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Basel II Disclosures 30 09 2010

BASEL II DISCLOSURES AS ON 30.09.2010

BASEL II DISCLOSURES - HALF YEAR ENDED 3Oth September 2010

Table DF 1 - SCOPE OF APPLICATION

Quantitative Disclosures The aggregate amount of capital deficiencies in all subsidiaries not included in the consolidation i.e. that are deducted and the name(s) of such subsidiaries.   Not Applicable
The aggregate amounts (e.g. current book value) of the bank's total interests in insurance entities, which are risk-weighted as well as their name, their country of incorporation or residence, the proportion of ownership interest and, if different, the proportion of voting power in these entities. In addition, indicate the quantitative impact on regulatory capital of using this method versus using the deduction.   Not Applicable
 

Table DF 2 - CAPITAL STRUCTURE

The amount of Tier 1 capital, with separate disclosure of Amount
Paid-up share capital; 383.06
Reserves; 2006.91
Innovative instruments;  160.00
Other capital instruments; 0.00
SUB-TOTAL 2549.97
LESS: amounts deducted from Tier 1 capital, including goodwill & investments. 2.03
TOTAL TIER I CAPITAL 2547.94
The total amount of Tier 2 capital (net of deductions from Tier 2 capital) 1612.50
Debt capital instruments eligible for inclusion in Upper Tier 2 capital. NIL
Total amount outstanding. NA
Of which amount raised during the current year NA
Amount eligible to be reckoned as capital funds NA
Subordinated debt eligible for inclusion in Lower Tier 2 capital  
Total amount outstanding 1110.00
Of which amount raised during the current year. NIL
Amount eligible to be reckoned as capital funds 1049.00
Other deductions from capital, if any. NIL
Total eligible capital. 4160.44
 

Table DF 3 - CAPITAL ADEQUACY

Capital requirements for credit risk:

  Amt. - Rs./ Crores
Portfolios subject to standardised approach @ 9% 2535.54
Securitisation exposures Nil

Capital requirements for market risk: Standardised duration approach:

Capital Charge on account of General Market Risk Amt. - Rs./ Crores
Interest rate risk 91.78
Foreign exchange risk (including gold) NIL
Equity risk 10.50
 

Capital requirements for operational risk:

  Amt. - Rs./ Crores
Basic indicator approach 197.25
 

Total and Tier 1 capital ratio for the Bank:

Total Capital to Risk Weighted Assets Ratio as per Basel II 13.04%
Tier I Capital to Risk Weighted Assets Ratio as per Basel II 7.98%
Total Capital to Risk Weighted Assets Ratio as per Basel I 11.84%
Tier I Capital to Risk Weighted Assets Ratio as per Basel I 7.25%
 

Prudential Floor on the Capital Required

  Amt. - Rs. /Crore
Minimum Capital required as per the Revised Framework @ 9% 2872.48
90% of Minimum Capital required as per Basel I Framework for Credit & Market Risk (90% of 3163.60 crore) 2847.24
Prudential Floor - Higher of the above 2872.48
 

Table DF 4 - CREDIT RISK : GENERAL DISCLOSURES

Total gross credit risk exposures

  Category Amount - Rs. / Crore
1 Fund Based Credit Exposures 35895.97
2 Non Fund Based Credit Exposures 2470.71
 

Geographic distribution of exposures

 
  Category Amount - Rs. / Crore
1 Overseas Fund Based Credit Exposures NIL
Non Fund Based Credit Exposures NIL
2 Domestic Fund Based Credit Exposures 35895.97
Non Fund Based Credit Exposures 2470.71
 

INDUSTRY TYPE DISTRIBUTION OF EXPOSURES

S. No. INDUSTRY FUND BASED NON- FUND BASED TOTAL
1 PETROLEUM 118.44 0.03 118.47
2 ELECTRICITY 4387.54               45.91 4433.45
3 OTHER METAL & METAL PRODUCTS 279.91 44.34 324.25
4 CHEMICAL, DYES & PAINTS 354.76 38.96 393.72
5 ALL ENGINEERING 477.36 181.50 658.86
6 CEMENT 472.22 0.32 472.54
7 OTHER TEXTILE 606.19 19.95 626.14
8 IRON & STEEL 1019.89 105.38 1125.27
9 INFRASTRUCTURE 3137.82 662.62 3800.44
10 NBFC 7133.85 31.01 7164.86
11 COAL 28.90 0.99 29.89
12 MINING 155.92 27.67 183.59
13 COTTON TEXTILE 513.74 10.26 524.00
14 JUTE TEXTILE 2.30 0.00 2.30
15 SUGAR 142.57 14.29 156.86
16 TEA 2.15 0.00 2.15
17 FOOD PROCESSING 432.97 11.72 444.69
18 VEGETABLE OIL 60.58 24.80 85.38
19 TOBACCO 0.12 0.00 0.12
20 PAPER & PAPER PRODUCTS 94.14 1.23 95.37
21 RUBBER & RUBBER PRODUCTS 161.35 15.95 177.30
22 LEATHER 100.42 6.03 106.45
23 GEMS & JEWELLERY 14.16 26.75 40.91
24 CONSTRUCTION 762.18 466.93 1229.11
25 AUTOMOBILES 126.40 6.21 132.61
26 COMPUTER SOFTWARE 32.60 2.70 35.30
27 OTHER INDUSTRIES 750.88 133.77 884.65
  GRAND TOTAL 21369.35 1879.33 23248.68
 

RESIDUAL CONTRACTUAL MATURITY BREAKDOWN OF ASSETS

Maturity Pattern (Time Buckets) Loans & Advances Investments (Book Value) Foreign Currency Deposits Borrowings
Liabilities Assets  
1 day 679.46 0.00 53.99 234.68 559.45 0.00
2-7 days 1463.34 0.92 2.14 17.97 1638.69 349.89
8-14 days 2009.24 226.67 2.89 59.16 2535.23 0.00
15-28 days 3139.09 232.80 79.49 133.33 3082.58 67.41
29 days to 3 months 4986.08 1153.28 37.24 138.32 8603.10 0.00
Over 3 months to 6 months 2433.63 179.24 111.90 202.59 11489.71 44.93
Over 6 months to 1 year 2810.17 151.06 91.25 0.00 10843.70 0.00
Over 1 year to 3 years 8843.09 855.73 52.26 0.00 6641.30 75.07
Over 3 years to 5 years 4243.91 2563.16 8.84 0.00 2526.65 1110.00
Over 5 years 5106.73 11857.94 0.00 0.00 5024.68 360.00
TOTAL 35714.74 17220.80 440.00 786.05 52945.09 2007.30
 

Amount of NPAs (Gross)

  Category Amount - Rs. / Crore
1 Substandard 188.56
2 Doubtful 1 107.58
3 Doubtful 2 }  
4 Doubtful 3 } 34.29
5 Loss 1.00
 

Net NPAs

Net NPAs 155.90 Cr.
 

Movement of NPAs (Gross)

  Category Percent
1 Gross NPAs to Gross advances 0.92%
2 Net NPAs to Net advances 0.44%
 

Movement of NPAs (Gross)

  Amount - Rs. / Crore
Opening Balance 206.15
Additions 178.26
Reductions 52.98
Closing Balance 331.43
 

Movement of Provisions for NPAs

  Amount - Rs. / Crore
Opening Balance 86.20
Provisions made during the period 109.66
Write-off }                
Write-back of excess provisions }                 23.53
Closing Balance 172.33
 

Amount of Non-Performing Investments

  Amount – Rs. / Crore
Amount of Non-Performing Investments 25.03
 

Amount of provisions held for non-performing investments

  Amount - Rs. / Crore
Provisions held for non-performing investments 25.37
 

Movement of provisions for depreciation on investments

  Amount - Rs. / Crore
Opening Balance 74.45
Provisions made during the period 17.88
Write-off Nil
Write-back of excess provisions 74.45
Closing Balance 17.88
 

Table DF 5 - CREDIT RISK: DISCLOSURES FOR PORTFOLIOS SUBJECT TO THE STANDARDISED APPROACH

Exposure amounts after risk mitigation subject to the standardized approach

Risk Weight Category Exposure After Credit Risk Mitigation Un-Rated Exposure Rated Exposure
Below 100 % risk weight 19703.89 11827.41 7876.48
100 % risk weight 15633.89 13190.93 2442.96
More than 100 % risk weight 1895.23 1152.71 742.52
Deducted 0.00 0.00 0.00
TOTAL 37233.01 26171.05 11061.96
 

Table DF 6 - CREDIT RISK MITIGATION: DISCLOSURES FOR STANDARDISED APPROACHES

 Disclosed credit risk portfolio under the standardised approach, the total exposure that is covered by: Eligible financial collateral; after the application of haircuts – Rs. 1963.35 crore
 

Table DF 7- SECURITISATION: DISCLOSURE FOR STANDARDISED APPROACH

Assignment of Standard Pool Assets – Rs. 283.80 crore.

Table DF 8 - MARKET RISK IN TRADING BOOK

 The capital requirements for: Amt. – Rs. In Crores
Interest rate risk; 63.11
Equity position risk; 12.67
Foreign exchange risk; Nil
 

Table DF-9: OPERATIONAL RISK: (Quantitative Disclosures – Not Applicable)

Table DF 10 -INTEREST RATE RISK IN THE BANKING BOOK (IRRBB)

Earnings at Risk : The impact on earnings for notional interest rate shock as on 30.09.2010

At 100 bps change for gaps upto 1 year on average basis Rs. 17.10 Crores
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