¬¸¿™ž¸Ä Ÿ¸Ê ¥¸¢®¸÷¸ ÷¸˜¸¸ • The targeted and sustainable capital in terms of business
š¸¸£µ¸ú¡¸ œ¸»¿¸ú strategy, policy and risk appetite.
• ž¸¢¨¸«¡¸ ˆÅú œ¸»¿ ¸úŠ¸÷¸ ‚¸¡¸¸½¸›¸¸ ‚Š¸¥¸½ ÷¸ú›¸ ¨¸«¸Ä ˆÅ¸½ š¡¸¸›¸ Ÿ¸Ê £‰¸ˆÅ£ ˆÅú ¸¸÷¸ú í¾. • The future capital planning is done on a three-year outlook.
• œ¸»¿¸úŠ¸÷¸ ¡¸¸½¸›¸¸ ˆÅ¸½ ¨¸¸¢«¸ÄˆÅ ‚¸š¸¸£ œ¸£ ¬¸¿©¸¸½¢š¸÷¸ ¢ˆÅ¡¸¸ ¸¸÷¸¸ í¾. ¤¸ÿˆÅ ˆÅú • The capital plan is revised on an annual basis. The policy of the
›¸ú¢÷¸ ‚¸¿÷¸¢£ˆÅ œ¸»¿¸ú œ¸¡¸¸Äœ÷¸÷¸¸ Ÿ¸»¥¡¸¸¿ˆÅ›¸ ›¸ú¢÷¸ (›¡¸»›¸÷¸Ÿ¸ 13% œ¸»¿¸ú œ¸¡¸¸Äœ÷¸÷¸¸ bank is to maintain capital as prescribed in the ICAAP Policy
‚›¸ºœ¸¸÷¸ ¡¸¸ ¬¸Ÿ¸¡¸-¬¸Ÿ¸¡¸ œ¸£ ¤¸ÿˆÅ ˆ½Å ¢›¸µ¸Ä¡¸¸›¸º¬¸¸£) Ÿ¸Ê ¢›¸š¸¸Ä¢£÷¸ œ¸»¿¸ú ˆÅ¸½ ¤¸›¸¸‡ (minimum 13.00% Capital Adequacy Ratio or as decided by
£‰¸›¸¸ í¾, ƒ¬¸ˆ½Å ¬¸¸˜¸ íú ¤¸ÿˆÅ ˆÅú ›¸ú¢÷¸ ž¸¢¨¸«¡¸ Ÿ¸Ê ˆÅ¸£¸½¤¸¸£ ¨¸¼¢Ö ˆ½Å ¢¥¸‡ œ¸»¿¸ú the Bank from time to time). At the same time, Bank has a
ˆÅ¸½ ¤¸›¸¸¡¸½ £‰¸›¸¸ í¾ ÷¸¸¢ˆÅ ‚¸¨¸©¡¸ˆÅ ›¡¸»›¸÷¸Ÿ¸ œ¸»¿¸ú ˆÅ¸½ ¬¸÷¸÷¸ ‚¸š¸¸£ œ¸£ ¤¸›¸¸‡ policy to maintain capital to take care of the future growth in
business so that the minimum capital required is maintained
£‰¸¸ ¸¸ ¬¸ˆ½Å. ‚›¸ºŸ¸¸›¸ ˆ½Å ‚¸š¸¸£ œ¸£ ¤¸ÿˆÅ ‚œ¸›¸½ ¢›¸™½©¸ˆÅ Ÿ¸¿”¥¸ ˆ½Å ‚›¸ºŸ¸¸½™›¸
on continuous basis. On the basis of the estimation bank
¬¸½ ¢’¡¸£ - 1 ¡¸¸ ¢’¡¸£ - 2 Ÿ¸Ê œ¸»¿¸ú ¬¸¿Š¸¼íú÷¸ ˆÅ£÷¸¸ í¾. ¤¸ÿˆÅ ˆ½Å ¢›¸™½©¸ˆÅ Ÿ¸¿”¥¸
raises capital in Tier-1 or Tier-2 with due approval of its Board
׸£¸ ¢÷¸Ÿ¸¸íú ‚¸š¸¸£ œ¸£ ¤¸ÿˆÅ ˆÅú œ¸»¿¸ú œ¸¡¸¸Äœ÷¸÷¸¸ ¦¬˜¸¢÷¸ ˆÅú ¬¸Ÿ¸ú®¸¸ ˆÅú ¸¸÷¸ú
of Directors. The Capital Adequacy position of the bank is
í¾. reviewed by the Board of the Bank on quarterly basis
¬¸Ÿ¸½¹ˆÅ÷¸ ‚¸š¸¸£ œ¸£ (£¸¹©¸ ` ¥¸¸‰¸¸Ê Ÿ¸Ê) Consolidated Basis (Amt in ` Lakhs)
(¸ú) †µ¸ ¸¸½¢‰¸Ÿ¸ ˆ½Å ¢¥¸‡ œ¸»¿¸úŠ¸÷¸ ‚¸¨¸©¡¸ˆÅ÷¸¸‡¿ (` ¥¸¸‰¸¸Ê Ÿ¸Ê) (b) Capital requirements for credit risk:
• Ÿ¸¸›¸ˆÅúˆ¼Å÷¸ œ¸Ö¢÷¸ ˆ½Å ‚š¡¸š¸ú›¸ ¬¸¿¢¨¸ž¸¸Š¸ À ` 3700319.56 • Portfolios subject to Standardized approach:
` 3700319.56
• œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ ‡Æ¬¸œ¸¸½¸£ À ©¸»›¡¸
• Securitizations exposures: Nil
(¬¸ú) ¤¸¸¸¸£ ¸¸½¢‰¸Ÿ¸ ˆ½Å ¢¥¸‡ œ¸»¿¸úŠ¸÷¸ ‚¸¨¸©¡¸ˆÅ÷¸¸‡¿
(c) Capital requirements for market risk:
• ¤¡¸¸¸ ™£ ¸¸½¢‰¸Ÿ¸ À ` 122285.39
- Interest rate risk: ` 122285.39
• ¢¨¸™½©¸ú Ÿ¸ºÍ¸ ¢¨¸¢›¸Ÿ¸¡¸ ¸¸½¢‰¸Ÿ¸ (¬¨¸µ¸Ä ¬¸¢í÷¸) À ` 9449.35
- Foreign exchange risk (including gold): ` 9449.35
• ƒ¦Æ¨¸’ú ¸¸½¢‰¸Ÿ¸ À ` 83999.73
- Equity risk: ` 83999.73
(”ú) œ¸¢£¸¸¥¸›¸ ¸¸½¢‰¸Ÿ¸ ˆ½Å ¢¥¸‡ œ¸»¿¸úŠ¸÷¸ ‚¸¨¸©¡¸ˆÅ÷¸¸‡¿
(d) Capital requirements for operational risk:
• ‚¸š¸¸£ž¸»÷¸ ¬¸¿ˆ½Å÷¸ˆÅ œ¸Ö¢÷¸ À ` 337783.47
• Basic Indicator Approach: ` 337783.47
• Ÿ¸¸›¸ˆÅúˆ¼Å÷¸ œ¸Ö¢÷¸ (¡¸¢™ ¥¸¸Š¸» í¸½) À ¥¸¸Š¸» ›¸íú¿
• The Standardized Approach (if applicable): NA
(ƒÄ) ˆÅ¸ÁŸ¸›¸ ƒ¦Æ¨¸’ú ¢’¡¸£ 1 ÷¸˜¸¸ ˆºÅ¥¸ œ¸»¿¸úŠ¸÷¸ ‚›¸ºœ¸¸÷¸
(e) Common Equity Tier 1, and Total Capital ratios:
¤¸ÿˆÅ ‚¸ÁûöÅ ¤¸”õ¸¾™¸ (¬¸Ÿ¸½¢ˆÅ÷¸ ‚¸š¸¸£ œ¸£) À
Bank of Baroda (Consol Basis):
ˆºÅ¥¸ ‚¸£”¤¥¡¸» ˆ½Å ¢¥¸‡ ˆÅ¸ÁŸ¸›¸ ƒ¦Æ¨¸’ú ¢’¡¸£ 1 œ¸»¿¸ú À 9.64%
Common Equity Tier I capital to Total RWA: 9.64%
ˆºÅ¥¸ ‚¸£”¤¥¡¸» ˆ½Å ¢¥¸‡ ¢’¡¸£ 1 œ¸»¿¸ú À 10.56%
Tier I capital to Total RWA: 10.56%
ˆºÅ¥¸ œ¸»¿¸úÀ 12.80%
Total Capital: 12.80%
”ú‡ûÅ 3. †µ¸ ¸¸½¢‰¸Ÿ¸ ˆ½Å ¬¸¿™ž¸Ä Ÿ¸Ê ¬¸¸Ÿ¸¸›¡¸ œÏˆÅ’úˆÅ£µ¸
DF 3. General disclosures in respect of Credit Risk
¤¸ÿˆÅ ˆÅú †µ¸ ‚¸¢¬÷¸¡¸¸½¿ ˆÅ¸½ ¨¸Š¸úĈ¼Å÷¸ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ ¤¸ÿˆÅ ˆÅú ¢›¸Ÿ›¸¢¥¸¢‰¸÷¸
a. The policy of the bank for classifying bank’s loan assets is as
›¸ú¢÷¸ íÿÀ under:
Š¸¾£ ¢›¸«œ¸¸™ˆÅ ‚¸¦¬÷¸¡¸¸¿ (‡›¸œ¸ú‡) À Š¸¾£ ¢›¸«œ¸¸™ˆÅ ‚¸¦¬÷¸¡¸¸¿ (‡›¸œ¸ú‡) ‡ˆÅ NON PERFORMING ASSETS (NPA): A non-performing asset
‡½¬¸¸ †µ¸ ¡¸¸ ‚¢ŠÏŸ¸ í¾ ¸í¸ÂÀ (NPA) is a loan or an advance where:
(i) Interest and/ or installment of principal remain overdue
i. Ÿ¸ú¡¸¸™ú †µ¸ ˆ½Å ¬¸¿™ž¸Ä Ÿ¸Ê 90 ¢™›¸ ¬¸½ ‚¢š¸ˆÅ ˆÅú ‚¨¸¢š¸ ˆ½Å ¢¥¸‡ for a period of more than 90 days in respect of a term
Ÿ¸»¥¸š¸›¸ ˆÅ¸ ¤¡¸¸¸ ÷¸˜¸¸ / ¡¸¸ ¢ˆÅ¬÷¸ ‚¢÷¸™½¡¸ í¸½ ¸¸÷¸ú í¾. loan,
ii. ‚¸½¨¸£ ”ï¸É’ / ›¸ˆÅ™ „š¸¸£ (‚¸½ ”ú / ¬¸ú ¬¸ú) ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê ‰¸¸÷¸¸ (ii) The account remains ‘out of order’ in respect of an
Overdraft/Cash Credit (OD/CC),
‚¢›¸¡¸¢Ÿ¸÷¸ £í÷¸¸ í¾.
(iii) The bill remains overdue for a period of more than 90
iii. ‰¸£ú™½ Š¸‡ ÷¸˜¸¸ ¤¸’Ã’¸ˆ¼Å÷¸ ¢¤¸¥¸ 90 ¢™›¸¸Ê ¬¸½ ‚¢š¸ˆÅ ˆÅú ‚¨¸¢š¸ ˆ½Å days in the case of bills purchased and discounted,
¢¥¸‡ ‚¢÷¸™½¡¸ £í÷¸½ íÿ.
7
¨¸¸¹«¸ÄˆÅ ¹£œ¸¸½’Ä Annual Report
2016-2017
iv. ‚¥œ¸¸¨¸¢š¸ ûŬ¸¥¸¸Ê ˆ½Å ¢¥¸‡ ™¸½ ûŬ¸¥¸ú Ÿ¸¸¾¬¸Ÿ¸¸Ê í½÷¸º Ÿ¸»¥¸ £¸¢©¸ ˆÅú (iv) The installment of principal or interest thereon remains
¢ˆÅ¬÷¸ ‚˜¸¨¸¸ „¬¸ œ¸£ ¤¸ˆÅ¸¡¸¸ ¤¡¸¸¸ ‚¢÷¸™½¡¸ í¸½ ¸¸÷¸¸ í¾. overdue for two crop seasons for short duration crops,
(v) The installment of principal or interest thereon remains
v. ¥¸Ÿ¤¸ú ‚¨¸¢š¸ ˆÅú ûŬ¸¥¸¸Ê ˆ½Å ¢¥¸‡ ‡ˆÅ ûŬ¸¥¸ú Ÿ¸¸¾¬¸Ÿ¸ í½÷¸º Ÿ¸»¥¸ £¸¢©¸
overdue for one crop season for long duration crops.
ˆÅú ¢ˆÅ¬÷¸ ‚˜¸¨¸¸ „¬¸ œ¸£ ¤¸ˆÅ¸¡¸¸ ¤¡¸¸¸ ‚¢÷¸™½¡¸ í¸½ ¸¸÷¸¸ í¾.
An OD/CC account is treated as 'out of order' if the outstanding
¢ˆÅ¬¸ú ‚¸½”ú / ¬¸ú ¬¸ú ‰¸¸÷¸½ ˆÅ¸½ `‚¢›¸¡¸¢Ÿ¸÷¸' ‰¸¸÷¸½ ˆ½Å ³Åœ¸ Ÿ¸Ê Ÿ¸¸›¸¸ ¸¸‡Š¸¸ balance remains continuously in excess of the sanctioned
¡¸¢™ ‰¸¸÷¸½ Ÿ¸Ê ¬¨¸úˆ¼Å÷¸ ¬¸úŸ¸¸ / ‚¸í£µ¸ ¬¸úŸ¸¸ ¬¸½ ‚¢š¸ˆÅ £¸¢©¸ 90 ¢™›¸ ¬¸½ limit/drawing power for more than 90 days. In cases where
‚¢š¸ˆÅ ¤¸ˆÅ¸¡¸¸ £í÷¸ú í¸½. ‡½¬¸½ Ÿ¸¸Ÿ¸¥¸¸Ê Ÿ¸Ê, ¸í¸Â Ÿ¸»¥¸ œ¸¢£¸¸¥¸›¸Š¸÷¸ ‰¸¸÷¸½ Ÿ¸Ê the outstanding balance in the principal operating account is
¤¸ˆÅ¸¡¸¸ ©¸½«¸ ¬¨¸úˆ¼Å÷¸ ¬¸úŸ¸¸ / ‚¸í£µ¸ ¬¸úŸ¸¸ ¬¸½ ˆÅŸ¸ £í÷¸¸ í¸½ ¥¸½¢ˆÅ›¸ ¸í¸¿ less than the sanctioned limit/drawing power, but there are
÷¸º¥¸›¸-œ¸°¸ ˆÅú ÷¸¸£ú‰¸ ˆÅ¸½ ¢›¸£›÷¸£ ³Åœ¸ ¬¸½ 90 ¢™›¸¸Ê ˆ½Å ¢¥¸‡ ‚˜¸¨¸¸ „¬¸ú no credits continuously for 90 days as on the date of Balance
‚¨¸¢š¸ ˆ½Å ™¸¾£¸›¸ ›¸¸Ÿ¸½ ¢ˆÅ‡ Š¸‡ ¤¡¸¸¸ ˆÅú ¨¸¬¸»¥¸ú í½÷¸º ¸Ÿ¸¸ £¸¢©¸ ©¸½«¸ ›¸íú¿ í¸½ Sheet or credits are not enough to cover the interest debited
÷¸¸½ ‡½¬¸½ ‰¸¸÷¸¸Ê ˆÅ¸½ `‚¢›¸¡¸¢Ÿ¸÷¸' ‰¸¸÷¸½ ˆÅú ª½µ¸ú Ÿ¸Ê Ÿ¸¸›¸¸ ¸¸¡¸½Š¸¸. during the same period, these accounts are treated as 'out of
order'.
¢ˆÅ¬¸ú ž¸ú †µ¸ ¬¸º¢¨¸š¸¸ ˆ½Å ‚›÷¸Š¸Ä÷¸ ¤¸ÿˆÅ ˆÅ¸½ ™½¡¸ ¢ˆÅ¬¸ú ž¸ú ‡½¬¸ú £¸¢©¸ ˆÅ¸½
Any amount due to the bank under any credit facility is
‚¢÷¸™½¡¸' Ÿ¸¸›¸¸ ¸¸¡¸½Š¸¸ ¡¸¢™ ¡¸í ¤¸ÿˆÅ ׸£¸ ¢›¸š¸¸Ä¢£÷¸ ˆÅú Š¸ƒÄ ™½¡¸ ÷¸¸£ú‰¸ ˆÅ¸½
‘overdue’ if it is not paid on the due date fixed by the bank.
‚™¸ ›¸íú¿ ˆÅú ¸¸÷¸ú í¾.
Non Performing Investments (NPI):
Š¸¾£ ¢›¸«œ¸¸™ˆÅ ¢›¸¨¸½©¸ (‡›¸ œ¸ú ‚¸ƒÄ)
In respect of securities, where interest/principal is in arrears,
œÏ¢÷¸ž¸»¢÷¸¡¸¸Ê ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê ¸í¸Â ¤¡¸¸¸/Ÿ¸»¥¸š¸›¸ ¤¸ˆÅ¸¡¸¸ í¾, ¤¸ÿˆÅ œÏ¢÷¸ž¸»¢÷¸¡¸¸Ê œ¸£ the Bank does not reckon income on the securities and makes
‚¸¡¸ ˆÅú Š¸µ¸›¸¸ ›¸íú¿ ˆÅ£÷¸¸ í¾ ÷¸˜¸¸ ¢›¸¨¸½©¸ ˆ½Å Ÿ¸»¥¡¸ Ÿ¸Ê Ÿ¸»¥¡¸Ý¸¬¸ ˆ½Å ¢¥¸‡ appropriate provisions for the depreciation in the value of the
¬¸Ÿ¸º¢¸÷¸ œÏ¸¨¸š¸¸›¸ ˆÅ£÷¸¸ í¾. investment.
Š¸¾£ ¢›¸«œ¸¸™ˆÅ ¢›¸¨¸½©¸ (‡›¸œ¸ú‚¸ƒÄ) ¸¸½ Š¸¾£ ¢›¸«œ¸¸™ˆÅ ‚¢ŠÏŸ¸ (‡›¸œ¸ú‡) ˆ½Å A non-performing investment (NPI), similar to a non-performing
¬¸Ÿ¸¸›¸ íú í¾, „¬¸½ ˆÅí÷¸½ íÿ ¸í¸ÂÀ advance (NPA), is one where:
(i) ¤¡¸¸¸ / ¢ˆÅ¬÷¸ (œ¸¢£œ¸Æ¨¸ œÏ¸¦œ÷¸¡¸¸Ê ¬¸¢í÷¸) ™½¡¸ í¾ ‚¸¾£ 90 ¢™›¸¸Ê ¬¸½ (i) Interest/ installment (including maturity proceeds) is
‚¢š¸ˆÅ ¬¸Ÿ¸¡¸ ÷¸ˆÅ ‚™î¸ £í÷¸¸ í¾. due and remains unpaid for more than 90 days.
(ii) ¡¸í ‚¢š¸Ÿ¸¸›¸ú ©¸½¡¸£¸Ê œ¸£ ¸í¸Â ¢›¸š¸¸Ä¢£÷¸ ¥¸¸ž¸¸¿©¸ ˆÅ¸ ž¸ºŠ¸÷¸¸›¸ ›¸íú¿ (ii) This applies mutatis-mutandis to preference shares
where the fixed dividend is not paid.
¢ˆÅ¡¸¸ Š¸¡¸¸ í¾, ‚¸¨¸©¡¸ˆÅ œ¸¢£¨¸÷¸Ä›¸¸Ê ¬¸¢í÷¸ ¥¸¸Š¸» í¸½÷¸¸ í¾.
(iii) In the case of equity shares, in the event the investment
(iii) ƒ¦Æ¨¸’ú ©¸½¡¸£¸Ê ˆ½Å Ÿ¸¸Ÿ¸¥¸½ Ÿ¸Ê, ¸í¸Â ¢ˆÅ¬¸ú ˆ¿Åœ¸›¸ú ˆ½Å ©¸½¡¸£¸Ê ˆ½Å ¢›¸¨¸½©¸
in the shares of any company is valued at ` 1 per
ˆÅ£›¸½ œ¸£ Ÿ¸»¥¡¸ œÏ¢÷¸ ˆ¿Åœ¸›¸ú ` 1/- ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾. ž¸¸£÷¸ú¡¸ ¢£{¸¨¸Ä ¤¸ÿˆÅ company on account of the non-availability of the latest
ˆ½Å ¢›¸™½©¸¸Ê ˆ½Å ‚›¸º¬¸¸£ ‚Ô¸÷¸›¸ ÷¸º¥¸›¸ œ¸°¸ ˆÅú ‚›¸ºœ¸¥¸¤š¸÷¸¸ ˆ½Å ˆÅ¸£µ¸ balance sheet in accordance with the Reserve Bank
„›¸ ƒ¦Æ¨¸’ú ©¸½¡¸£¸Ê ˆÅú Š¸µ¸›¸¸ ž¸ú ‡›¸œ¸ú‚¸ƒÄ ˆ½Å ³Åœ¸ Ÿ¸Ê ˆÅú ¸¸÷¸ú í¾. of India instructions. Those equity shares are also
(iv) ¡¸¢™ ¢›¸Š¸ÄŸ¸ˆÅ÷¸¸Ä ׸£¸ œÏ¸œ÷¸ ˆÅú Š¸ƒÄ ˆÅ¸½ƒÄ †µ¸ ¬¸º¢¨¸š¸¸ ¤¸ÿˆÅ ˆÅú ¤¸¢í¡¸¸Ê reckoned as NPI.
Ÿ¸Ê ‡›¸œ¸ú‡ í¾ ÷¸¸½ „¬¸ ¢›¸Š¸ÄŸ¸ˆÅ÷¸¸Ä ׸£¸ ‚¢š¸Ÿ¸¸›¸ú ©¸½¡¸£¸Ê ¬¸¢í÷¸ ¸¸£ú (iv) If any credit facility availed by the issuer is NPA in the
ˆÅú Š¸ƒÄ ¢ˆÅ¬¸ú ž¸ú œÏ¢÷¸ž¸»¢÷¸ Ÿ¸Ê ¢›¸¨¸½©¸ ˆÅ¸½ ‡›¸œ¸ú‚¸ƒÄ ÷¸˜¸¸ ¢¨¸¥¸¸½Ÿ¸÷¸À books of the bank, investment in any of the securities,
Ÿ¸¸›¸¸ ¸¸‡Š¸¸. ÷¸˜¸¸¢œ¸, ¡¸¢™ ˆ½Å¨¸¥¸ ‚¢š¸Ÿ¸¸›¸ú ©¸½¡¸£ íú ‡›¸œ¸ú‡ ˆ½Å including preference shares issued by the same issuer
³Åœ¸ Ÿ¸Ê ¨¸Š¸úĈ¼Å÷¸ íÿ ÷¸¸½ „¬¸ ¢›¸Š¸ÄŸ¸ˆÅ÷¸¸Ä ׸£¸ ¸¸£ú ¢ˆÅ¬¸ú ‚›¡¸ ˆÅ¸¡¸Ä would also be treated as NPI and vice versa. However,
if only the preference shares are classified as NPI , the
¢›¸«œ¸¸™›¸ ‚¸¢¬÷¸¡¸¸½¿ Ÿ¸Ê ¢ˆÅ¡¸¸ Š¸¡¸¸ ¢›¸¨¸½©¸ ‡›¸œ¸ú‡ ›¸íú¿ Ÿ¸¸›¸¸ ¸¸‡Š¸¸.
investment in any of the other performing assets issued
(v) ¢”¤¸Ê¸£ / ¤¸¸¿” Ÿ¸½ ¢›¸¨¸½©¸ ¸¸½ ¢ˆÅ ‚¢ŠÏŸ¸ ˆ½Å ³Åœ¸ Ÿ¸Ê Ÿ¸¸›¸½ ¸¸÷¸½ íÿ, ¢›¸¨¸½©¸ by the same issuer may not be treated as NPA.
œ¸£ ¥¸¸Š¸» í¸½›¸½ ¨¸¸¥¸½ ‡›¸œ¸ú‚¸ƒÄ Ÿ¸¸›¸™¿”¸Ê ˆ½Å ‚š¡¸š¸ú›¸ íÿ. (v) The investments in debentures / bonds which are
¤¸ÿˆÅ ˆÅú Š¸¾£ ¢›¸«œ¸¸™ˆÅ ‚¦¬÷¸¡¸¸Ê ˆÅ¸½ ¢›¸Ÿ›¸¢¥¸¢‰¸÷¸ -3- ª½¢µ¸¡¸¸Ê Ÿ¸Ê ¨¸Š¸úĈ¼Å÷¸ ¢ˆÅ¡¸¸ deemed to be in the nature of advance are subjected to
Š¸¡¸¸ í¾. NPI norms as applicable to investments.
• ‚¨¸Ÿ¸¸›¸ˆÅ ‚¸¦¬÷¸¡¸¸¿ Non Performing Assets of the Banks are further classified
in to three categories as under:
‚¨¸Ÿ¸¸›¸ˆÅ ‚¸¦¬÷¸ ¬¸½ ‚¢ž¸œÏ¸¡¸, ‡½¬¸ú ‚¸¦¬÷¸ ¬¸½ í¾ ¸¸½ ¢ˆÅ 12 Ÿ¸íú›¸¸Ê ˆÅú ‚¨¸¢š¸
• Sub standard Assets
¬¸½ ˆÅŸ¸ ‚˜¸¨¸¸ ¬¸Ÿ¸÷¸º¥¡¸ ‚¨¸¢š¸ ˆ½Å ¢¥¸‡ Š¸¾£ ¢›¸«œ¸¸™ˆÅ ‚¸¦¬÷¸ £íú í¸½.
A sub standard asset is one which has remained NPA for a
• ¬¸¿¢™Šš¸ ‚¸¦¬÷¸¡¸¸¿ period less than or equal to 12 months.
¢ˆÅ¬¸ú ž¸ú ‚¸¦¬÷¸ ˆÅ¸½, 12 Ÿ¸íú›¸¸Ê ˆ½Å ¢¥¸‡ ‚¨¸Ÿ¸¸›¸ˆÅ ª½µ¸ú Ÿ¸Ê ¤¸›¸½ £í›¸½ ˆÅú • Doubtful Assets
¦¬˜¸¢÷¸ Ÿ¸Ê „¬¸½ ¬¸¿¢™Šš¸ ˆ½Å ³Åœ¸ Ÿ¸Ê ¨¸Š¸úĈ¼Å÷¸ ¢ˆÅ¡¸¸ ¸¸¡¸½Š¸¸. An asset would be classified as doubtful if it has remained in
the sub standard category for 12 months.
• í¸¢›¸ ¨¸¸¥¸ú ‚¸¦¬÷¸¡¸¸¿
• Loss Assets
í¸¢›¸ ¨¸¸¥¸ú ‚¸¦¬÷¸ ¬¸½ ‚¢ž¸œÏ¸¡¸ ‡½¬¸ú ‚¸¦¬÷¸ ¬¸½ íÿ ¸í¸¿ í¸¢›¸ ¤¸ÿˆÅ ‚˜¸¨¸¸ A loss asset is one where loss has been identified by the bank
‚¸¿÷¸¢£ˆÅ ‚˜¸¨¸¸ ¤¸¸à¸ ¥¸½‰¸¸ œ¸£ú®¸ˆÅ¸Ê ‚˜¸¨¸¸ ž¸¸£÷¸ú¡¸ ¢£¸¨¸Ä ¤¸ÿˆÅ ˆ½Å ¢›¸£ú®¸µ¸ or by internal or external auditors or the RBI inspection. In loss
׸£¸ œ¸÷¸¸ ¸¥¸ú í¸½. í¸¢›¸ ¨¸¸¥¸ú ‚¸¦¬÷¸¡¸¸Ê Ÿ¸Ê „œ¸¥¸¤š¸ œÏ¢÷¸ž¸»¢÷¸ ˆÅ¸ ¨¸¬¸»¥¸ú ¡¸¸½Š¡¸ assets realizable value of security available is less than 10% of
Ÿ¸»¥¡¸, ¤¸ˆÅ¸¡¸¸ ©¸½«¸ / ™½¡¸¸Ê ˆÅ¸ 10% ¬¸½ ‚¢š¸ˆÅ ›¸íú¿ í¸½÷¸¸ í¾. balance outstanding/ dues.
8
¸¸¬¸½¥¸ III ¹œ¸¥¸£ III œÏˆÅ’úˆÅ£µ¸
Basel III Pillar III Disclosures
¤¸ÿˆÅ ˆÅú, †µ¸ ¸¸½¢‰¸Ÿ¸ œÏ¤¸¿š¸›¸ ˆ½Å Ÿ¸í÷¨¸œ¸»µ¸Ä ®¸½°¸¸Ê ˆÅ¸½ ©¸¸¢Ÿ¸¥¸ ˆÅ£÷¸½ íº‡ œ¸»µ¸Ä ³Åœ¸ ¬¸½ The bank has a well defined Loan Policy & Investment Policy covering
the important areas of credit risk management as under:
œ¸¢£ž¸¸¢«¸÷¸ †µ¸ ›¸ú¢÷¸ ‡¨¸¿ ¢›¸¨¸½©¸ ›¸ú¢÷¸ í¾, ¸¸½ ¢ˆÅ ¢›¸Ÿ›¸¸›¸º¬¸¸£ í¾ À
• Exposure ceilings to different sectors of the economy, different
• ‚˜¸Ä¨¡¸¨¸¬˜¸¸ ˆ½Å ¢¨¸¢ž¸››¸ ®¸½°¸¸Ê Ÿ¸Ê ‡Æ¬¸œ¸¸½¸£ (†µ¸) ¬¸úŸ¸¸‡¿, †¢µ¸¡¸¸Ê ˆ½Å
types of borrowers and their group and industry
¢¨¸¢ž¸››¸ œÏˆÅ¸£ ‚¸¾£ „›¸ˆ½Å ŠÏºœ¸ ‡¨¸¿ „Ô¸¸½Š¸
• Fair Practice Code in dispensation of credit
• †µ¸ ¢¨¸÷¸£µ¸ Ÿ¸Ê „¢¸÷¸ ¨¡¸¨¸í¸£ ¬¸¿¢í÷¸¸
• Discretionary Lending Powers for different levels of authority
• ¤¸ÿˆÅ Ÿ¸Ê ¢¨¸¢ž¸››¸ ¬÷¸£¸Ê ˆ½Å œÏ¸¢š¸ˆÅ¸¢£¡¸¸Ê ˆ½Å ¢¥¸‡ †µ¸ œÏ™¸›¸ ˆÅ£›¸½ ¬¸¿¤¸¿š¸ú of the bank
¢¨¸¨¸½ˆÅ¸¢š¸ˆÅ¸£
• Processes involved in dispensation of credit – pre-sanction
• †µ¸ ¢¨¸÷¸£µ¸ œÏ¢ÇÅ¡¸¸- ¬¨¸úˆ¼Å¢÷¸ œ¸»¨¸Ä ¢›¸£ú®¸µ¸, ‚¬¨¸úˆÅ¸£ ˆÅ£›¸¸, Ÿ¸»¥¡¸¸¿ˆÅ›¸, inspection, rejection, appraisal, sanction, documentation,
¬¨¸úˆ¼Å¢÷¸, ™¬÷¸¸¨¸½¸úˆÅ£µ¸, Ÿ¸¸›¸ú’¢£¿Š¸ ‚¸¾£ ¨¸¬¸»¥¸ú ‚¸¢™ ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê œÏ¢ÇÅ¡¸¸‡¿ monitoring, and recovery.
¤¸ÿˆÅ ˆÅ¸ †µ¸ ¸¸½¢‰¸Ÿ¸ ™©¸Ä›¸, ¬¸¿£¸›¸¸ ‚¸¾£ œÏµ¸¸¥¸ú ¢›¸Ÿ›¸¸›¸º¬¸¸£ í¾ The Credit Risk philosophy, architecture and systems of the
bank are as under:
†µ¸ ¸¸½¢‰¸Ÿ¸ ™©¸Ä›¸
Credit Risk Philosophy:
• ¸¸½¢‰¸Ÿ¸ œÏ¤¸¿š¸›¸ ƒ¬¸ œÏˆÅ¸£ ¢ˆÅ¡¸¸ ¸¸‡ ¢ˆÅ ¤¸ÿˆÅ ˆ½Å ¬¸¿¬¸¸š¸›¸¸Ê ˆÅú ¬¸º£®¸¸,
• To optimize the risk and return envisaged in order to see that
ˆÅ¸œ¸¸½Ä£½’ ¨¸¼¢Ö ‡¨¸¿ ¬¸Ÿ¸¼¢Ö ¬¸º¢›¸¢ä¸÷¸ ˆÅ£›¸½ ˆ½Å ¬¸¸˜¸ ©¸½¡¸£ š¸¸£ˆÅ¸Ê ˆ½Å ‚¸¢˜¸ÄˆÅ the Economic Value Addition to Shareholders is maximized
Ÿ¸»¥¡¸ Ÿ¸Ê ¤¸õ¸½î¸£ú í¸½ ÷¸˜¸¸ ¬¸ž¸ú ¢í÷¸ š¸¸£ˆÅ¸Ê ˆ½Å ¢í÷¸ ¬¸¿£¢®¸÷¸ í¸Ê. and the interests of all the stakeholders are protected
alongside ensuring corporate growth and prosperity with
• ¤¸ÿˆÅ ‚œ¸›¸½ ¢¨¸î¸ú¡¸ ¬¸¿¬¸¸š¸›¸¸Ê ˆÅ¸½ ÇÅ¢Ÿ¸ˆÅ ³Åœ¸ ¬¸½ ¬¸º¨¡¸¨¸¦¬˜¸÷¸ ‚¸¾£ ˆÅ¸£Š¸£ safety of bank’s resources.
¤¸›¸¸¡¸½ ÷¸¸¢ˆÅ ¢¨¸¢ž¸››¸ ¸¾›¸¥¸¸Ê ˆÅ¸½ ¸¸½”õ¸ ¸¸ ¬¸ˆ½Å ÷¸˜¸¸ ¤¸ÿˆÅ ˆ½Å ¬¸¸Ÿ¸¸›¡¸ ¥¸®¡¸¸Ê
• To regulate and streamline the financial resources of the
‚¸¾£ „Ó½©¡¸¸Ê ˆÅ¸½ œÏ¸œ÷¸ ¢ˆÅ¡¸¸ ¸¸ ¬¸ˆ½Å.
bank in an orderly manner to enable the various channels to
• ‚˜¸Ä¨¡¸¨¸¬˜¸¸ ˆÅú ¢¨¸¢ž¸››¸ £¸«’ïú¡¸ œÏ¸˜¸¢Ÿ¸ˆÅ÷¸¸‚¸Ê ˆÅ¸½ ¡¸¸½¸›¸¸¤¸Ö ÷¸£úˆ½Å ¬¸½ œ¸»£¸ achieve the common goal and objectives of the Bank.
ˆÅ£›¸½ ˆ½Å ¢¥¸‡ ¬¸¿¬˜¸¸Š¸÷¸ ¢¨¸î¸ ˆ½Å ‚¢ž¸¢›¸¡¸¸½¸›¸ ˆ½Å Ÿ¸¸Ÿ¸¥¸½ Ÿ¸Ê ‚˜¸Ä¨¡¸¨¸¬˜¸¸ ˆ½Å • To comply with the national priorities in the matter of
¢¨¸¢ž¸››¸ „÷œ¸¸™ˆÅ ®¸½°¸¸Ê Ÿ¸Ê ¬¸º¢›¸¡¸¸½¢¸÷¸ ¨¸¼¢Ö ¬¸½ ¥¸®¡¸ œÏ¸œ÷¸ ¢ˆÅ‡ ¸¸‡¿. deployment of institutional finance to facilitate achieving
planned growth in various productive sectors of the economy.
• „Ô¸Ÿ¸¨¸¸£ †µ¸ ¬¸¿¬ˆ¼Å¢÷¸ ¢¨¸ˆÅ¢¬¸÷¸ ˆÅ£›¸¸ ‚¸¾£ œ¸¢£¸¸¥¸›¸ ¬’¸ûÅ ˆÅ¸½ ¬¸í¡¸¸½Š¸
œÏ™¸›¸ ˆÅ£›¸¸. • To instill a sense of credit culture enterprise-wide and to assist
the operating staff.
• ¢¨¸¢ž¸››¸ †µ¸ú ¨¸Š¸¸½ô ˆÅ¸½ ‚¸¨¸©¡¸ˆÅ÷¸¸ ‚¸š¸¸¢£÷¸ ‚¸¾£ ¬¸Ÿ¸¡¸ œ¸£ †µ¸ ¬¸º¢¨¸š¸¸
• To provide need-based and timely availability of credit to
„œ¸¥¸¤š¸ ˆÅ£¨¸¸›¸¸.
various borrower segments.
• ¬¨¸úˆ¼Å¢÷¸œ¸»¨¸Ä, ¬¨¸úˆ¼Å¢÷¸ „œ¸£¸¿÷¸ Ÿ¸¸¢›¸’¢£¿Š¸, œ¸¡¸Ä¨¸½®¸µ¸ ‚¸¾£ ‚›¸º¨¸÷¸úÄ ˆÅ™Ÿ¸
• To strengthen the credit management skills namely pre-
„“¸÷¸½ íº‡ †µ¸ œÏ¤¸¿š¸›¸ ˆÅ¸¾©¸¥¸ ˆÅ¸½ œÏž¸¸¨¸ú ¤¸›¸¸›¸¸ ÷¸¸¢ˆÅ ¤¸ÿˆÅ Ÿ¸Ê ˆÅ¸£Š¸£ †µ¸ sanction, post-sanction monitoring, supervision and follow-
¬¸¿¬ˆ¼Å¢÷¸ ¢¨¸ˆÅ¢¬¸÷¸ ˆÅú ¸¸ ¬¸ˆ½Å ÷¸˜¸¸ †µ¸ ¬¸¿¢¨¸ž¸¸Š¸ ˆÅ¸½ Š¸ºµ¸¨¸î¸¸ ¡¸ºÆ÷¸ ¤¸›¸¸¡¸¸ up measures so as to promote a healthy credit culture and
¸¸ ¬¸ˆ½Å. maintain quality credit portfolio in the bank.
• Š¸ºµ¸¨¸î¸¸ Ÿ¸»¥¡¸¸¿ˆÅ›¸ ‡¨¸¿ ÷¸÷œ¸£÷¸¸ ˆ½Å ¬¸¸˜¸ ¢¨¸¬÷¸¼÷¸ ¢™©¸¸¢›¸™½Ä©¸¸Ê ˆÅ¸ œ¸»µ¸Ä • To deal with credit proposals more effectively with quality
assessment, speedy delivery, in full compliance with extant
‚›¸ºœ¸¸¥¸›¸ ‚¢š¸ˆÅ œÏž¸¸¨¸œ¸»µ¸Ä ¿Š¸ ¬¸½ ˆÅ£÷¸½ íº‡ †µ¸ œÏ¬÷¸¸¨¸¸Ê œ¸£ ˆÅ¸¡¸Ä¨¸¸íú guidelines.
ˆÅ£›¸¸.
• To comply with various regulatory requirements, more
• ¢¨¸¢ž¸››¸ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ‚¸¨¸©¡¸ˆÅ÷¸¸‚¸Ê ¢¨¸©¸½«¸ ³Åœ¸ ¬¸½ ž¸¸£÷¸ú¡¸ ¢£¸¨¸Ä ¤¸ÿˆÅ / ‚›¡¸ particularly on Exposure norms, Priority Sector norms,
œÏ¸¢š¸ˆÅ¸¢£¡¸¸Ê, ‡Æ¬¸œ¸¸½¸£ Ÿ¸¸›¸™¿”¸Ê, œÏ¸˜¸¢Ÿ¸ˆÅ÷¸¸ œÏ¸œ÷¸ ®¸½°¸ ˆ½Å Ÿ¸¸›¸™¿”¸Ê, ‚¸¡¸ Income Recognition and Asset Classification guidelines,
Capital Adequacy, Credit Risk Management guidelines etc. of
œ¸í¸¸›¸ ‚¸¾£ ‚¸¦¬÷¸ ¨¸Š¸úĈţµ¸ ¢™©¸¸¢›¸™½Ä©¸, œ¸»¿¸ú œ¸¡¸¸Äœ÷¸÷¸¸, †µ¸ ¸¸½¢‰¸Ÿ¸
RBI/other Authorities.
œÏ¤¸¿š¸›¸ ¢™©¸¸¢›¸™½Ä©¸¸Ê ‚¸¢™ ˆÅú ‚›¸ºœ¸¸¥¸›¸¸ ˆÅ£›¸¸.
Architecture and Systems of the Bank:
¤¸ÿˆÅ ˆÅú ¬¸¿£¸›¸¸ ‚¸¾£ œÏµ¸¸¢¥¸¡¸¸¿
• Risk management Committee of Board has been constituted
• ¤¸ÿˆÅ Ÿ¸Ê ¸¸½¢‰¸Ÿ¸ œÏ¤¸¿š¸›¸ ˆÅ¸¡¸ÄˆÅ¥¸¸œ¸¸Ê ˆÅú ™½‰¸£½‰¸ ÷¸˜¸¸ ¬¸Ÿ¸›¨¸¡¸ ˆÅ¸¡¸¸½Ä ˆ½Å ¢¥¸‡ by the Board to specifically oversee and co-ordinate Risk
¤¸¸½”Ä ×¸£¸ ¢›¸™½©¸ˆÅ¸Ê ˆÅú ‡ˆÅ „œ¸¬¸¢Ÿ¸¢÷¸ ˆÅ¸ Š¸“›¸ ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾. Management functions in the bank.
9
¨¸¸¹«¸ÄˆÅ ¹£œ¸¸½’Ä Annual Report
2016-2017
• †µ¸ ›¸ú¢÷¸¡¸¸Ê ¬¸¢í÷¸ ¢¨¸¢ž¸››¸ †µ¸ ¸¸½¢‰¸Ÿ¸ ›¸ú¢÷¸¡¸¸Ê ˆÅ¸½ ÷¸¾¡¸¸£ ˆÅ£›¸½ ‚¸¾£ • Credit Policy Committee has been set up to formulate and
implement various credit risk strategy including lending
„›¸ ˆÅ¸ ¢ÇÅ¡¸¸›¨¸¡¸›¸ ¬¸º¢›¸¢ä¸÷¸ ˆÅ£›¸½, †µ¸ œÏ™¸›¸ ˆÅ£›¸½ ¬¸¿¤¸¿š¸ú ›¸ú¢÷¸¡¸¸Ê ‚¸¾£
policies and to monitor Bank’s Enterprise-wide Risk
¤¸ÿˆÅ ˆÅú „Ô¸Ÿ¸¨¸¸£ ¸¸½¢‰¸Ÿ¸ œÏ¤¸¿š¸›¸ ˆÅ¸¡¸¸½Ä ˆÅú ¢›¸¡¸¢Ÿ¸÷¸ ™½‰¸£½‰¸ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ Management function on a regular basis.
†µ¸›¸ú¢÷¸ ¬¸¢Ÿ¸¢÷¸ ˆÅ¸ Š¸“›¸ ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾. • Formulating policies on standards for credit proposals,
• †µ¸ œÏ¬÷¸¸¨¸¸Ê ˆ½Å Ÿ¸¸›¸ˆÅ¸Ê, ¢¨¸î¸ú¡¸ œÏ¬¸¿¢¨¸™¸‚¸Ê, £½¢’¿Š¸ Ÿ¸¸›¸ˆÅ¸Ê ÷¸˜¸¸ ¤¸Ê¸Ÿ¸¸ˆÄÅ ˆ½Å financial covenants, rating standards and benchmarks.
¬¸¿¤¸¿š¸ Ÿ¸Ê Ÿ¸¸›¸ˆÅ ›¸ú¢÷¸¡¸¸¿ ÷¸¾¡¸¸£ ˆÅ£›¸¸. • Credit Risk Management cells deal with identification,
• †µ¸ ¸¸½¢‰¸Ÿ¸ œÏ¤¸¿š¸›¸ ˆÅ®¸ ¢›¸š¸¸Ä¢£÷¸ ¬¸úŸ¸¸‚¸Ê ˆ½Å ÷¸í÷¸ œ¸í¸¸›¸, ¬÷¸£, ™½‰¸£½‰¸ measurement, monitoring and controlling credit risk within the
prescribed limits.
÷¸˜¸¸ †µ¸ ¸¸½¢‰¸Ÿ¸ ¢›¸¡¸¿°¸µ¸ ¬¸¿¤¸¿š¸ú ˆÅ¸¡¸Ä ™½‰¸÷¸½ íÿ.
• Enforcement and compliance of the risk parameters and
• ¤¸¸½”Ä / ¢›¸¡¸¸Ÿ¸ˆÅ¸Ê ‚¸¢™ ׸£¸ ÷¸¾¡¸¸£ ¢ˆÅ‡ Š¸‡ ¸¸½¢‰¸Ÿ¸ Ÿ¸¸›¸™¿” ÷¸˜¸¸ ¬¸¿ž¸¸¨¸›¸¸ prudential limits set by the Board/regulator etc.,
¬¸úŸ¸¸‚¸Ê ˆÅ¸½ ¥¸¸Š¸» ˆÅ£›¸¸ ÷¸˜¸¸ „›¸ˆÅ¸ ‚›¸ºœ¸¸¥¸›¸ ¬¸º¢›¸¢ä¸÷¸ ˆÅ£›¸¸.
• Laying down risk assessment systems, developing MIS,
• ¸¸½¢‰¸Ÿ¸ Ÿ¸»¥¡¸¸¿ˆÅ›¸ œÏµ¸¸¢¥¸¡¸¸Ê ˆÅ¸½ ÷¸¾¡¸¸£ ˆÅ£›¸¸, ‡Ÿ¸ ‚¸ƒÄ ‡¬¸ ˆÅ¸ ¢¨¸ˆÅ¸¬¸ monitoring quality of loan portfolio, identification of problems
ˆÅ£›¸¸ ‚¸¾£ †µ¸ ¬¸¿¢¨¸ž¸¸Š¸ ˆÅú Š¸ºµ¸¨¸î¸¸ ˆÅú ™½‰¸£½‰¸, ¬¸Ÿ¸¬¡¸¸‚¸Ê ˆÅú œ¸í¸¸›¸ and correction of deficiencies.
÷¸˜¸¸ ˆÅ¢Ÿ¸¡¸¸Ê ˆÅ¸½ œ¸»£¸ ˆÅ£›¸¸. • Evaluation of Portfolio, conducting comprehensive studies
on economy, industry, test the resilience on the loan portfolio
• ¬¸¿¢¨¸ž¸¸Š¸ Ÿ¸»¥¡¸¸¿ˆÅ›¸ ˆÅ£›¸¸, ‚˜¸Ä¨¡¸¨¸¬˜¸¸, „Ô¸¸½Š¸ œ¸£ ÷¸º¥¸›¸¸÷Ÿ¸ˆÅ ¢¨¸¨¸½¸›¸¸
etc.,
÷¸¾¡¸¸£ ˆÅ£›¸¸, †µ¸ ¬¸¿¢¨¸ž¸¸Š¸ œ¸£ ¥¸¸ú¥¸½œ¸›¸ ˆÅ¸ œ¸£ú®¸µ¸ ˆÅ£›¸¸.
• Improving credit delivery system upon full compliance of laid
• ¢›¸š¸¸Ä¢£÷¸ ¢›¸¡¸Ÿ¸¸Ê ‚¸¾£ Ÿ¸¸Š¸Ä ¢›¸™½Ä©¸¸Ê ˆÅú œ¸»µ¸Ä ³Åœ¸ ¬¸½ ‚›¸ºœ¸¸¥¸›¸¸ ˆ½Å ¢¥¸‡ †µ¸ down norms and guidelines.
¬¸ºœ¸º™ÄŠ¸ú œÏµ¸¸¥¸ú Ÿ¸Ê ¬¸ºš¸¸£ ¥¸¸›¸¸.
The Scope and Nature of Risk Reporting and / or Measurement
¸¸½¢‰¸Ÿ¸ ¢£œ¸¸½Ä¢’¿Š¸ ˆÅú ¬¸¿ž¸¸¨¸›¸¸‡¿ ¨¸ œÏˆ¼Å¢÷¸ ‚¸¾£/‚˜¸¨¸¸ ‚¸ˆÅ¥¸›¸ œ¸Ö¢÷¸ System:
¤¸ÿˆÅ ˆ½Å œ¸¸¬¸ ‚œ¸›¸½ †µ¸ ¸¸½¢‰¸Ÿ¸ ˆ½Å ¢¥¸‡ Ÿ¸¸¤¸»÷¸ †µ¸ ¸¸½¢‰¸Ÿ¸ £½¢’¿Š¸ œÏµ¸¸¥¸ú The Bank has in place a robust credit risk rating system for its credit
„œ¸¥¸¤š¸ í¾. †µ¸ ¸¸½¢‰¸Ÿ¸¸Ê ˆÅ¸½ ˆÅŸ¸ ˆÅ£›¸½ ˆ½Å œÏž¸¸¨¸ú „œ¸¸¡¸¸Ê Ÿ¸Ê ¢ˆÅ¬¸ú ž¸ú ‚¸¦¬÷¸ ¢¨¸©¸½«¸ exposures. An effective way to mitigate credit risks is to identify
Ÿ¸Ê ¸¸½¢‰¸Ÿ¸ ˆÅú ¬¸¿ž¸¸¨¸›¸¸‚¸Ê ˆÅ¸ œ¸÷¸¸ ¥¸Š¸¸›¸¸, ¬¸º´õ ‚¸¦¬÷¸ Š¸ºµ¸¨¸÷¸¸ ™½‰¸£½‰¸, ¤¸ÿˆÅ ˆÅú potential risks in a particular asset, maintain healthy asset quality
and at the same time impart flexibility in pricing assets to meet the
¬¸Ÿ¸ŠÏ ˆÅ¸¡¸Ä›¸ú¢÷¸ ‚¸¾£ †µ¸›¸ú¢÷¸ ˆ½Å ‚›¸º³Åœ¸ ‚œ¸½¢®¸÷¸ ¸¸½¢‰¸Ÿ¸ ¢£’›¸Ä Ÿ¸¸›¸™¿”¸Ê ˆÅ¸½ œ¸»£¸ required risk-return parameters as per the bank’s overall strategy
ˆÅ£›¸½ ˆ½Å ¢¥¸‡ ‚¸¦¬÷¸¡¸¸Ê ˆÅú ˆÅúŸ¸÷¸¸Ê ˆÅ¸½ ¥¸¸ú¥¸¸ ¤¸›¸¸›¸¸ ©¸¸¢Ÿ¸¥¸ í¾. and credit policy.
¤¸ÿˆÅ ˆÅú Ÿ¸¸¤¸»÷¸ †µ¸ ¸¸½¢‰¸Ÿ¸ £½¢’¿Š¸ œÏµ¸¸¥¸ú ‚›÷¸£¸Ä«’ïú¡¸ ¬÷¸£ œ¸£ ‚œ¸›¸¸¡¸½ ¸¸ £í½ The bank’s robust credit risk rating system is based on internationally
¬¨¸³Åœ¸ ‚¸¾£ ¢¨¸æ¸ ˆÅú Ÿ¸í÷¨¸œ¸»µ¸Ä œÏ¢ÇÅ¡¸¸‚¸Ê œ¸£ ‚¸š¸¸¢£÷¸ í¾ ‚¸¾£ ¡¸í ¤¸ÿˆÅ ˆÅ¸½ †µ¸ adopted frameworks and global best practices and assists the bank
‚¸¦¬÷¸¡¸¸Ê Ÿ¸Ê ¸»ˆÅ ˆÅú ¬¸¿ž¸¸¨¸›¸¸‚¸Ê ˆÅ¸ ¢›¸š¸¸Ä£µ¸ ˆÅ£›¸½ ÷¸˜¸¸ ¸»ˆÅ ˆÅú Š¸¿ž¸ú£÷¸¸ ˆÅ¸ œ¸÷¸¸ in determining the Probability of Default and the severity of default,
¥¸Š¸¸›¸½ Ÿ¸Ê ¬¸í¡¸¸½Š¸ ˆÅ£÷¸ú í¾ ‚¸¾£ ƒ¬¸ œÏˆÅ¸£ ¡¸í œÏµ¸¸¥¸ú ¤¸ÿˆÅ ˆÅ¸½ œ¸Ö¢÷¸ ¢›¸Ÿ¸¸Äµ¸ ÷¸˜¸¸ among its loan assets and thus allows the bank to build systems and
initiate measures to maintain its asset quality.
‚¸¦¬÷¸ Š¸ºµ¸¨¸î¸¸ ˆÅ¸½ ¤¸£ˆÅ£¸£ £‰¸›¸½ Ÿ¸Ê Ÿ¸™™ ˆÅ£÷¸ú í¾.
Quantitative Disclosures in respect of Credit Risk:-
†µ¸ ¸¸½¢‰¸Ÿ¸ ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê Ÿ¸¸°¸¸÷Ÿ¸ˆÅ œÏˆÅ’úˆÅ£µ¸
(a) Total Gross Credit Risk Exposure:
(‡) ˆºÅ¥¸ ¬¸ˆÅ¥¸ †µ¸ ¸¸½¢‰¸Ÿ¸ ‡Æ¬¸œ¸¸½¸£
(£¸¢©¸ ` ¥¸¸‰¸¸½¿ Ÿ¸½¿ / Amt in ` Lakhs)
¢¨¸¨¸£µ¸ ¢›¸¢š¸ ‚¸š¸¸¢£÷¸ Š¸¾£¢›¸¢š¸ ‚¸š¸¸¢£÷¸
Particulars Fund Based Non-Fund Based
(¸ú) ‡Æ¬¸œ¸¸½¸£ ˆÅ¸ ž¸¸¾Š¸¸½¢¥¸ˆÅ ¬¸¿¢¨¸÷¸£µ¸, (¢›¸¢š¸ ‚¸š¸¸¢£÷¸ ÷¸˜¸¸ Š¸¾£ ‚¸š¸¸¢£÷¸ (b) Geographic distribution of exposures, (Fund based and
Non-fund based separately)
‚¥¸Š¸-‚¥¸Š¸)
(£¸¢©¸ ` ¥¸¸‰¸¸½¿ Ÿ¸½¿ / Amt in ` Lakhs)
¢¨¸¨¸£µ¸ ¢›¸¢š¸ ‚¸š¸¸¢£÷¸ Š¸¾£¢›¸¢š¸ ‚¸š¸¸¢£÷¸
Particulars Fund Based Non-Fund Based
ˆºÅ¥¸ ¬¸ˆÅ¥¸ †µ¸ ¸¸½¢‰¸Ÿ¸ À (‡Æ¬¸œ¸¸½{¸£) (‹¸£½¥¸» + ‹¸£½¥¸» ‚›¸º«¸¿¢Š¸¡¸¸) 35134740.35 9065109.18
Total Gross Credit Risk : (Exposure) (Domestic + Domestic Subsidiaries)
ˆºÅ¥¸ ¬¸ˆÅ¥¸ †µ¸ ¸¸½¢‰¸Ÿ¸ À (‡Æ¬¸œ¸¸½{¸£) (¢¨¸™½©¸ú + ¢¨¸™½©¸ú ‚›¸º«¸¿¢Š¸¡¸¸) 12809396.96 1429077.47
Total Gross Credit Risk : (Exposure) (Overseas + Overseas Subsidiaries)
10
¸¸¬¸½¥¸ III ¹œ¸¥¸£ III œÏˆÅ’úˆÅ£µ¸
Basel III Pillar III Disclosures
(¬¸ú) ‡Æ¬¸œ¸¸½¸£ ˆÅ¸ „Ô¸¸½Š¸ ’¸ƒœ¸ ¬¸¿¢¨¸÷¸£µ¸ (‹¸£½¥¸») (¢›¸¢š¸ ‚¸š¸¸¢£÷¸ ÷¸˜¸¸ (c) Industry type distribution of exposures (Consolidated)
(Fund based and Non-fund based separately):
Š¸¾£¢›¸¢š¸ ‚¸š¸¸¢£÷¸ ‚¥¸Š¸-‚¥¸Š¸)
ÇÅŸ¸ ¬¸¿‰¡¸¸ „Ô¸¸½Š¸ Industry ¢›¸¢š¸ ‚¸š¸¸¢£÷¸ Š¸¾£-¢›¸¢š¸ ‚¸š¸¸¢£÷¸ ˆºÅ¥¸
Sr No FB Exposure NFB Exposure Total
6¤¸ú.2 ‰¸¸Ô¸ ÷¸½¥¸ ‡¨¸¿ ¨¸›¸¬œ¸¢÷¸ 6B.2 Edible Oils and Vanaspati 66817.43 171.11 66988.54
11¬¸ú.1 ÷¸Ÿ¤¸¸ˆ»Å ‡¨¸¿ ÷¸Ÿ¤¸¸ˆ»Å „÷œ¸¸™ 11C.1 Tobacco and tobacco products 37050.35 11077.48 48127.84
20 ”ú Ÿ¸Ê ¬¸½ ¦¬œ¸¢›¸¿Š¸ ¢Ÿ¸¥¬¸ 20 Out of D to spinning Mills 244694.83 47626.05 292320.88
21ƒÄ. ¸Ÿ¸”õ¸ ‚¸¾£ ¸Ÿ¸”õ¸ „÷œ¸¸™ 21E. Leather and Leather products 44229.04 5992.56 50221.60
22‡ûÅ. ˆÅ¸«“ ‡¨¸¿ ˆÅ¸«“ „÷œ¸¸™ 22F. Wood and Wood products 72839.45 10980.53 83819.98
23¸ú. ˆÅ¸Š¸¸ ‡¨¸¿ ˆÅ¸Š¸¸ „÷œ¸¸™ 23G. Paper and Paper products 215295.48 64009.69 279305.17
25‚¸¡¸. £¬¸¸¡¸›¸ ‚¸¾£ £¬¸¸¡¸›¸ „÷œ¸¸™ 25I. Chemicals and Chemical Products 1407924.66 466990.10 1874914.76
27‚¸¡¸.2 ” ‡¨¸¿ ûŸŸ¸¸Ä¬¡¸»¢’ˆÅ¥¸ 27I.2 Drugs and Pharmaceuticals 390974.35 59167.82 450142.18
30 ¸½. £¤¸” œ¥¸¸¦¬’ˆÅ ‡¨¸¿ ‚›¡¸ „÷œ¸¸™ 30 J.Rubber Plastic and their Products 464850.95 135477.85 600328.80
31ˆ½Å. Š¥¸¸¬¸ ‡¨¸¿ Š¥¸¸¬¸¨¸½¡¸£ 31K. Glass and Glassware 166465.67 86699.49 253165.16
32‡¥¸. ¬¸úŸ¸Ê’ ‡¨¸¿ ¬¸úŸ¸Ê’ „÷œ¸¸™ 32L. Cement and Cement Products 163786.28 45725.97 209512.25
33‡Ÿ¸. Ÿ¸»¥¸ š¸¸÷¸º ‡¨¸¿ š¸¸÷¸º „÷œ¸¸™ 33M. Basic Metal and Metal Products 2365450.32 713336.36 3078786.68
34‡Ÿ¸.1 ¥¸¸¾í ‡¨¸¿ ¬’ú¥¸ 34M.1 Iron and Steel 1787286.43 556203.53 2343489.95
35‡Ÿ¸.2 ‚›¡¸ š¸¸÷¸º ‡¨¸¿ š¸¸÷¸º „÷œ¸¸™ 35M.2 Other Metal and Metal Products 578163.89 157132.83 735296.72
11
¨¸¸¹«¸ÄˆÅ ¹£œ¸¸½’Ä Annual Report
2016-2017
39‚¸½. ¨¸¸í›¸, ¨¸¸í›¸ œ¸º¸½Ä ‚¸¾£ œ¸¢£¨¸í›¸ 39O. Vehicles,vehicle parts and 405559.18 77055.17 482614.35
Transport Equipments
„œ¸¬ˆÅ£
40œ¸ú. ¸½Ÿ¬¸ ‡¨¸¿ ¨¸¾¥¸£ú 40P. Gems and Jewellery 193364.81 5015.72 198380.53
51‚¸£.2.1.1 ƒ›¸Ÿ¸Ê ¬¸½ £¸¡¸ ¢¤¸¸¥¸ú ¤¸¸½”Ä 51R.2.1.1 of which state electricity Board 116443.67 17982.60 134426.27
53‚¸£.2.3 Š¸¾¬¸ / ‡¥¸‡›¸¸ú (¬’¸½£½¸ ‡¨¸¿ œ¸¸ƒœ¸ 53R.2.3 Gas/LNG (STORAGE AND 0.00 470.33 470.33
PIPELINE
¥¸¸ƒ›¸)
54‚¸£.2.4 ‚›¡¸ 54R.2.4 OTHER 152841.42 44884.22 197725.64
58‚¸£.4.2 ¬¸¸Ÿ¸¸¢¸ˆÅ ‡¨¸¿ ¨¸¸¢µ¸¦¡¸ˆÅ ¬¸¿£¸›¸¸ 58R.4.2 Social and Commercial 34074.99 24703.02 58778.01
Infrastructure
59‚¸£.4.3 ‚›¡¸ 59R.4.3 Others 422788.82 102794.99 525583.81
’ú.3 ‚›¡¸ ¤¸ˆÅ¸¡¸¸ ‚¢ŠÏŸ¸ T.3 Other residuary Advances 33085422.72 5127220.82 38212643.54
ˆºÅ¥¸ †µ¸ ‡¨¸¿ ‚¢ŠÏŸ¸ Total Loans & Advances 47944137.31 10494186.65 58438323.96
„Ô¸¸½Š¸¸Ê Ÿ¸Ê †µ¸ ‡Æ¬¸œ¸¸½{¸£, ¸í¸¿ ¤¸ˆÅ¸¡¸¸ ‡Æ¬¸œ¸¸½{¸£ ¤¸ÿˆÅ ˆ½Å ˆºÅ¥¸ †µ¸ ‡Æ¬¸œ¸¸½{¸£ Credit exposure in industries where exposure is more than 5% of the
ˆ½Å 5% ¬¸½ ‚¢š¸ˆÅ í¾, ƒ¬¸ œÏˆÅ¸£ í¾, total credit exposure of the bank (Consolidated) are as follows:
ÇÅŸ¸ ¬¸¿. „Ô¸¸½Š¸ ‡Æ¬¸œ¸¸½{¸£ (£¸¢©¸ ` ¥¸¸‰¸¸½¿ Ÿ¸½¿ ) ˆºÅ¥¸ ‹¸£½¥¸» ‡Æ¬¸œ¸¸½{¸£ ˆÅ¸ %
Sr no Industry Exposure (Amt in ` % of Total Domestic
Lakhs) Exposure
1 ƒ¿üŸ¬’ïƸ£ 4723692.98 8.08%
Infrastructure
2 Ÿ¸»¥¸ š¸¸÷¸º ‚¸¾£ š¸¸÷¸º „÷œ¸¸™ 3078786.68 5.27%
Basic Metal and Metal Products
12
¸¸¬¸½¥¸ III ¹œ¸¥¸£ III œÏˆÅ’úˆÅ£µ¸
Basel III Pillar III Disclosures
”ú. ‚¸¦¬÷¸¡¸¸Ê ˆÅú ‚¨¸¢©¸«’ œ¸¢£œ¸Æ¨¸÷¸¸ ˆÅ¸ ¢¨¸©¥¸½«¸µ¸À (£¸¢©¸ ` ¥¸¸‰¸¸½¿ Ÿ¸½¿ ) d. Residual maturity breakdown of assets: (Amt in ` Lakhs)
¬¸Ÿ¸¡¸¸¨¸¢š¸ 1D 2-7 D 8-14 D 15-30 D 31-2 M 2-3 M 3-6M 6 - 12 M 1-3Y 3-5Y Over 5 Y TOTAL
Time Bucket
¬¸Ê’兩 ¤¸ÿˆÅ ˆ½Å œ¸¸¬¸ ›¸ˆÅ™ú 2054137 13494 1966 144969 57966 128282 231929 295545 620178 156535 611637 4316637
‡¨¸¿ ©¸½«¸
Cash and Balance
with Central Banks
¤¸ÿˆÅ ˆ½Å œ¸¸¬¸ ©¸½«¸ ÷¸˜¸¸ 187790 2807905 978334 1024891 1339202 1533191 2009747 1168187 10948 0 34668 11094863
Ÿ¸¸¿Š¸ ‡¨¸¿ ‚¥œ¸ ¬¸»¸›¸¸ œ¸£
™½¡¸ £¸¢©¸
Balances with Banks
& Money at call &
short notice
‚¢ŠÏŸ¸ 883632 864189 841377 1429883 1527043 2175348 3364023 2639866 12301976 4481509 8717384 39226230
Advances
¢›¸¨¸½©¸ 4003120 140208 111940 92646 80303 369599 262771 529434 1396192 1852822 5232608 14071643
Investments
‚¸¥¸ ‚¸¦¬÷¸¡¸¸¿ 0 0 0 0 0 0 0 0 949 0 592019 592967
Fixed assets
‚›¡¸ ‚¸¦¬÷¸¡¸¸¿ 117180 43185 12668 32184 57409 24056 50246 25271 93262 56012 2108238 2619711
Other assets
ˆºÅ¥¸ 7245859 3868982 1946284 2724573 3061924 4230476 5918716 4658303 14423505 6546877 17296554 71922051
Total
ÇÅŸ¸¸¿ˆÅ ‚¸¦¬÷¸ ª½µ¸ú Sr. Asset Category £¸¢©¸ ` ¥¸¸‰¸ Ÿ¸½¿ (ˆºÅ¥¸)
No. Amount in ` Lakhs (Total)
(‡ûÅ) ‡›¸œ¸ú‡ (¬¸ˆÅ¥¸) (f) NPAs (Gross): 4338030.87
‚¨¸Ÿ¸¸›¸ˆÅ Substandard 903597.35
¬¸¿¢™Šš¸ 1 Doubtful 1 961501.48
¬¸¿¢™Šš¸ 2 Doubtful 2 1595674.43
¬¸¿¢™Šš¸ 3 Doubtful 3 395664.02
í¸¢›¸ Loss 481593.59
(¸ú) ©¸ºÖ ‡›¸œ¸ú‡ (g) Net NPA’s 1837147.26
ˆºÅ¥¸ Total
(‡¸) ‡›¸œ¸ú‡ ‚›¸ºœ¸¸÷¸ (h) NPA Ratios
¬¸ˆÅ¥¸ ‚¢ŠÏŸ¸¸Ê Ÿ¸Ê ¬¸ˆÅ¥¸ ‡›¸œ¸ú‡ Gross NPAs to gross advances 10.38%
¢›¸¨¸¥¸ ‚¢ŠÏŸ¸ Ÿ¸Ê ¢›¸¨¸¥¸ ‡›¸œ¸ú‡ Net NPAs to net advances 4.68%
(‚¸ƒÄ) ‡›¸œ¸ú‡ (¬¸ˆÅ¥¸) ˆÅ¸ Ÿ¸»¨¸Ÿ¸Ê’ (i) Movement of NPA(Gross)
œÏ¸£¿¢ž¸ˆÅ ©¸½«¸ Opening balance 4088859.47
¸¸½”õ Additions 1365284.59
ˆÅŸ¸ú Reductions 1117161.93
Any other adjustments due to Exchange 1048.74
Diff
‚¦›÷¸Ÿ¸ ©¸½«¸ Closing balance 4338030.87
(¸½) ¢¨¸¢©¸«’ œÏ¸¨¸š¸¸›¸ (j) Specific Provision
œÏ¸£¿¢ž¸ˆÅ ©¸½«¸ Opening balance 2134406.98
¨¸«¸Ä ˆ½Å ™¸¾£¸›¸ ¢ˆÅ¡¸¸ Š¸¡¸¸ œÏ¸¨¸š¸¸›¸ Provision made during the year 840065.13
¤¸Ø½ ‰¸¸÷¸¸ ”¸¥¸›¸¸ (ˆÅ’¸¾÷¸ú ‡¨¸¿ ¢¨¸¢›¸Ÿ¸¡¸ ‚¿÷¸£) Write off (Deduction &Exch Diff) 478914.77
‚¢š¸ˆÅ œÏ¸¨¸š¸¸›¸ ˆÅ¸ œÏ¢÷¸¥¸½‰¸›¸ Any Other Adjustments 0.00
‚¿¢÷¸Ÿ¸ ©¸½«¸ Closing balance 2495557.34
‡½¬¸½ ¤¸Ø½ ‰¸¸÷¸½ ¸¸½ ¬¸úš¸½ íú ‚¸¡¸ ¢¨¸¨¸£µ¸ œ¸°¸ Ÿ¸½¿ Write-offs that have been booked directly 8637.13
to income statement
©¸¸¢Ÿ¸¥¸ ¢ˆÅ‡ Š¸‡ íÿ
¨¸¬¸»¥¸ú, ¸¸½ ¬¸úš¸½ íú ‚¸¡¸ ¢¨¸¨¸£µ¸ œ¸°¸ Ÿ¸½¿ ©¸¸¢Ÿ¸¥¸ Recoveries that have been booked 17313.66
directly to income statement
ˆÅú Š¸ƒÄ íÿ
(ˆ½Å) ¬¸¸Ÿ¸¸›¡¸ œÏ¸¨¸š¸¸›¸ (k) General Provision
13
¨¸¸¹«¸ÄˆÅ ¹£œ¸¸½’Ä Annual Report
2016-2017
14
¸¸¬¸½¥¸ III ¹œ¸¥¸£ III œÏˆÅ’úˆÅ£µ¸
Basel III Pillar III Disclosures
”ú‡ûÅ 4 À †µ¸ ¸¸½¢‰¸Ÿ¸ À Ÿ¸¸›¸ˆÅúˆ¼Å÷¸ œ¸Ö¢÷¸ ˆ½Å ÷¸í÷¸ œ¸¸½’ÄûŸ½¢¥¸¡¸¸½ í½÷¸º DF 4. Credit Risk : Disclosures for Portfolios Subject to the
Standardized Approach
œÏˆÅ’úˆÅ£µ¸
Ÿ¸¸›¸ˆÅúˆ¼Å÷¸ œ¸Ö¢÷¸ ˆ½Å ÷¸í÷¸ ¤¸ÿˆÅ, ž¸¸£÷¸ú¡¸ ¢£¸¨¸Ä ¤¸ÿˆÅ ׸£¸ ‚›¸ºŸ¸¸½¢™÷¸ ¬¸ž¸ú Under Standardized Approach the bank accepts rating of all RBI
ƒÄ¬¸ú‡‚¸ƒÄ (¤¸¸à¸ †µ¸ Ÿ¸»¥¡¸¸¿ˆÅ›¸ ¬¸¿¬˜¸¸›¸) ¡¸˜¸¸ ¬¸ú‡‚¸£ƒÄ, ¢ÇÅ¢¬¸¥¸, ¢ûŸ (ƒ¿¢”¡¸¸), approved ECAI (External Credit Assessment Institution) namely
CARE, CRISIL, Fitch (India), ICRA, SMERA (SME Rating Agency of
‚¸ƒ¬¸ú‚¸£‡, ¬Ÿ¸½£¸ (‡¬¸‡Ÿ¸ƒÄ £½¢’¿Š¸ ‡¸Ê¬¸ú ‚¸ÁûÅ ƒ¿¢”¡¸¸ ¢¥¸.) ‡¨¸¿ ‹¸£½¥¸» ‡Æ¬¸œ¸¸½¸£
India Ltd.) and Brickwork India Pvt Ltd for domestic credit exposures.
ˆ½Å ¢¥¸‡ ¢¤ÏˆÅ ¨¸ˆÄÅ ƒ¿¢”¡¸¸ œÏ¸. ¢¥¸. ˆÅú ‹¸£½¥¸» †µ¸ ‡Æ¬¸œ¸¸½¸£ í½÷¸º £½¢’¿Š¸ ˆÅ¸½ ¬¨¸úˆÅ¸£ For overseas credit exposures the bank accepts rating of Standard &
ˆÅ£÷¸¸ í¾. ¢¨¸™½©¸ú †µ¸ ‡Æ¬¸œ¸¸½¸£ ˆ½Å ¢¥¸‡ ¤¸ÿˆÅ ¬’½µ””Ä ‡¨¸¿ œ¸»‚£, Ÿ¸»”ú ‡¨¸¿ ¢ûŸ Poor, Moody’s and Fitch.
ˆÅú £½¢’¿Š¸ ¬¨¸úˆÅ¸£ ˆÅ£÷¸¸ í¾. The bank encourages Corporate and Public Sector Entity (PSE)
¤¸ÿˆÅ, ˆÅ¸œ¸¸½Ä£½’ ÷¸˜¸¸ ¬¸¸¨¸Ä¸¢›¸ˆÅ ®¸½°¸ œÏ¢÷¸«“¸›¸ ˆ½Å (œ¸ú‡¬¸ƒÄ) „š¸¸£ˆÅ÷¸¸Ä‚¸Ê ˆÅ¸½ borrowers to solicit credit ratings from ECAI and has used these
ƒÄ¬¸ú‡‚¸ƒÄ ¬¸½ £½¢’¿Š¸ ¥¸½›¸½ ˆÅ¸½ œÏ¸½÷¬¸¸¢í÷¸ ˆÅ£÷¸¸ í¾ ‚¸¾£ ¸í¸Â ˆÅíú¿ ‡½¬¸ú £½¢’¿Š¸ „œ¸¥¸¤š¸ ratings for calculating risk weighted assets wherever such ratings
í¾, ¨¸í¸Â ¸¸½¢‰¸Ÿ¸ œ¸£ ‚¸¦¬÷¸¡¸¸Ê ˆÅú Š¸µ¸›¸¸ ˆ½Å ¢¥¸‡ ƒ›¸ £½¢’¿Š¸¸Ê ˆÅ¸ „œ¸¡¸¸½Š¸ ¢ˆÅ¡¸¸ are available. The exposure amounts after risk mitigation subject to
í¾.¢›¸Ÿ›¸¢¥¸¢‰¸÷¸ ÷¸ú›¸ œÏŸ¸º‰¸ ¸¸½¢‰¸Ÿ¸ ¬¸Ÿ¸»í¸Ê Ÿ¸Ê Ÿ¸¸›¸ˆÅúˆ¼Å÷¸ œ¸Ö¢÷¸ (Ÿ¸»¥¡¸¸¿¢ˆÅ÷¸ ‚¸¾£ Standardized Approach (rated and unrated) in the following three
Š¸¾£ Ÿ¸»¥¡¸¸¿¢ˆÅ÷¸) ˆ½Å ‚›¸º¬¸¸£ ¸¸½¢‰¸Ÿ¸ ˆÅŸ¸ ˆÅ£›¸½ ˆ½Å œ¸ä¸¸÷¸, ¸¸½¢‰¸Ÿ¸ £¸¢©¸ ˆÅ¸ ¤¸ˆÅ¸¡¸¸ major risk buckets are as under:
©¸½«¸ ƒ¬¸ œÏˆÅ¸£ íÿ.
ˆºÅ¥¸ (£¸¢©¸ ` ¥¸¸‰¸¸½¿ Ÿ¸½¿)
¸¸½¢‰¸Ÿ¸ ž¸¸£ ˆÅú ª½µ¸ú Category of Risk Weight TOTAL (Amt in ` Lakhs)
100% ¸¸½¢‰¸Ÿ¸ ž¸¸£ ¬¸½ ˆÅŸ¸ Below 100% risk weight 32,339,508.06
100% ¸¸½¢‰¸Ÿ¸ ž¸¸£ 100% risk weight 16,237,878.55
100% ¸¸½¢‰¸Ÿ¸ ž¸¸£ ¬¸½ ‚¢š¸ˆÅ More than 100 % risk weight 6,505,752.34
¬¸ú‚¸£‡Ÿ¸ ˆÅ’¸¾÷¸ú CRM DEDUCTED 3,355,185.01
ˆºÅ¥¸ ‡Æ¬¸œ¸¸½{¸£ (‡ûÅ ¤¸ú+‡›¸ ‡ûÅ ¤¸ú) Total Exposure ( FB+NFB) 58,438,323.96
”ú‡ûÅ 5.‚¢ŠÏŸ¸ ¸¸½¢‰¸Ÿ¸ ›¡¸»¢›¸ˆÅ£µ¸ À Ÿ¸¸›¸ˆÅúˆ¼Å÷¸ œ¸Ö¢÷¸ ˆÅ¸ œÏˆÅ’úˆÅ£µ¸ DF 5. Credit risk mitigation: Disclosures for Standardized
Approaches
‡. ¤¸ÿˆÅ ‚œ¸›¸½ „š¸¸£ˆÅ÷¸¸Ä‚¸Ê œ¸£ ‡Æ¬¸œ¸¸½¸£ (¢›¸¢š¸ ‚¸š¸¸¢£÷¸ ÷¸˜¸¸ Š¸¾£ ¢›¸¢š¸
‚¸š¸¸¢£÷¸) ˆÅ¸½ ¬¸¿£¢®¸÷¸ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ ¢¨¸¢ž¸››¸ œÏˆÅ¸£ ˆÅú œÏ¢÷¸ž¸»¢÷¸¡¸¸Â (¸¸½ (a) Bank obtains various types of securities (which may also be
termed as collaterals) to secure the exposures (Fund based as
¢ˆÅ ¬¸¿œ¸¸¢æ¸ÄˆÅ ³Åœ¸ Ÿ¸Ê ž¸ú í¸½ ¬¸ˆÅ÷¸ú í¾) œÏ¸œ÷¸ ˆÅ£÷¸½ íÿ. ¤¸ÿˆÅ ›¸½ ž¸¸£÷¸ú¡¸ ¢£{¸¨¸Ä well as Non-Fund based) on its borrowers. Bank has adopted
¤¸ÿˆÅ ˆ½Å ¢™©¸¸-¢›¸™½Ä©¸¸Ê ˆ½Å ‚›¸º¬¸¸£ ˆºÅŽ ‚¢ŠÏŸ¸ ¸¸½¢‰¸Ÿ¸ ›¡¸»›¸ ˆÅ£›¸½ ˆ½Å ¤¸¸£½ reduction of exposure in respect of certain credit risk mitigant,
Ÿ¸Ê ‡Æ¬¸œ¸¸½¸£ Ÿ¸Ê ˆÅŸ¸ú ˆÅú ›¸ú¢÷¸ ˆÅ¸½ ‚œ¸›¸¸¡¸¸ í¾. ¸í¸¿ ˆÅíú¿ ˆÅ¸œ¸¸½Ä£½’ Š¸¸£¿’ú as per RBI guidelines. Wherever corporate guarantee is
‚¢ŠÏŸ¸ ¸¸½¢‰¸Ÿ¸ ›¡¸»›¸ ˆÅ£›¸½ ˆ½Å ³Åœ¸ Ÿ¸Ê „œ¸¥¸¤š¸ í¾, ‚¢ŠÏŸ¸ ¸¸½¢‰¸Ÿ¸ „œ¸¥¸¤š¸ available as credit risk mitigant, the credit risk is transferred to
the guarantor to the extent of guarantee available. Generally
Š¸¸£¿’ú ˆÅú ¬¸úŸ¸¸ ÷¸ˆÅ Š¸¸£¿’ú™¸÷¸¸‚¸Ê ˆÅ¸½ ‚¿÷¸¢£÷¸ ¢ˆÅ¡¸¸ ¸¸÷¸¸ í¾. ¬¸¸Ÿ¸¸›¡¸÷¸À
following types of securities (whether as primary securities or
¢›¸Ÿ›¸¢¥¸¢‰¸÷¸ œÏˆÅ¸£ ˆÅú œÏ¢÷¸ž¸»¢÷¸¡¸¸Â (Ÿ¸º‰¡¸ œÏ¢÷¸ž¸»¢÷¸¡¸¸Â ‚˜¸¨¸¸ ¬¸¿œ¸¸¢æ¸ÄˆÅ collateral securities) are taken:
œÏ¢÷¸ž¸»¢÷¸¡¸¸Â) ¥¸ú ¸¸÷¸ú íÿ. 1. Moveable assets like stocks, moveable machinery etc.
1. ¬’¸ÁˆÅ, ¸¥¸ Ÿ¸©¸ú›¸£ú ƒ÷¡¸¸¢™ ¸¾¬¸ú ¸¥¸ ‚¸¦¬÷¸¡¸¸Â. 2. Immoveable assets like land, building, plant &
2. ž¸»¢Ÿ¸, ¢¤¸¦¥”¿Š¸, œ¥¸¸¿’ ÷¸˜¸¸ Ÿ¸©¸ú›¸£ú ¸¾¬¸ú ‚¸¥¸ ‚¦¬÷¸¡¸¸Â. machinery.
3. ‚›¸ºŸ¸¸½¢™÷¸ ¬¸»¸ú ˆ½Å ‚›¸º¬¸¸£ ©¸½¡¸£ 3. Shares as per approved list
4. ¤¸ÿˆÅ ˆÅú ¬¨¸¸¢š¸ˆ¼Å÷¸ ¸Ÿ¸¸£¸¢©¸¡¸¸Â. 4. Bank’s own deposits
5. £¸«’ïú¡¸ ¤¸¸÷¸ œÏŸ¸¸µ¸œ¸°¸, ¢ˆÅ¬¸¸›¸ ¢¨¸ˆÅ¸¬¸ œ¸°¸, ‡¥¸‚¸ƒ¬¸ú œ¸¸Á¢¥¸¢¬¸¡¸¸Â, 5. NSCs, KVPs, LIC policies, Securities issued by Central
ˆ½Å›Íú¡¸/£¸¡¸ ¬¸£ˆÅ¸£¸Ê ‚¸¢™ ׸£¸ ¸¸£ú ˆÅú Š¸ƒÄ œÏ¢÷¸ž¸»¢÷¸¡¸¸Â ƒ÷¡¸¸¢™ & State Governments etc.
6. †µ¸ œÏ¢÷¸ž¸»¢÷¸¡¸¸¿ - ˆÅ¢÷¸œ¸¡¸ ©¸÷¸¸½ô ˆ½Å ¬¸¸˜¸ ǽŢ”’ £½¢’¿Š¸ ‡¸½›¬¸ú ׸£¸ 6. Debt securities - rated by approved credit rating
agency- with certain conditions
‚›¸ºŸ¸¸½¢™÷¸
7. Debt securities- not rated- issued by a bank- with
7. †µ¸ œÏ¢÷¸ž¸»¢÷¸¡¸¸¿ -£½¢’¿Š¸ ›¸íú¿ ˆÅú Š¸ƒÄ ˆÅ¢÷¸œ¸¡¸ ©¸÷¸¸½ô ˆ½Å ¬¸¸˜¸ ‡ˆÅ ¤¸ÿˆÅ
certain conditions
׸£¸ ¸¸£ú
8. Units of Mutual funds
8. Ÿ¡¸»¸º‚¥¸ û¿Å”¸Ê ˆÅú ¡¸»¢›¸’Ê 9. Cash Margin against Non-fund based facilities
9. Š¸¾£ ¢›¸¢š¸ ‚¸š¸¸¢£÷¸ ¬¸º¢¨¸š¸¸‚¸Ê ˆ½Å œ¸½’½ ›¸ˆÅ™ú Ÿ¸¸¢¸Ä›¸. 10. Gold and Gold Jewelry.
10. ¬¨¸µ¸Ä ‡¨¸¿ ¬¨¸µ¸Ä ‚¸ž¸»«¸µ¸
The bank has well-laid out policy on valuation of securities
¤¸ÿˆÅ ˆ½Å œ¸¸¬¸, ¤¸ÿˆÅ ˆÅ¸½ œÏž¸¸¢£÷¸ œÏ¢÷¸ž¸»¢÷¸¡¸¸Ê ˆ½Å Ÿ¸»¥¡¸¸¿ˆÅ›¸ ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê ¤¸½í÷¸£ charged to the bank.
›¸ú¢÷¸ „œ¸¥¸¤š¸ í¾.
The securities mentioned at Sr. No. 4 to 10 above are
¤¸ÿˆÅ ›¸½ …œ¸£ ÇÅŸ¸ ¬¸¿‰¡¸¸ 4 ¬¸½ 10 œ¸£ „¦¥¥¸¢‰¸÷¸ œÏ¢÷¸ž¸»¢÷¸¡¸¸Ê ˆÅ¸½ †µ¸ recognized as Credit Risk Mitigants for on-balance sheet
¸¸½¢‰¸Ÿ¸ í½÷¸º Ÿ¸¸›¸ˆÅúˆ¼Å÷¸ œ¸Ö¢÷¸ ¤¸¸¬¸½¥¸-II ˆ½Å ‚›÷¸Š¸Ä÷¸ †µ¸ ¸¸½¢‰¸Ÿ¸ ˆÅŸ¸ú ˆ½Å netting under Basel-II standardized approach for credit risk,
ˆÅ¸£ˆÅ ˆ½Å ³Åœ¸ Ÿ¸Ê ¢¥¸¡¸¸ í¾ following Comprehensive Approach of Basel II norms.
15
¨¸¸¹«¸ÄˆÅ ¹£œ¸¸½’Ä Annual Report
2016-2017
¤¸ÿˆÅ ˆ½Å †µ¸ ¸¸½¢‰¸Ÿ¸ ˆ½Å ‡¨¸¸ Ÿ¸Ê Š¸¸£¿’ú™¸÷¸¸‚¸Ê ˆ½Å œÏŸ¸º‰¸ œÏˆÅ¸£ The main types of guarantors against the credit risk of the bank are:
¢›¸Ÿ›¸¸›¸º¬¸¸£ íÿÀ
• Individuals (Personal guarantees)
• ¨¸¾¡¸¢Æ÷¸ˆÅ (¨¡¸¦Æ÷¸Š¸÷¸ Š¸¸£¿¢’¡¸¸¿)
• Corporate/PSEs
• ˆÅ¸œ¸¸½Ä£½’ì¸ / œ¸ú ‡¬¸ ƒÄ
• Central Government
• ˆ½Å›Íú¡¸ ¬¸£ˆÅ¸£
• State Government
• £¸¡¸ ¬¸£ˆÅ¸£
• ƒÄ¬¸ú¸ú¬¸ú • ECGC
• ¬¸ú¸ú’ú‡Ÿ¸‡¬¸ƒÄ • CGTMSE
¬¸ú‚¸£‡Ÿ¸ ¬¸¿œ¸¸¢æ¸ÄˆÅ œÏŸ¸º‰¸÷¸À ¤¸ÿˆÅ ˆÅú ¬¨¸¡¸¿ ˆÅú ¸Ÿ¸¸-£¸¢©¸¡¸¸Ê ˆ½Å œ¸½’½ †µ¸¸Ê CRM collaterals available in Loans Against Bank’s Own Deposit and
Ÿ¸Ê ‚¸¾£ ¬¸£ˆÅ¸£ú œÏ¢÷¸ž¸»¢÷¸¡¸¸Ê, ‡¥¸‚¸ƒÄ¬¸ú œ¸¸Á¢¥¸¢¬¸¡¸¸Ê ˆ½Å œ¸½’½ †µ¸¸Ê Ÿ¸Ê „œ¸¥¸¤š¸ Loans against Government Securities, LIC Policies constitute a major
í¸½÷¸½ íÿ ‚˜¸¸Ä÷¸ ¡¸½ ˆºÅ¥¸ ¬¸ú‚¸£‡Ÿ¸ ˆÅ¸ œÏŸ¸º‰¸ ž¸¸Š¸ í¸½÷¸½ íÿ. percentile of total CRM.
¬¸ú‚¸£‡Ÿ¸ œÏ¢÷¸ž¸»¢÷¸¡¸¸¿, Š¸¾£ ¢›¸¢š¸ ‚¸š¸¸¢£÷¸ ¬¸º¢¨¸š¸¸‚¸Ê ¸¾¬¸½ Š¸¸£¿¢’¡¸¸Ê ‚¸¾£ CRM securities are also taken in non fund based facilities like
†µ¸-œ¸°¸¸Ê Ÿ¸Ê ž¸ú ¥¸ú ¸¸÷¸ú íÿ. Guarantees and Letters of Credit.
¤¸ÿˆÅ ˆ½Å ‡Æ¬¸œ¸¸½¸¬¸Ä ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê ¬¸ú‚¸£‡Ÿ¸ ˆ½Å ³Åœ¸ Ÿ¸Ê „œ¸¥¸¤š¸ œ¸¸°¸
Š¸¸£¿’£¸Ê (¤¸¸¬¸½¥¸ —— ˆ½Å ‚›¸º¬¸¸£) Ÿ¸Ê ˆ½Å›Íú¡¸/£¸¡¸ ¬¸£ˆÅ¸£, ƒÄ¬¸ú¸ú¬¸ú, Eligible guarantors (as per Basel-II) available as CRM in respect of
¬¸ú¸ú’ú‡¬¸‚¸ƒÄ, ˆÅ¸„¿’£ œ¸¸’úÄ ˆÅú ‚œ¸½®¸¸ ˆÅŸ¸ ¸¸½¢‰¸Ÿ¸ ž¸¸£ ¨¸¸¥¸½ ¤¸ÿˆÅ ¨¸ Bank’s exposures are mainly Central/ State Government, ECGC,
œÏ¸˜¸¢Ÿ¸ˆÅ ”ú¥¸£ ÷¸˜¸¸ ‚›¡¸ ¬¸¿¬˜¸¸‡¿ (Ÿ¸º‰¡¸÷¸À œ¸½£Ê’, ‚›¸º«¸¿Š¸ú ÷¸˜¸¸ ¬¸¿¤¸Ö CGTSI, Banks & Primary Dealers with a lower risk weight than the
ˆ¿Åœ¸¢›¸¡¸¸¿) ¢¸›íÊ ‡‡ (-) ¡¸¸ ¤¸½í÷¸£ £½¢’¿Š¸ ™ú Š¸ƒÄ í¾, ©¸¸¢Ÿ¸¥¸ íÿ. counter party AND other entities (mainly parent, subsidiary and
affiliate companies) rated AA(-) or better.
¸ú. œÏ÷¡¸½ˆÅ †µ¸ ¸¸½¢‰¸Ÿ¸ ¬¸¿¢¨¸ž¸¸Š¸ ˆ½Å ¢¥¸‡ ˆºÅ¥¸ ‡Æ¬¸œ¸¸½¸£, ¸¸½ ¢ˆÅ œ¸¸°¸
¢¨¸î¸ú¡¸ ¬¸¿œ¸¸¢æ¸ÄˆÅ ׸£¸ ˆÅ¨¸£ ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾, Ÿ¸¸¢¸Ä›¸ ˆÅ¸½ ¥¸Š¸¸›¸½ ˆ½Å œ¸ä¸¸÷¸ b. For each credit risk portfolio, total exposure that is covered
¢›¸Ÿ›¸¸›¸º¬¸¸£ í¾À by eligible financial collateral, after application of haircut is as
under:
16
¸¸¬¸½¥¸ III ¹œ¸¥¸£ III œÏˆÅ’úˆÅ£µ¸
Basel III Pillar III Disclosures
¬¸ú. ‡Æ¬¸œ¸¸½¸£¸Ê ˆÅ¸ ¢¨¸¨¸£µ¸, ¸¸½ ¢ˆÅ Š¸¸£¿¢’¡¸¸Ê ׸£¸ ˆÅ¨¸£ ¢ˆÅ‡ Š¸‡ íÿ, c. Details of exposures that are covered by Guarantees
(permitted by RBI)
(ž¸¸£÷¸ú¡¸ ¢£{¸¨¸Ä ¤¸ÿˆÅ ׸£¸ ‚›¸ºŸ¸÷¸)
(£¸¢©¸ ` ¥¸¸‰¸¸½¿ Ÿ¸½¿ / Amt in ` Lakhs)
¬¨¸³Åœ¸ ‚¸¢¬÷¸¡¸¸½¿ ˆÅú ”ú‚¸ƒÄ¬¸ú¸ú¬¸ú ¬¸ú¸ú‡ûÅ’ú ƒÄ¬¸ú¸ú¬¸ú ¬¸ú¸ú‡ûÅ’ú‡Ÿ¸‡¬¸ƒÄ ‡‡ ‡µ” ‡ £¸¡¸ ¬¸£ˆÅ¸£ ˆ½Å›Íú¡¸ ¬¸£ˆÅ¸£ ¤¸ÿˆÅ
œÏˆ¼Å¢÷¸ DICGC CGFT ECGC CGTMSE Š¸¸£¿’ú Š¸¸£¿’ú Š¸¸£¿’ú Š¸¸£¿’ú
Nature asset AA & A Gty State govt Central govt Gty by
desc gty gty Banks
ˆöºÅ¥¸ TOTAL 4.30 8292.05 545660.87 0.00 0.00 248135.07 799775.32 121.64
¸ú. ¢™›¸¸¿ˆÅ 31 Ÿ¸¸¸Ä, 2017 ˆÅ¸½ ¤¸ÿˆÅ ˆ½Å œ¸¸¬¸ ‚œ¸›¸ú ‚¸¦¬÷¸¡¸¸Ê ˆÅ¸½ œÏ¢÷¸ž¸»÷¸ ˆÅ£›¸½ b. The Bank does not have any case of its assets securitized as
on 31st March’ 2017
ˆÅ¸ ˆÅ¸½ƒÄ Ÿ¸¸Ÿ¸¥¸¸ ›¸íú¿ í¾.
There is no case of retained exposure in respect of
œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê œÏ¢÷¸š¸¸¢£÷¸ ‡Æ¬¸œ¸¸½¸£ ˆÅ¸ ˆÅ¸½ƒÄ Ÿ¸¸Ÿ¸¥¸¸ ›¸íú¿ í¾. securitization
¤¸ÿˆÅ ׸£¸ ‰¸£ú™½ Š¸‡ œÏ¢÷¸ž¸»¢÷¸ˆÅ£µ¸ ‡Æ¬¸œ¸¸½¸£ ˆÅú £¸¢©¸ ¢›¸Ÿ›¸¸›¸º¬¸¸£ í¾À Amount of securitization exposure purchased by the bank is
as under: -
ˆºÅ¥¸/Total ©¸»›¡¸/NIL
17
¨¸¸¹«¸ÄˆÅ ¹£œ¸¸½’Ä Annual Report
2016-2017
¬¸ú. ¤¸ÿˆÅ ˆÅú ¨¸«¸Ä 2016-17 ˆ½Å ™¸¾£¸›¸ ‚œ¸›¸ú ¢ˆÅ¬¸ú ž¸ú Ÿ¸¸›¸ˆÅ ‚¸¦¬÷¸ ˆÅ¸ c. The bank does not presently plan to securities any of its
standard assets during the year 2016-17.
œÏ¢÷¸ž¸»¢÷¸ˆÅ£µ¸ ˆÅ£›¸½ ˆÅú ˆÅ¸½ƒÄ ¡¸¸½¸›¸¸ ›¸íú¿ í¾.
”ú‡ûÅ 7. ¨¡¸¸œ¸¸£ ¤¸íú Ÿ¸Ê ¤¸¸¸¸£ ¸¸½¢‰¸Ÿ¸ DF 7. Market risk in trading book:
¤¸ÿˆÅ ¤¸¸¸¸£ ¸¸½¢‰¸Ÿ¸ ˆÅ¸½ ‡½¬¸ú ¬¸¿ž¸¸¨¡¸ í¸¢›¸ Ÿ¸Ê ¨¸Š¸úĈ¼Å÷¸ ˆÅ£÷¸¸ í¾ ¸¸½ ¤¸¸¸¸£ Ÿ¸»¥¡¸¸Ê Ÿ¸Ê The Bank defines market risk as potential loss that the Bank may
œÏ¢÷¸ˆ»Å¥¸ œ¸¢£¦¬˜¸¢÷¸¡¸¸Ê ˆ½Å ˆÅ¸£µ¸ í¸½ ¬¸ˆÅ÷¸ú í¾. ¨¡¸¸œ¸¸£ ¤¸íú Ÿ¸Ê ¤¸¸¸¸£ ¸¸½¢‰¸Ÿ¸ ˆ½Å ÷¸í÷¸ incur due to adverse developments in market prices. The following
risks are managed under Market Risk in trading book:
¢›¸Ÿ›¸¢¥¸¢‰¸÷¸ ¸¸½¢‰¸Ÿ¸ ˆÅ¸ œÏ¤¸¿š¸›¸ ¢ˆÅ¡¸¸ ¸¸÷¸¸ íÿÀ
• ¤¡¸¸¸ ™£ ¸¸½¢‰¸Ÿ¸ • Interest Rate Risk
• ˆÅ£Ê¬¸ú ¸¸½¢‰¸Ÿ¸ • Currency Risk
• Ÿ¸»¥¡¸ ¸¸½¢‰¸Ÿ¸ • Price risk
¸¸½¢‰¸Ÿ¸ œÏ¤¸¿š¸›¸ ˆ½Å ¢¥¸‡ ¤¸ÿˆÅ ˆ½Å ¢›¸™½©¸ˆÅ Ÿ¸¿”¥¸ ›¸½ ¢¨¸¢ž¸››¸ ¬¸úŸ¸¸‡¿ ¢›¸š¸¸Ä¢£÷¸ ˆÅú To manage risk, Bank’s Board has laid down various limits such
íÿ ¸¾¬¸½ ¬¸ˆÅ¥¸ ¢›¸œ¸’¸›¸ ¬¸úŸ¸¸‡¿, í¸¢›¸£¸½š¸ˆÅ ¬¸úŸ¸¸‡¿, ‚¸¾£ Ÿ¸»¥¡¸ ¸¸½¢‰¸Ÿ¸ ¬¸úŸ¸¸‡¿. as Aggregate Settlement limits, Stop loss limits and Value at Risk
¸¸½¢‰¸Ÿ¸ ¬¸úŸ¸¸‡¿, ‰¸º¥¸ú ¤¸¸¸¸£Š¸÷¸ ¦¬˜¸¢÷¸¡¸¸Ê ¬¸½ „÷œ¸››¸ ¸¸½¢‰¸Ÿ¸¸Ê ˆÅ¸½ ¢›¸¡¸¿¢°¸÷¸ ˆÅ£÷¸ú limits. The risk limits help to check the risks arising from open
market positions. The stop loss limit takes in to account realized and
íÿ. í¸¢›¸£¸½š¸ˆÅ ¬¸úŸ¸¸, ¨¸¬¸»¥¸úˆ¼Å÷¸ ‚¸¾£ ‚¨¸¬¸»¥¸úˆ¼Å÷¸ í¸¢›¸¡¸¸Ê ˆÅ¸½ š¡¸¸›¸ Ÿ¸Ê ¥¸½÷¸ú í¾. unrealized losses.
¤¸ÿˆÅ ›¸½ ž¸¸£÷¸ú¡¸ ¢£¸¨¸Ä ¤¸ÿˆÅ ˆ½Å ¢™©¸¸-¢›¸™½Ä©¸¸Ê ˆ½Å ‚›¸º¬¸¸£ ¨¡¸¨¸¬¸¸¡¸ ¬¸¿¢¨¸ž¸¸Š¸ œ¸£ ¤¸¸¸¸£ Bank has put in place a proper system for calculating capital charge
¸¸½¢‰¸Ÿ¸ ¬¸½ ¬¸¿¤¸¿¢š¸÷¸ œ¸»¿¸ú œÏž¸¸£ ˆÅú Š¸µ¸›¸¸ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ ‡ˆÅ ¬¸Ÿ¸º¢¸÷¸ œ¸Ö¢÷¸ ÷¸¾¡¸¸£ on Market Risk on Trading Portfolio as per RBI Guidelines, viz.,
ˆÅú í¾ ¡¸˜¸¸ Ÿ¸¸›¸ˆÅúˆ¼Å÷¸ ‚¨¸¢š¸ œ¸Ö¢÷¸. ƒ¬¸ œÏˆÅ¸£ ‚¸ˆÅ¢¥¸÷¸ œ¸»¿¸ú œÏž¸¸£ ˆÅ¸½ ¸¸½¢‰¸Ÿ¸ Standardized Duration Approach. The capital charge thus calculated
ž¸¸¢£÷¸ ‚¸¦¬÷¸¡¸¸Ê Ÿ¸Ê ³Åœ¸¸¿÷¸¢£÷¸ ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾. †µ¸ ¸¸½¢‰¸Ÿ¸ ˆ½Å ¢¥¸‡ ¬¸ˆÅ¥¸ ¸¸½¢‰¸Ÿ¸ is converted into Risk Weighted Assets. The aggregate Risk Weighted
ž¸¸¢£÷¸ ‚¸¦¬÷¸¡¸¸Ê, ¤¸¸¸¸£ ¸¸½¢‰¸Ÿ¸ ‚¸¾£ œ¸¢£¸¸¥¸›¸ ¸¸½¢‰¸Ÿ¸ ˆÅ¸½ ¤¸¸¬¸½¥¸-III ˆ½Å ‚›÷¸Š¸Ä÷¸ Assets for credit risk, market risk and operational risk are taken into
consideration for calculating the Bank’s CRAR under Basel-III
¤¸ÿˆÅ ˆ½Å ¬¸ú‚¸£‡‚¸£ ¢›¸š¸¸Ä£µ¸ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ ¢í¬¸¸¤¸ Ÿ¸Ê ¢¥¸¡¸¸ ¸¸÷¸¸ í¾.
Risk Weighted Assets and Capital Charge on Market Risk (as per
¢™›¸¸¿ˆÅ 31 Ÿ¸¸¸Ä 2017 ˆÅ¸½ ¤¸¸¸¸£ ¸¸½¢‰¸Ÿ¸ (Ÿ¸¸›¸ˆÅúˆ¼Å÷¸ ‚¨¸¢š¸ œ¸Ö¢÷¸ ˆ½Å ‚›¸º¬¸¸£) Standardized Duration Approach) as on 31st March 2017 are as
¬¸¿¤¸¿š¸ú œ¸»¿¸ú œÏž¸¸£ ÷¸˜¸¸ ¸¸½¢‰¸Ÿ¸ ¨¸¸¥¸ú ‚¸¦¬÷¸¡¸¸¿ ¢›¸Ÿ›¸¸›¸º¬¸¸£ íÿ. under:
18
¸¸¬¸½¥¸ III ¹œ¸¥¸£ III œÏˆÅ’úˆÅ£µ¸
Basel III Pillar III Disclosures
(ii) ƒ¦Æ¨¸’ú ˆÅ¸ ‚¸¢˜¸ÄˆÅ Ÿ¸»¥¡¸ (‚¨¸¢š¸ ‚›÷¸£ ¢¨¸©¥¸½«¸µ¸) (™ú‹¸¸Ä¨¸¢š¸) (ii) Economic Value of Equity (Duration Gap Analysis) (Long
term)
¡¸í ˆÅ¸¡¸Ä ‚¸¦¬÷¸¡¸¸Ê ‡¨¸¿ ™½¡¸÷¸¸‚¸Ê ˆÅú ¬¸¿©¸¸½¢š¸÷¸ ‚¨¸¢š¸ ˆÅú Š¸µ¸›¸¸ ˆÅ£ˆ½Å ¢ˆÅ¡¸¸
Modified duration of assets and liabilities is computed
¸¸÷¸¸ í¾ ÷¸¸¢ˆÅ ƒ¦Æ¨¸’ú ˆÅú ¬¸¿©¸¸½¢š¸÷¸ ‚¨¸¢š¸ ˆÅ¸ ¢›¸š¸¸Ä£µ¸ ¢ˆÅ¡¸¸ ¸¸ ¬¸ˆ½Å.
separately to finally arrive at the modified duration of equity.
• ƒ¬¸ œ¸Ö¢÷¸ ˆÅ¸½ ‚¸¡¸ Ÿ¸Ê ¢™‡ œ¸¢£¨¸÷¸Ä›¸ í½÷¸º ‚¸¡¸ £½‰¸¸ Ÿ¸Ê ¬¸Ÿ¸¸›÷¸£
• This approach assumes parallel shift in the yield curve
¢©¸É’ Ÿ¸¸›¸¸ ¸¸÷¸¸ í¾. for a given change in the yield.
• ƒ¦Æ¨¸’ú ˆ½Å ‚¸¢˜¸ÄˆÅ Ÿ¸»¥¡¸ œ¸£ œÏž¸¸¨¸ ˆÅ¸½ ¸¾¬¸¸ ž¸¸£÷¸ú¡¸ ¢£{¸¨¸Ä ¤¸ÿˆÅ ›¸½ • Impact on the Economic Value of Equity is also
¢¨¸©¥¸½¢«¸÷¸ ¢ˆÅ¡¸¸ í¾, ¢›¸¡¸¢Ÿ¸÷¸ ‚¿÷¸£¸¥¸¸Ê œ¸£ 200 ‚¸š¸¸£ ‚¿ˆÅú¡¸ ™£ analyzed for a 200 bps rate shock as required by RBI.
í½÷¸º ¢¨¸©¥¸½¢«¸÷¸ ¢ˆÅ¡¸¸ ¸¸÷¸¸ í¾. • Market linked yields for respective maturities are used
• ¬¸¿¤¸¿¢š¸÷¸ œ¸¢£œ¸Æ¨¸÷¸¸ ˆ½Å ¢¥¸‡ ¤¸¸¸¸£ ¬¸í¤¸Ö ‚¸¡¸ ˆÅ¸½ ¬¸¿©¸¸½¢š¸÷¸ in the calculation of the Modified Duration.
‚¨¸¢š¸ ˆÅú Š¸µ¸›¸¸ Ÿ¸Ê œÏ¡¸ºÆ÷¸ ¢ˆÅ¡¸¸ ¸¸÷¸¸ í¾. The analysis of bank’s Interest Rate Risk in Banking Book
¤¸ÿ¢ˆ¿ÅŠ¸ ¤¸¢í¡¸¸Ê Ÿ¸Ê ¤¸ÿˆÅ ˆ½Å ¤¡¸¸¸ ™£ ¸¸½¢‰¸Ÿ¸ ˆÅ¸ ¢¨¸©¥¸½«¸µ¸ ™¸½›¸¸Ê ‹¸£½¥¸» ÷¸˜¸¸ (IRRBB) is done for both Domestic as well as Overseas
¢¨¸™½©¸ú œ¸¢£¸¸¥¸›¸¸Ê ˆ½Å ¢¥¸‡ ¢ˆÅ¡¸¸ ¸¸÷¸¸ í¾. ‹¸£½¥¸» œ¸¢£¸¸¥¸›¸¸Ê ˆ½Å ¢¥¸‡ ƒ¦Æ¨¸’ú Operations. The Economic value of equity for Domestic
Operations is measured and monitored on a quarterly basis.
ˆ½Å ‚¸¢˜¸ÄˆÅ Ÿ¸»¥¡¸ ˆÅ¸ ‚¸ˆÅ¥¸›¸ ÷¸˜¸¸ ¢›¸Š¸£¸›¸ú ¢÷¸Ÿ¸¸íú ‚¸š¸¸£ œ¸£ ˆÅú ¸¸÷¸ú í¾.
b. The increase (decline) in earnings and economic value for
¸ú. ‚¸Ä›¸ Ÿ¸½¿ ¨¸¼¢Ö / ˆÅŸ¸ú ÷¸˜¸¸ ¤¡¸¸¸ ™£¸½¿ Ÿ¸½¿ œ¸¢£¨¸÷¸Ä›¸ í½÷¸º ‚¸¢˜¸ÄˆÅ Ÿ¸»¥¡¸
change in interest rate shocks are as under:-
¢›¸Ÿ›¸¸›¸º¬¸¸£ íÿÀ
(i) Earning at Risk: The following table sets forth the impact on
(i) ¸¸½¢‰¸Ÿ¸ œ¸£ ‚¸Ä›¸À ¤¡¸¸¸ ™£¸Ê Ÿ¸Ê 200 ¤¸½¢¬¸¬¸ œ¨¸¸Áƒô’ì¸ ˆÅú ¨¸¼¢Ö ˆ½Å ˆÅ¸£µ¸ the net interest income of changes in interest rates on interest
‡ˆÅ ¨¸«¸Ä ÷¸ˆÅ ˆÅú ‚¨¸¢š¸ ˆ½Å ¢¥¸‡ ¢™›¸¸¿ˆÅ 31 Ÿ¸¸¸Ä 2017 ˆÅ¸½ ¤¡¸¸¸ ˆÅú sensitive positions as on 31st March 2017, for a period of one
¬¸¿¨¸½™›¸©¸ú¥¸ ¦¬˜¸¢÷¸ ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸½ ¤¡¸¸¸ ™£¸Ê Ÿ¸Ê íº‡ œ¸¢£¨¸÷¸Ä›¸ ˆÅú ©¸ºÖ ¤¡¸¸¸ year due to 200 basis point upward movement in the interest
‚¸¡¸ œ¸£ œÏž¸¸¨¸ ˆÅ¸½ ¢›¸Ÿ›¸ ¬¸¸£µ¸ú Ÿ¸Ê ¢™¡¸¸ Š¸¡¸¸ í¾ À rate:
ii) ‚¸¢˜¸ÄˆÅ Ÿ¸»¥¡¸À 31 Ÿ¸¸¸Ä 2017 ˆÅ¸½ ¤¡¸¸¸ ™£¸Ê ˆÅú ¬¸¿¨¸½™›¸©¸ú¥¸ ¦¬˜¸¢÷¸ ˆ½Å ¬¸¿¤¸¿š¸ (ii) Economic Value: The following table sets forth the impact
Ÿ¸Ê ¤¡¸¸¸ ™£¸Ê Ÿ¸Ê íº‡ œ¸¢£¨¸÷¸Ä›¸ ˆÅ¸ ƒ¦Æ¨¸’ú ˆ½Å ‚¸¢˜¸ÄˆÅ Ÿ¸»¥¡¸ œ¸£ œÏž¸¸¨¸ ¢›¸Ÿ›¸ on economic value of equity of changes in interest rates on
interest sensitive positions at 31st March 2017,
¬¸¸£µ¸ú Ÿ¸Ê ¢™¡¸¸ Š¸¡¸¸ í¾
(£¸¢©¸ ` ¥¸¸‰¸¸½¿ Ÿ¸½¿ / Amt in ` Lakhs)
Ÿ¸ºÍ¸ Currency ¤¡¸¸¸ ™£¸Ê Ÿ¸Ê 200 ¤¸½¢¬¸¬¸ œ¨¸¸Áƒô’ì¸ ˆÅú ¨¸¼¢Ö ˆ½Å ˆÅ¸£µ¸ ƒ¦Æ¨¸’ú ˆ½Å ¤¸¸¸¸£ Ÿ¸»¥¡¸ Ÿ¸Ê
œ¸¢£¨¸÷¸Ä›¸
Change in Market Value of Equity due to 200 basis point upward
movement in interest rate.
19
¨¸¸¹«¸ÄˆÅ ¹£œ¸¸½’Ä Annual Report
2016-2017
”ú‡ûÅ 10. œÏ¢÷¸œ¸®¸ú †µ¸ ¸¸½¢‰¸Ÿ¸ ¬¸½ ¬¸¿¤¸¿¢š¸÷¸ ‡Æ¬¸œ¸¸½¸£¸Ê ˆ½Å ¢¥¸‡ ¬¸¸Ÿ¸¸›¡¸ DF 10. General Disclosures for Exposures Related to
Counterparty Credit Risk
œÏˆÅ’úˆÅ£µ¸
(‡) œÏ¢÷¸œ¸®¸ú †µ¸ ¸¸½¢‰¸Ÿ¸ „¬¸½ ˆÅí¸ ¸¸÷¸¸ í¾ ¢¸¬¸Ÿ¸Ê œÏ¢÷¸œ¸®¸ú ›¸ˆÅ™ú œÏ¨¸¸í ˆ½Å (a) Counterparty Credit Risk is defined as the risk that the
ûŸƒ›¸¥¸ ¢›¸œ¸’¸›¸ ¬¸½ œ¸í¥¸½ ‚œ¸›¸¸ ¬¸¿¨¡¸¨¸í¸£ œ¸»£¸ ˆÅ£ ¥¸½÷¸¸ í¾. ¡¸í ”½£ú¨¸½¢’¨¸ ÷¸˜¸¸ counterparty to a transaction could default before the final settlement
of the transaction’s cash flows and is the primary source of risk for
œÏ¢÷¸ž¸»¢÷¸ ¢¨¸î¸œ¸¸½«¸µ¸ ¬¸¿¨¡¸¨¸í¸£ ˆ½Å ¢¥¸‡ ¸¸½¢‰¸Ÿ¸ ˆÅ¸ œÏŸ¸º‰¸ 踸½÷¸ í¾. ƒ¬¸ú œÏˆÅ¸£ ¥¸¸½›¸ derivatives and securities financing transactions. Unlike a Bank’s
ˆ½Å Ÿ¸¸š¡¸Ÿ¸ ¬¸½ †µ¸ ¸¸½¢‰¸Ÿ¸ ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê ¤¸ÿˆÅ ˆÅ¸ ‡Æ¬¸œ¸¸½¸£ ˆ½Å ¬¸Ÿ¸¸›¸ íú ¸í¸¿ †µ¸ exposure to credit risk through a loan, where the exposure to credit
¸¸½¢‰¸Ÿ¸ ¬¸¿¤¸¿š¸ú ‡Æ¬¸œ¸¸½¸£ ‡ˆÅ œ¸®¸ú¡¸ í¾ ‚¸¾£ ƒ¬¸Ÿ¸Ê „š¸¸£ ™½›¸½ ¨¸¸¥¸¸ ¤¸ÿˆÅ í¸¢›¸- risk is unilateral and only the lending bank faces the risk of loss, the
¸¸½¢‰¸Ÿ¸ ˆÅ¸ ¬¸¸Ÿ¸›¸¸ ˆÅ£÷¸¸ í¾, œÏ¢÷¸œ¸®¸ú †µ¸ ¸¸½¢‰¸Ÿ¸ ¢×œ¸®¸ú¡¸ í¾ ‚˜¸¸Ä÷¸ ¬¸¿¨¡¸¨¸í¸£ counterparty credit risk is bilateral in nature i.e. the market value of the
ˆÅ¸ ¤¸¸¸¸£ Ÿ¸»¥¡¸ œÏ¢÷¸œ¸®¸ú ¬¸¿¨¡¸¨¸í¸£ ¬¸½ ƒ÷¸£ œ¸¸Á¸ú¢’¨¸ ¡¸¸ ¢›¸Š¸½¢’¨¸ í¸½ ¬¸ˆÅ÷¸¸ í¾ ‚¸¾£ transaction can be positive or negative to either counterparty to the
transaction and varying over time with the movement of underlying
¤¸¸¸¸£ ‹¸’ˆÅ¸Ê ˆ½Å ¬¸¿¸¥¸›¸ ˆ½Å ¬¸¸˜¸ íú ¢ž¸››¸ í¸½ ¬¸ˆÅ÷¸¸ í¾.
market factors.
¸»ˆÅ ˆ½Å ¬¸Ÿ¸¡¸ ¡¸¢™ ¬¸¿¨¡¸¨¸í¸£ ¡¸¸ œÏ¢÷¸œ¸®¸ú ˆ½Å ¬¸¸˜¸ ¬¸¿¨¡¸¨¸í¸£ œ¸¸½’ÄûŸ½¢¥¸¡¸¸Ê Ÿ¸Ê
An economic loss would occur if the transactions or portfolio of
¬¸ˆÅ¸£¸÷Ÿ¸ˆÅ ‚¸¢˜¸ÄˆÅ Ÿ¸»¥¡¸ œ¸¢£¥¸¢®¸÷¸ í¸½÷¸½ íÿ ÷¸¸½ ‚¸¢˜¸ÄˆÅ í¸¢›¸ „“¸›¸ú œ¸”õ ¬¸ˆÅ÷¸ú íÿ. transactions with the counterparty has a positive economic value at
¤¸ÿˆÅ ‚œ¸›¸½ ŠÏ¸íˆÅ¸Ê ˆÅ¸½ ”½£ú¨¸½¢’¨¸ „÷œ¸¸™¸Ê ˆ½Å ¬¸Ÿ¸¸›¸ íú ¤¸íº÷¸ ¬¸½ „÷œ¸¸™ ‚¸ÁûÅ£ ˆÅ£÷¸¸ the time of default.
í¾ ÷¸¸¢ˆÅ ¨¸½ ¤¡¸¸¸ ™£ ÷¸˜¸¸ Ÿ¸ºÍ¸ ¬¸¿¤¸¿š¸ú ‚œ¸›¸ú ‡Æ¬¸œ¸¸½¸£ ˆ½Å ¬¸¸˜¸ ¥¸½›¸-™½›¸ ˆÅ£ ¬¸ˆÊÅ Bank offers many products like derivative products to customers
‚¸¾£ ”½£ú¨¸½¢’¨¸ ˆ½Å ¢¥¸‡ œÏ¸¢¥¸÷¸ ¤¸¸¸¸£ Ÿ¸»¥¡¸ ¬¸½ ‚¢š¸ˆÅ Ÿ¸¸¢¸Ä›¸ ‚¢¸Ä÷¸ ˆÅ£ ¬¸ˆÊÅ. to enable them to deal with their exposures to interest rate and
¬¸ž¸ú ‚¸½¨¸£ ™ ˆÅ¸„¿’£ ”½£ú¨¸½¢’¨¸ œÏ¢÷¸œ¸®¸ú †µ¸ ¸¸½¢‰¸Ÿ¸ ˆÅú ‚¸½£ ¥¸½ ¸¸÷¸½ íÿ, ¢¸›íÊ currencies and to earn a margin over the ruling market price for
the derivative. All over-the-counter derivative leads to counterparty
¢›¸¡¸¢Ÿ¸÷¸ ‚¿÷¸£¸¥¸ œ¸£ ¤¸ÿˆÅ Ÿ¸¸Á›¸ú’£ ˆÅ£÷¸¸ í¾. ƒ›¸ ¬¸¿¨¡¸¨¸í¸£¸Ê ˆ½Å ¢¥¸‡ Ÿ¸¸¢¸Ä›¸ †µ¸
credit exposures which bank monitors on a regular basis. The margin
¸¸½¢‰¸Ÿ¸ ˆÅú Š¸ºµ¸¨¸î¸¸ ‚¸¾£ Ÿ¸¸°¸¸ ¬¸¸˜¸ íú ƒ¦Æ¨¸’ú œ¸£ ¨¸¸¿¢Ž÷¸ œÏ¢÷¸ ¥¸¸ž¸ ˆÅ¸½ ¢í¬¸¸¤¸ loaded for these transactions also take into account of the quality
Ÿ¸Ê ¢¥¸¡¸¸ ¸¸÷¸¸ í¾. and quantity of the credit risk, and the desired return on equity.
¤¸ÿˆÅ ˆÅ¸ œÏ¢÷¸œ¸®¸ú †µ¸ ¸¸½¢‰¸Ÿ¸, œÏ¢÷¸œ¸®¸ú †µ¸ ¸¸½¢‰¸Ÿ¸ œ¸¸Á¢¥¸¬¸ú ˆ½Å ‚¿÷¸Š¸Ä÷¸ ˆÅ¨¸£ The Banks exposure to counterparty credit Risk is covered under its
¢ˆÅ¡¸¸ ¸¸÷¸¸ í¾. ¤¸ÿˆÅ ¢ˆÅ¬¸ú œ¸¸’úÄ ˆÅ¸½ ”½£ú¨¸½¢’¨¸ „÷œ¸¸™ ™½›¸½ ¬¸½ œ¸í¥¸½ ¬¸º¢›¸¢ä¸÷¸ ˆÅ£÷¸¸ Counterparty Credit Risk Policy. Banks ensures all the due diligence
í¾ ¢ˆÅ ¬¸ž¸ú Š¸ºµ¸¨¸î¸¸‚¸Ê - ‚˜¸¸Ä÷¸ ˆ½Å¨¸¸ƒÄ¬¸ú Ÿ¸¸›¸™¿”¸Ê, ¬¸¿÷¸º¦«’œ¸»µ¸Ä ¬¸¿¨¡¸¨¸í¸£¸Ê, œ¸¸’úÄ ˆÅú are to be adhered to viz. KYC norms, satisfactory dealing, credit
worthiness of the party before extending any derivative products to
†µ¸ œ¸¸°¸÷¸¸ ˆÅ¸ œ¸¸¥¸›¸ ¢ˆÅ¡¸¸ ¸¸‡ ‚¸¾£ ¢ûÅ£ ÷¸™Ã›¸º¬¸¸£ ¬¸¿¨¡¸¨¸í¸£ Ÿ¸Ê ‚œ¸½¢®¸÷¸ †µ¸
the party and accordingly decides the level of credit risk mitigation
¸¸½¢‰¸Ÿ¸ ˆÅŸ¸ú ˆÅ¸ ¢›¸µ¸Ä¡¸ ˆÅ£÷¸¸ í¾. required in the transaction.
œÏ¢÷¸œ¸®¸ú †µ¸ ¸¸½¢‰¸Ÿ¸ ˆÅ¸½ ˆÅŸ¸ ˆÅ£›¸½ ÷¸˜¸¸ Ÿ¸¸Á›¸ú’£ ˆÅ£›¸½ ˆ½Å ¢¥¸‡, ˆÅ¸œ¸¸½Ä£½’ ˆÅ¸½ ¢™‡ To mitigate and monitor the counter party credit exposure, the
Š¸‡ ©¸½«¸ ”½£ú¨¸½¢’¨¸ ¬¸¿¨¡¸¨¸í¸£¸Ê ˆÅú Ÿ¸¸Á›¸ú’¢£¿Š¸ Ÿ¸¸¢¬¸ˆÅ ‚¸š¸¸£ œ¸£ ˆÅú ¸¸÷¸ú í¾, ‚¸¾£ outstanding derivative transactions to corporate are monitored on a
¤¸ÿˆÅ ˆÅú ¢÷¸Ÿ¸¸íú ‚¸š¸¸£ œ¸£. monthly basis and that to the Banks on quarterly basis.
¸ú. Š¸ºµ¸¸÷Ÿ¸ˆÅ œÏˆÅ’úˆÅ£µ¸ b. Quantitative Disclosures
¤¸ÿˆÅ ¢×œ¸®¸ú¡¸ ¬¸Ÿ¸¸¡¸¸½¸›¸ ˆÅ¸½ Ÿ¸¸›¡¸÷¸¸ œÏ™¸›¸ ›¸íú¿ ˆÅ£÷¸¸ í¾. ”½£ú¨¸½¢’¨¸ The Bank does not recognize bilateral netting. The derivative
‡Æ¬¸œ¸¸½¸£ ˆÅú Š¸µ¸›¸¸ ˆÅ£¿’ ‡Æ¬¸œ¸¸½¸£ Ÿ¸¾˜¸” ˆ½Å ‚¸š¸¸£ œ¸£ ˆÅú ¸¸÷¸ú í¾ exposure is calculated using Current Exposure Method (CEM)
÷¸˜¸¸ 31.03.2017 ˆÅ¸½ ¤¸ˆÅ¸¡¸¸ ©¸½«¸ ›¸ú¸½ ¢™¡¸¸ ¸¸ £í¸ í¾À- and the balance out standing as on 31.03.2017 is given below:
¨¸¸¡¸™¸ ûŸÁ£½Æ¬¸ ¬¸¿¢¨¸™¸ (14 ¢™›¸ ¡¸¸ „¬¸¬¸½ ˆÅŸ¸) Forward forex Contracts(less than or equal to 3530849.63 76044.27
14 days)
¨¸¸¡¸™¸ ûŸÁ£½Æ¬¸ ¬¸¿¢¨¸™¸‡¿¿ (14 ¢™›¸ ¬¸½ ‚¢š¸ˆÅ) Forward forex Contracts(over 14 days) 10150940.22 534826.33
œ¸¸£¬œ¸¢£ˆÅ Ÿ¸ºÍ¸ ¤¡¸¸¸ ™£ ˆÅú ‚™¥¸¸ - ¤¸™¥¸ú Cross Currency Interest Rate Swap 56682.17 12733.83
‡ˆÅ¥¸ Ÿ¸ºÍ¸ ¤¡¸¸¸ ™£ ˆÅú ‚™¥¸¸ - ¤¸™¥¸ú Single Currency Interest Rate Swap 1461412.73 36363.75
20
¸¸¬¸½¥¸ III ¹œ¸¥¸£ III œÏˆÅ’úˆÅ£µ¸
Basel III Pillar III Disclosures
¤¸¸¬¸½¥¸ III ¬¸¸Ÿ¸¸›¡¸ œÏˆÅ’úˆÅ£µ¸ ›¸Ÿ¸»›¸¸ Basel III Common disclosure template (Transitional Period - April 1
2013 to December 31 2017)
(¬¸¿¢š¸ˆÅ¸¥¸ - 1 ‚œÏ¾¥¸ 2013 ¬¸½ 31 ¢™¬¸¿¤¸£ 2017 ÷¸ˆÅ)
21
¨¸¸¹«¸ÄˆÅ ¹£œ¸¸½’Ä Annual Report
2016-2017
22
¸¸¬¸½¥¸ III ¹œ¸¥¸£ III œÏˆÅ’úˆÅ£µ¸
Basel III Pillar III Disclosures
23
¨¸¸¹«¸ÄˆÅ ¹£œ¸¸½’Ä Annual Report
2016-2017
24
¸¸¬¸½¥¸ III ¹œ¸¥¸£ III œÏˆÅ’úˆÅ£µ¸
Basel III Pillar III Disclosures
25
¨¸¸¹«¸ÄˆÅ ¹£œ¸¸½’Ä Annual Report
2016-2017
58a œ¸»¿¸ú œ¸¡¸¸Äœ÷¸÷¸¸ ˆ½Å ¢¥¸‡ Š¸µ¸›¸¸ ˆÅú Š¸ƒÄ ¢’¡¸£ Tier 2 Capital reconed for Capital 92930.80
Adequacy
2 œ¸»¿¸ú
58b ¢’¡¸£ 2 œ¸»¿¸ú ˆ½Å ³Åœ¸ Ÿ¸Ê Š¸µ¸›¸¸ ˆÅú ¸¸›¸½ Any Excess Additional Tier 1 capital 0.00
to be reckoned as Tier 2 capital
¨¸¸¥¸ú ˆÅ¸½ƒÄ ‚¢÷¸¢£Æ÷¸ ¢’¡¸£ 1 œ¸»¿¸ú
58c œ¸»¿¸ú œ¸¡¸¸Äœ÷¸÷¸¸ ˆ½Å ¢¥¸‡ ¬¨¸úˆÅ¸¡¸Ä ˆºÅ¥¸ ¢’¡¸£ Total Tier 2 Capital admissible for 92930.80
capital adequacy (58a+58b)
2 œ¸»¿¸ú (58‡ + 58¤¸ú)
59 ˆºÅ¥¸ œ¸»¿¸ú (ˆºÅ¥¸ œ¸»¿¸ú = ’ú1 + ’ú2) (45 Total Capital (TC = T1 + T2) 531355.13
(45+58c)
+ 58 ¬¸ú)
60 ˆºÅ¥¸ ¸¸½¢‰¸Ÿ¸ ž¸¸¢£÷¸ ‚¸¦¬÷¸¡¸¸¿ (60‡ + 60¤¸ú Total risk weighted assets (60a + 4150085.34
60b + 60c)
+ 60¬¸ú)
60a ¢¸¬¸Ÿ¸Ê ¬¸½ À ˆºÅ¥¸ †µ¸ ¸¸½¢‰¸Ÿ¸ ž¸¸¢£÷¸ of which: total credit risk weighted 3610067.86
assets
‚¸¦¬÷¸¡¸¸¿
60b ¢¸¬¸Ÿ¸Ê ¬¸½ À ˆºÅ¥¸ ¤¸¸¸¸£ ¸¸½¢‰¸Ÿ¸ ž¸¸¢£÷¸ of which: total market risk weighted 210472.63 100
assets
‚¸¦¬÷¸¡¸¸¿
60c ¢¸¬¸Ÿ¸Ê ¬¸½ À ˆºÅ¥¸ œ¸¢£¸¸¥¸›¸ ¸¸½¢‰¸Ÿ¸ ž¸¸¢£÷¸ of which: total operational risk 329544.86
weighted assets
‚¸¦¬÷¸¡¸¸¿
œ¸»¿¸ú ‚›¸ºœ¸¸÷¸ Capital ratios
61 ¬¸¸Ÿ¸¸›¡¸ ƒ¦Æ¨¸’ú ¢’¡¸£ 1 (¸¸½¢‰¸Ÿ¸ ž¸¸¢£÷¸ Common Equity Tier 1 (as a 9.64
percentage of risk weighted assets)
‚¸¦¬÷¸¡¸¸Ê ˆ½Å œÏ¢÷¸©¸÷¸ ˆ½Å ³Åœ¸ Ÿ¸Ê)
62 ¢’¡¸£ 1 (¸¸½¢‰¸Ÿ¸ ž¸¸¢£÷¸ ‚¸¦¬÷¸¡¸¸Ê ˆ½Å Tier 1 (as a percentage of risk 10.56
weighted assets)
œÏ¢÷¸©¸÷¸ ˆ½Å ³Åœ¸ Ÿ¸Ê)
63 ˆºÅ¥¸ œ¸»¿¸ú (¸¸½¢‰¸Ÿ¸ ž¸¸¢£÷¸ ‚¸¦¬÷¸¡¸¸Ê ˆ½Å Total capital (as a percentage of 12.80
risk weighted assets)
œÏ¢÷¸©¸÷¸ ˆ½Å ³Åœ¸ Ÿ¸Ê)
26
¸¸¬¸½¥¸ III ¹œ¸¥¸£ III œÏˆÅ’úˆÅ£µ¸
Basel III Pillar III Disclosures
27
¨¸¸¹«¸ÄˆÅ ¹£œ¸¸½’Ä Annual Report
2016-2017
77 Ÿ¸¸›¸ˆÅúˆ¼Å÷¸ œ¸Ö¢÷¸ ˆ½Å ‚¿÷¸Š¸Ä÷¸ ¢’¡¸£ 2 Ÿ¸Ê Cap on inclusion of provisions in 45125.85
Tier 2 under standardized approach
œÏ¸¨¸š¸¸›¸¸Ê ˆ½Å ¬¸Ÿ¸¸¨¸½©¸ ˆÅú „¸÷¸Ÿ¸ ¬¸úŸ¸¸
(1.25% of 36100678.63)
(36100678.63 ˆÅ¸ 1.25% )
78 ‚¸¿÷¸¢£ˆÅ £½¢’¿Š¸ ‚¸š¸¸¢£÷¸ œ¸Ö¢÷¸ ˆ½Å ‚š¸ú›¸ Provisions eligible for inclusion NA
in Tier 2 in respect of exposures
‡Æ¬¸œ¸¸½¸£ ˆ½Å ¬¸¤¸¿š¸ Ÿ¸Ê ¢’¡¸£ 2 Ÿ¸Ê ¬¸Ÿ¸¸¨¸½©¸
subject to internal ratings-based
ˆ½Å ¢¥¸‡ œ¸¸°¸ œÏ¸¨¸š¸¸›¸ („¸÷¸Ÿ¸ ¬¸úŸ¸¸ ˆ½Å approach (prior to application of
¥¸¸Š¸» í¸½›¸½ ¬¸½ œ¸»¨¸Ä) cap)
79 ‚¸¿÷¸¢£ˆÅ £½¢’¿Š¸ ‚¸š¸¸¢£÷¸ œ¸Ö¢÷¸ ˆ½Å ‚¿÷¸Š¸Ä÷¸ Cap for inclusion of provisions in
Tier 2 under internal ratings-based NA
¢’¡¸£ 2 Ÿ¸Ê œÏ¸¨¸š¸¸›¸¸Ê ˆ½Å ¬¸Ÿ¸¸¨¸½©¸›¸ ˆ½Å ¢¥¸‡
approach
„¸÷¸Ÿ¸ ¬¸úŸ¸¸
í’¸›¸½ ˆÅú ¨¡¸¨¸¬˜¸¸ ˆ½Å ‚š¸ú›¸ œ¸»¿¸úŠ¸÷¸ Capital instruments subject to
phase-out arrangements (only
¢¥¸‰¸÷¸ (ˆ½Å¨¸¥¸ 31 Ÿ¸¸¸Ä, 2017 ‡¨¸¿ 31
applicable between March 31,
Ÿ¸¸¸Ä, 2022 ˆ½Å ¤¸ú¸ ¥¸¸Š¸») 2017 and March 31, 2022)
80 í’¸›¸½ ˆÅú ¨¡¸¨¸¬˜¸¸ ˆ½Å ‚š¸ú›¸ ¬¸úƒÄ’ú 1 Current cap on CET1 instruments NIL
subject to phase out arrangements
¢¥¸‰¸÷¸¸Ê ˆÅú ¨¸÷¸ÄŸ¸¸›¸ „¸÷¸Ÿ¸ ¬¸úŸ¸¸
81 „¸÷¸Ÿ¸ ¬¸úŸ¸¸ ˆ½Å ˆÅ¸£µ¸ ¬¸úƒÄ’ú 1 Amount excluded from CET1 NIL
due to cap (excess over cap after
¬¸½ ¢›¸ˆÅ¸¥¸ ™ú Š¸ƒÄ £¸¢©¸ (©¸¸½š¸›¸ ÷¸˜¸¸
redemptions and maturities)
œ¸¢£œ¸Æ¨¸÷¸¸‚¸Ê ˆ½Å ¤¸¸™ „¸÷¸Ÿ¸ ¬¸úŸ¸¸ ¬¸½
‚œ¸£ ‚¢÷¸¢£Æ÷¸)
82 í’¸›¸½ ˆÅú ¨¡¸¨¸¬˜¸¸ ˆ½Å ‚š¡¸š¸ú›¸ ‡’ú 1 Current cap on AT1 instruments 9558.50
subject to phase out arrangements
¢¥¸‰¸÷¸¸Ê Ÿ¸Ê ¨¸÷¸ÄŸ¸¸›¸ „¸÷¸Ÿ¸ ¬¸úŸ¸¸
83 „¸÷¸Ÿ¸ ¬¸úŸ¸¸ ˆ½Å ˆÅ¸£µ¸ ‡’ú 1 ¬¸½ ¢›¸ˆÅ¸¥¸ Amount excluded from AT1 due 1911.70
to cap (excess over cap after
™ú Š¸ƒÄ £¸¢©¸ (©¸¸½š¸›¸ ÷¸˜¸¸ œ¸¢£Æ¨¸÷¸¸‚¸Ê ˆ½Å
redemptions and maturities)
¤¸¸™ „¸÷¸Ÿ¸ ¬¸úŸ¸¸ ¬¸½ „œ¸£ ‚¢÷¸¢£Æ÷¸)
84 í’¸›¸½ ˆÅú ¨¡¸¨¸¬˜¸¸ ˆ½Å ‚š¸ú›¸ ’ú 2 ¢¥¸‰¸÷¸¸Ê Current cap on T2 instruments 55227.50
subject to phase out arrangements
œ¸£ ¨¸÷¸ÄŸ¸¸›¸ „¸÷¸Ÿ¸ ¬¸úŸ¸¸
85 „¸÷¸Ÿ¸ ¬¸úŸ¸¸ ˆ½Å ˆÅ¸£µ¸ ’ú 2 ¬¸½ ¢›¸ˆÅ¸¥¸ Amount excluded from T2 due 35227.50
to cap (excess over cap after
™ú Š¸ƒÄ £¸¢©¸ (©¸¸½š¸›¸ ÷¸˜¸¸ œ¸¢£œ¸Æ¨¸÷¸¸‚¸Ê ˆ½Å
redemptions and maturities)
¤¸¸™ „¸÷¸Ÿ¸ ¬¸úŸ¸¸ ¬¸½ „œ¸£ ‚¢÷¸¢£Æ÷¸)
28
¸¸¬¸½¥¸ III ¹œ¸¥¸£ III œÏˆÅ’úˆÅ£µ¸
Basel III Pillar III Disclosures
¬¸¸£µ¸ú ”ú‡ûÅ-12À œ¸»¿¸ú ˆÅ¸ ¬¸¿¡¸¸½¸›¸- ¬¸Ÿ¸¸š¸¸›¸ ‚¸¨¸©¡¸ˆÅ÷¸¸‡¿À Table DF-12: Composition of Capital- Reconciliation
Requirements
¢¸¬¸Ÿ¸Ê ¬¸½ À ¤¸¾ˆÅ¸Ê ¬¸½ ¸Ÿ¸¸£¸¢©¸¡¸¸¿ of which: Deposits from banks 691900.88 0
¢¸¬¸Ÿ¸Ê ¬¸½ À ‚›¡¸ ¸Ÿ¸¸£¸¢©¸¡¸¸¿ (ˆ¼Åœ¸¡¸¸ „¥¥¸½‰¸ of which: Other deposits (pl. specify) 0.00 0
ˆÅ£Ê)
¢¸¬¸Ÿ¸Ê ¬¸½ À ž¸¸£÷¸ Ÿ¸Ê ¦¬˜¸÷¸ ©¸¸‰¸¸‚¸Ê ¬¸½ ¸Ÿ¸¸ of which: Deposit from branches in India 4467071.78
£¸¢©¸¡¸¸¿
¢¸¬¸Ÿ¸Ê ¬¸½ À ž¸¸£÷¸ ¬¸½ ¤¸¸í£ ¦¬˜¸÷¸ ©¸¸‰¸¸‚¸Ê ¬¸½ of which: Deposit from branches outside 1705496.88
India
¸Ÿ¸¸ £¸¢©¸¡¸¸¿
iii „š¸¸£ iii Borrowings 312420.02 0
¢¸¬¸Ÿ¸Ê ¬¸½À‚›¡¸ ¬¸¿¬˜¸¸‚¸Ê ‡¨¸¿ ‡¸Ê¢¬¸¡¸¸Ê ¬¸½ of which: From other institutions & 22225.12 0
agencies
¢¸¬¸Ÿ¸Ê ¬¸½ À ž¸¸£÷¸ ¬¸½ ¤¸¸í£ „š¸¸£ of which: borrowing outside India 161828.74 0
i ž¸¸£÷¸ú¡¸ ¢£¸¨¸Ä ¤¸ÿˆÅ ˆ½Å œ¸¸¬¸ ›¸ˆÅ™ú ‡¨¸¿ ©¸½«¸ i Cash and balances with Reserve Bank of 239151.35 0
India
¤¸¾ˆÅ¸Ê ˆ½Å œ¸¸¬¸ ©¸½«¸ ÷¸˜¸¸ Ÿ¸¸¿Š¸ ‡¨¸¿ ‚¥œ¸ ¬¸»¸›¸¸ œ¸£ Balance with banks and money at call 1301998.65 0
and short notice
™½¡¸ £¸¢©¸
ii ¢›¸¨¸½©¸ À ii Investments: 1407164.33 0
¢¸¬¸Ÿ¸Ê ¬¸½À ‚›¡¸ ‚›¸ºŸ¸¸½¢™÷¸ œÏ¢÷¸ž¸»¢÷¸¡¸¸¿ of which: Other approved securities 24754.98 0
29
¨¸¸¹«¸ÄˆÅ ¹£œ¸¸½’Ä Annual Report
2016-2017
¢¸¬¸Ÿ¸Ê ¬¸½À ¢”¤¸Ê¸£ ‡¨¸¿ ¤¸¸¿” of which: Debentures & Bonds 42893.55 0
¢¸¬¸Ÿ¸Ê ¬¸½À ‚›¸º«¸¿¢Š¸¡¸¸/ ¬¸¿¡¸ºÆ÷¸ „Ô¸Ÿ¸/ ¬¸í¸¡¸ˆÅ of which: Subsidiaries / Joint Ventures / 0.00 0
Associates
ƒˆÅ¸ƒ¡¸¸¿
¢¸¬¸Ÿ¸Ê ¬¸½À ‚›¡¸ (¨¸¸¢µ¸¦¡¸ˆÅ œ¸½œ¸¬¸Ä, Ÿ¡¸º¸º‚¥¸ of which: Others (Commercial Papers, 103249.70 0
Mutual Funds etc.)
û¿Å” ƒ÷¡¸¸¢™)
iii †µ¸ ‡¨¸¿ ‚¢ŠÏŸ¸ iii Loans and advances 3922622.97 0.00
¢¸¬¸Ÿ¸Ê ¬¸½ À ¤¸ÿˆÅ ˆÅ¸½ †µ¸ ‡¨¸¿ ‚¢ŠÏŸ¸ of which: Loans and advances to bank 0
¢¸¬¸Ÿ¸Ê ¬¸½ À ŠÏ¸íˆÅ ˆÅ¸½ †µ¸ ‡¨¸¿ ‚¢ŠÏŸ¸ of which: Loans and advances to 0
customer
¢¸¬¸Ÿ¸Ê ¬¸½À ¬¸¸‰¸ ‡¨¸¿ ‚Ÿ¸»÷¸Ä ‚¸¦¬÷¸¡¸¸¿ of which: Goodwill and intangible assets 0.00 0
¢¸¬¸Ÿ¸Ê ¬¸½À ‚¸¬˜¸¢Š¸÷¸ ˆÅ£ ‚¸¦¬÷¸¡¸¸¿ of which: Deferred tax assets 0.00 0
vii ¥¸¸ž¸ ‡¨¸¿ í¸¢›¸ ‰¸¸÷¸½ Ÿ¸Ê ›¸¸Ÿ¸½ ©¸½«¸ vii Debit balance in Profit & Loss account 0.00 0
¸£µ¸ / Step: 2
(£¸¢©¸ ` ¢Ÿ¸¢¥¸¡¸›¸ Ÿ¸Ê) (Amt ` in Million)
¢¨¸¨¸£µ¸ Particulars ¢¨¸î¸ú¡¸ ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ¬¸¿™ž¸Ä ¬¸¿.
¢¨¸¨¸£¢µ¸¡¸¸Ê ˆ½Å ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ®¸½°¸ Ref. No.
‚›¸º¬¸¸£ ˆ½Å ‚¿÷¸Š¸Ä÷¸
÷¸º¥¸›¸ œ¸°¸ ÷¸º¥¸›¸ œ¸°¸
Balance sheet Balance
as in financial sheet under
statements regulatory
scope of
consolidation
31.03.2017 31.03.2017
¢¸¬¸Ÿ¸Ê ¬¸½À ¬¸úƒÄ’ú1 ˆ½Å ¢¥¸‡ œ¸¸°¸ £¸¢©¸ of which: Amount eligible for 4620.93 0 A
CET1
¢¸¬¸Ÿ¸Ê ¬¸½À ‡’ú1 ˆ½Å ¢¥¸‡ œ¸¸°¸ £¸¢©¸ of which: Amount eligible for 0.00 0
AT1
30
¸¸¬¸½¥¸ III ¹œ¸¥¸£ III œÏˆÅ’úˆÅ£µ¸
Basel III Pillar III Disclosures
‚¸ƒÄ.’ú ‚¢š¸¢›¸¡¸Ÿ¸ 1961 ˆÅú š¸¸£¸ Special Reserves u/s 36(i)(viii) 0.00 0
(a) of I.T.Act,1961
36(i)(viii)(‡) ˆ½Å ‚¿÷¸Š¸Ä÷¸ ¢¨¸©¸½«¸
‚¸£¢®¸÷¸
‚¸ƒÄ.’ú ‚¢š¸¢›¸¡¸Ÿ¸ ˆÅú š¸¸£¸ 36 (I) Special Reserve u/s 36(I)(VIII) 47873.05 0 E
of I.T. act
(VIII) ˆ½Å ‚¿÷¸Š¸Ä÷¸ ¢¨¸©¸½«¸ ‚¸£¢®¸÷¸
£¸¸¬¨¸ ÷¸˜¸¸ ‚›¡¸ ‚¸£¢®¸÷¸ Revenue & other reserve 97575.79 0 F
‚›¸º¬¸»¸ú ¤¸ÿˆÅ ¬¸½ Ÿ¸¸¿Š¸ ¸Ÿ¸¸ Schedule Demand Deposit from Bank 21548.61 0
ž¸¸£÷¸ Ÿ¸Ê ¦¬˜¸÷¸ ©¸¸‰¸¸‚¸Ê ¬¸½ ¸Ÿ¸¸ Deposit from branches in India 4467071.78
ž¸¸£÷¸ ¬¸½ ¤¸¸í£ ¦¬˜¸÷¸ ©¸¸‰¸¸‚¸Ê ¬¸½ Deposit from branches outside 1705496.88
India
¸Ÿ¸¸
iii „š¸¸£ iii Borrowings 312420.02 0
‚›¸º¬¸»¸ú ž¸¸.¢£.¤¸ÿ (ž¸¸.¢£.¤¸ÿ. ‚¢š¸¢›¸¡¸Ÿ¸ ˆÅú š¸¸£¸ Schedule RBI (u/s 19 of RBI Act) 0.00 0
19 ˆ½Å ‚¿÷¸Š¸Ä÷¸)
31
¨¸¸¹«¸ÄˆÅ ¹£œ¸¸½’Ä Annual Report
2016-2017
‚›¸º¬¸»¸ú ¢¸¬¸Ÿ¸Ê ¬¸½À ™½¡¸ ¢¤¸¥¸ Schedule of which : Bills Payable 22004.64 0
i ž¸¸£÷¸ú¡¸ ¢£¸¨¸Ä ¤¸ÿˆÅ ˆ½Å œ¸¸¬¸ ›¸ˆÅ™ú i Cash and balances with 239151.35 0
Reserve Bank of India
‡¨¸¿ ©¸½«¸
¤¸¾ˆÅ¸Ê ˆ½Å œ¸¸¬¸ ©¸½«¸ ÷¸˜¸¸ Ÿ¸¸¿Š¸ ‡¨¸¿ ‚¥œ¸ Balance with banks and money 1301998.65 0
at call and short notice
¬¸»¸›¸¸ œ¸£ ™½¡¸ £¸¢©¸
ii ¢›¸¨¸½©¸ ii Investments 1407164.33 0
‚›¸º«¸¿¢Š¸¡¸¸ ‚¸¾£/ ‚˜¸¨¸¸ ¬¸¿¡¸ºÆ÷¸ „Ô¸Ÿ¸ Subsidiaries and/or JVs India & 11708.10 0 R
ABOROAD
ž¸¸£÷¸ ‡¨¸¿ ¢¨¸™½©¸ Ÿ¸½¿
‚›¡¸ ¢›¸¨¸½©¸ Other investments 91541.60 0 S
32
¸¸¬¸½¥¸ III ¹œ¸¥¸£ III œÏˆÅ’úˆÅ£µ¸
Basel III Pillar III Disclosures
‚›¸º¬¸»¸ú ¢¸¬¸Ÿ¸Ê ¬¸½À ¬¸¸‰¸ ‡¨¸¿ ‚Ÿ¸»÷¸Ä ‚¸¦¬÷¸¡¸¸¿ Schedule of which: Goodwill and 0.00 0 L
intangible assets
vii ¥¸¸ž¸ í¸¢›¸ ‰¸¸÷¸½ Ÿ¸Ê ›¸¸Ÿ¸½ ©¸½«¸ vii Debit balance in Profit & Loss 0.00 0
account
¬¸¸£µ¸ú ”ú‡ûÅ - 13 À ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ œ¸»¿¸úŠ¸÷¸ ¢¥¸‰¸÷¸¸Ê ˆ½Å Ÿ¸º‰¡¸ ¢¨¸©¸½«¸÷¸¸‡¿À Table DF -13 Main Features of Regulatory Capital Instruments:
Disclosures pertaining to debt capital instruments and the terms
†µ¸ œ¸»¿¸ú ¢¥¸‰¸÷¸¸Ê ¬¸¿¤¸¿š¸ú œÏˆÅ’úˆÅ£µ¸ ÷¸˜¸¸ †µ¸ œ¸»¿¸ú ¢¥¸‰¸÷¸¸Ê ˆÅú ¢›¸¡¸Ÿ¸ ‡¨¸¿ ©¸÷¸½ô and conditions of debt capital instruments have been disclosed
ˆÅ¸½ ‚¥¸Š¸ ¬¸½ œÏˆÅ’ ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾. œÏˆÅ’úˆÅ£µ¸ Ÿ¸Ê ¸¸›¸½ ˆ½Å ¢¥¸‡ ¡¸í¸¿ ¦Æ¥¸ˆÅ ˆÅ£Ê. separately. Click here to access the disclosures.
Table DF-14: Full Terms and Conditions of Regulatory Capital
¬¸¸£µ¸ú ”ú‡ûÅ - 14 À ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ œ¸»¿¸úŠ¸÷¸ ¢¥¸‰¸÷¸¸Ê ˆ½Å ¬¸ž¸ú ¢›¸¡¸Ÿ¸ ‡¨¸¿ ©¸÷¸½ôÀ Instruments
œ¸»¿¸úŠ¸÷¸ ¢¥¸‰¸÷¸¸Ê ˆÅ¸ ¢¨¸¨¸£µ¸ ‚¥¸Š¸ ¬¸½ ™©¸¸Ä¡¸¸ Š¸¡¸¸ í¾. œ¸»¿¸úŠ¸÷¸ ¢¥¸‰¸÷¸¸Ê ˆÅú ¢›¸¡¸Ÿ¸ ‡¨¸¿ The details of Capital instruments are separately disclosed. Click
the related links to view the terms and conditions of the capital
©¸÷¸¸½ô ˆÅ¸½ ™½‰¸›¸½ ˆ½Å ¢¥¸‡ ¬¸¿¤¸¿¢š¸÷¸ ¢¥¸¿ˆÅ œ¸£ ¦Æ¥¸ˆÅ ˆÅ£Ê.
instruments.
33
¨¸¸¹«¸ÄˆÅ ¹£œ¸¸½’Ä Annual Report
2016-2017
¬¸¸£µ¸ú ”ú‡ûÅ - 15 À œ¸¸¢£ª¢Ÿ¸ˆÅ ˆ½Å ¢¥¸‡ œÏˆÅ’úˆÅ£µ¸ ‚¸¨¸©¡¸ˆÅ÷¸¸‡¿ Table DF-15: Disclosure Requirements for Remuneration
¸»¿¢ˆÅ ¤¸ÿˆÅ ‚¸ÁûöÅ ¤¸”õ¸¾™¸ ‡ˆÅ ¬¸¸¨¸Ä¸¢›¸ˆÅ ®¸½°¸ ˆÅ¸ ¤¸ÿˆÅ í¾, ž¸¸£÷¸ú¡¸ ¢£{¸¨¸Ä ¤¸ÿˆÅ ˆ½Å As Bank of Baroda is a Public Sector bank Table DF -15 is not applicable
to us as per Circular No DBOD.NO.BC.72/29.67.001/2001-12 dated
œ¸¢£œ¸°¸ ¬¸¿. ”ú¤¸ú‚¸½”ú.‡›¸‚¸½.¤¸ú¬¸ú.72 / 29.67.001/2001-12 ¢™›¸¸¿ˆÅ 13 ¸›¸¨¸£ú,
January 13, 2012 of the Reserve Bank of India.
2012 ˆ½Å ‚›¸º¬¸¸£ ÷¸¸¢¥¸ˆÅ¸ ”ú‡ûÅ - 15 ퟸ¸£½ …œ¸£ ¥¸¸Š¸» ›¸íú¿ í¾.
Table DF-16: Equities- Disclosure for Banking Book Positions
¬¸¸£µ¸ú ”ú‡ûÅ - 16 ƒ¦Æ¨¸’úÀ ¤¸ÿ¢ˆ¿ÅŠ¸ ¤¸íú ¦¬˜¸¢÷¸ ˆÅ¸ œÏˆÅ’úˆÅ£µ¸
The general qualitative disclosure (Para 2.1 of this annex) with
ƒ¦Æ¨¸’ú ¸¸½¢‰¸Ÿ¸ ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê ¬¸¸Ÿ¸¸›¡¸ Š¸ºµ¸¸÷Ÿ¸ˆÅ œÏˆÅ’úˆÅ£µ¸ (ƒ¬¸ ‚›¸º¥¸Š›¸ˆÅ ˆÅ¸ œ¸¾£¸
respect to equity risk, including:
2.1) ¢¸¬¸Ÿ¸½¿ ©¸¸¢Ÿ¸¥¸ íÿÀ
All equity HTM investments are in Foreign and Indian Subsidiaries,
¢¨¸™½©¸ú ‡¨¸¿ ž¸¸£÷¸ú¡¸ ‚›¸º«¸¿¢Š¸¡¸¸Ê, ¬¸¿¡¸ºÆ÷¸ „Ô¸Ÿ¸¸Ê ‚¸¾£ ®¸½°¸ú¡¸ ŠÏ¸Ÿ¸úµ¸ ¤¸ÿˆÅ¸Ê Ÿ¸Ê ¬¸ž¸ú
JVs and RRBs. These are of Strategic in nature.
ƒ¦Æ¨¸’ú ‡¸’úŸ¸ ¢›¸¨¸½©¸ ¡¸½ ›¸ú¢÷¸œ¸£ˆÅ œÏˆ¼Å¢÷¸ ˆ½Å íÿ.
Valuation methodology of HTM
‡¸’ú‡Ÿ¸ Ÿ¸»¥¡¸¸¿ˆÅ›¸ œ¸Ö¢÷¸
Investments classified under Held to Maturity category need not be
œ¸¢£œ¸Æ¨¸÷¸¸ œ¸£ š¸¸¢£÷¸ ª½µ¸ú ˆ½Å ‚¿÷¸Š¸Ä÷¸ ¨¸Š¸úĈ¼Å÷¸ ¢›¸¨¸½©¸¸Ê ˆÅ¸½ ¤¸¸¸¸£ ˆ½Å ¢¥¸‡ ¢¸¦›í÷¸
marked to market and will be carried at acquisition cost unless it
ˆÅ£›¸¸ ‚¸¨¸©¡¸ˆÅ ›¸íú¿ í¾ ‚¸¾£ „¬¸½ ‚¢š¸ŠÏíµ¸ ˆÅú ¥¸¸Š¸÷¸ œ¸£ Ÿ¸¸›¸¸ ¸¸‡Š¸¸ ¸¤¸ ÷¸ˆÅ ¢ˆÅ is more than the face value, in which case the premium should be
¨¸í ‚¿¢ˆÅ÷¸ Ÿ¸»¥¡¸ ¬¸½ ‚¢š¸ˆÅ ›¸ í¸½. ƒ¬¸ Ÿ¸¸Ÿ¸¥¸½ Ÿ¸Ê œÏú¢Ÿ¸¡¸Ÿ¸ œ¸¢£œ¸Æ¨¸÷¸¸ ˆÅú ©¸½«¸ ‚¨¸¢š¸ amortized over the period remaining to maturity. Since the Bank
÷¸ˆÅ œ¸¢£©¸¸½¢š¸÷¸ í¸½›¸ú ¸¸¢í‡. ¸»¿¢ˆÅ ¤¸ÿˆÅ ¥¸Š¸¸÷¸¸£ ž¸¸¢£÷¸ ‚¸¾¬¸÷¸ ¥¸¸Š¸÷¸ (”¤¥¡¸»‡¬¸ú) has consistently been following the Weighted Average Cost (WAC)
ˆÅú ¥¸½‰¸¸¿ˆÅ›¸ œ¸Ö¢÷¸ ˆÅ¸½ ‚œ¸›¸¸ £í¸ í¾ ‚÷¸À ¢©¸¦É’¿Š¸ ‚¸¾£ ¢œÏ¢Ÿ¸¡¸Ÿ¸ œ¸¢£©¸¸½š¸›¸ ˆÅú method of accounting, the WAC will be the acquisition cost for
the purpose of shifting and also for the calculation of premium for
Š¸µ¸›¸¸ ˆ½Å „Ó½©¡¸ ¬¸½ ž¸¸¢£÷¸ ‚¸¾¬¸÷¸ ¥¸¸Š¸÷¸ (”¤¥¡¸»‡¬¸ú) ‚¢š¸ŠÏíµ¸ ˆÅú ¥¸¸Š¸÷¸ í¸½Š¸ú.
amortization.
¤¸ÿˆÅ ‚›¸º«¸¿¢Š¸¡¸¸Ê / ¬¸¿¡¸ºÆ÷¸ „Ô¸Ÿ¸ Ÿ¸½¿ ¢ˆÅ‡ Š¸‡ ¢›¸¨¸½©¸¸Ê ˆ½Å Ÿ¸»¥¡¸ Ÿ¸Ê, ‚¬˜¸¸¡¸ú ˆ½Å ‚¥¸¸¨¸¸
Bank is recognizing any diminution, other than temporary, in the
¢ˆÅ¬¸ú ž¸ú ݸ¬¸ ˆÅ¸½ Ÿ¸¸›¸÷¸¸ í¾, ¸¸½ œ¸¢£œ¸Æ¨¸÷¸¸ ÷¸ˆÅ š¸¸¢£÷¸ ª½µ¸ú ˆ½Å ‚¿÷¸Š¸Ä÷¸ ©¸¸¢Ÿ¸¥¸ í¸Ê value of their investments in subsidiaries/ joint ventures, which are
‚¸¾£ „›¸ˆÅ¸ œÏ¸¨¸š¸¸›¸ ¢ˆÅ¡¸¸ Š¸¡¸¸ í¸½. ‡½¬¸½ ݸ¬¸ ˆÅ¸½ ‡ˆÅ¥¸ ³Åœ¸ Ÿ¸Ê ¢›¸š¸¸Ä¢£÷¸ ¢ˆÅ¡¸¸ ¸¸¡¸ included under Held to Maturity category and provide there for.
‚¸¾£ „¬¸ˆ½Å ¢¥¸‡ œÏ¸¨¸š¸¸›¸ ¢ˆÅ¡¸¸ ¸¸‡. Such diminution is determined and provided for each investment
individually.
34
¸¸¬¸½¥¸ III ¹œ¸¥¸£ III œÏˆÅ’úˆÅ£µ¸
Basel III Pillar III Disclosures
”ú‡ûÅ-17- ¥¸½‰¸¸¿ˆÅ›¸ ‚¸¦¬÷¸¡¸¸Ê ¨¸ ¥¸ú¨¸£½¸ ‚›¸ºœ¸¸÷¸ ‡Æ¬¸œ¸¸½¸£ ‚¸ˆÅ¥¸›¸ ˆÅ¸ DF-17- Summary Comparison of accounting assets vs Leverage
÷¸º¥¸›¸¸÷Ÿ¸ˆÅ ¬¸¸£¸¿©¸ Ratio exposure measure
5 œÏ¢÷¸ž¸»÷¸ú ¢¨¸î¸œ¸¸½«¸µ¸ ¬¸¿¨¡¸¨¸í¸£¸Ê ˆ½Å ¢¥¸‡ ¬¸Ÿ¸¸¡¸¸½¸›¸ (‚˜¸¸Ä÷¸ Adjustment for securities financing transactions (i.e.
repos and similar secured lending)
¢£œ¸¸½¸ ‡¨¸¿ „¬¸ˆ½Å ¬¸Ÿ¸¸›¸ ¬¸º£¢®¸÷¸ †µ¸)
6 ÷¸º¥¸›¸-œ¸°¸ ¤¸¸à¸ Ÿ¸™¸Ê ˆ½Å ¢¥¸‡ ¬¸Ÿ¸¸¡¸¸½¸›¸ (‚˜¸¸Ä÷¸ ÷¸º¥¸›¸-œ¸°¸ Adjustment for off balance sheet items (i.e. 508,216.06
conversion to credit equivalent amounts of off-
¤¸¸à¸ ‡Æ¬¸œ¸¸½¸£ ˆÅú ǽŢ”’ ¬¸Ÿ¸ˆÅ®¸ £¸¢©¸¡¸¸Ê Ÿ¸Ê ³Åœ¸¸¿÷¸£µ¸)
balance sheet exposure)
7 ‚›¡¸ ¬¸Ÿ¸¸¡¸¸½¸›¸ Other adjustments
35
¨¸¸¹«¸ÄˆÅ ¹£œ¸¸½’Ä Annual Report
2016-2017
”ú‡ûÅ -18 - ¥¸ú¨¸£½¸ ‚›¸ºœ¸¸÷¸ ˆÅ¸ÁŸ¸›¸ œÏˆÅ’úˆÅ£µ¸ ›¸Ÿ¸»›¸¸ DF-18 - Leverage Ratio Common disclosure template
7 (”½¢£¨¸½¢’¨¸ ¥¸½›¸™½›¸¸Ê Ÿ¸Ê ›¸ˆÅ™ú ‚¿÷¸£ Ÿ¸¸¢¸Ä›¸ ˆ½Å ¢¥¸‡ œÏ¸œ¡¸ (Deductions of receivables assets for cash
variation margin in derivatives transactions) -
‚¸¦¬÷¸¡¸¸Ê ˆÅú ˆÅ’¸¾÷¸ú)
8 (Æ¥¸¸ƒ¿’-Æ¥¸ú¡¸”Ä ’ï½” ‡Æ¬¸œ¸¸½¸£ ˆÅú Ž»’ œÏ¸œ÷¸ ¬¸ú¬¸úœ¸ú (Exempted CCP leg of client-cleared trade
exposures) -
¥¸½Š¸)
9 ¢¥¸¢‰¸÷¸ ǽŢ”’ ”½¢£¨¸½¢’¨¬¸ ˆÅú ¬¸Ÿ¸¸¡¸¸½¢¸÷¸ œÏž¸¸¨¸ú Adjusted effective notional amount of written
credit derivatives -
‚›¸ºŸ¸¸¢›¸÷¸ £¸¢©¸
10 (¢¥¸¢‰¸÷¸ ǽŢ”’ ”½¢£¨¸½¢’¨¸¬¸ ˆ½Å ¢¥¸‡ ¬¸Ÿ¸¸¡¸¸½¢¸÷¸ œÏž¸¸¨¸ú (Adjusted effective notional offsets and add-on
deduction for written credit derivatives) -
‚›¸ºŸ¸¸¢›¸÷¸ ‚¸ÁûŬ¸½’ ‡¨¸¿ ‡”-‚¸Á›¸ ˆÅ’¸¾÷¸ú)
11 ˆºÅ¥¸ ”½¢£¨¸½¢’¨¸¬¸ ‡Æ¬¸œ¸¸½¸£ Total derivative exposures 64,431.86
œÏ¢÷¸ž¸»¢÷¸ ¢¨¸î¸œ¸¸½«¸µ¸ ¬¸¿¨¡¸¨¸í¸£ ‡Æ¬¸œ¸¸½¸£ Securities Financing Transaction Exposures
12 ¬¸ˆÅ¥¸ ‡¬¸‡ûÅ’ú ‚¸¦¬÷¸¡¸¸¿ (©¸ºÖ ˆÅ£›¸½ ˆÅú ‡Ÿ¸‚¸½ ¬¨¸úˆ¼Å¢÷¸ Gross SFT assets (with mo recognition of -
netting), after adjusting for sale accounting
¬¸¢í÷¸), ¢¤¸ÇÅú ¥¸½‰¸¸¿ˆÅ›¸ ¬¸¿¨¡¸¨¸í¸£¸Ê ˆ½Å ¢¥¸‡ ¬¸Ÿ¸¸¡¸¸½¸›¸
transactions
ˆÅ£›¸½ ˆ½Å ¤¸¸™
13 (¬¸ˆÅ¥¸ ‡¬¸‡ûÅ’ú ‚¸¦¬÷¸¡¸¸Ê ˆÅú ›¸ˆÅ™ú ™½¡¸ ÷¸˜¸¸ ›¸ˆÅ™ú (Netted amounts of cash payables and cash -
receivables of gross SFT assets)
œÏ¸œ¡¸ ˆÅú ©¸ºÖ ˆÅú Š¸ƒÄ £¸¢©¸)
14 ‡¬¸‡ûÅ’ú ‚¸¦¬÷¸¡¸¸Ê ˆ½Å ¢¥¸‡ ¬¸ú¬¸ú‚¸£ ‡Æ¬¸œ¸¸½¸£ CCR exposure for SFT assets -
15 ‡¸Ê’ ¬¸¿¨¡¸¨¸í¸£ ‡Æ¬¸œ¸¸½¸£ Agent transaction exposures -
16 ˆºÅ¥¸ œÏ¢÷¸ž¸»¢÷¸ ¢¨¸î¸œ¸¸½«¸µ¸ ¬¸¿¨¡¸¨¸í¸£ ‡Æ¬¸œ¸¸½¸£ Total securities financing transaction exposure -
‚›¡¸ ÷¸º¥¸›¸œ¸°¸ ¤¸¸à¸ ‡Æ¬¸œ¸¸½¸£ Other off-balance sheet exposures
17 ¬¸ˆÅ¥¸ ‚›¸ºŸ¸¸¢›¸÷¸ £¸¢©¸ œ¸£ ÷¸º¥¸›¸œ¸°¸ ¤¸¸à¸ ‡Æ¬¸œ¸¸½¸£ Off-balance sheet exposure at gross notional 1,359,732.23
amount
18 (†µ¸ ¬¸Ÿ¸ˆÅ®¸ £¸¢©¸¡¸¸Ê ˆ½Å ³Åœ¸¸¿÷¸£µ¸ ˆ½Å ¢¥¸‡ ¬¸Ÿ¸¸¡¸¸½¸›¸) (Adjustments for conversion to credit equivalent -851,516.17
amounts)
19 ÷¸º¥¸›¸œ¸°¸ ¤¸¸à¸ Ÿ¸™Ê Off-Balance sheet items 508,216.06
œ¸»¿¸úŠ¸÷¸ ‡¨¸¿ ˆºÅ¥¸ ‡Æ¬¸œ¸¸½¸£ Capital and total exposures
20 ’ú¡¸£ 1 œ¸»¿¸ú Tier 1 capital 438,424.33
21 ˆºÅ¥¸ ‡Æ¬¸œ¸¸½¸£ Total Exposures 7,757,623.78
¥¸ú¨¸£½¸ ‚›¸ºœ¸¸÷¸ Leverage ratio
22 ¤¸¸¬¸½¥¸ III ¥¸ú¨¸£½¸ ‚›¸ºœ¸¸÷¸ Basel III leverage ratio 5.65%
36