Annexure I IDBI Bank Ltd. Consolidated Pillar III ... · IDBI Intech Ltd/India Yes Consolidated in accordance with AS-21, Consolidated Financial ... corporate advisory services, etc

1Annual Report 2019-20

Schedules to the ConsolidatedmecesefkeÀle keÀer Devegmetef®e³eeb

¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)

Consolidated Pillar III Disclosures (March 31, 2020)

‚›¸º¤¸¿š¸ I / Annexure I

‚¸ƒÄ”ú¤¸ú‚¸ƒÄ ¤¸ÿˆÅ ¢¥¸. IDBI Bank Ltd.

¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020) Consolidated Pillar III Disclosures (March 31, 2020)

1. œÏ¡¸¸½�¡¸÷¸¸ ˆÅ¸ ®¸½°¸ ‚¸¾£ œ¸»¿�¸ú œ¸¡¸¸Äœ÷¸÷¸¸ / Scope of Application and Capital Adequacy

÷¸¸¢¥¸ˆÅ¸ ”ú‡ûÅ-1 À œÏ¡¸¸½�¡¸÷¸¸ ˆÅ¸ ®¸½°¸ / Table DF-1: Scope of Application

¥¸½‰¸¸¿ˆÅ›¸ ‚¸¾£ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¬¸Ÿ¸½ˆÅ›¸ / Accounting and regulatory consolidation

¢¨¸î¸ú¡¸ ¢£œ¸¸½¢’ôŠ¸ ˆ½Å „Ó½©¡¸ ¬¸½ ¤¸ÿˆÅ ‚¸¦¬÷¸¡¸¸Ê, ™½¡¸÷¸¸‚¸Ê, ‚¸¡¸ ‚¸¾£ ¨¡¸¡¸ �¸¾¬¸ú Ÿ¸™¸Ê ˆÅ¸½ ‡ˆÅ ¬¸¸˜¸ �¸¸½”õ÷¸½ íº‡ œ¸¿¢Æ÷¸-™£-œ¸¿¢Æ÷¸ ‚¸š¸¸£ œ¸£ ¥¸½‰¸¸¿ˆÅ›¸ Ÿ¸¸›¸ˆÅ (‡‡¬¸) 21, ¬¸Ÿ¸½¢ˆÅ÷¸ ¢¨¸î¸ú¡¸ ¢¨¸¨¸£µ¸ ˆ½Å ‚›¸º¬¸¸£ ‚œ¸›¸ú ¬¸í¸¡¸ˆÅ ¬¸¿¬˜¸¸‚¸Ê ˆÅ¸ ¬¸Ÿ¸½ˆÅ›¸ ˆÅ£÷¸¸ í¾. ¬¸í¡¸¸½Š¸ú ¬¸¿¬˜¸¸‚¸Ê Ÿ¸Ê ¢›¸¨¸½©¸¸Ê ˆÅ¸½ ‡‡¬¸-23, ``¬¸Ÿ¸½¢ˆÅ÷¸ ¢¨¸î¸ú¡¸ ¢¨¸¨¸£µ¸¸Ê Ÿ¸Ê ¬¸í¡¸¸½Š¸ú ¬¸¿¬˜¸¸‚¸Ê Ÿ¸Ê ¢›¸¨¸½©¸ ˆ½Å ¢¥¸‡ ¥¸½‰¸¸¿ˆÅ›¸'' ˆ½Å ‚›¸º¬¸¸£ ƒ¦Æ¨¸’ú œÏµ¸¸¥¸ú ×¸£¸ ¥¸½‰¸¸¤¸Ö ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾.

For the purpose of financial reporting, the Bank consolidates its subsidiaries in accordance with Accounting Standard (AS) 21, Consolidated Financial Statements, on a line-by-line basis by adding together like items of assets, liabilities, income and expenditure. Investments in associates are accounted for by the equity method in accordance with AS-23, “Accounting for Investments in Associates in Consolidated Financial Statements”.

¬¸Ÿ¸½¢ˆÅ÷¸ ¢¨¸¨¸½ˆÅœ¸»µ¸Ä ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¢£œ¸¸½¢’ôŠ¸ ˆ½Å „Ó½©¡¸ ¬¸½ ¬¸Ÿ¸½¢ˆÅ÷¸, ¤¸ÿˆÅ Ÿ¸Ê ¤¸úŸ¸¸ ˆÅ¸£¸½¤¸¸£ ‚¸¾£ ¢ˆÅ¬¸ú Š¸¾£-¢¨¸î¸ú¡¸ Š¸¢÷¸¢¨¸¢š¸¡¸¸Ê Ÿ¸Ê ©¸¸¢Ÿ¸¥¸ ¬¸Ÿ¸»í ˆ¿Åœ¸¢›¸¡¸¸Ê ˆÅ¸½ Ž¸½”õˆÅ£ ¤¸ÿˆÅ ˆ½Å ¢›¸¡¸¿°¸µ¸¸š¸ú›¸ ¬¸ž¸ú ¬¸Ÿ¸»í ¬¸¿¬˜¸¸‡¿ ©¸¸¢Ÿ¸¥¸ íÿ. ¥¸½‰¸¸¿ˆÅ›¸ ‚¸¾£ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ „Ó½©¡¸¸Ê ˆ½Å ¢¥¸‡ ¬¸Ÿ¸½¢ˆÅ÷¸ ¦¬˜¸¢÷¸ ˆ½Å ¬¸¸˜¸ ¤¸ÿˆÅ ˆÅú ¬¸í¸¡¸ˆÅ ‚¸¾£ ¬¸í¡¸¸½Š¸ú ¬¸¿¬˜¸¸‚¸Ê ˆ½Å ¢¨¸¨¸£µ¸ ¢›¸Ÿ›¸¸›¸º¬¸¸£ íÿ À

For the purpose of consolidated prudential regulatory reporting, the consolidated Bank includes all group entities under its control, except group companies which are engaged in insurance business and any non-financial activities. Details of subsidiaries and associates of the Bank along with the consolidation status for accounting and regulatory purposes are given below:

¬¸Ÿ¸»í ˆ½Å ©¸ú«¸Ä ¤¸ÿˆÅ ˆÅ¸ ›¸¸Ÿ¸ ¢�¸¬¸ œ¸£ ³Åœ¸£½‰¸¸ ¥¸¸Š¸» í¸½÷¸ú í¾À ‚¸ƒÄ”ú¤¸ú‚¸ƒÄ ¤¸ÿˆÅ ¢¥¸. Name of the head of the banking group to which the framework applies: IDBI Bank Ltd.

(i) Š¸ºµ¸¸÷Ÿ¸ˆÅ œÏˆÅ’›¸ Qualitative Disclosures

ˆÅ. ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ¢¥¸‡ ©¸¸¢Ÿ¸¥¸ ¬¸Ÿ¸»í ¬¸¿¬˜¸¸‚¸Ê ˆÅú ¬¸»�¸ú List of group entities considered for consolidation

Annual Report 2019-202

Financial StatementsefJeÊeer³e efJeJejCe

¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


¬¸¿¬˜¸¸ ˆÅ¸ ›¸¸Ÿ¸/ ¢›¸Š¸Ÿ¸›¸ ™½©¸ Name of the entity / Country of incorporation

Æ¡¸¸ ¬¸¿¬˜¸¸ ˆÅ¸½ ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ¥¸½‰¸¸¿ˆÅ›¸ ®¸½°¸ ˆ½Å ‚¿÷¸Š¸Ä÷¸ ©¸¸¢Ÿ¸¥¸ ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾(í¸Â/ ›¸íú¿) Whether the entity is included under accounting scope of consolidation(yes/no)

¬¸Ÿ¸½ˆÅ›¸ ˆÅú œ¸Ö¢÷¸ ¬œ¸«’ ˆÅ£Ê Explain the method of consolidation

Æ¡¸¸ ¬¸¿¬˜¸¸ ˆÅ¸½ ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ®¸½°¸ ˆ½Å ‚¿÷¸Š¸Ä÷¸ ©¸¸¢Ÿ¸¥¸ ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾ (í¸Â/ ›¸íú¿) Whether the entity is included under regulatory scope of consolidation(yes/no)


¬¸Ÿ¸½ˆÅ›¸ ˆÅú œ¸Ö¢÷¸ Ÿ¸Ê ‚¿÷¸£ ˆ½Å ˆÅ¸£µ¸ ¬œ¸«’ ˆÅ£Ê Explain the reasons for difference in the method of consolidation

¡¸¢™ ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ˆ½Å¨¸¥¸ ‡ˆÅ íú ®¸½°¸ Ÿ¸Ê ¬¸Ÿ¸½¢ˆÅ÷¸ ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾ ÷¸¸½ „¬¸ˆ½Å ˆÅ¸£µ¸ ¬œ¸«’ ˆÅ£Ê Explain the reasons if consolidated under only one of the scopes of consolidation

‚¸ƒÄ”ú¤¸ú‚¸ƒÄ ˆ¾Å¢œ¸’¥¸ Ÿ¸¸ˆ½ÄÅ’ ¬¸½¢¨¸Ä¬¸½{¸ ¢¥¸./ ž¸¸£÷¸ IDBI Capital Market Services Ltd/India

í¸Â Yes

‡‡¬¸-21 ˆ½Å ‚›¸º¬¸¸£ ¬¸Ÿ¸½¢ˆÅ÷¸, ¬¸Ÿ¸½¢ˆÅ÷¸ ¢¨¸î¸ú¡¸ ¢¨¸¨¸£µ¸ Consolidated in accordance with AS-21, Consolidated Financial Statements

í¸Â Yes

‡‡¬¸-21 ˆ½Å ‚›¸º¬¸¸£ ¬¸Ÿ¸½¢ˆÅ÷¸, ¬¸Ÿ¸½¢ˆÅ÷¸ ¢¨¸î¸ú¡¸ ¢¨¸¨¸£µ¸Consolidated in accordance with AS-21, Consolidated Financial Statements

¥¸¸Š¸» ›¸íú¿ NA

¥¸¸Š¸» ›¸íú¿ NA

‚¸ƒÄ”ú¤¸ú‚¸ƒÄ ‚¬¸½’ Ÿ¸¾›¸½�¸Ÿ¸Ê’ ¢¥¸./ ž¸¸£÷¸ IDBI Asset Management Ltd/India

í¸Â Yes


í¸Â Yes


¥¸¸Š¸» ›¸íú¿ NA

¥¸¸Š¸» ›¸íú¿ NA

‚¸ƒÄ”ú¤¸ú‚¸ƒÄ ‡Ÿ¸‡ûÅ ’ï¬’ú ˆ¿Åœ¸›¸ú ¢¥¸./ ž¸¸£÷¸ IDBI MF Trustee Company Ltd/India

í¸Â Yes


›¸íú¿ No

¥¸¸Š¸» ›¸íú¿ NA

¥¸¸Š¸» ›¸íú¿ NA

‚¸ƒÄ”ú¤¸ú‚¸ƒÄ ‡Ÿ¸‡ûÅ ’ï¬’ú ˆ¿Åœ¸›¸ú ¢¥¸. Š¸¾£-¢¨¸î¸ú¡¸ ¬¸¿¬˜¸¸ í¾. ƒ¬¸½ ¬¸Ÿ¸»í ˆÅú ¬¸Ÿ¸½¢ˆÅ÷¸ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ œ¸»¿�¸ú Ÿ¸Ê ¬¸½ ‹¸’¸¡¸¸ Š¸¡¸¸ í¾. IDBI MF Trustee Company Ltd is a non-Financial Entity. Deducted from Consolidated Regulatory Capital of the group.



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‚¸ƒÄ”ú¤¸ú‚¸ƒÄ ƒ¿’½ˆÅ ¢¥¸./ ž¸¸£÷¸IDBI Intech Ltd/India

í¸Â Yes


›¸íú¿ No

¥¸¸Š¸» ›¸íú¿ NA

¥¸¸Š¸» ›¸íú¿ NA

‚¸ƒÄ”ú¤¸ú‚¸ƒÄ ƒ¿’½ˆÅ ¢¥¸. Š¸¾£- ¢¨¸î¸ú¡¸ ¬¸¿¬˜¸¸ í¾. ƒ¬¸½ ¬¸Ÿ¸»í ˆÅú ¬¸Ÿ¸½¢ˆÅ÷¸ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ œ¸»¿�¸ú Ÿ¸Ê ¬¸½ ‹¸’¸¡¸¸ Š¸¡¸¸ í¾. IDBI Intech Ltd is a non-Financial Entity. Deducted from Consolidated Regulatory Capital of the group.

‚¸ƒÄ”ú¤¸ú‚¸ƒÄ ’ï¬’ú¢©¸œ¸ ¬¸¢¨¸Ä¬¸½{¸ ¢¥¸./ ž¸¸£÷¸DBI Trusteeship Services Ltd/India

í¸Â Yes


›¸íú¿ No

¥¸¸Š¸» ›¸íú¿ NA

¥¸¸Š¸» ›¸íú¿ NA

‚¸ƒÄ”ú¤¸ú‚¸ƒÄ ’ï¬’ú¢©¸œ¸ Š¸¾£- ¢¨¸î¸ú¡¸ ¬¸¿¬˜¸¸ í¾. ƒ¬¸½ ¬¸Ÿ¸»í ˆÅú ¬¸Ÿ¸½¢ˆÅ÷¸ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ œ¸»¿�¸ú Ÿ¸Ê ¬¸½ ‹¸’¸¡¸¸ Š¸¡¸¸ í¾.IDBI Trusteeship is a non-Financial Entity. Deducted from Consolidated Regulatory Capital of the group.

‚¸ƒÄ”ú¤¸ú‚¸ƒÄ û½Å”£¥¸ ¥¸¸ƒûÅ ƒ¿©¡¸¸½£Ê¬¸ ˆ¿Åœ¸›¸ú ¢¥¸./ ž¸¸£÷¸IDBI Federal Life Insurance Company Ltd.

í¸Â Yes

‡‡¬¸-27 ˆ½Å ‚›¸º¬¸¸£ ¬¸Ÿ¸½¢ˆÅ÷¸, ¬¸¿¡¸ºÆ÷¸ „Ô¸Ÿ¸ Ÿ¸Ê ¢í÷¸ ˆÅú ¢¨¸î¸ú¡¸ ¢£œ¸¸½¢’ôŠ¸ Consolidated in accordance with AS-27, Financial Reporting of Interest in Joint Venture.

›¸íú¿ No

¥¸¸Š¸» ›¸íú¿ NA

¥¸¸Š¸» ›¸íú¿ NA

¤¸úŸ¸¸ ˆÅ¸£¸½¤¸¸£ Ÿ¸Ê £÷¸ í¸½›¸½ ˆ½Å ˆÅ¸£µ¸ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¢£œ¸¸½¢’ôŠ¸ ¢™©¸¸¢›¸™½Ä©¸¸Ê ˆ½Å ‚›¸º¬¸¸£ ©¸¸¢Ÿ¸¥¸ ›¸íú¿ ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾. Excluded as per regulatory reporting guidelines being an entity engaged in insurance business.



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¤¸¸¡¸¸½’½ˆÅ ˆ¿Å¬¸¸½¢©¸Ä¡¸Ÿ¸ ƒ¿¢”¡¸¸ ¢¥¸¢Ÿ¸’½” Biotech Consortium India Limited

í¸Â Yes

‡‡¬¸-23 ˆ½Å ‚›¸º¬¸¸£ ƒ¦Æ¨¸’ú œÏµ¸¸¥¸ú ×¸£¸ ¥¸½‰¸¸¤¸Ö, ``¬¸Ÿ¸½¢ˆÅ÷¸ ¢¨¸î¸ú¡¸ ¢¨¸¨¸£µ¸¸Ê Ÿ¸Ê ¬¸í¡¸¸½Š¸ú ˆ¿Åœ¸¢›¸¡¸¸½¿ Ÿ¸Ê ¢›¸¨¸½©¸¸Ê ˆ½Å ¢¥¸‡ ¥¸½‰¸¸¿ˆÅ›¸''.Accounted for by the equity method in accordance with AS-23, “Accounting for Investments in Associates in Consolidated Financial Statements”.

›¸íú¿ No

¥¸¸Š¸» ›¸íú¿ NA

¥¸¸Š¸» ›¸íú¿ NA

œ¸»¿�¸ú œ¸¡¸¸Äœ÷¸÷¸¸ œÏ¡¸¸½�¸›¸¸Ê ˆ½Å ¢¥¸‡ �¸¸½¢‰¸Ÿ¸ ž¸¸¢£÷¸ Risk weighted for capital adequacy purposes

›¸½©¸›¸¥¸ ¢¬¸Æ¡¸¸½¢£’ú�¸ ¢”œ¸¸Á¢{¸’£ú ¢¥¸¢Ÿ¸’½” National Securities Depository Limited

í¸Â Yes

‡‡¬¸-23 ˆ½Å ‚›¸º¬¸¸£ ƒ¦Æ¨¸’ú œÏµ¸¸¥¸ú ×¸£¸ ¥¸½‰¸¸¤¸Ö, ``¬¸Ÿ¸½¢ˆÅ÷¸ ¢¨¸î¸ú¡¸ ¢¨¸¨¸£µ¸¸Ê Ÿ¸Ê ¬¸í¡¸¸½Š¸ú ˆ¿Åœ¸¢›¸¡¸¸½¿Ê Ÿ¸Ê ¢›¸¨¸½©¸¸Ê ˆ½Å ¢¥¸‡ ¥¸½‰¸¸¿ˆÅ›¸''Accounted for by the equity method in accordance with AS-23, “Accounting for Investments in Associates in Consolidated Financial Statements”.

›¸íú¿ No

¥¸¸Š¸» ›¸íú¿ NA

¥¸¸Š¸» ›¸íú¿ NA




¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)









œ¸»¨¸¸½Äî¸£ ¢¨¸ˆÅ¸¬¸ ¢¨¸î¸ ¢›¸Š¸Ÿ¸ ¢¥¸¢Ÿ¸’½” North Eastern Development Finance Corporation Limited

í¸Â Yes

‡‡¬¸-23 ˆ½Å ‚›¸º¬¸¸£ ƒ¦Æ¨¸’ú œÏµ¸¸¥¸ú ×¸£¸ ¥¸½‰¸¸¤¸Ö, ``¬¸Ÿ¸½¢ˆÅ÷¸ ¢¨¸î¸ú¡¸ ¢¨¸¨¸£µ¸¸Ê Ÿ¸Ê ¬¸í¡¸¸½Š¸ú ˆ¿Åœ¸¢›¸¡¸¸½¿Ê Ÿ¸Ê ¢›¸¨¸½©¸¸Ê ˆ½Å ¢¥¸‡ ¥¸½‰¸¸¿ˆÅ›¸.Accounted for by the equity method in accordance with AS-23, “Accounting for Investments in Associates in Consolidated Financial Statements”.

›¸íú¿ No

¥¸¸Š¸» ›¸íú¿ NA

¥¸¸Š¸» ›¸íú¿ NA


* ‡›¸‡ - ¥¸¸Š¸» ›¸íì * NA – Not Applicable

‰¸. ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ¥¸½‰¸¸¿ˆÅ›¸ ¨¸ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ, ™¸½›¸¸Ê íú ®¸½°¸¸Ê ˆ½Å ¢¥¸‡ ¬¸Ÿ¸½ˆÅ›¸ Ÿ¸Ê ©¸¸¢Ÿ¸¥¸ ›¸ ˆÅú Š¸ƒÄ ¬¸Ÿ¸»í ¬¸¿¬˜¸¸‚¸Ê ˆÅú ¬¸»�¸úÀ b. List of group entities not considered for consolidation both under the accounting and regulatory scope of

consolidation

¬¸Ÿ¸»í ˆÅú ‡½¬¸ú ˆÅ¸½ƒÄ ¬¸¿¬˜¸¸ ›¸íú¿ í¾ ¢�¸¬¸½ ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ¥¸½‰¸¸¿ˆÅ›¸ ¨¸ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ, ™¸½›¸¸Ê íú ®¸½°¸¸Ê ˆ½Å ¢¥¸‡ ¬¸Ÿ¸½ˆÅ›¸ Ÿ¸Ê ©¸¸¢Ÿ¸¥¸ ›¸ ¢ˆÅ¡¸¸ Š¸¡¸¸ í¸½. There are no group entities that are not considered for consolidation under both the accounting scope of

consolidation and regulatory scope of consolidation.



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


(ii) ¬¸¿‰¡¸¸÷Ÿ¸ˆÅ œÏˆÅ’›¸À / Quantitative Disclosures:

Š¸. ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¬¸Ÿ¸½ˆÅ›¸ Ÿ¸Ê ©¸¸¢Ÿ¸¥¸ ˆÅú Š¸ƒÄ ¬¸Ÿ¸»í ¬¸¿¬˜¸¸‚¸Ê ˆÅú ¬¸»�¸ú c. List of group entities considered for regulatory consolidation:

(£¸¢©¸ ` ¢Ÿ¸¢¥¸¡¸›¸ Ÿ¸Ê) (Amt. in ` Million)

¬¸¿¬˜¸¸ ˆÅ¸ ›¸¸Ÿ¸/ ¢›¸Š¸Ÿ¸›¸ ™½©¸ (�¸¾¬¸¸ ¢ˆÅ …œ¸£ (i) ˆÅ. Ÿ¸Ê ™©¸¸Ä¡¸¸ Š¸¡¸¸ í¾.) Name of the entity / country of incorporation (as indicated in (i)a. above)

¬¸¿¬˜¸¸ ˆÅ¸ Ÿ¸º‰¡¸ ˆÅ¸¡¸ÄˆÅ¥¸¸œ¸ Principle activity of the

entity

ˆºÅ¥¸ ÷¸º¥¸›¸ œ¸°¸ ƒ¦Æ¨¸’ú (¢¨¸¢š¸ˆÅ ¬¸¿¬˜¸¸ ˆ½Å ¥¸½‰¸¸¿ˆÅ›¸ ÷¸º¥¸›¸ œ¸°¸ Ÿ¸Ê

™©¸¸Ä‡ ‚›¸º¬¸¸£)Total balance sheet equity

(as stated in the accounting balance sheet of the legal

entity)

ˆºÅ¥¸ ÷¸º¥¸›¸ œ¸°¸ ‚¸¦¬÷¸¡¸¸¿ (¢¨¸¢š¸ˆÅ ¬¸¿¬˜¸¸ ˆ½Å ¥¸½‰¸¸¿ˆÅ›¸ ÷¸º¥¸›¸ œ¸°¸ Ÿ¸Ê

™©¸¸Ä‡ ‚›¸º¬¸¸£)Total balance sheet assets

(as stated in the accounting balance sheet of the legal

entity)

‚¸ƒÄ”ú¤¸ú‚¸ƒÄ ˆ¾Å¢œ¸’¥¸ Ÿ¸¸ˆ½ÄÅ’ ¬¸¢¨¸Ä¬¸½{¸ ¢¥¸./ ž¸¸£÷¸ IDBI Capital Market Services Ltd/India

ˆÅ¸£¸½¤¸¸£ Ÿ¸Ê ¬’¸ÁˆÅ ¤Ï¸½¢ˆ¿ÅŠ¸, ¢¨¸î¸ú¡¸ „÷œ¸¸™¸Ê ˆÅ¸ ¢¨¸÷¸£µ¸, Ÿ¸�¸½ô’ ¤¸ÿ¢ˆ¿ÅŠ¸, ˆÅ¸Á£œ¸¸½£½’ ¬¸¥¸¸íˆÅ¸£ú ¬¸½¨¸¸‡¿ ‚¸¢™

©¸¸¢Ÿ¸¥¸ íÿ. Business includes stock

broking, distribution of financial products, merchant banking, corporate advisory services,

etc.

` 1281 ` 3302

‚¸ƒÄ”ú¤¸ú‚¸ƒÄ ‚¬¸½’ Ÿ¸¾›¸½�¸Ÿ¸Ê’ ¢¥¸./ ž¸¸£÷¸ IDBI Asset Management Ltd/India

‡Ÿ¸‡ûÅ ¡¸¸½�¸›¸¸‚¸Ê ˆ½Å {¸¢£‡ �¸º’¸ƒÄ Š¸ƒÄ ¢›¸¢š¸¡¸¸Ê ˆ½Å ¢›¸¨¸½©¸¸Ê ˆÅ¸ œÏ¤¸¿š¸ ˆÅ£÷¸¸ í¾. Manages investments of funds raised through MF schemes.

` 2000 ` 1142

‹¸. ¬¸ž¸ú ¬¸í¸¡¸ˆÅ ¬¸¿¬˜¸¸‚¸Ê Ÿ¸Ê œ¸»¿�¸úŠ¸÷¸ ˆÅ¢Ÿ¸¡¸¸Ê ˆÅú ¬¸¿ˆÅ¢¥¸÷¸ £¸¢©¸, ¢�¸¬¸½ ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ®¸½°¸ Ÿ¸Ê ©¸¸¢Ÿ¸¥¸ ›¸íú¿ ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾, ‚˜¸¸Ä÷¸Ã ¢�¸¬¸½ ‹¸’¸¡¸¸ Š¸¡¸¸ í¸½À

d. The aggregate amount of capital deficiencies in all subsidiaries which are not included in the regulatory scope of consolidation i.e. that are deducted:

¢ˆÅ¬¸ú ¬¸í¸¡¸ˆÅ ¬¸¿¬˜¸¸ Ÿ¸Ê ‡½¬¸ú ˆÅ¸½ƒÄ œ¸»¿�¸úŠ¸÷¸ ˆÅŸ¸ú ›¸íú¿ í¾ ¢�¸¬¸½ ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ®¸½°¸ Ÿ¸Ê ©¸¸¢Ÿ¸¥¸ ›¸íú¿ ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾. There is no capital deficiency in any subsidiary, which is not included in the regulatory scope of consolidation.



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Œ ¤¸úŸ¸¸ ¬¸¿¬˜¸¸‚¸Ê Ÿ¸Ê ¤¸ÿˆÅ ˆ½Å ˆºÅ¥¸Å¢í÷¸ ˆÅú ¬¸¿ˆÅ¢¥¸÷¸ £¸¢©¸ (‚˜¸¸Ä÷¸Ã �¸¸¥¸» ¤¸íú Ÿ¸»¥¡¸) �¸¸½¢ˆÅ �¸¸½¢‰¸Ÿ¸-š¸¸¢£÷¸ í¾À e. The aggregate amounts (e.g. current book value) of the bank’s total interests in insurance entities, which

are risk-weighted:


¤¸úŸ¸¸ ¬¸¿¬˜¸¸ ˆÅ¸ ›¸¸Ÿ¸/ ¢›¸Š¸Ÿ¸›¸ ™½©¸ Name of the insurance entities / country of incorporation

¬¸¿¬˜¸¸ ˆ ½ÅœÏš¸¸›¸ ˆÅ¸¡¸ÄˆÅ¥¸¸œ¸

Principle activity of the entity

ˆºÅ¥¸ ÷¸º¥¸›¸-œ¸°¸ ƒ¦Æ¨¸’ú (¢¨¸¢š¸ˆÅ ¬¸¿¬˜¸¸ ˆ½Å

¥¸½‰¸¸¿ˆÅ›¸ ÷¸º¥¸›¸-œ¸°¸ Ÿ¸Ê ™©¸¸Ä‡ ‚›¸º¬¸¸£)

Total balance sheet equity (as stated in the accounting

balance sheet of the legal entity)

ˆºÅ¥¸ ƒ¦Æ¨¸’ú Ÿ¸Ê ¤¸ÿˆÅ ˆÅú š¸¸¢£÷¸¸ ˆÅ¸ % / ¨¸¸½¢’¿Š¸ ‚¢š¸ˆÅ¸£ ˆÅ¸ ‚›¸ºœ¸¸÷¸

% of bank’ s holding in the total equity /

proportion of voting power

�¸¸½¢‰¸Ÿ¸ ž¸¸¢£÷¸ œ¸Ö¢÷¸ œÏ¡¸¸½Š¸ ˆÅ£›¸½ ¤¸›¸¸Ÿ¸ œ¸»µ¸Ä ˆÅ’¸¾÷¸ú œ¸Ö¢÷¸ œÏ¡¸¸½Š¸

ˆÅ£›¸½ ˆÅ¸ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ œ¸»¿�¸ú œ¸£ Ÿ¸¸°¸¸÷Ÿ¸ˆÅ œÏž¸¸¨¸

Quantitative impact on Regulatory

capital of using risk weighting method

versus using the full deduction method

‚¸ƒÄ”ú¤¸ú‚¸ƒÄ û½Å”£¥¸ ¥¸¸ƒûÅ ƒ¿©¡¸¸½£Ê¬¸ ˆ¿Åœ¸›¸ú ¢¥¸./ ž¸¸£÷¸ IDBI Federal Life Insurance Company Ltd. / India

�¸ú¨¸›¸ ¤¸úŸ¸¸ ˆÅ¸£¸½¤¸¸£ Life Insurance business

` 8000 48 % 2976.00

�¸. ¤¸ÿ¢ˆ¿ÅŠ¸ ¬¸Ÿ¸»í Ÿ¸Ê ¢›¸¢š¸¡¸¸Ê ˆ½Å ‚¿÷¸£µ¸ ¡¸¸ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ œ¸»¿�¸ú œ¸£ ¢ˆÅ¬¸ú œÏˆÅ¸£ ˆÅ¸ œÏ¢÷¸¤¸¿š¸ ¡¸¸ ²ˆÅ¸¨¸’À f. Any restrictions or impediments on transfer of funds or regulatory capital within the banking group:

¤¸ÿ¢ˆ¿ÅŠ¸ ¬¸Ÿ¸»í Ÿ¸Ê ¢›¸¢š¸¡¸¸Ê ˆ½Å ‚¿÷¸£µ¸ ¡¸¸ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ œ¸»¿�¸ú œ¸£ ¢ˆÅ¬¸ú œÏˆÅ¸£ ˆÅ¸ ˆÅ¸½ƒÄ œÏ¢÷¸¤¸¿š¸ ¡¸¸ ²ÅˆÅ¸¨¸’ ›¸íú¿ í¾. There are no restrictions or impediments on transfer of funds or regulatory capital within the banking group.

÷¸¸¢¥¸ˆÅ¸ ”ú‡ûÅ -2 À œ¸»¿�¸ú œ¸¡¸¸Äœ÷¸÷¸¸ Table DF-2: Capital Adequacy

¤¸ÿˆÅ ¬¸¿ž¸¸¢¨¸÷¸ í¸¢›¸ �¸¸½¢‰¸Ÿ¸¸Ê ˆ½Å œÏ¢÷¸ ˆºÅ©¸›¸ ˆ½Å ³Åœ¸ Ÿ¸Ê ÷¸˜¸¸ ‚œ¸›¸½ ¢í÷¸š¸¸£ˆÅ¸Ê, �¸Ÿ¸¸ˆÅ÷¸¸Ä‚¸Ê ‚¸¾£ ¥¸½›¸™¸£¸Ê ˆ½Å ¢í÷¸¸Ê ˆÅ¸½ ¬¸º£¢®¸÷¸ £‰¸›¸½ ˆ½Å ¢¥¸‡ œ¸»¿�¸ú £‰¸÷¸¸ í¾ ‚¸¾£ „¬¸ˆÅ¸ œÏ¤¸¿š¸ ˆÅ£÷¸¸ í¾. ¤¸ÿˆÅ ˆÅú ž¸¸¨¸ú œ¸»¿�¸ú ‚¸¨¸©¡¸ˆÅ÷¸¸ ˆÅ¸½ ƒ¬¸ˆÅú ˆÅ¸£¸½¤¸¸£ £µ¸›¸ú¢÷¸ ˆ½Å ‚›¸º¬¸¸£ ƒ¬¸ˆÅú ¨¸¸¢«¸ÄˆÅ ˆÅ¸£¸½¤¸¸£ ¡¸¸½�¸›¸¸ ˆ½Å ‡ˆÅ ž¸¸Š¸ ˆ½Å ³Åœ¸ Ÿ¸Ê œÏ¬÷¸º÷¸ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾. ¤¸ÿˆÅ ˆÅú ž¸¸¨¸ú œ¸»¿�¸ú ‚¸¨¸©¡¸ˆÅ÷¸¸‚¸Ê ˆÅú Š¸µ¸›¸¸ ˆÅ£›¸½ Ÿ¸Ê ¤¡¸¸�¸ ™£, ¢¨¸¢›¸Ÿ¸¡¸ ™£, ›¸ˆÅ™ú ¦¬˜¸¢÷¸ �¸¾¬¸½ ˆÅƒÄ ˆÅ¸£ˆÅ¸Ê œ¸£ ¢¨¸�¸¸£ ˆÅ£›¸½ ˆ½Å ¤¸¸™ ¤¸¸�¸¸£ ˆ½Å ²Å‰¸ ˆ½Å ¤¸¸£½ Ÿ¸Ê £¸¡¸ ÷¸¡¸ ˆÅú �¸¸÷¸ú í¾. ƒ¬¸ˆ½Å ‚¥¸¸¨¸¸ ÷¸º¥¸›¸ œ¸°¸ ¬¸¿£�¸›¸¸, œ¸¸½’ÄûÅ¸½¢¥¸¡¸¸½ ¬¸¿¢Ÿ¸ª, ¨¸¼¢Ö ™£ ÷¸˜¸¸ ¬¸¿¤¸¿¢š¸÷¸ ž¸º›¸¸ƒÄ �¸¾¬¸½ ¢¨¸¬÷¸¼÷¸ Ÿ¸¸›¸™¿”¸Ê œ¸£ ž¸ú ¢¨¸�¸¸£ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾. ¬¸¸˜¸ íú ¬¸’úˆÅ ‚›¸ºŸ¸¸›¸ ™©¸¸Ä›¸½ ˆ½Å ¢¥¸‡ †µ¸ ¬¸¿£�¸›¸¸ ‚¸¾£ £½¢’¿Š¸ Ÿ¸¾¢’ïÆ¬¸ œ¸£ ž¸ú ¢¨¸�¸¸£ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾. ¢™›¸¸¿ˆÅ 1 ‚œÏ¾¥¸ 2013 ¬¸½ œÏž¸¸¨¸ú ¤¸¸¬¸½¥¸ III ¢™©¸¸¢›¸™½Ä©¸¸Ê ˆ½Å ‚›¸º¬¸¸£ ¤¸ÿˆÅ ‚œ¸›¸½ œ¸»¿�¸ú ‚›¸ºœ¸¸÷¸¸Ê ˆÅú Š¸µ¸›¸¸ ¢£{¸¨¸Ä ¤¸ÿˆÅ ˆ½Å Ÿ¸¸¾�¸»™¸ ¢™©¸¸¢›¸™½Ä©¸¸Ê ˆ½Å ‚›¸º¬¸¸£ ˆÅ£ £í¸ í¾. ¤¸¸¬¸½¥¸ III Ÿ¸¸›¸™¿”¸Ê ˆÅ¸ Ÿ¸º‰¡¸ š¡¸¸›¸ ’ú¡¸£ I œ¸»¿�¸ú ˆÅú Š¸ºµ¸¨¸î¸¸ ‚¸¾£ Ÿ¸¸°¸¸ œ¸£ í¾. ¡¸˜¸¸ 31 Ÿ¸¸�¸Ä 2020 ˆÅ¸½ ¤¸ÿˆÅ ˆÅú ‡ˆÅ¥¸ ¬¸ú‚¸£‡‚¸£ ˆÅú ¦¬˜¸¢÷¸ ¢›¸Ÿ›¸¸›¸º¬¸¸£ í¾À The Bank maintains and manages capital as a cushion against the risk of probable losses and to protect its stakeholders, depositors and creditors. The future capital requirement of the Bank is projected as a part of its annual business plan, in accordance with its business strategy. To calculate the future capital requirements of the Bank a view on the market behaviour is taken after considering various factors such as interest rate, exchange rate and liquidity positions. In addition, broad parameters like balance sheet composition, portfolio mix, growth rate and relevant discounting are also considered. Further, the loan composition and rating matrix is factored into reflect precision in projections. In line with the Basel III guidelines, which are effective since April 01, 2013, the Bank has been calculating its capital ratios as per the extant RBI guidelines. The main focus of Basel III norms is on the quality and quantity of Tier I capital. The Standalone CRAR position of the Bank as on March 31, 2020, is as given below:

¬¸ú‚¸£‡‚¸£ / CRAR ¤¸¸¬¸½¥¸ III / Basel III

¬¸úƒÄ’ú 1 / CET 1 10.54%

’ú¡¸£ 1 / Tier 1 10.57%

’ú¡¸£ 2 / Tier 2 02.74%

ˆºÅ¥¸ (’ú¡¸£ 1 + ’ú¡¸£ 2) / Total ( Tier 1 + Tier 2) 13.31%



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


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¢™›¸¸¿ˆÅ 31 Ÿ¸¸�¸Ä 2020 ˆÅ¸½ ¬¸Ÿ¸½¢ˆÅ÷¸ ¬¸ú‚¸£‡‚¸£ ¦¬˜¸¢÷¸ ¢›¸Ÿ›¸¸›¸º¬¸¸£ í¾À The Consolidated CRAR position, as on March 31, 2020 is as under:


œ¸»¿�¸ú ‚¸¨¸©¡¸ˆÅ÷¸¸ / Capital requirement

†µ¸ �¸¸½¢‰¸Ÿ¸ œ¸»¿�¸ú / Credit Risk Capital:

Ÿ¸¸›¸ˆÅúˆ¼Å÷¸ ´¦«’ˆÅ¸½µ¸ ˆ½Å ‚š¸ú›¸ œ¸¸½’ÄûÅ¸½¢¥¸¡¸¸½ / Portfolios subject to standardised approach 117,807.71

œÏ¢÷¸ž¸»¢÷¸ˆÅ£µ¸ / Securitisation 0.00

¤¸¸�¸¸£ �¸¸½¢‰¸Ÿ¸ œ¸»¿�¸úÀ / Market Risk Capital:

Ÿ¸¸›¸ˆÅúˆ¼Å÷¸ ‚¨¸¢š¸ ´¦«’ˆÅ¸½µ¸ / Standardised duration approach 9,264.21

¤¡¸¸�¸ ™£ �¸¸½¢‰¸Ÿ¸ / Interest Rate Risk 4,991.20

¢¨¸™½©¸ú Ÿ¸ºÍ¸ ¢¨¸¢›¸Ÿ¸¡¸ �¸¸½¢‰¸Ÿ¸ (¬¨¸µ¸Ä ¬¸¢í÷¸) / Foreign exchange Risk (including Gold) 360.00

ƒ¦Æ¨¸’ú �¸¸½¢‰¸Ÿ¸ / Equity Risk 3,904.96

”½¢£¨¸½¢’¨¸ œ¸£ (‡ûÅ‡Æ¬¸ ¢¨¸ˆÅ¥œ¸) / On derivatives (FX Options) 8.05



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


œ¸¢£�¸¸¥¸›¸ �¸¸½¢‰¸Ÿ¸ œ¸»¿�¸ú À / Operational Risk Capital:

Ÿ¸»¥¸ ¬¸¿ˆ½Å÷¸ˆÅ ´¦«’ˆÅ¸½µ¸ / Basic indicator approach 13,558.05

¬¸ú¬¸ú¤¸ú ˆÅ¸½ Ž¸½”õ ˆÅ£ ˆºÅ¥¸ ‚œ¸½¢®¸÷¸ ›¡¸»›¸÷¸Ÿ¸ œ¸»¿�¸ú / Total Minimum Capital required excluding CCB 140,629.98

¬¸¸Ÿ¸¸›¡¸ ƒ¦Æ¨¸’ú ’ú¡¸£ 1, ’ú¡¸£ 1 ‡¨¸¿ ˆºÅ¥¸ œ¸»¿�¸ú ˆÅ¸ ‚›¸ºœ¸¸÷¸À Common Equity Tier 1, Tier 1 and Total capital ratio:

¬¸úƒÄ’ú 1 / CET 1 10.610%

’ú¡¸£ 1 / Tier 1 10.641%

’ú¡¸£ 2 / Tier 2 2.725%

ˆºÅ¥¸ (’ú¡¸£ 1 + ’ú¡¸£ 2) / Total ( Tier 1 + Tier 2) 13.365%

2. �¸¸½¢‰¸Ÿ¸ ‡Æ¬¸œ¸¸½�¸£ ‡¨¸¿ Ÿ¸»¥¡¸¸¿ˆÅ›¸ / Risk exposure and assessment

÷¸¸¢¥¸ˆÅ¸ ”ú‡ûÅ-3ˆÅÀ †µ¸ �¸¸½¢‰¸Ÿ¸À ¬¸¸Ÿ¸¸›¡¸ œÏˆÅ’›¸ / Table DF-3a: Credit Risk: General Disclosures:

†µ¸ �¸¸½¢‰¸Ÿ¸ ‡ˆÅ œÏˆÅ¸£ ˆÅ¸ í¸¢›¸ �¸¸½¢‰¸Ÿ¸ í¾ �¸¸½ œÏ¢÷¸œ¸®¸ú ×¸£¸ ¢¨¸î¸ú¡¸ ¬¸¿¢¨¸™¸ ˆÅú ©¸÷¸¸½ô ˆ½Å ‚›¸º¬¸¸£ „¬¸ˆÅú ™½¡¸÷¸¸‚¸Ê ˆ½Å ™¸¢¡¸÷¨¸¸Ê ˆÅ¸½ œ¸»£¸ ›¸ ˆÅ£›¸½ ‚˜¸¨¸¸ „¬¸ˆÅú �¸»ˆÅ ˆ½Å ˆÅ¸£µ¸ „÷œ¸››¸ í¸½ ¬¸ˆÅ÷¸¸ í¾. ‡½¬¸ú ¢ˆÅ¬¸ú ž¸ú ‹¸’›¸¸ ˆÅ¸ ¤¸ÿˆÅ ˆ½Å ¢¨¸î¸ú¡¸ ˆÅ¸¡¸Ä-¢›¸«œ¸¸™›¸ œ¸£ œÏ¢÷¸ˆ»Å¥¸ œÏž¸¸¨¸ œ¸”õ÷¸¸ í¾. ¤¸ÿˆÅ ˆÅ¸½ ‚œ¸›¸½ „š¸¸£, ¢›¸¨¸½©¸ ÷¸˜¸¸ ¬¸¿¢¨¸™¸Š¸÷¸ ¨¡¸¨¸¬˜¸¸‚¸Ê ˆ½Å {¸¢£‡ †µ¸ �¸¸½¢‰¸Ÿ¸ ˆÅ¸ ¬¸¸Ÿ¸›¸¸ ˆÅ£›¸¸ œ¸”õ÷¸¸ í¾. ¤¸ÿˆÅ ˆ½Å ¬¸Ÿ¸®¸ ‚¸›¸½ ¨¸¸¥¸½ †µ¸ �¸¸½¢‰¸Ÿ¸¸Ê ˆ½Å œÏž¸¸¨¸ ˆÅ¸ ¬¸¸Ÿ¸›¸¸ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ ‡ˆÅ ¬¸º´�õ �¸¸½¢‰¸Ÿ¸ ‚¢ž¸©¸¸¬¸›¸ �¸¿�¸¸ ¤¸›¸¸¡¸¸ Š¸¡¸¸ í¾. ¡¸í �¸¿�¸¸ �¸¸½¢‰¸Ÿ¸¸Ê ˆ½Å ¬¨¸¸¢Ÿ¸÷¨¸ ‚¸¾£ œÏ¤¸¿š¸›¸ ˆ½Å ¤¸¸£½ Ÿ¸Ê ž¸»¢Ÿ¸ˆÅ¸‚¸Ê ˆÅú ¬œ¸«’ œ¸¢£ž¸¸«¸¸ ‚¸¾£ ¬¸¸˜¸ íú ¢�¸ŸŸ¸½™¸¢£¡¸¸Ê ˆÅ¸ ¢›¸š¸¸Ä£µ¸ œÏ¬÷¸º÷¸ ˆÅ£÷¸¸ í¾. ¢£œ¸¸½¢’ôŠ¸ ¬¸¿¤¸¿š¸ ÷¸˜¸¸ ¬¸»�¸›¸¸ œÏ¤¸¿š¸ œÏµ¸¸¥¸ú (‡Ÿ¸‚¸ƒÄ‡¬¸) ¨¡¸¨¸¬˜¸¸ ˆ½Å ¤¸¸£½ Ÿ¸Ê œ¸™¸›¸ºÇÅŸ¸ ˆÅ¸½ ¬œ¸«’ ³Åœ¸ ¬¸½ œ¸¢£ž¸¸¢«¸÷¸ ˆÅ£÷¸½ íº‡ ¢{¸ŸŸ¸½™¸£ú ¢›¸š¸¸Ä£µ¸ ˆÅ¸½ ‚¸¾£ Ÿ¸�¸¤¸»÷¸ ¤¸›¸¸¡¸¸ Š¸¡¸¸ í¾.

Credit risk is the risk of loss that may occur due to default of the counterparty or from its failure to meet its obligations as per terms of the financial contract. Any such event will have an adverse effect on the financial performance of the Bank. The Bank faces credit risk through its lending, investment and contractual arrangements. A robust risk governance framework has been put in place to counter the effect of credit risks faced by the Bank. The framework provides a clear definition of roles as well as allocation of responsibilities with regard to ownership and management of risks. Allocation of responsibilities is further substantiated by defining clear hierarchy with respect to reporting relationships and Management Information System (MIS) mechanism.

¤¸ÿˆÅ ˆÅú †µ¸ �¸¸½¢‰¸Ÿ¸ œÏ¤¸¿š¸ ›¸ú¢÷¸¡¸¸¿ / Bank’s Credit risk management policies

¤¸ÿˆÅ ›¸½ ˆÅ¸¡¸Ä¢¨¸¢š¸¡¸¸Ê ‚¸¾£ œÏ¢ÇÅ¡¸¸÷Ÿ¸ˆÅ ‚œ¸½®¸¸‚¸Ê ˆÅ¸½ ¬œ¸«’ ³Åœ¸ ¬¸½ ¢›¸³¢œ¸÷¸ ˆÅ£›¸½ ˆ½Å „Ó½©¡¸ ¬¸½ ¢¨¸¢ž¸››¸ �¸¸½¢‰¸Ÿ¸ œÏ¤¸¿š¸ ›¸ú¢÷¸¡¸¸¿, œÏ¢ÇÅ¡¸¸‡¿ ÷¸˜¸¸ Ÿ¸¸›¸ˆÅ ÷¸¾¡¸¸£ ÷¸˜¸¸ ˆÅ¸¡¸¸Ä¦›¨¸÷¸ ¢ˆÅ‡ íÿ �¸¸½ ¬¸ž¸ú ¬¸¿¤¸¿¢š¸÷¸ ˆÅ¸£¸½¤¸¸£ú ¬¸Ÿ¸»í¸Ê ˆ½Å ¢¥¸‡ ¤¸¸š¡¸ˆÅ¸£ú íÿ. ¤¸ÿˆÅ ˆÅú †µ¸ ›¸ú¢÷¸ †µ¸ ‡Æ¬¸œ¸¸½�¸£¸Ê ˆ½Å œ¸¢£Ÿ¸¸œ¸›¸, ¢›¸Š¸£¸›¸ú ‚¸¾£ ¢›¸¡¸¿°¸µ¸ ×¸£¸ ‡ˆÅ „��¸ Š¸ºµ¸¨¸î¸¸ œ¸»µ¸Ä †µ¸ œ¸¸½’ÄûÅ¸½¢¥¸¡¸¸½ ¤¸›¸¸›¸½ ÷¸˜¸¸ „¬¸½ ¤¸›¸¸‡ £‰¸›¸½ ˆ½Å „Ó½©¡¸ ˆ½Å ¬¸¸˜¸ ¬¸¿�¸¸¢¥¸÷¸ í¾. ¡¸í ›¸ú¢÷¸ ˆ¿Åœ¸¢›¸¡¸¸Ê, ˆÅ¸£¸½¤¸¸£ ¬¸Ÿ¸»í¸Ê, „Ô¸¸½Š¸¸Ê, ž¸¸¾Š¸¸½¢¥¸ˆÅ ®¸½°¸¸Ê ÷¸˜¸¸ ¬¸½Æ’£¸Ê Ÿ¸Ê œ¸¸½’ÄûÅ¸½¢¥¸¡¸¸½ ˆ½Å ¢¨¸©¸¸‰¸›¸ �¸¾¬¸½ ¬¸»®Ÿ¸ ˆÅ¸£ˆÅ¸Ê œ¸£ ž¸ú š¡¸¸›¸ ™½÷¸ú í¾. ¡¸í ›¸ú¢÷¸ Ÿ¸¸¾�¸»™¸ ˆÅ¸£¸½¤¸¸£ œ¸¢£´©¡¸ ÷¸˜¸¸ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ©¸÷¸¸½ô ˆ½Å ‚¸¥¸¸½ˆÅ Ÿ¸Ê ˆÅ¸Á£œ¸¸½£½’ ŠÏ¸íˆÅ¸Ê ˆÅ¸½ „š¸¸£ ™½›¸½ ˆ½Å œÏ¢÷¸ ¤¸ÿˆÅ ˆÅ¸ ´¦«’ˆÅ¸½µ¸ œÏ™¢©¸Ä÷¸ ˆÅ£÷¸ú í¾.

The Bank has defined and implemented various risk management policies, procedures and standards with an objective to clearly articulate processes and procedural requirements that are binding on all concerned Business groups. Credit Policy of the Bank is guided by the objective to build, sustain and maintain a high quality credit portfolio by measurement, monitoring and control of the credit exposures. The policy also addresses more granular factors such as diversification of the portfolio across companies, business groups, industries, geographies and sectors. The policy reflects the Bank's approach towards lending to corporate clients in light of prevailing business environment and regulatory stipulations.

¤¸ÿˆÅ ˆÅú †µ¸ ›¸ú¢÷¸ ˆ½Å ‚¿÷¸Š¸Ä÷¸ ¤¸ÿˆÅ ˆ½Å ‰¸º™£¸ ‚¸¦¬÷¸ œ¸¸½’ÄûÅ¸½¢¥¸¡¸¸½ ˆÅ¸½ ¤¸�õ¸›¸½ ÷¸˜¸¸ „›íÊ ¤¸›¸¸¡¸½ £‰¸›¸½ ˆ½Å ¢¥¸‡ Ÿ¸¸›¸ˆÅ, œÏ¢ÇÅ¡¸¸‡¿ ÷¸˜¸¸ œ¸Ö¢÷¸¡¸¸¿ ¢›¸¢™Ä«’ ˆÅú Š¸¡¸ú íÿ. ¡¸í ›¸ú¢÷¸ ¢¨¸¢ž¸››¸ ‰¸º™£¸ „÷œ¸¸™¸Ê ˆ½Å ¢¥¸‡ ¨¸¾¡¸¢Æ÷¸ˆÅ „÷œ¸¸™ œÏ¸½ŠÏ¸Ÿ¸ ¢™©¸¸¢›¸™½Ä©¸¸Ê ˆ½Å œÏ¢÷¸œ¸¸™›¸ ˆÅ¸½ ž¸ú ¬¸¿�¸¸¢¥¸÷¸ ˆÅ£÷¸ú í¾. †µ¸ ›¸ú¢÷¸ ˆÅú „¬¸ œ¸¢£¨¸½©¸ (¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ‡¨¸¿ ¤¸¸�¸¸£) ˆÅú Š¸¢÷¸ ˆÅú œÏ÷¡¸¸©¸¸ Ÿ¸Ê ¡¸¸ „¬¸ˆ½Å œÏ÷¡¸ºî¸£ Ÿ¸Ê ¨¸¸¢«¸ÄˆÅ ¬¸Ÿ¸ú®¸¸ ˆÅú �¸¸÷¸ú í¾ ¢�¸¬¸Ÿ¸Ê ¤¸ÿˆÅ œ¸¢£�¸¸¥¸›¸ ˆÅ£÷¸¸ í¾ ¡¸¸ £µ¸›¸ú¢÷¸ˆÅ ¢™©¸¸, �¸¸½¢‰¸Ÿ¸ ¬¸í›¸©¸ú¥¸÷¸¸ ‚¸¢™ Ÿ¸Ê œ¸¢£¨¸÷¸Ä›¸ ˆÅ£÷¸¸ í¾. ¡¸í ›¸ú¢÷¸ ¤¸ÿˆÅ ˆ½Å ¢›¸™½©¸ˆÅ Ÿ¸¿”¥¸ ×¸£¸ ‚›¸ºŸ¸¸½¢™÷¸ í¾.

Bank's Credit Policy also details the standards, processes and systems for growing and maintaining its Retail Assets portfolio. The policy also guides the formulation of individual product program guidelines for various retail products. Credit policy is reviewed annually in anticipation of or in response to the dynamics of the environment (regulatory & market) in which the Bank operates or to change in strategic direction, risk tolerance, etc. The policy is approved by the Board of Directors of the Bank.



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


†µ¸ �¸¸½¢‰¸Ÿ¸ ˆ½Å ¬¸¿ˆÊÅÍµ¸ ¬¸½ ¤¸�¸›¸½ ˆ½Å ¢¥¸‡, ¤¸ÿˆÅ ›¸½ ‡ˆÅ¥¸ „š¸¸£ˆÅ÷¸¸Ä, ¬¸Ÿ¸»í¸Ê ¬¸½ ¬¸¿¤¸¿¢š¸÷¸ ‡Æ¬¸œ¸¸½�¸£, ¬¸¿¨¸½™›¸©¸ú¥¸ ®¸½°¸ ˆ½Å ‡Æ¬¸œ¸¸½�¸£¸Ê, „Ô¸¸½Š¸ ‡Æ¬¸œ¸¸½�¸£ ‚¸¾£ ‚œÏ¢÷¸ž¸»÷¸ ‡Æ¬¸œ¸¸½�¸£ ˆ½Å ¤¸¸£½ Ÿ¸Ê ‚¸¿÷¸¢£ˆÅ ¢™©¸¸¢›¸™½Ä©¸ ¥¸¸Š¸» ¢ˆÅ‡ íÿ. ›¸¡¸½ ˆÅ¸£¸½¤¸¸£ œÏ¸œ÷¸ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ ‚¸¾£ ›¸¡¸½ ŠÏ¸íˆÅ¸Ê ˆÅú œÏ¸£¿¢ž¸ˆÅ �¸¸¿�¸ ˆ½Å ¢¥¸‡ ž¸ú Ÿ¸¸›¸™¿” ¢›¸¢™Ä«’ ¢ˆÅ‡ Š¸‡ íÿ. ¤¸ÿˆÅ Š¸¾£-¤¸ÿ¢ˆ¿ÅŠ¸ ¢¨¸î¸ú¡¸ ˆ¿Åœ¸¢›¸¡¸¸Ê, ¨¸¸¢µ¸¦�¡¸ˆÅ ¢£¡¸¥¸ ‡¬’½’, œ¸»¿�¸ú ¤¸¸�¸¸£ ÷¸˜¸¸ ¤¸º¢›¸¡¸¸™ú ®¸½°¸ ¬¸¢í÷¸ ¢ˆÅ¬¸ú ž¸ú „Ô¸¸½Š¸ ˆÅ¸½ †µ¸ ™½›¸½ ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê ¢£{¸¨¸Ä ¤¸ÿˆÅ, ¬¸½¤¸ú ÷¸˜¸¸ ‚›¡¸ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¢›¸ˆÅ¸¡¸¸Ê ×¸£¸ �¸¸£ú ¢ˆÅ‡ Š¸‡ ¢›¸™½©¸¸Ê ˆÅ¸ œ¸¸¥¸›¸ ˆÅ£÷¸¸ í¾. ƒ¬¸ˆ½Å ‚¥¸¸¨¸¸, ¢¨¸¨¸½ˆÅœ¸»µ¸Ä ¢¨¸�¸¸£¸Ê ˆ½Å ‚¸š¸¸£ œ¸£ ˆºÅŽ ¢¨¸¢©¸«’ ‰¸¿”¸Ê ˆ½Å ¢¥¸‡ ‚¸¿÷¸¢£ˆÅ ¬¸úŸ¸¸‡¿ ž¸ú ¢›¸š¸¸Ä¢£÷¸ ˆÅú Š¸¡¸ú íÿ.

Bank has put in place internal guidelines on exposure norms in respect of single borrower, groups, exposure to sensitive sector, industry exposure, unsecured exposures, etc. to control concentration of credit risk. Norms have also been detailed for soliciting new business as well as for preliminary scrutiny of new clients. Bank abides by the directives issued by RBI, SEBI and other regulatory bodies in respect of lending to any industry including NBFCs, Real Estate, Capital Markets, Commodities, Gems and Jewelry and Infrastructure. In addition, internal limits have been prescribed for certain specific segments based on prudential considerations.

¤¸ÿˆÅ ˆ½Å œ¸¸¬¸ ™½©¸ú ÷¸˜¸¸ ‚¿÷¸£¸Ä«’ïú¡¸ ¤¸ÿˆÅ¸Ê Ÿ¸Ê ‡Æ¬¸œ¸¸½�¸£ ¬¸½ ¬¸¿¤¸¿¢š¸÷¸ œÏ¢÷¸œ¸®¸ú �¸¸½¢‰¸Ÿ¸ œ¸£ ‚¸¾£ ¢¨¸¢ž¸››¸ ™½©¸¸Ê Ÿ¸Ê †µ¸-¢›¸¨¸½©¸ ¬¸½ ¬¸¿¤¸¿¢š¸÷¸ ™½©¸ �¸¸½¢‰¸Ÿ¸ œÏ¤¸¿š¸›¸ œ¸£ ¢¨¸¢©¸«’ ›¸ú¢÷¸¡¸¸¿ íÿ.

The Bank has a specific policy on Counter Party Credit Risk pertaining to exposure on domestic & international banks and a policy on Country Risk Management pertaining to exposure on various countries.

†µ¸ �¸¸½¢‰¸Ÿ¸ Ÿ¸»¥¡¸¸¿ˆÅ›¸ œÏ¢ÇÅ¡¸¸À / Credit risk assessment process:

†µ¸ œÏ¬÷¸¸¨¸¸Ê ˆÅú Ÿ¸¿�¸»£ú ¢›¸™½©¸ˆÅ Ÿ¸¿”¥¸ ×¸£¸ ‚›¸ºŸ¸¸½¢™÷¸ œÏ÷¡¸¸¡¸¸½�¸›¸ ¬¸¿£�¸›¸¸ ˆ½Å ‚›¸º¬¸¸£ ˆÅú �¸¸÷¸ú í¾. ¤¸ÿˆÅ ×¸£¸ œÏ¡¸ºÆ÷¸ †µ¸ �¸¸½¢‰¸Ÿ¸ £½¢’¿Š¸ †µ¸ œÏ¬÷¸¸¨¸¸Ê ˆÅ¸ Ÿ¸»¥¡¸¸¿ˆÅ›¸ ˆÅ£›¸½ ˆÅ¸ ‡ˆÅ Ÿ¸º‰¡¸ ¬¸¸š¸›¸ í¾.

The sanction of credit proposals is in accordance with the delegation structure approved by the Board of Directors. Credit risk rating, used by the Bank is one of the key tools for assessing its credit proposals.

¤¸ÿˆÅ ›¸½ ‚¸¿÷¸¢£ˆÅ £½¢’¿Š¸ Ÿ¸¸Á”¥¸ �¸¸½¢‰¸Ÿ¸ Ÿ¸»¥¡¸¸¿ˆÅ›¸ Ÿ¸¸Á”Ã¡¸»¥¸ (£¾Ÿ¸) ̂ Å¸½ ̂ Å¸¡¸¸Ä¦›¨¸÷¸ ¢ˆÅ¡¸¸ í¾. ¡¸í £½¢’¿Š¸ ̂ ½Å ¢¥¸‡ ‡ˆÅ ¢×‚¸¡¸¸Ÿ¸ú Ÿ¸¸Á”Ã¡¸»¥¸ ‚˜¸¸Ä÷¸Ã ¤¸¸š¡¸÷¸¸š¸¸£ú ÷¸˜¸¸ ¬¸º¢¨¸š¸¸ í¾. „š¸¸£ˆÅ÷¸¸Ä ˆÅú ª½µ¸ú ‚¸¾£ ¢¨¸©¸½«¸÷¸¸ ˆ½Å ‚›¸º¬¸¸£ ¢¨¸¢ž¸››¸ £½¢’¿Š¸ Ÿ¸¸Á”¥¸¸Ê ˆ½Å ¢¥¸‡ ¢¨¸î¸ú¡¸, ˆÅ¸£¸½¤¸¸£, œÏ¤¸¿š¸›¸ ÷¸˜¸¸ „Ô¸¸½Š¸ �¸¾¬¸½ ¢¨¸¢ž¸››¸ �¸¸½¢‰¸Ÿ¸ Ÿ¸¸›¸™¿”¸Ê ˆÅ¸ ƒ¬÷¸½Ÿ¸¸¥¸ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾. œÏ¬÷¸¸¨¸ ˆÅú Š¸ºµ¸¨¸î¸¸ ¨¸ Ÿ¸¸°¸¸÷Ÿ¸ˆÅ �¸¸›¸ˆÅ¸£ú ˆÅ¸ †µ¸ �¸¸½¢‰¸Ÿ¸ ¢¨¸©¥¸½«¸ˆÅ ×¸£¸ Ÿ¸»¥¡¸¸¿ˆÅ›¸ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾ ÷¸¸¢ˆÅ „š¸¸£ˆÅ÷¸¸Ä ˆÅú †µ¸ £½¢’¿Š¸ ˆÅ¸ œ¸÷¸¸ ¥¸Š¸¸¡¸¸ �¸¸ ¬¸ˆ½Å.

The Bank has implemented internal rating model Risk Assessment Module (RAM), a two - dimensional module for rating viz.; obligor and facility. Different risk parameters such as financial, business, management and industry are used for different rating models in accordance with the category and characteristics of the borrower. Qualitative and quantitative information of the proposal is evaluated by the credit risk analyst to ascertain the credit rating of the borrower.

‡ˆÅ ¢›¸¢ä¸÷¸ œÏ¸£¿¢ž¸ˆÅ £¸¢©¸ ¬¸½ ‚¢š¸ˆÅ ˆ½Å œÏ¬÷¸¸¨¸¸Ê ˆÅú £½¢’¿Š¸ ¤¸ÿˆÅ ˆ½Å ¨¸¢£«“ ‚¢š¸ˆÅ¸¢£¡¸¸Ê ×¸£¸ ˆ½Å›Íúˆ¼Å÷¸ ³Åœ¸ Ÿ¸Ê ˆÅú �¸¸÷¸ú í¾. ‰¸º™£¸ „÷œ¸¸™¸Ê ˆ½Å †µ¸ ˆÅ¸ ‚›¸ºŸ¸¸½™›¸ œ¸¼˜¸ˆÅ ‰¸º™£¸ „÷œ¸¸™ ¢™©¸¸¢›¸™½Ä©¸ ¬¸½ ¬¸¿�¸¸¢¥¸÷¸ í¸½÷¸¸ í¾ ÷¸˜¸¸ œÏ÷¡¸½ˆÅ œÏ¬÷¸¸¨¸ ˆÅ¸ Ÿ¸»¥¡¸¸¿ˆÅ›¸ ¬ˆÅ¸½¢£¿Š¸ Ÿ¸¸Á”¥¸ ˆ½Å �¸¢£‡ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾.

Proposals over a certain threshold amount are rated centrally by senior officers in the Bank. Approval of credit for retail products are guided by the individual retail product paper guidelines and each proposal is appraised through a scoring model.

„œ¸¡¸ºÄÆ÷¸ ˆ½Å ‚¥¸¸¨¸¸, ‡ˆÅ †µ¸ ¥¸½‰¸¸-œ¸£ú®¸¸ œÏ¢ÇÅ¡¸¸ ž¸ú ¥¸¸Š¸» ˆÅú Š¸ƒÄ í¾ ¢�¸¬¸ˆÅ¸ „Ó½©¡¸ †µ¸¸Ê ˆÅú ¬¸Ÿ¸ú®¸¸ ˆÅ£›¸¸ í¾ ‚¸¾£ ¡¸í †µ¸ Ÿ¸»¥¡¸¸¿ˆÅ›¸, ¢›¸Š¸£¸›¸ú ÷¸˜¸¸ ›¡¸»›¸úˆÅ£µ¸ œÏ¢ÇÅ¡¸¸ ˆÅú œÏž¸¸¨¸ˆÅ¸¢£÷¸¸ ˆÅ¸ Ÿ¸»¥¡¸¸¿ˆÅ›¸ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ ‡ˆÅ œÏž¸¸¨¸ú ¬¸¸š¸›¸ í¾.

In addition to the above, a Credit audit process is in place, which aims at reviewing the loans and acts as an effective tool to evaluate the efficacy of credit assessment, monitoring and mitigation process.

†µ¸ œ¸¸½’ÄûÅ¸½¢¥¸¡¸¸½ ¢›¸Š¸£¸›¸úÀ / Credit Portfolio Monitoring:

‚¸¿÷¸¢£ˆÅ ‚¸¾£ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¬¸úŸ¸¸‚¸Ê ˆÅ¸ ‚›¸ºœ¸¸¥¸›¸ ¬¸º¢›¸¢ä¸÷¸ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ ‚¸¾£ ‚›¸º¢�¸÷¸ ¬¸¿ˆÊÅÍµ¸ („š¸¸£ˆÅ÷¸¸Ä ¡¸¸ „Ô¸¸½Š¸) ¬¸½ ¤¸�¸›¸½ ˆ½Å ¢¥¸‡ ¤¸ÿˆÅ ˆ½Å †µ¸ œ¸¸½’ÄûÅ¸½¢¥¸¡¸¸½ ˆÅú ¢›¸¡¸¢Ÿ¸÷¸ ‚¸š¸¸£ œ¸£ ¢›¸Š¸£¸›¸ú ˆÅú �¸¸÷¸ú í¾. ƒ¬¸½ „��¸ œÏ¤¸¿š¸›¸ ˆÅ¸½ ‚¸¨¸¢š¸ˆÅ ‚¸š¸¸£ œ¸£ ¬¸»¢�¸÷¸ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾.

The credit portfolio of the Bank is monitored on regular basis to ensure compliance with internal and regulatory limits as well as to avoid undue concentration (borrower or Industry). The same is periodically reported to the senior management.

ƒ¬¸ˆ½Å ‚¥¸¸¨¸¸, ‚¸¦¬÷¸ œ¸¸½’ÄûÅ¸½¢¥¸¡¸¸½ ̂ Åú „��¸ Š¸ºµ¸¨¸î¸¸ ¬¸º¢›¸¢ä¸÷¸ ̂ Å£›¸½ ̂ ½Å ¢¥¸‡ ¤¸ÿˆÅ ›¸½ ™¸½ ‚¸¡¸¸Ÿ¸ú £µ¸›¸ú¢÷¸ ‚˜¸¸Ä÷¸Ã ‹¸’›¸¸ ̂ Åú £¸½ˆÅ˜¸¸Ÿ¸ ‚¸¾£ ‡›¸œ¸ú‡ ̂ Å¸ ¬¸Ÿ¸¸š¸¸›¸/ ¨¸¬¸»¥¸ú, ‚œ¸›¸¸ƒÄ í¾. ƒ¬¸ ¬¸¿¤¸¿š¸ Ÿ¸Ê ¤¸ÿˆÅ ˆÅú ‡›¸œ¸ú‡ ›¸ú¢÷¸ í¾ ¢�¸¬¸Ÿ¸Ê Š¸í›¸ ¢›¸Š¸£¸›¸ú, ¥¸Š¸¸÷¸¸£ ‚›¸º¨¸÷¸úÄ ˆÅ¸£Ä¨¸¸ƒÄ ‚¸¾£ „¢�¸÷¸ ¬¸¢ÇÅ¡¸ ¬¸ºš¸¸£¸÷Ÿ¸ˆÅ ˆÅ¸£Ä¨¸¸ƒÄ ¡¸¸½�¸›¸¸ ×¸£¸ Ÿ¸¸¾�¸»™¸ Ÿ¸¸›¸ˆÅ ‚¸¦¬÷¸¡¸¸Ê ˆÅú ¢Š¸£¸¨¸’ ˆÅú £¸½ˆÅ˜¸¸Ÿ¸ ‚¸¾£ ‡›¸œ¸ú‡ ˆÅú ¨¸¬¸»¥¸ú/ ¬¸Ÿ¸¸š¸¸›¸ ˆ½Å ¢¥¸‡ ¢™©¸¸¢›¸™½Ä©¸ ÷¸¡¸ ¢ˆÅ‡ Š¸‡ íÿ.

Further, to ensure high quality of the asset portfolio the Bank has adopted a two pronged strategy i.e., containment of incidence of asset slippages and resolution / recovery from NPAs. In this regard, the Bank has an NPA management policy, which sets out guidelines for restricting slippage of existing standard assets and recovery / resolution of NPA by close monitoring, constant follow-up and evolving a suitable proactive Corrective Action Plan.



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


‚›¸�¸ÄˆÅ ‚¸¦¬÷¸¡¸¸Ê ˆÅú œ¸¢£ž¸¸«¸¸‡¿ À / Definitions of non-performing assets:

¤¸ÿˆÅ ‚œ¸›¸½ ‚¢ŠÏŸ¸¸Ê ˆÅ¸ ¨¸Š¸úÄˆÅ£µ¸ ¢£{¸¨¸Ä ¤¸ÿˆÅ ˆ½Å Ÿ¸¸¾�¸»™¸ ¢™©¸¸¢›¸™½Ä©¸¸Ê ˆ½Å ‚›¸º¬¸¸£ ‚�¸ÄˆÅ ‚¸¾£ ‚›¸�¸ÄˆÅ ‚¢ŠÏŸ¸¸Ê Ÿ¸Ê ˆÅ£÷¸¸ í¾. ‚›¸�¸ÄˆÅ ‚¸¦¬÷¸ (‡›¸œ¸ú‡) ‡½¬¸¸ †µ¸ ¡¸¸ ‚¢ŠÏŸ¸ í¾, �¸í¸¿ Ÿ¸ú¡¸¸™ú †µ¸ ˆ½Å Ÿ¸¸Ÿ¸¥¸½ Ÿ¸Ê ¤¡¸¸�¸ ‚¸¾£/ ‚˜¸¨¸¸ Ÿ¸»¥¸š¸›¸ ˆÅú ¢ˆÅ¬÷¸ 90 ¬¸½ ‚¢š¸ˆÅ ¢™›¸ ¬¸½ ‚¢÷¸™½¡¸ í¸½ ‚¸¾£ ‰¸¸÷¸¸ ‚¸½¨¸£”ï¸É’/ ›¸ˆÅ™ú †µ¸ (‚¸½”ú /¬¸ú¬¸ú) ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê `‚¢›¸¡¸¢Ÿ¸÷¸' £í÷¸¸ í¾. ¡¸¢™ ‰¸¸÷¸½ Ÿ¸Ê ¤¸ˆÅ¸¡¸¸ £¸¢©¸ Ÿ¸¿�¸»£ ¬¸úŸ¸¸/ ‚¸í£µ¸ ‚¢š¸ˆÅ¸£ ¬¸½ ¥¸Š¸¸÷¸¸£ ‚¢š¸ˆÅ £í÷¸ú í¸½, ÷¸¸½ „¬¸½ ž¸ú `‚¢›¸¡¸¢Ÿ¸÷¸' Ÿ¸¸›¸¸ �¸¸÷¸¸ í¾. ¢�¸›¸ Ÿ¸¸Ÿ¸¥¸¸Ê Ÿ¸Ê Ÿ¸º‰¡¸ œ¸¢£�¸¸¥¸›¸ ‰¸¸÷¸½ Ÿ¸Ê ¤¸ˆÅ¸¡¸¸ £¸¢©¸ Ÿ¸¿�¸»£ ¬¸úŸ¸¸ / ‚¸í£µ¸ ‚¢š¸ˆÅ¸£ ¬¸½ ˆÅŸ¸ í¾, ¢ˆ¿Å÷¸º „›¸Ÿ¸Ê ÷¸º¥¸›¸ œ¸°¸ ˆÅú ÷¸¸£ú‰¸ ÷¸ˆÅ ¥¸Š¸¸÷¸¸£ 90 ¢™›¸ ÷¸ˆÅ ˆÅ¸½ƒÄ £¸¢©¸ �¸Ÿ¸¸ ›¸íú¿ í¸½÷¸ú í¾ ¡¸¸ �¸Ÿ¸¸ ˆÅú Š¸ƒÄ £¸¢©¸¡¸¸¿ ƒ¬¸ ‚¨¸¢š¸ ˆ½Å ™¸¾£¸›¸ ›¸¸Ÿ¸½ ¢ˆÅ‡ Š¸‡ ¤¡¸¸�¸ ˆ½Å ¢¥¸‡ œ¸¡¸¸Äœ÷¸ ›¸íú¿ íÿ, ÷¸¸½ ‡½¬¸½ ‰¸¸÷¸¸Ê ˆÅ¸½ ž¸ú `‚¢›¸¡¸¢Ÿ¸÷¸' Ÿ¸¸›¸¸ �¸¸÷¸¸ í¾. ‚›¡¸ ‡›¸œ¸ú‡ ¢›¸Ÿ›¸¸›¸º¬¸¸£ íÿÀ

The Bank classifies its advances into performing and non-performing advances in accordance with the extant RBI guidelines. The non-performing asset (NPA) is a loan or an advance where Interest and/ or installment of principal remains overdue for more than 90 days for a term loan and the account remains ‘out of order’ in respect of an Overdraft/Cash Credit (OD/CC). 'Out of order' means if the account outstanding balance remains continuously in excess of the sanctioned limit/drawing power. In cases where the outstanding balance in the principal operating account is less than the sanctioned limit/drawing power, but there are no credits continuously for 90 days as on the date of Balance Sheet or credits are not enough to cover the interest debited during the same period, these accounts are also treated as 'out of order’. Other NPAs are as under:

• ÇÅ¡¸ ¢ˆÅ‡ Š¸‡ ¡¸¸ ž¸º›¸¸‡ Š¸‡ ¢¤¸¥¸¸Ê ˆ½Å Ÿ¸¸Ÿ¸¥¸½ Ÿ¸Ê ¢¤¸¥¸ 90 ¬¸½ ‚¢š¸ˆÅ ¢™›¸ ¬¸½ `‚¢÷¸™½¡¸' í¸½. The bill remains overdue for a period of more than 90 days in the case of bills purchased and discounted.

• ˆ¼Å¢«¸ †µ¸ ̂ ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê ‚¥œ¸¸¨¸¢š¸ ûÅ¬¸¥¸¸Ê ̂ ½Å Ÿ¸¸Ÿ¸¥¸½ Ÿ¸Ê ¤¡¸¸�¸ ÷¸˜¸¸/‚˜¸¨¸¸ Ÿ¸»¥¸š¸›¸ ̂ Åú ¢ˆÅ¬÷¸¸Ê ̂ Åú ‚™¸¡¸Š¸ú ™¸½ ûÅ¬¸¥¸ Ÿ¸¸¾¬¸Ÿ¸ ¬¸½ ‚¢÷¸™½¡¸ í¸½ ‚¸¾£ ™ú‹¸¸Ä¨¸¢š¸ ûÅ¬¸¥¸¸Ê Ÿ¸Ê ‡ˆÅ ûÅ¬¸¥¸ Ÿ¸¸¾¬¸Ÿ¸ ¬¸½ ‚¢÷¸™½¡¸ í¸½.

In respect of an agricultural loan, the interest and / or installment of principal remains overdue for two crop seasons for short duration crops and for one crop season for long duration crops.

‡›¸œ¸ú‡ ˆÅ¸½ ‚¸Š¸½ ‚¨¸Ÿ¸¸›¸ˆÅ, ¬¸¿¢™Šš¸ ‡¨¸¿ í¸¢›¸ ‚¸¦¬÷¸¡¸¸Ê ˆ½Å ³Åœ¸ Ÿ¸Ê ¨¸Š¸úÄˆ¼Å÷¸ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾. ‚¨¸Ÿ¸¸›¸ˆÅ ‚¸¦¬÷¸ „¬¸½ ˆÅí¸ �¸¸÷¸¸ í¾, �¸¸½ 12 Ÿ¸¸í ¡¸¸ ƒ¬¸¬¸½ ˆÅŸ¸ ‚¨¸¢š¸ ¬¸½ ‡›¸œ¸ú‡ í¸½. ¢ˆÅ¬¸ú ‚¸¦¬÷¸ ˆÅ¸½ ¬¸¿¢™Šš¸ ÷¸¤¸ Ÿ¸¸›¸¸ �¸¸÷¸¸ í¾, �¸¤¸ ¡¸í ‚¨¸Ÿ¸¸›¸ˆÅ ‚¸¦¬÷¸ ˆÅú ª½µ¸ú Ÿ¸Ê 12 Ÿ¸¸í ¡¸¸ ƒ¬¸¬¸½ ‚¢š¸ˆÅ ‚¨¸¢š¸ ¬¸½ í¸½. í¸¢›¸ ‚¸¦¬÷¸ „¬¸½ ˆÅí¸ �¸¸÷¸¸ í¾ �¸¸½ ¤¸ÿˆÅ ×¸£¸ ‚˜¸¨¸¸ ‚¸¿÷¸¢£ˆÅ / ¤¸¸à¸ ¥¸½‰¸¸ œ¸£ú®¸ˆÅ¸Ê ×¸£¸ ‚˜¸¨¸¸ ¢£{¸¨¸Ä ¤¸ÿˆÅ ˆ½Å ¢›¸£ú®¸µ¸ ˆ½Å ™¸¾£¸›¸ í¸¢›¸ ‚¸¦¬÷¸ ˆ½Å ³Åœ¸ Ÿ¸Ê ‚¢ž¸¢›¸š¸¸Ä¢£÷¸ ˆÅú Š¸ƒÄ í¸½ ¢ˆÅ›÷¸º £¸¢©¸ ˆÅ¸½ œ¸»µ¸Ä÷¸À ¤¸’Ã’½ ‰¸¸÷¸½ ›¸íú¿ ”¸¥¸¸ Š¸¡¸¸ í¸½.

NPAs are further classified into sub-standard, doubtful and loss assets. A substandard asset is one, which has remained as NPA for a period less than or equal to 12 months. An asset is classified as doubtful if it has remained in the sub-standard category for more than 12 months. A loss asset is one where loss has been identified by the Bank or by the internal / external auditors or the RBI inspection but the amount has not been written off fully.

œÏ¢÷¸ž¸»¢÷¸¡¸¸Ê Ÿ¸Ê ¢›¸¨¸½©¸ ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê, �¸í¸¿ ¤¡¸¸�¸/ Ÿ¸»¥¸š¸›¸ ¤¸ˆÅ¸¡¸¸ í¸½, ¤¸ÿˆÅ ‡½¬¸ú œÏ¢÷¸ž¸»¢÷¸¡¸¸Ê œ¸£ ‚¸¡¸ ˆÅ¸½ Š¸µ¸›¸¸ Ÿ¸Ê ©¸¸¢Ÿ¸¥¸ ›¸íú¿ ˆÅ£÷¸¸ í¾ ÷¸˜¸¸ ¢›¸¨¸½©¸ ˆ½Å Ÿ¸»¥¡¸ Ÿ¸Ê ˆÅŸ¸ú ˆ½Å ¢¥¸‡ ¢£{¸¨¸Ä ¤¸ÿˆÅ ×¸£¸ ¢›¸š¸¸Ä¢£÷¸ œÏ¸¨¸š¸¸›¸úˆÅ£µ¸ Ÿ¸¸›¸™¿”¸Ê ˆ½Å ‚›¸º¬¸¸£ „¢�¸÷¸ œÏ¸¨¸š¸¸›¸ ˆÅ£÷¸¸ í¾.

In respect of investments in securities, where interest / principal is in arrears, the Bank does not reckon income on such securities and makes provisions as per provisioning norms prescribed by RBI for depreciation in the value of investments.

‰¸. ‚¸¾£ Š¸. ˆºÅ¥¸ ¬¸ˆÅ¥¸ †µ¸ �¸¸½¢‰¸Ÿ¸ ‡Æ¬¸œ¸¸½�¸£ ‡¨¸¿ ‡Æ¬¸œ¸¸½�¸£ ˆÅ¸ ž¸¸¾Š¸¸½¢¥¸ˆÅ ¢¨¸÷¸£µ¸, ¢›¸¢š¸ ‚¸š¸¸¢£÷¸ ‡¨¸¿ Š¸¾£-¢›¸¢š¸ ‚¸š¸¸¢£÷¸ b. & c. Total gross credit risk exposures & Geographic distribution of exposures, Fund based and Non-fund based


¢¨¸¨¸£µ¸ Particulars

¢›¸¢š¸ ‚¸š¸¸¢£÷¸ Fund Based

Š¸¾£-¢›¸¢š¸ ‚¸š¸¸¢£÷¸ Non Fund Based

ˆºÅ¥¸ Total

™½©¸ú / Domestic 1,858,717.27 869,169.23 2,727,886.50

¢¨¸™½©¸ú / Overseas 108,152.79 986.58 109,139.36

ˆºÅ¥¸ ¬¸ˆÅ¥¸ †µ¸ ‡Æ¬¸œ¸¸½�¸£* / Total Gross Credit Exposures* 1,966,870.06 870,155.80 2,837,025.86

* †µ¸ ‡Æ¬œ¸¸½¬¸£ Ÿ¸Ê ¢›¸¨¸½©¸ ©¸¸¢Ÿ¸¥¸ íÿ * Credit Exposure exclude the Investment



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


‹¸. ¬¸ˆÅ¥¸ †µ¸ ‡Æ¬¸œ¸¸½�¸£ ˆÅ¸ „Ô¸¸½Š¸ ˆ½Å œÏˆÅ¸£ ˆ½Å ‚›¸º¬¸¸£ ¢¨¸÷¸£µ¸ À ¢›¸¢š¸ ‚¸š¸¸¢£÷¸ ¨¸ Š¸¾£-¢›¸¢š¸ ‚¸š¸¸¢£÷¸ d. Industry type distribution of Gross credit exposures- fund based and non-fund based :


„Ô¸¸½Š¸ Industry

¢›¸¢š¸ ‚¸š¸¸¢£÷¸ †µ¸ ‡Æ¬¸œ¸¸½�¸£ FB Credit Exposure

Š¸¾£-¢›¸¢š¸ ‚¸š¸¸¢£÷¸ †µ¸ ‡Æ¬¸œ¸¸½�¸£

NFB Credit Exposure

ˆºÅ¥¸ †µ¸ ‡Æ¬¸œ¸¸½�¸£*

Total Credit Exposure*

ˆ¼Å¢«¸ ‡¨¸¿ ¬¸Ÿ¤¸Ö ˆÅ¸¡¸ÄˆÅ¥¸¸œ¸ / Agriculture & Allied Activities 228,188.87 1,216.38 229,405.25

œ¸¢£¨¸í›¸ œ¸¢£�¸¸¥¸ˆÅ / Transport Operators 10,009.56 1,688.74 11,698.30

‚›¡¸ ¬¸½¨¸¸‡¿ / Other Services 29,253.68 50,037.54 79,291.22

ˆ¿Åœ¡¸»’£ ¬¸¸ÁÉ’¨¸½¡¸£ / Computer Software 4,401.52 4,444.82 8,846.34

œ¸¡¸Ä’›¸, í¸½’¥¸ ‚¸¾£ £½¬÷¸£¸Â / Tourism, Hotel and Restaurants 10,418.09 810.48 11,228.57

¢©¸¢œ¸¿Š¸ / Shipping 3,389.43 0.80 3,390.23

œ¸½©¸½¨¸£ ¬¸½¨¸¸‡¿ / Professional services 22,511.28 2,861.06 25,372.35

¨¡¸¸œ¸¸£ / Trade 154,900.62 13,307.01 168,207.63

¨¸¸¢µ¸¦�¡¸ˆÅ ¬˜¸¸¨¸£ ¬¸Ÿœ¸™¸ / Commercial Real Estate 13,995.99 2,516.74 16,512.73

‡›¸¤¸ú‡ûÅ¬¸ú / NBFCs 57,379.66 9,577.58 66,957.23

‚¸¨¸¸¬¸ †µ¸ (œÏ¸˜¸¢Ÿ¸ˆÅ÷¸¸ œÏ¸œ÷¸ ®¸½°¸ ‚¸¨¸¸¬¸ ¬¸¢í÷¸)Housing Loans (Incl. priority sector housing) 475,906.19 47.23 475,953.41

„œ¸ž¸¸½Æ÷¸¸ ¨¸¬÷¸º‡¿ / Consumer Durables 11.10 0.16 11.26

Ç½Å¢”’ ˆÅ¸”Ä œÏ¸œ¡¸ £¸¢©¸¡¸¸Â / Credt Card Receivables 2,799.28 17.57 2,816.85

¨¸¸í›¸ / ‚¸Á’¸½ †µ¸ / Vehical/Auto Loans 12,501.22 210.35 12,711.58

¢©¸®¸¸ †µ¸ / Education Loans 14,576.77 4.35 14,581.11

¬¸¸¨¸¢š¸ �¸Ÿ¸¸£¸¢©¸¡¸¸Ê (‡ûÅ¬¸ú‡›¸‚¸£ (¤¸ú) ‚¸¢™ ¬¸¢í÷¸) œ¸£ ‚¢ŠÏŸ¸Advances against Fixed Deposits (incl. FCNR(B), etc.) 60.58 1,773.63 1,834.21

‚›¡¸ ‰¸º™£¸ †µ¸ / Other Retail Loans 16,540.11 960.20 17,500.31

‰¸›¸›¸ ‚¸¾£ „÷‰¸›¸›¸ / Mining and Quarrying 68,916.65 24,382.87 93,299.52

‰¸¸Ô¸ œÏ¬¸¿¬ˆÅ£µ¸ / Food Processing 47,758.86 11,019.13 58,777.99

œ¸½¡¸ œ¸™¸˜¸Ä (�¸¸¡¸ ‚¸¾£ ˆÅ¸ÁûÅú ˆÅ¸½ Ž¸½”õˆÅ£) ‚¸¾£ ÷¸¿¤¸¸ˆ»Å / Beverages (excluding Tea & Coffee) and Tobacco 2,162.23 435.71 2,597.94

¨¸¬°¸ / Textiles 51,571.59 5,591.50 57,163.09

�¸Ÿ¸”õ¸ ‚¸¾£ �¸Ÿ¸”õ¸ „÷œ¸¸™ / Leather and Leather products 1,050.61 71.90 1,122.52

¥¸ˆÅ”õú ‡¨¸¿ ¥¸ˆÅ”õú „÷œ¸¸™ / Wood and Wood Products 681.12 436.12 1,117.24

ˆÅ¸Š¸�¸ ‚¸¾£ ˆÅ¸Š¸�¸ „÷œ¸¸™ / Paper and Paper Products 16,649.86 3,695.91 20,345.77

œ¸½’ï¸½¢¥¸¡¸Ÿ¸ (Š¸¾£-ƒ›üÅ¸), ˆÅ¸½¡¸¥¸¸ „÷œ¸¸™ (Š¸¾£-‰¸›¸›¸) ‚¸¾£ ›¸¸¢ž¸ˆÅú¡¸ ƒôš¸›¸ Petroleum (non-infra), Coal Products (non-mining) and Nuclear Fuels 11,857.87 29,937.95 41,795.82

£¬¸¸¡¸›¸ ‚¸¾£ £¬¸¸¡¸›¸ „÷œ¸¸™ (”¸ƒÄ, œ¸Ê’ ‚¸¢™)Chemicals and Chemical Products (Dyes, Paints, etc.) 89,146.92 37,410.78 126,557.70

£¤¸”õ, œ¥¸¸¦¬’ˆÅ ‚¸¾£ „›¸ˆ½Å „÷œ¸¸™ Rubber, Plastic and their Products 15,259.14 4,796.46 20,055.60



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


„Ô¸¸½Š¸ Industry

¢›¸¢š¸ ‚¸š¸¸¢£÷¸ †µ¸ ‡Æ¬¸œ¸¸½�¸£ FB Credit Exposure

Š¸¾£-¢›¸¢š¸ ‚¸š¸¸¢£÷¸ †µ¸ ‡Æ¬¸œ¸¸½�¸£

NFB Credit Exposure

ˆºÅ¥¸ †µ¸ ‡Æ¬¸œ¸¸½�¸£*

Total Credit Exposure*

ˆÅ¸Â�¸ ‚¸¾£ ˆÅ¸Â�¸ ˆ½Å ¤¸÷¸Ä›¸ / Glass & Glassware 531.09 50.77 581.86

¬¸úŸ¸Ê’ ‚¸¾£ ¬¸úŸ¸Ê’ „÷œ¸¸™ / Cement and Cement Products 16,625.05 6,360.86 22,985.91

Ÿ¸»¥¸ š¸¸÷¸º ‚¸¾£ š¸¸÷¸º „÷œ¸¸™ / Basic Metal and Metal Products 77,850.44 89,270.02 167,120.46

¬¸ž¸ú ƒ¿�¸ú¢›¸¡¸¢£¿Š¸ / All Engineering 96,866.11 117,322.39 214,188.50

¨¸¸í›¸, ¨¸¸í›¸ œ¸º�¸½Ä ‚¸¾£ ¡¸¸÷¸¸¡¸¸÷¸ „œ¸ˆÅ£µ¸Vehicles, Vehicle Parts and Transport Equipments 40,027.03 12,437.22 52,464.24

£÷›¸ ‡¨¸¿ ‚¸ž¸»«¸µ¸ / Gems and Jewellery 21,193.29 413.51 21,606.80

¢›¸Ÿ¸¸Äµ¸ / Construction 48,205.32 27,866.07 76,071.40

‚¨¸¢©¸«’ ‚›¡¸ ‚¢ŠÏŸ¸ / Residuary other advances 25,132.76 84,526.00 109,658.75

ƒ›üÅ¸¬’ïÆ�¸£ / Infrastructure 271,681.56 323,513.70 595,195.27

‚›¡¸ „Ô¸¸½Š¸ / Other Industries 6,858.61 1,142.30 8,000.91

ˆºÅ¥¸ / Total 1,966,870.06 870,155.80 2,837,025.86

* †µ¸ ‡Æ¬œ¸¸½�¸£ Ÿ¸Ê ¢›¸¨¸½©¸ ©¸¸¢Ÿ¸¥¸ ›¸íú¿ íÿ * Credit Exposure exclude the Investment

¬¸ˆÅ¥¸ †µ¸ ‡Æ¬¸œ¸¸½�¸£ Ÿ¸Ê 5% ¬¸½ ‚¢š¸ˆÅ ¢í¬¬¸¸ £‰¸›¸½ ¨¸¸¥¸½ „Ô¸¸½Š¸* Industries having more than 5% of the Gross credit exposures*


„Ô¸¸½Š¸ ˆÅ¸ ›¸¸Ÿ¸ Industry Name

¢›¸¢š¸ ‚¸š¸¸¢£÷¸Fund Based

Š¸¾£-¢›¸¢š¸ ‚¸š¸¸¢£÷¸ Non Fund Based

ˆºÅ¥¸ Total

%

ƒ›üÅ¸¬’ïÆ�¸£ / Infrastructure 271,681.56 323,513.70 595,195.27 20.98

‚¸¨¸¸¬¸ †µ¸ (œÏ¸˜¸¢Ÿ¸ˆÅ÷¸¸ œÏ¸œ÷¸ ®¸½°¸ ‚¸¨¸¸¬¸ ¬¸¢í÷¸) Housing Loans (Incl. priority sector housing) 475,906.19 47.23 475,953.41 16.78

ˆ¼Å¢«¸ ‡¨¸¿ ¬¸Ÿ¤¸Ö ˆÅ¸¡¸ÄˆÅ¥¸¸œ¸ Agriculture & Allied Activities 228,188.87 1,216.38 229,405.25 8.09

¬¸ž¸ú ƒ¿�¸ú¢›¸¡¸¢£¿Š¸ / All Engineering 96,866.11 117,322.39 214,188.50 7.55

¨¡¸¸œ¸¸£ / Trade 154,900.62 13,307.01 168,207.63 5.93

Ÿ¸»¥¸ š¸¸÷¸º ‚¸¾£ š¸¸÷¸º „÷œ¸¸™Basic Metal and Metal Products 77,850.44 89,270.02 167,120.46 5.89

* †µ¸ ‡Æ¬œ¸¸½¬¸£ Ÿ¸Ê ¢›¸¨¸½©¸ ©¸¸¢Ÿ¸¥¸ ›¸íú¿ í¾* Credit Exposure excludes the Investment



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


Œ. ‚¸¦¬÷¸¡¸¸Ê ˆÅú ¤¸�¸ú íºƒÄ ¬¸¿¢¨¸™¸÷Ÿ¸ˆÅ œ¸¢£œ¸Æ¨¸÷¸¸ ˆÅ¸ ¢¨¸©¥¸½«¸µ¸À e. Residual contractual maturity breakdown of assets:


œ¸¢£œ¸Æ¨¸÷¸¸ ‚¨¸¢š¸ Maturity Buckets

‚¸¦¬÷¸¡¸¸¿ / Assets as on March 31, 2020

¢£{¸¨¸Ä ¤¸ÿˆÅ ¨¸ ‚›¡¸ ¤¸ÿˆÅ¸Ê ˆ½Å

œ¸¸¬¸ ›¸ˆÅ™ú ‡¨¸¿ �¸Ÿ¸¸ ©¸½«¸ Cash &

Balances with RBI and Other

Banks

¢›¸¨¸½©¸ Investments

‚¢ŠÏŸ¸ Advances

‚�¸¥¸ ‚¸¦¬÷¸¡¸¸¿ ‡¨¸¿ ‚›¡¸ ‚¸¦¬÷¸¡¸¸¿

Fixed Assets & Other Assets

ˆºÅ¥¸ ‚¸¦¬÷¸¡¸¸¿ Total Assets

1 ¢™›¸ Day 1 113,761.99 167,003.65 6,169.75 105,725.92 392,661.31

2 ¬¸½ 7 ¢™›¸ 2 to 7 days 75,406.44 87,807.45 9,013.59 1,800.17 174,027.65

8 ¬¸½ 14 ¢™›¸8 to 14 days 41,670.11 56.68 10,533.26 4,092.50 56,352.55

15 ¬¸½ 30 ¢™›¸ 15 to 30 days 8,120.22 194.51 6,954.75 21,007.38 36,276.86

31 ¢™›¸ ¬¸½ 2 Ÿ¸¸í ÷¸ˆÅ 31 days & upto 2 months 2,172.68 215.86 11,036.34 1,953.59 15,378.47

2 Ÿ¸¸í ¬¸½ ‚¢š¸ˆÅ ¨¸ 3 Ÿ¸¸í ÷¸ˆÅ Over 2 months & upto 3 months 4,356.25 1,616.50 33,782.73 4,374.40 44,129.88

3 Ÿ¸¸í ¬¸½ ‚¢š¸ˆÅ ¨¸ 6 Ÿ¸¸í ÷¸ˆÅ Over 3 months & upto 6 months 4,485.22 2,789.57 36,465.68 17,638.54 61,379.01

6 Ÿ¸¸í ¬¸½ ‚¢š¸ˆÅ ¨¸ 1 ¨¸«¸Ä ÷¸ˆÅ Over 6 months & upto 1 year 7,991.38 6,781.93 78,130.01 50,540.63 143,443.95

1 ¨¸«¸Ä ¬¸½ ‚¢š¸ˆÅ ¨¸ 3 ¨¸«¸Ä ÷¸ˆÅ Over 1 year & upto 3 years 34,756.95 3,771.64 496,793.04 68,967.93 604,289.56

3 ¨¸«¸Ä ¬¸½ ‚¢š¸ˆÅ ¨¸ 5 ¨¸«¸Ä ÷¸ˆÅ Over 3 years & upto 5 years 4,513.81 20,936.25 151,294.47 274,359.25 451,103.78

5 ¨¸«¸Ä ¬¸½ ‚¢š¸ˆÅ Over 5 yrs 7,069.00 526,630.12 458,244.27 28,437.28 1,020,380.67

ˆºÅ¥¸ Total 304,304.05 817,804.16 1,298,417.89 578,897.59 2,999,423.69



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


�¸. Ž ‡¨¸¿ �¸. ‚›¸�¸ÄˆÅ ‚¸¦¬÷¸¡¸¸¿ (¬¸ˆÅ¥¸) ‡¨¸¿ ‚›¸�¸ÄˆÅ ‚¸¦¬÷¸¡¸¸¿ (¢›¸¨¸¥¸) ÷¸˜¸¸ ‚›¸�¸ÄˆÅ ‚¸¦¬÷¸¡¸¸Ê ˆÅú ‚›¸ºœ¸¸÷¸ £¸¢©¸ À f. g & h. Amount of NPAs (Gross) & Net NPAs & NPA Ratios


¢¨¸¨¸£µ¸ / Particulars

ˆºÅ¥¸ ‚¢ŠÏŸ¸ / Gross Advances 1,716,898.40

¢›¸¨¸¥¸ ‚¢ŠÏŸ¸ / Net Advances 1,298,417.90

¡¸˜¸¸ 31 Ÿ¸¸�¸Ä 2020 ˆÅ¸½ ¬¸ˆÅ¥¸ ‚›¸�¸ÄˆÅ ‚¸¦¬÷¸¡¸¸¿ / Gross NPA as on March 31, 2020

ˆÅ. ‚¨¸Ÿ¸¸›¸ˆÅ a. Substandard 38,369.50

‰¸. ¬¸¿¢™Šš¸ 1 b. Doubtful 1 38,173.80

Š¸. ¬¸¿¢™Šš¸ 2 c. Doubtful 2 141,851.80

‹¸. ¬¸¿¢™Šš¸ 3 d. Doubtful 3 90,726.60

Œ. í¸¢›¸ e. Loss 163,602.00

ˆºÅ¥¸ / Total 472,723.70

‡›¸œ¸ú‡ œÏ¸¨¸š¸¸›¸* / NPA Provision* 418,328.84

¢›¸¨¸¥¸ ‡›¸œ¸ú‡ / Net NPA 54,394.90

‡›¸œ¸ú‡ ‚›¸ºœ¸¸÷¸ / NPA Ratios

¬¸ˆÅ¥¸ ‚¢ŠÏŸ¸¸Ê ˆÅú ÷¸º¥¸›¸¸ Ÿ¸Ê ¬¸ˆÅ¥¸ ‡›¸œ¸ú‡ (%) / Gross NPAs to Gross Advances ( % ) 27.53

¢›¸¨¸¥¸ ‚¢ŠÏŸ¸¸Ê ˆÅú ÷¸º¥¸›¸¸ Ÿ¸Ê ¢›¸¨¸¥¸ ‡›¸œ¸ú‡ (%) / Net NPAs to Net Advances ( % ) 4.19

* ‡›¸œ¸ú‡ ¨¸ ‡›¸¬¸ú‡¥¸’ú œÏ¸¨¸š¸¸›¸ œ¸£ ‡›¸œ¸ú¨¸ú í¸¢›¸ ¬¸¢í÷¸ * Including NPV Loss on NPA and NCLT Provision.

�¸. ‚›¸�¸ÄˆÅ ‚¸¦¬÷¸¡¸¸Ê (‡›¸œ¸ú‡) Ÿ¸Ê „÷¸¸£-�¸�õ¸¨¸À i. Movement of Non-Performing Assets (NPA):


¢¨¸¨¸£µ¸ (¬¸ˆÅ¥¸ ‡›¸œ¸ú‡) Particulars ( NPA Gross)

¡¸˜¸¸ 31 Ÿ¸¸�¸Ä 2020 ˆÅ¸½

As on March 31, 2020

1 �¸›¸¨¸£ú 2020 ˆÅ¸½ ‚¸£¿¢ž¸ˆÅ ©¸½«¸ / Opening Balance as on January 01, 2020 495,026.80

œ¸¢£¨¸š¸Ä›¸ / Additions 12,573.80

¤¸’Ã’½ ‰¸¸÷¸½ ”¸¥¸ú Š¸ƒÄ £¸¢©¸ / Write Offs 17,022.30

ˆÅ’¸¾¢÷¸¡¸¸¿ / Reductions 17,854.60

‚¿¢÷¸Ÿ¸ ©¸½«¸ / Closing Balances 472,723.70



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


‘¸. ˆÅ) ¢¨¸¢©¸«’ ‡›¸œ¸ú‡ œÏ¸¨¸š¸¸›¸¸Ê Ÿ¸Ê „÷¸¸£-�¸�õ¸¨¸À j. a) Movement of Specific NPA Provisions:



¡¸˜¸¸ 31 Ÿ¸¸�¸Ä 2020 ˆÅ¸½

As March 31, 2020

¢¨¸¢©¸«’ œÏ¸¨¸š¸¸›¸*Specific

Provisions*


�¸¸½”õÊ À ‚¨¸¢š¸ ˆ½Å ™¸¾£¸›¸ ¢ˆÅ‡ Š¸‡ œÏ¸¨¸š¸¸›¸ / Add : Provision made during the period 24,527.00

‹¸’¸‡¿À œÏ¢÷¸�¸ÇÅú¡¸ œÏ¸¨¸š¸¸›¸úˆÅ£µ¸ ¤¸ûÅ£ Ÿ¸Ê ‚¿÷¸¢£÷¸ / Less : Transfer to Countercyclical Provisional Buffer 0.00

‹¸’¸‡¿À ¤¸’Ã’½ ‰¸¸÷¸½ ”¸¥¸ú Š¸ƒÄ £¸¢©¸ / Less : Write offs 17,022.30

‹¸’¸‡¿À ‚¢÷¸¢£Æ÷¸ œÏ¸¨¸š¸¸›¸¸Ê ˆÅ¸ œ¸º›¸£¸¿ˆÅ›¸ / Less : Write Back of excess provision 16,147.70


* ‡›¸œ¸ú‡ ¨¸ ‡›¸¬¸ú‡¥¸’ú œÏ¸¨¸š¸¸›¸ œ¸£ ‡›¸œ¸ú¨¸ú í¸¢›¸ ¬¸¢í÷¸ * Including NPV Loss on NPA and NCLT Provision.

‰¸) ¬¸¸Ÿ¸¸›¡¸ ‡›¸œ¸ú‡ œÏ¸¨¸š¸¸›¸¸Ê Ÿ¸Ê „÷¸¸£-�¸�õ¸¨¸À b) Movement of General Provisions:



¡¸˜¸¸ 31 Ÿ¸¸�¸Ä 2020 ˆÅ¸½

As March 31, 2020

¬¸¸Ÿ¸¸›¡¸ œÏ¸¨¸š¸¸›¸* General

Provisions


�¸¸½”õÊ À ‚¨¸¢š¸ ˆ½Å ™¸¾£¸›¸ ¢ˆÅ‡ Š¸‡ œÏ¸¨¸š¸¸›¸ / Add : Provision made during the period 2,659.59

‹¸’¸‡¿À œÏ¢÷¸�¸ÇÅú¡¸ œÏ¸¨¸š¸¸›¸úˆÅ£µ¸ ¤¸ûÅ£ Ÿ¸Ê ‚¿÷¸¢£÷¸ / Less : Transfer to Countercyclical Provisional Buffer 0.00

‹¸’¸‡¿À ¤¸’Ã’½ ‰¸¸÷¸½ ”¸¥¸ú Š¸ƒÄ £¸¢©¸ / Less : Write offs 0.00

‹¸’¸‡¿À ‚¢÷¸¢£Æ÷¸ œÏ¸¨¸š¸¸›¸¸Ê ˆÅ¸ œ¸º›¸£¸¿ˆÅ›¸ / Less : Write Back of excess provision 59.46




¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


¤¸’Ã’½ ‰¸¸÷¸½ ”¸¥¸ú Š¸ƒÄ ‚¸¾£ ¨¸¬¸»¢¥¸¡¸¸Â �¸¸½ ¬¸úš¸½ ‚¸¡¸ ¢¨¸¨¸£µ¸ Ÿ¸Ê ™�¸Ä ˆÅú Š¸ƒÄ íÿ, Ÿ¸¸�¸Ä 2020 ¢÷¸Ÿ¸¸íú ˆ½Å ¢¥¸‡ ` 3,438.36 ¢Ÿ¸¢¥¸¡¸›¸ íÿ. Write-offs and recoveries that have been booked directly to the income statement is ` 3,438.36 mn. for March 2020 quarter.

’ ‡¨¸¿ “. ¡¸˜¸¸ 31 Ÿ¸¸�¸Ä 2020 ˆÅ¸½ ‚›¸�¸ÄˆÅ ¢›¸¨¸½©¸¸Ê (‡›¸œ¸ú‚¸ƒÄ) ˆÅú ¦¬˜¸¢÷¸ k & l. Position of Non-Performing Investments (NPI) as on March 31, 2020



¡¸˜¸¸ 31 Ÿ¸¸�¸Ä 2020 ˆÅ¸½


‚›¸�¸ÄˆÅ ¢›¸¨¸½©¸¸Ê (‡›¸œ¸ú‚¸ƒÄ) ˆÅú £¸¢©¸ / Amount of Non-performing Investments (NPI) 15,177.09

‚›¸�¸ÄˆÅ ¢›¸¨¸½©¸¸Ê ˆ½Å ¢¥¸‡ š¸¸¢£÷¸ œÏ¸¨¸š¸¸›¸¸Ê ˆÅú £¸¢©¸ Amount of provisions held for Non-performing Investments 12,233.54

”. ¢›¸¨¸½©¸¸Ê œ¸£ Ÿ¸»¥¡¸Ý¸¬¸ ˆ½Å ¢¥¸‡ œÏ¸¨¸š¸¸›¸¸Ê ˆÅú ‹¸’-¤¸�õ (¢÷¸Ÿ¸¸íú ™£ ¢÷¸Ÿ¸¸íú ‚¸š¸¸£ œ¸£) m. Movement of provisions for depreciation on investments (Q2Q)



¡¸˜¸¸ 31 Ÿ¸¸�¸Ä 2020 ˆÅ¸½



‚¨¸¢š¸ ˆ½Å ™¸¾£¸›¸ ¢ˆÅ‡ Š¸‡ œÏ¸¨¸š¸¸›¸ / Provisions made during the period 1,937.74

‚¢÷¸¢£Æ÷¸ œÏ¸¨¸š¸¸›¸¸Ê ˆÅ¸½ ¤¸’Ã’½ ‰¸¸÷¸½ ”¸¥¸›¸¸/ ˆÅ¸ œ¸º›¸£¸¿ˆÅ›¸ / Write offs / Write Back of excess provisions 4,409.85

‚¿¢÷¸Ÿ¸ ©¸½«¸ / Closing Balance 29,147.91

�. œÏŸ¸º‰¸ „Ô¸¸½Š¸¨¸¸£ ‡›¸œ¸ú‡, ¢¨¸¢©¸«’ œÏ¸¨¸š¸¸›¸ ‡¨¸¿ ¤¸’Ã’½ ‰¸¸÷¸½ ”¸¥¸½ Š¸‡* n. By major industry wise NPA, Specific Provisions & Write-Offs *


¡¸˜¸¸ 31 Ÿ¸¸�¸Ä 2020 ˆÅ¸½ As of March 31, 2020

Ÿ¸¸¾�¸»™¸ ‚¨¸¢š¸ ˆ½Å ™¸¾£¸›¸ During the current Period

¬¸ˆÅ¥¸ ‡›¸œ¸ú‡ Gross NPA

¢¨¸¢©¸«’ œÏ¸¨¸š¸¸›¸ (‡›¸œ¸ú‡) Specific

Provision (NPA)

¢¨¸¢©¸«’ œÏ¸¨¸š¸¸›¸ (‡›¸œ¸ú‡) Specific

Provision (NPA)

¤¸’Ã’½ ‰¸¸÷¸½ ”¸¥¸½ Š¸‡

Write-Offs

©¸ú«¸Ä 5 „Ô¸¸½Š¸¸Ê Ÿ¸Ê ‡›¸œ¸ú‡ ‚¸¾£ ¢ˆÅ‡ Š¸‡ ¢¨¸¢©¸«’ œÏ¸¨¸š¸¸›¸ NPAs and Specific Provisions in Top 5 Industries 262,094.66 240,287.50 14,452.33 53,512.13

* „Ô¸¸½Š¸¸Ê Ÿ¸Ê ¬¸ˆÅ¥¸ †µ¸ ‡Æ¬¸œ¸¸½�¸£ ˆ½Å ‚¸š¸¸£ œ¸£ ¢�¸¦íÃ›¸÷¸ „Ô¸¸½Š¸. * Industries identified based on Gross Credit Exposure to Industries.



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


µ¸. ˆÅ) ‡›¸œ¸ú‡ ‡¨¸¿ ¢¨¸¢©¸«’ œÏ¸¨¸š¸¸›¸ ¢¨¸©¥¸½«¸µ¸ ˆÅú ž¸¸¾Š¸¸½¢¥¸ˆÅ ¦¬˜¸¢÷¸ À o. a) Geography based position of NPA & Specific Provision break-up:



¡¸˜¸¸ 31 Ÿ¸¸�¸Ä 2020 ˆÅ¸½ As on March 31, 2020

™½©¸ú / Domestic ¢¨¸™½©¸ú / Overseas ˆºÅ¥¸ / Total

¬¸ˆÅ¥¸ ‡›¸œ¸ú‡ / Gross NPA 403,353.92 69,369.80 472,723.72

‡›¸œ¸ú‡ ˆ½Å ¢¥¸‡ ¢¨¸¢©¸«’ œÏ¸¨¸š¸¸›¸ / Specific Provision for NPA 364,747.72 53,581.12 418,328.84

‰¸) ¬¸¸Ÿ¸¸›¡¸ œÏ¸¨¸š¸¸›¸ ¢¨¸©¥¸½«¸µ¸ ˆÅú ž¸¸¾Š¸¸½¢¥¸ˆÅ ¦¬˜¸¢÷¸ À b) Geography based position General Provision break-up:



¡¸˜¸¸ 31 Ÿ¸¸�¸Ä 2020 ˆÅ¸½ As on March 31, 2020

™½©¸ú / Domestic ¢¨¸™½©¸ú / Overseas ˆºÅ¥¸ / Total

¬¸¸Ÿ¸¸›¡¸ œÏ¸¨¸š¸¸›¸ / General Provision 8,365.66 150.18 8,515.84

÷¸¸¢¥¸ˆÅ¸ ”ú‡ûÅ-4À †µ¸ �¸¸½¢‰¸Ÿ¸ - Ÿ¸¸›¸ˆÅúˆ¼Å÷¸ ´¦«’ˆÅ¸½µ¸ ˆ½Å ‚š¸ú›¸ œ¸¸½’ÄûÅ¸½¢¥¸¡¸¸½ ˆÅ¸ œÏˆÅ’›¸ÀTable DF-4: Credit Risk: Disclosures for Portfolios Subject to the Standardised approach

¤¸ÿˆÅ œ¸»¿�¸ú Š¸µ¸›¸¸ ˆ½Å ¢¥¸‡ ‚œ¸›¸½ ‡Æ¬¸œ¸¸½�¸£¸Ê œ¸£ �¸¸½¢‰¸Ÿ¸ ž¸¸£ ˆÅú Š¸µ¸›¸¸ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ ¢£{¸¨¸Ä ¤¸ÿˆÅ ×¸£¸ ¢›¸¢™Ä«’ ¤¸¸à¸ £½¢’¿Š¸ ‡�¸Ê¢¬¸¡¸¸Ê ×¸£¸ œÏ™¸›¸ ˆÅú Š¸ƒÄ £½¢’¿Š¸ ˆÅ¸ œÏ¡¸¸½Š¸ ˆÅ£÷¸¸ í¾. ¤¸¸¬¸½¥¸ ¢™©¸¸¢›¸™½Ä©¸¸Ê ˆ½Å ‚›¸º³Åœ¸ ¤¸ÿˆÅ¸Ê ¬¸½ ¡¸í ‚œ¸½¢®¸÷¸ í¾ ¢ˆÅ ¨¸½ ™½©¸ú †µ¸ £½¢’¿Š¸ ‡�¸Ê¢¬¸¡¸¸Ê ‚˜¸¸Ä÷¸Ã ¢ÇÅ¢¬¸¥¸, ˆ½Å¡¸£, ƒÇÅ¸, ƒ¿¢”¡¸¸ £½¢’¿Š¬¸, ¢¤ÏˆÅ¨¸ˆÄÅ, ‡¬¸ú¡¸»ƒÄ’ú‚¸ƒÄƒÄ, ƒ¿ûÅ¸½Ÿ¸½¢£Æ¬¸ ‚¸¾£ ‚¿÷¸£¸Ä«’ïú¡¸ †µ¸ £½¢’¿Š¸ ‡�¸Ê¢¬¸¡¸¸Ê ¢ûÅ�¸, Ÿ¸»”ú{¸ ÷¸˜¸¸ ¬’ÿ””Ä ‡¿” œ¸»‚¬¸Ä ×¸£¸ œÏ™¸›¸ ˆÅú Š¸ƒÄ ¤¸¸à¸ £½¢’¿Š¸ ˆÅ¸ „œ¸¡¸¸½Š¸ ˆÅ£Ê. œÏ™î¸ £½¢’¿Š¸ ˆÅ¸ œÏ¡¸¸½Š¸ ÷¸º¥¸›¸-œ¸°¸ Ÿ¸Ê ‡¨¸¿ ÷¸º¥¸›¸-œ¸°¸ ¬¸½ ƒ÷¸£ ¬¸ž¸ú œ¸¸°¸ ‡Æ¬¸œ¸¸½�¸£¸Ê ˆ½Å ¢¥¸‡ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾. ˆ½Å¨¸¥¸ „›íú¿ £½¢’¿Š¬¸ œ¸£ ¢¨¸�¸¸£ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾ �¸¸½ ¬¸¸¨¸Ä�¸¢›¸ˆÅ ³Åœ¸ ¬¸½ „œ¸¥¸¤š¸ íÿ ÷¸˜¸¸ £½¢’¿Š¸ ‡�¸Ê¢¬¸¡¸¸Ê ˆ½Å Ÿ¸¸¢¬¸ˆÅ ¤¸º¥¸½¢’›¸ ˆ½Å ‚›¸º¬¸¸£ ¥¸¸Š¸» íÿ.The Bank uses the solicited ratings assigned by the external credit rating agencies specified by RBI for calculating risk weights on its exposures for capital calculations. In line with the Basel guidelines, banks are required to use the external ratings assigned by domestic credit rating agencies viz. CRISIL, CARE, ICRA, India Ratings, Brickwork, ACUTIE, INFOMERICS and international credit rating agencies Fitch, Moody’s and Standard & Poor’s. The ratings assigned, are used for all eligible on balance sheet & off balance sheet exposure. Only those ratings which are publicly available and are in force as per the monthly bulletin of the rating agencies are considered.

�¸¸½¢‰¸Ÿ¸ ž¸¸¢£÷¸¸ ˆ½Å œÏ¡¸¸½�¸›¸ í½÷¸º œ¸¸°¸ í¸½›¸½ ˆ½Å ¢¥¸‡ ¤¸ÿˆÅ ˆÅú †µ¸ �¸¸½¢‰¸Ÿ¸ ‡Æ¬¸œ¸¸½�¸£ ˆÅú ¬¸¿œ¸»µ¸Ä £¸¢©¸ ˆÅ¸½ ¤¸¸à¸ †µ¸ ‚¸ˆÅ¥¸›¸ í½÷¸º ¢í¬¸¸¤¸ Ÿ¸Ê ¢¥¸¡¸¸ �¸¸÷¸¸ í¾. ¤¸ÿˆÅ ‡ˆÅ ¨¸«¸Ä ¡¸¸ ƒ¬¸¬¸½ ˆÅŸ¸ ˆÅú ¬¸¿¢¨¸™¸÷Ÿ¸ˆÅ œ¸¢£œ¸Æ¨¸÷¸¸ ¨¸¸¥¸½ ‡Æ¬¸œ¸¸½�¸£¸Ê ˆ½Å ¢¥¸‡ ‚¥œ¸¸¨¸¢š¸ £½¢’¿Š¸ ÷¸˜¸¸ ‡ˆÅ ¨¸«¸Ä ¬¸½ ‚¢š¸ˆÅ ¨¸¸¥¸½ ‡Æ¬¸œ¸¸½�¸£¸Ê ˆ½Å ¢¥¸‡ ™ú‹¸¸Ä¨¸¢š¸ £½¢’¿Š¸ ˆÅ¸ œÏ¡¸¸½Š¸ ˆÅ£÷¸¸ í¾.The entire amount of credit risk exposure to the Bank is taken into account for external credit assessment, to be eligible for risk weighting purposes. The Bank uses short term ratings for exposures with contractual maturity of less than or equal to one year and long term ratings for those exposures which have a contractual maturity of over one year.

¢ˆÅ¬¸ú ̂ Å¸Á£œ¸¸½£½’ ‡Æ¬¸œ¸¸½�¸£ ̂ ½Å ¢¥¸‡ £½¢’¿Š¸ œÏ™¸›¸ ̂ Å£›¸½ ‚¸¾£ „œ¸¡¸ºÆ÷¸ �¸¸½¢‰¸Ÿ¸ ž¸¸£ ¥¸¸Š¸» ̂ Å£›¸½ ̂ Åú œÏ¢ÇÅ¡¸¸ ¢£{¸¨¸Ä ¤¸ÿˆÅ ×¸£¸ ¢›¸š¸¸Ä¢£÷¸ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¢™©¸¸¢›¸™½Ä©¸¸Ê ̂ ½Å ‚›¸º³Åœ¸ í¾. �¸í¸Â ¢ˆÅ¬¸ú ˆÅ¸Á£œ¸¸½£½’ ˆ½Å ¢¥¸‡ ‡ˆÅ ¬¸½ ‚¢š¸ˆÅ £½¢’¿Š¸ „œ¸¥¸¤š¸ íÿ, ¨¸í¸Â ™¸½ £½¢’¿Š¸ „œ¸¥¸¤š¸ í¸½›¸½ œ¸£ ¢›¸Ÿ›¸÷¸£ £½¢’¿Š¸ ÷¸˜¸¸ ÷¸ú›¸ ¡¸¸ ‚¢š¸ˆÅ £½¢’¿Š¸ í¸½›¸½ œ¸£ ¢×÷¸ú¡¸ ¢›¸Ÿ›¸÷¸Ÿ¸ £½¢’¿Š¸ ¥¸¸Š¸» ˆÅú �¸¸÷¸ú í¾. 3 œÏŸ¸º‰¸ �¸¸½¢‰¸Ÿ¸ ¬¸Ÿ¸»í¸Ê Ÿ¸Ê †µ¸ �¸¸½¢‰¸Ÿ¸ ›¡¸»›¸úˆÅ£µ¸ ‡¨¸¿ ˆÅ’¸¾÷¸ú ˆ½Å œ¸ä¸¸÷¸Ã ¤¸ÿ¢ˆ¿ÅŠ¸ ¤¸íú Ÿ¸Ê ‚¸¦¬÷¸¡¸¸Ê ˆÅú ¢›¸¨¸¥¸ ¤¸ˆÅ¸¡¸¸ £¸¢©¸ ‚¸¾£ Š¸¾£-¢›¸¢š¸ ‚¸š¸¸¢£÷¸ ¬¸º¢¨¸š¸¸‚¸Ê ˆÅ¸ ¢¨¸©¥¸½«¸µ¸ ›¸ú�¸½ ™ú Š¸ƒÄ ÷¸¸¢¥¸ˆÅ¸ Ÿ¸Ê ¢™¡¸¸ Š¸¡¸¸ í¾ÀThe process used to assign the ratings to a corporate exposure and apply the appropriate risk weight is as per the regulatory guidelines prescribed by RBI. In cases where multiple external ratings are available for a given corporate, the lower rating, where there are two ratings and the second lowest rating, where there are three or more ratings is applied. The table given below gives the breakup of net outstanding amounts of assets in Banking Book and Non Fund Based Facilities after Credit Risk Mitigation in 3 major risk buckets as well as those that are deducted:



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)



�¸¸½¢‰¸Ÿ¸-ž¸¸£ / Risk Weight ¢›¸¨¸¥¸ ‡Æ¬¸œ¸¸½�¸£ / Net Exposure

100% ¬¸½ ˆÅŸ¸ / Less than 100% 2,439,213.08

100% œ¸£ / At 100% 367,926.07

100% ¬¸½ ‚¢š¸ˆÅ / More than 100% 212,598.44

œ¸»¿�¸ú ¬¸½ ˆÅ’¸¾÷¸ú / Deduction from Capital 310.98

ˆºÅ¥¸ / Total 3,020,048.57

÷¸¸¢¥¸ˆÅ¸ ”ú‡ûÅ-5 À †µ¸ �¸¸½¢‰¸Ÿ¸ ›¡¸»›¸úˆÅ£µ¸ À Ÿ¸¸›¸ˆÅúˆ¼Å÷¸ ´¦«’ˆÅ¸½µ¸¸Ê ˆÅ¸ œÏˆÅ’›¸ Table DF-5: Credit Risk Mitigation: Disclosures for Standardised Approaches:

¬¸¿œ¸¸¢æ¸ÄˆÅ œÏ¢÷¸ž¸»¢÷¸, „š¸¸£ˆÅ÷¸¸Ä ×¸£¸ †µ¸ ¬¸º¢¨¸š¸¸ ˆÅ¸½ œÏ¢÷¸ž¸»÷¸ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ „š¸¸£™¸÷¸¸ ˆÅ¸½ œÏ™¸›¸ ˆÅú Š¸ƒÄ ‡ˆÅ ‚¸¦¬÷¸ ¡¸¸ ‚¢š¸ˆÅ¸£ í¾. †µ¸ �¸¸½¢‰¸Ÿ¸¸Ê ˆÅ¸½ ˆÅŸ¸ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ ¤¸ÿˆÅ ‚œ¸›¸½ ¢›¸¨¸½©¸¸Ê ˆ½Å œÏ¢÷¸ ¬¸¿œ¸¸¢æ¸ÄˆÅ œÏ¢÷¸ž¸»¢÷¸ ¥¸½÷¸¸ í¾. ¤¸ÿˆÅ ˆ½Å œ¸¸¬¸ ¤¸¸½”Ä ×¸£¸ ‚›¸ºŸ¸¸½¢™÷¸ ›¸ú¢÷¸ í¾ �¸¸½ ¬¸¿œ¸¸¢æ¸ÄˆÅ œÏ¤¸¿š¸ ‚¸¾£ †µ¸ �¸¸½¢‰¸Ÿ¸ ›¡¸»›¸úˆÅ£µ¸ (¬¸ú‚¸£‡Ÿ¸) ÷¸ˆÅ›¸úˆÅ¸Ê ˆÅ¸½ ˆÅ¨¸£ ˆÅ£÷¸ú í¾. ƒ¬¸Ÿ¸Ê ¬¨¸úˆÅ¸¡¸Ä ¬¸¿œ¸¸¢æ¸ÄˆÅ œÏ¢÷¸ž¸»¢÷¸¡¸¸Ê ˆ½Å ¤¸¸£½ Ÿ¸Ê Ÿ¸¸›¸™¿”, ‡½¬¸½ ¬¸¿œ¸¸¢æ¸ÄˆÅ¸Ê ˆ½Å ¨¸Š¸úÄˆÅ£µ¸ ‚¸¾£ Ÿ¸»¥¡¸¸¿ˆÅ›¸ ˆ½Å ¢¥¸‡ ˆÅ¸¡¸ÄœÏµ¸¸¥¸ú ‚¸¾£ œÏ¢ÇÅ¡¸¸‡¿ ™ú Š¸ƒÄ íÿ. ÷¸º¥¸›¸-œ¸°¸ú¡¸ ›¸½¢’¿Š¸ „›¸ †µ¸¸Ê ‚¸¾£ �¸Ÿ¸¸£¸¢©¸¡¸¸Ê ÷¸ˆÅ ¬¸ú¢Ÿ¸÷¸ í¾ �¸í¸¿ ¤¸ÿˆÅ ˆ½Å œ¸¸¬¸ ‚›¡¸ ¢›¸š¸¸Ä¢£÷¸ ©¸÷¸¸½ô ˆ½Å ‚¢÷¸¢£Æ÷¸ ¢¨¸¢©¸«’ š¸¸£µ¸¸¢š¸ˆÅ¸£ ¬¸¢í÷¸ ¨¸¾š¸ ³Åœ¸ ¬¸½ œÏ¨¸÷¸Ä›¸ú¡¸ ›¸½¢’¿Š¸ ¨¡¸¨¸¬˜¸¸ í¾. ¡¸í ›¸½¢’¿Š¸ „¬¸ú œÏ¢÷¸œ¸®¸ˆÅ¸£ ˆÅú ¬¸¿œ¸¸¢æ¸ÄˆÅ œÏ¢÷¸ž¸»¢÷¸¡¸¸Ê œ¸£ †µ¸¸Ê ˆ½Å ¢¥¸‡ í¾ ‚¸¾£ ¢›¸š¸¸Ä£µ¸ú¡¸ ›¸½¢’¿Š¸ ¨¡¸¨¸¬˜¸¸ ˆ½Å ‚š¸ú›¸ í¾. ¤¸ÿˆÅ ˆ½Å †µ¸ ‡Æ¬¸œ¸¸½�¸£¸Ê ˆÅú ¤¸�¸¸¨¸ ¨¡¸¨¸¬˜¸¸ (í½¢{¸¿Š¸) ˆ½Å ¢¥¸‡ ¢¨¸î¸ú¡¸ ÷¸˜¸¸ Š¸¾£-¢¨¸î¸ú¡¸ ™¸½›¸¸Ê ¬¸¿œ¸¸¢æ¸ÄˆÅ œÏ¢÷¸ž¸»¢÷¸¡¸¸Ê ˆÅ¸ ƒ¬÷¸½Ÿ¸¸¥¸ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾. „š¸¸£ˆÅ÷¸¸Ä ˆ½Å œÏˆÅ¸£, �¸¸½¢‰¸Ÿ¸ ³Åœ¸£½‰¸¸ ÷¸˜¸¸ ¬¸º¢¨¸š¸¸ ˆÅ¸½ š¡¸¸›¸ Ÿ¸Ê £‰¸÷¸½ íº‡ ¢ˆÅ¬¸ú „÷œ¸¸™ ˆ½Å ¢¥¸‡ „œ¸¡¸ºÆ÷¸ ¬¸¿œ¸¸¢æ¸ÄˆÅ œÏ¢÷¸ž¸»¢÷¸ ˆÅ¸ ¢›¸š¸¸Ä£µ¸ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾. ¤¸ÿˆÅ ×¸£¸ ¬¨¸úˆÅ¸£ ˆÅú �¸¸›¸½¨¸¸¥¸ú œÏŸ¸º‰¸ œ¸¸°¸ ¢¨¸î¸ú¡¸ ¬¸¿œ¸¸¢æ¸ÄˆÅ œÏ¢÷¸ž¸»¢÷¸¡¸¸Ê Ÿ¸Ê ›¸ˆÅ™ú, ¤¸ÿˆÅ ˆÅú ¬¨¸¡¸¿ ˆÅú �¸Ÿ¸¸£¸¢©¸¡¸¸¿, ¬¨¸µ¸Ä, £¸«’ïú¡¸ ¤¸�¸÷¸ œÏŸ¸¸µ¸œ¸°¸, ¢ˆÅ¬¸¸›¸ ¢¨¸ˆÅ¸¬¸ œ¸°¸, ‹¸¸½¢«¸÷¸ ‚ž¡¸œ¸Äµ¸ Ÿ¸»¥¡¸ ˆ½Å ¬¸¸˜¸ �¸ú¨¸›¸ ¤¸úŸ¸¸ œ¸¸Á¢¥¸¢¬¸¡¸¸¿ ‚¸¾£ ¢¨¸¢ž¸››¸ ˆÅ�¸Ä œÏ¢÷¸ž¸»¢÷¸¡¸¸¿ ©¸¸¢Ÿ¸¥¸ íÿ. Š¸¾£-¢¨¸î¸ú¡¸ ¬¸¿œ¸¸¢æ¸ÄˆÅ œÏ¢÷¸ž¸»¢÷¸¡¸¸Ê Ÿ¸Ê ž¸»¢Ÿ¸ ¨¸ ž¸¨¸›¸, ¬¸¿¡¸¿°¸ ‡¨¸¿ Ÿ¸©¸ú›¸£ú, ¬’¸ÁˆÅ, ‚¸¢™ ©¸¸¢Ÿ¸¥¸ íÿ. ÷¸˜¸¸¢œ¸, ‰¸º™£¸ œ¸¸½’ÄûÅ¸½¢¥¸¡¸¸½ ̂ ½Å ‚¿÷¸Š¸Ä÷¸ ¬¸¿œ¸¸¢æ¸ÄˆÅ œÏ¢÷¸ž¸»¢÷¸¡¸¸Ê ̂ Å¸½ „÷œ¸¸™ ̂ ½Å œÏˆÅ¸£ ̂ ½Å ‚›¸º¬¸¸£ œ¸¢£ž¸¸¢«¸÷¸ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾, �¸¾¬¸½ ‚¸¨¸¸¬¸ †µ¸ ̂ ½Å ¢¥¸‡ ¬¸¿œ¸¸¢æ¸ÄˆÅ œÏ¢÷¸ž¸»¢÷¸ ‚¸¨¸¸¬¸ú¡¸ ¤¸¿š¸ˆÅ í¸½Š¸ú ‚¸¾£ ‚¸Á’¸½ †µ¸ ˆ½Å ¢¥¸‡ ¡¸í ¨¸¸í›¸ í¸½Š¸ú. ‚¢š¸ˆÅ¸¿©¸ œ¸¸°¸ ¢¨¸î¸ú¡¸ ¬¸¿œ¸¸¢æ¸ÄˆÅ œÏ¢÷¸ž¸»¢÷¸¡¸¸¿, �¸í¸Â ¤¸ÿˆÅ ›¸½ ¬¸ú‚¸£‡Ÿ¸ ÷¸ˆÅ›¸úˆÅ ˆ½Å ‚¿÷¸Š¸Ä÷¸ œ¸»¿�¸úŠ¸÷¸ ‚¢ž¸¥¸¸ž¸ œÏ¸œ÷¸ ¢ˆÅ¡¸¸ í¾, ¤¸ÿˆÅ ˆÅú ¬¨¸¡¸¿ ˆÅú ¬¸¸¨¸¢š¸ �¸Ÿ¸¸£¸¢©¸¡¸¸Ê ˆ½Å ³Åœ¸ Ÿ¸Ê íÿ �¸¸½ †µ¸ ¡¸¸ ¤¸¸�¸¸£ �¸¸½¢‰¸Ÿ¸ ˆ½Å ‚š¸ú›¸ ›¸íú¿ í¾.Collateral is an asset or a right provided by the borrower to the lender to secure a credit facility. Bank obtains collaterals against its exposures to mitigate credit risk. The Bank has a Board approved Credit policy which covers Collateral Management and Credit Risk Mitigation (CRM) Techniques. These include norms on acceptable collaterals, procedures & processes to enable classification and valuation of such collaterals. On-Balance sheet netting is confined to loans and deposits, where the Bank has legally enforceable netting arrangements, involving specific lien in addition to other stipulated conditions. The netting is only undertaken for loans against collaterals of the same counterparty and subject to identifiable netting arrangement. Both financial as well as non-financial collaterals are used to hedge its credit exposures. Appropriate collateral for a product is determined after taking into account the type of borrower, the risk profile and the facility. The main types of eligible financial collaterals accepted by the Bank are Cash, Bank’s own deposits, Gold, National Savings Certificates, Kisan Vikas Patra, Insurance policies with a declared surrender value and various Debt securities. The non-financial collaterals include Land & Building, Plant & Machinery, Stock, etc. However, under the retail portfolio the collaterals are defined as per the type of product e.g. collateral for housing loan would be residential mortgage and an automobile is a collateral for auto loan. Most of the eligible financial collaterals, where the Bank has availed capital benefits under CRM techniques, are in the form of Bank’s own FDs which are not subject to credit or market risk.

¤¸ÿˆÅ ‚œ¸›¸½ †µ¸¸Ê ˆÅ¸½ ¬¸º£¢®¸÷¸ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ Š¸¸£¿¢’¡¸¸Ê œ¸£ ž¸ú ¢¨¸�¸¸£ ˆÅ£÷¸¸ í¾. ÷¸˜¸¸¢œ¸, ˆ½Å¨¸¥¸ „›íú¿ Š¸¸£¿¢’¡¸¸Ê œ¸£ ¢¨¸�¸¸£ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾ �¸¸½ œÏ÷¡¸®¸, ¬¸º¬œ¸«’ ÷¸˜¸¸ ¢¤¸›¸¸ ©¸÷¸Ä í¸½÷¸ú íÿ. ¬¸¿œÏž¸º ¬¸£ˆÅ¸£¸Ê, ¬¸£ˆÅ¸£ú ¬¸¿¬˜¸¸‚¸Ê, ¤¸ÿˆÅ¸Ê, œÏ¸˜¸¢Ÿ¸ˆÅ ”ú¥¸£¸Ê, ¬¸»®Ÿ¸ ‡¨¸¿ ¥¸‹¸º „Ô¸Ÿ¸¸Ê í½÷¸º †µ¸ Š¸¸£¿’ú ¢›¸¢š¸ ’ï¬’ (¬¸ú�¸ú’ú‡Ÿ¸‡¬¸ƒÄ), ¢›¸¡¸¸Ä÷¸ †µ¸ Š¸¸£¿’ú ¢›¸Š¸Ÿ¸ (ƒÄ¬¸ú�¸ú¬¸ú) ÷¸˜¸¸ „��¸ £½¢’¿Š¸ œÏ¸œ÷¸ ˆÅ¸Á£œ¸¸½£½’ ¬¸¿¬˜¸¸‚¸Ê ˆÅ¸½ ¤¸¸¬¸½¥¸ ¢™©¸¸¢›¸™½Ä©¸¸Ê Ÿ¸Ê ¢›¸š¸¸Ä¢£÷¸ ³Åœ¸ Ÿ¸Ê œ¸»¿�¸úŠ¸÷¸ ‚¢ž¸¥¸¸ž¸ œÏ¸œ÷¸ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ ¤¸ÿˆÅ ×¸£¸ œ¸¸°¸ Š¸¸£¿’úˆÅ÷¸¸Ä Ÿ¸¸›¸¸ �¸¸÷¸¸ í¾. ¤¸ÿˆÅ ‚œ¸›¸½ ¬¸¸Ÿ¸›¸½ ‚¸›¸½¨¸¸¥¸½ †µ¸ �¸¸½¢‰¸Ÿ¸¸Ê ˆ½Å œÏž¸¸¨¸ ˆÅ¸½ ˆÅŸ¸ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ ¢¨¸¢ž¸››¸ œÏ¢ÇÅ¡¸¸‚¸Ê ÷¸˜¸¸ ÷¸ˆÅ›¸úˆÅ¸Ê ˆÅ¸ œÏ¡¸¸½Š¸ ˆÅ£÷¸¸ í¾. †µ¸ �¸¸½¢‰¸Ÿ¸ ›¡¸»›¸úˆÅ£µ¸ (¬¸ú‚¸£‡Ÿ¸) ‡ˆÅ ‡½¬¸¸ ¬¸¸š¸›¸ í¾ �¸¸½ œ¸¸°¸ ¢¨¸î¸ú¡¸ ¬¸¿œ¸¸¢æ¸ÄˆÅ œÏ¢÷¸ž¸»¢÷¸ ˆ½Å Ÿ¸»¥¡¸ ˆÅú ¬¸úŸ¸¸ ÷¸ˆÅ ƒ¬¸ˆÅú œ¸»¿�¸ú ‚¸¨¸©¡¸ˆÅ÷¸¸ ˆÅú Š¸µ¸›¸¸ ˆÅ£÷¸½ ¬¸Ÿ¸¡¸, œÏ¢÷¸œ¸®¸ú ˆÅ¸½ ¢™‡ Š¸‡ ¤¸ÿˆÅ ˆ½Å †µ¸ ‡Æ¬¸œ¸¸½�¸£ ˆÅ¸½ ˆÅŸ¸ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ ÷¸¾¡¸¸£ ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾. œÏ¢÷¸œ¸®¸ú ˆ½Å †µ¸ ‡Æ¬¸œ¸¸½�¸£ ˆÅ¸½ „œ¸¡¸ºÆ÷¸ Ÿ¸¸¢�¸Ä›¸ ¥¸Š¸¸›¸½ ˆ½Å ¤¸¸™ œ¸¸°¸ ¢¨¸î¸ú¡¸ ¬¸¿œ¸¸¢æ¸ÄˆÅ œÏ¢÷¸ž¸»¢÷¸¡¸¸Ê ˆ½Å Ÿ¸»¥¡¸ ×¸£¸ ¬¸Ÿ¸¸¡¸¸½¢�¸÷¸ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾. Ÿ¸»¥¡¸ Ÿ¸Ê ‚¦¬˜¸£÷¸¸ ˆÅ¸ œ¸÷¸¸ ¥¸Š¸¸›¸½ ˆ½Å ¢¥¸‡ Ÿ¸¸¢�¸Ä›¸ ¥¸¸Š¸» ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾ ¢�¸¬¸Ÿ¸Ê ‡Æ¬¸œ¸¸½�¸£¸Ê ‚¸¾£ ¬¸¿œ¸¸¢æ¸ÄˆÅ œÏ¢÷¸ž¸»¢÷¸ ™¸½›¸¸Ê ˆ½Å ¢¥¸‡ Ÿ¸ºÍ¸ ‚¬¸¿÷¸º¥¸›¸ ˆ½Å ˆÅ¸£µ¸ í¸½›¸ú ¨¸¸¥¸ú ‚¦¬˜¸£÷¸¸ ž¸ú ©¸¸¢Ÿ¸¥¸ í¾. œ¸¸°¸ Š¸¸£¿¢’¡¸¸Ê ˆ½Å ‚¿÷¸Š¸Ä÷¸ œ¸»¿�¸ú ¤¸�¸÷¸ ˆÅ¸ ¥¸¸ž¸ „“¸›¸½ ˆ½Å ¢¥¸‡ ‡Æ¬¸œ¸¸½�¸£ ˆÅú £¸¢©¸ œÏ¢÷¸ž¸»÷¸ ‚¸¾£ ‚œÏ¢÷¸ž¸»÷¸ ¢í¬¬¸¸Ê Ÿ¸Ê ¤¸¸Â’ ™ú �¸¸÷¸ú í¾. ‡Æ¬¸œ¸¸½�¸£ ˆÅ¸ œÏ¢÷¸ž¸»÷¸ ¢í¬¬¸¸ Š¸¸£¿’úˆÅ÷¸¸Ä ˆ½Å �¸¸½¢‰¸Ÿ¸ ž¸¸£ ˆÅ¸½ ™©¸¸Ä÷¸¸ í¾, �¸¤¸¢ˆÅ ‚œÏ¢÷¸ž¸»÷¸ ¢í¬¬¸¸ ¤¸¸š¡¸÷¸¸š¸¸£ú ˆ½Å �¸¸½¢‰¸Ÿ¸ ž¸¸£ ˆÅ¸½ ™©¸¸Ä÷¸¸ í¾, ¤¸©¸÷¸½Ä ¢ˆÅ ¤¸¸¬¸½¥¸ ¢™©¸¸¢›¸™½Ä©¸¸Ê Ÿ¸Ê ¢›¸š¸¸Ä¢£÷¸ ‚œ¸½®¸¸‚¸Ê ˆÅ¸½ œ¸»£¸ ¢ˆÅ¡¸¸ �¸¸‡.The Bank also considers guarantees for securing its exposures; however only those guarantees which are direct, explicit and unconditional are considered. Sovereigns, Public Sector Entities, Banks, Primary Dealers, Credit Guarantee fund Trust for Micro and



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


Small Enterprises (CGTMSE), Export Credit Guarantee Corporation (ECGC) and highly rated corporate entities are considered as eligible guarantors by the Bank for availing capital benefits as stipulated in the Basel guidelines. The Bank utilizes various processes and techniques to reduce the impact of the credit risk to which it is exposed. CRM is one such tool designed to reduce the Bank’s credit exposure to the counterparty while calculating its capital requirement to the extent of the value of eligible financial collateral. The credit exposure to a counter party is adjusted by the value of eligible financial collaterals after applying appropriate haircuts. The haircuts are applied to account for volatility in value, including those arising from currency mismatch for both the exposure and the collateral. For availing capital savings under eligible guarantees, the amount of exposure is divided into covered and uncovered portions. The covered portion of the exposure attracts the risk weight of guarantor, while the uncovered portion continues to attract the risk weight of the obligor subject to meeting requirements stipulated in the Basel guidelines.

¬¸ú‚¸£‡Ÿ¸ ÷¸ˆÅ›¸úˆÅ Ÿ¸Ê ©¸¸¢Ÿ¸¥¸ ¤¸ÿˆÅ ˆÅ¸ ‡Æ¬¸œ¸¸½�¸£ ¢›¸Ÿ›¸¸›¸º¬¸¸£ í¾ ÀThe Bank's exposures where CRM techniques were applied are as follows:



¢›¸¢š¸ ‚¸š¸¸¢£÷¸ Fund Based

Š¸¾£-¢›¸¢š¸ ‚¸š¸¸¢£÷¸*Non-Fund Based *

œ¸¸°¸ ¢¨¸î¸ú¡¸ ¬¸¿œ¸¸¢æ¸ÄˆÅ œÏ¢÷¸ž¸»¢÷¸ Ÿ¸Ê ©¸¸¢Ÿ¸¥¸ ˆºÅ¥¸ ‡Æ¬¸œ¸¸½�¸£ Total Exposures covered by eligible financial collateral 115,262.13 90,811.51

œ¸¸°¸ ¬¸¿œ¸¸¢æ¸ÄˆÅ œÏ¢÷¸ž¸»¢÷¸ ˆÅ¸ ¥¸¸ž¸ ¥¸½›¸½ ˆ½Å ¤¸¸™ ‡Æ¬¸œ¸¸½�¸£ Exposure after taking benefit of eligible collateral 28,612.53 62,063.35

* Š¸¾£-¤¸¸�¸¸£ ¬¸¿¤¸Ö * Non-Market Related

¢£{¸¨¸Ä ¤¸ÿˆÅ ˆ½Å ¢™©¸¸¢›¸™½Ä©¸¸Ê ˆ½Å ‚›¸º¬¸¸£ �¸í¸¿ ¬¸ú‚¸£‡Ÿ¸ ÷¸ˆÅ›¸úˆÅ ˆ½Å ³Åœ¸ Ÿ¸Ê ˆÅ¸Á£œ¸¸½£½’ Š¸¸£¿¢’¡¸¸Ê ˆÅ¸ œÏ¡¸¸½Š¸ ¢ˆÅ¡¸¸ Š¸¡¸¸ ¨¸í¸¿ ¡¸˜¸¸ ¢™›¸¸¿ˆÅ 31 Ÿ¸¸�¸Ä 2020 ˆÅ¸½ ‡Æ¬¸œ¸¸½�¸£ ˆÅú £¸¢©¸ ` 42,554.65 ¢Ÿ¸¢¥¸¡¸›¸ ˜¸ú. The exposure covered by corporate guarantees where CRM techniques as per RBI guidelines were applied amounted to ` 42,554.65 Million as on March 31, 2020.

”ú‡ûÅ-6 À œÏ¢÷¸ž¸»¢÷¸ˆÅ£µ¸ ‡Æ¬¸œ¸¸½�¸£ À Ÿ¸¸›¸ˆÅúˆ¼Å÷¸ ´¦«’ˆÅ¸½µ¸ ˆÅ¸ œÏˆÅ’›¸ DF-6: Securitization exposure-Disclosure for Standardized Approach

”ú‡ûÅ - 6 Š¸ºµ¸¸÷Ÿ¸ˆÅ œÏˆÅ’›¸ / DF – 6 Qualitative Disclosures

ˆÅ. ¤¸ÿˆÅ ˆ½Å œÏ¢÷¸ž¸»¢÷¸ˆÅ£µ¸ ˆÅ¸¡¸ÄˆÅ¥¸¸œ¸¸Ê ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê ¬¸¸Ÿ¸¸›¡¸ Š¸ºµ¸¸÷Ÿ¸ˆÅ œÏˆÅ’›¸ ¢›¸Ÿ›¸¸›¸º¬¸¸£ íÿ À a. The general qualitative disclosures with respect to securitization activities of the Bank are as follows:

• œÏ¢÷¸ž¸»¢÷¸ˆÅ£µ¸ ˆÅ¸¡¸ÄˆÅ¥¸¸œ¸ ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê ¤¸ÿˆÅ ˆÅ¸ „Ó½©¡¸ „¬¸ ¬¸úŸ¸¸ ¬¸¢í÷¸ �¸í¸¿ ÷¸ˆÅ ¡¸½ ˆÅ¸¡¸ÄˆÅ¥¸¸œ¸ ‚¿÷¸¢›¸Ä¢í÷¸ œÏ¢÷¸ž¸»¢÷¸ˆ¼Å÷¸ †µ¸¸Ê ˆ½Å †µ¸ �¸¸½¢‰¸Ÿ¸ ˆÅ¸½ ¤¸ÿˆÅ ¬¸½ ‚¥¸Š¸ ‚›¡¸ ¬¸¿¬˜¸¸‚¸Ê ˆÅ¸½ ‚¿÷¸¢£÷¸ ˆÅ£÷¸½ íÿ.

The Bank’s objectives in relation to securitization activity, including the extent to which these activities transfer credit risk of the underlying securitized exposures away from the bank to other entities.

¤¸ÿˆÅ ›¸½ 31 Ÿ¸¸�¸Ä 2020 ˆÅ¸½ ¬¸Ÿ¸¸œ÷¸ ¢¨¸î¸ú¡¸ ¨¸«¸Ä ˆ½Å ™¸¾£¸›¸ ¢ˆÅ¬¸ú Ÿ¸¸›¸ˆÅ †µ¸ ˆÅ¸½ œÏ¢÷¸ž¸»¢÷¸ˆ¼Å÷¸ ›¸íú¿ ¢ˆÅ¡¸¸ í¾. ‚÷¸À †µ¸ �¸¸½¢‰¸Ÿ¸ ˆÅ¸ ‚¿÷¸£µ¸ ¥¸¸Š¸» ›¸íú¿ í¾. Bank has not securitized-out any standard loans during year ended as on March 31, 2020. Hence, transfer of credit risk is not applicable.

÷¸˜¸¸¢œ¸, œÏ¸˜¸¢Ÿ¸ˆÅ÷¸¸ œÏ¸œ÷¸ ®¸½°¸ ˆÅ¸½ „š¸¸£ (œ¸ú‡¬¸‡¥¸) ˆ½Å ¢›¸š¸¸Ä¢£÷¸ ¥¸®¡¸¸Ê ˆÅú œÏ¸¦œ÷¸ Ÿ¸Ê ˆÅŸ¸ú ˆÅ¸½ œ¸»£¸ ˆÅ£›¸½ ‚¸¾£ ¤¸½í÷¸£ œÏ¢÷¸ûÅ¥¸ ˆ½Å „Ó½©¡¸ ¬¸½ ¤¸ÿˆÅ ›¸½ ‚÷¸ú÷¸ Ÿ¸Ê œ¸¸¬¸ ˜Ï» ¬¸¢’Ä¢ûÅˆ½Å’ (œ¸ú’ú¬¸ú) ‚˜¸¸Ä÷¸Ã ¢¨¸¢ž¸››¸ ‡›¸¤¸ú‡ûÅ¬¸ú/ ‡Ÿ¸‡ûÅ‚¸ƒÄ ×¸£¸ œÏ¢÷¸ž¸»¢÷¸ˆ¼Å÷¸ ‚¸¦¬÷¸¡¸¸Ê Ÿ¸Ê ¢›¸¨¸½©¸ ¢ˆÅ¡¸¸ í¾. However, in order to supplement the achievement of target in Priority Sector Lending (PSL) and gain good yield, the Bank has invested in Pass Through Certificates (PTC) i.e. Assets securitized by various NBFC/MFI in the past.



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


• œÏ¢÷¸ž¸»÷¸úˆ¼Å÷¸ ‚¸¦¬÷¸¡¸¸Ê Ÿ¸Ê ¢›¸¢í÷¸ ‚›¡¸ �¸¸½¢‰¸Ÿ¸¸Ê ˆÅ¸ ¬¨¸³Åœ¸

The nature of other risks inherent in securitized assets.

¥¸¸Š¸» ›¸íú¿, Æ¡¸¸Ê¢ˆÅ ¤¸ÿˆÅ ›¸½ ¢ˆÅ¬¸ú Ÿ¸¸›¸ˆÅ †µ¸ ˆÅ¸½ œÏ¢÷¸ž¸»÷¸úˆ¼Å÷¸ ›¸íú¿ ¢ˆÅ¡¸¸ í¾. Not applicable as the Bank has not securitized-out any standard loans.

œ¸ú’ú¬¸ú Ÿ¸Ê ¢›¸¨¸½©¸ ˆ½Å Ÿ¸¸Ÿ¸¥¸½ Ÿ¸Ê ‚¿¢÷¸Ÿ¸ „š¸¸£ˆÅ÷¸¸Ä‚¸Ê ¬¸½ ¨¸¬¸»¥¸ú Š¸ƒÄ £¸¢©¸ ¬¸½ �¸ºˆÅ¸¾÷¸ú ˆÅú �¸¸÷¸ú í¾. ¬¸¸˜¸ íú, £½¢’¿Š¸ œ¸£ ‚¸š¸¸¢£÷¸ £½¢’¿Š¸ ‡�¸Ê¬¸ú ×¸£¸ ÷¸¡¸ ¢ˆÅ‡ ‚›¸º¬¸¸£ †µ¸ ¨¸¼¢Ö ž¸ú „œ¸¥¸¤š¸ í¾. ¡¸¢™ ¬¸Ÿ¸»í Ÿ¸Ê í¸¢›¸ ˆÅ¸ ¬÷¸£ †µ¸ ¨¸¼¢Ö ¬¸½ ‚¢š¸ˆÅ í¸½ �¸¸÷¸¸ í¾, ÷¸¸½ í¸¢›¸ ¤¸ÿˆÅ ×¸£¸ ¨¸í›¸ ˆÅú �¸¸÷¸ú í¾. In case of investment in PTCs, the repayment is done out of the collections from the ultimate borrowers. Further Credit Enhancement is also available as determined by Rating Agency based on the rating. If the losses in the pool exceed level of credit enhancement, the losses are to be borne by Bank.

• œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ œÏ¢ÇÅ¡¸¸ Ÿ¸Ê ¤¸ÿˆÅ ×¸£¸ ¢›¸ž¸¸ƒÄ �¸¸›¸½ ¨¸¸¥¸ú ¢¨¸¢ž¸››¸ ž¸»¢Ÿ¸ˆÅ¸‡¿ ‚¸¾£ ƒ›¸Ÿ¸Ê ¬¸½ œÏ÷¡¸½ˆÅ Ÿ¸Ê ¤¸ÿˆÅ ˆÅú ¬¸íž¸¸¢Š¸÷¸¸ ˆÅú ¬¸úŸ¸¸ ˆÅ¸ „¥¥¸½‰¸ ;

The various roles played by the Bank in the securitization process and an indication of the extent of the bank’s involvement in each of them;

¤¸ÿˆÅ ›¸½ ¢›¸¨¸½©¸ˆÅ ÷¸˜¸¸ œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ Ÿ¸Ê †µ¸ ¨¸¼¢Ö ‚¸¾£ �¸¥¸¢›¸¢š¸ ¬¸º¢¨¸š¸¸ œÏ™¸÷¸¸ ˆÅú ž¸»¢Ÿ¸ˆÅ¸ ‚™¸ ˆÅú í¾. ¡¸˜¸¸ 31 Ÿ¸¸�¸Ä 2020 ÷¸ˆÅ „œ¸¡¸ºÄÆ÷¸ ª½µ¸ú Ÿ¸Ê ‡Æ¬¸œ¸¸½�¸£ ¢›¸Ÿ›¸¢¥¸¢‰¸÷¸ íÿ À Bank has played the role of Investor, Provider of Credit Enhancement and Liquidity Facility in Securitization. The exposures in above category as on March 31, 2020 is as under:


ÇÅŸ¸¬¸¿. Sr. No

‚™¸ ˆÅú Š¸ƒÄ ž¸»¢Ÿ¸ˆÅ¸ Role played

¥¸½›¸™½›¸¸Ê ˆÅú ¬¸¿‰¡¸¸ No. of

transactions

‚¿÷¸¢›¸Ä¢í÷¸ £¸¢©¸ Amount involved

1 ¢›¸¨¸½©¸ˆÅ (¤¸ˆÅ¸¡¸¸) / Investor (O/s) 18 5259

2 †µ¸ ¨¸¼¢Ö œÏ™¸÷¸¸ (¢×÷¸ú¡¸ í¸¢›¸ ¬¸º¢¨¸š¸¸/ �¸¥¸¢›¸¢š¸ ¬¸º¢¨¸š¸¸) Provider of Credit enhancement (Second Loss Facility/ Liquidity Facility)

©¸»›¡¸ / Nil ©¸»›¡¸ / Nil

• œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ ‡Æ¬¸œ¸¸½�¸£¸Ê ˆ½Å †µ¸ ÷¸˜¸¸ ¤¸¸�¸¸£ �¸¸½¢‰¸Ÿ¸ Ÿ¸Ê œ¸¢£¨¸÷¸Ä›¸¸Ê ˆÅú ¢›¸Š¸£¸›¸ú ˆÅ£›¸½ ˆ½Å ¢¥¸‡ ¥¸¸Š¸» œÏ¢ÇÅ¡¸¸‚¸Ê ˆÅ¸ ¢¨¸¨¸£µ¸

a description of the processes in place to monitor changes in the credit and market risk of securitization exposures.

¤¸ÿˆÅ †µ¸ ›¸ú¢÷¸ ˆ½Å ‚›¸º¬¸¸£ ¨¸¬¸»¥¸ú ¢›¸«œ¸¸™›¸, �¸ºˆÅ¸¾÷¸ú ÷¸˜¸¸ ¬¸Ÿ¸¡¸-œ¸»¨¸Ä ž¸ºŠ¸÷¸¸›¸, †µ¸ ¨¸¼¢Ö ˆÅ¸ „œ¸¡¸¸½Š¸, Ÿ¸¸ˆÄÅ-’º-Ÿ¸¸ˆ½ÄÅ’, œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ ˆ½Å ¢›¸¨¸½¢©¸÷¸ œ¸¸½’ÄûÅ¸½¢¥¸¡¸¸½ Ÿ¸Ê œ¸»¥¸ ˆÅú ¬¸Ÿ¸º¢�¸÷¸ ¬¸¸¨¸š¸¸›¸ú ‚¸¾£ ¬¸Ÿ¸ú®¸¸ £½¢’¿Š¸ ˆÅú ‚¸¨¸¢š¸ˆÅ ¢›¸Š¸£¸›¸ú ˆÅ£÷¸¸ í¾. Bank periodically monitors the collection performance, repayments, and prepayments, utilization of Credit Enhancement, Mark to Market, due diligence and rating review of the pools in invested portfolio of Securitization as per Credit Policy.

• œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ ‡Æ¬¸œ¸¸½�¸£¸Ê ˆ½Å ‚¿÷¸Š¸Ä÷¸ œÏ¢÷¸š¸¸¢£÷¸ �¸¸½¢‰¸Ÿ¸¸Ê ˆÅ¸½ ˆÅŸ¸ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ †µ¸ �¸¸½¢‰¸Ÿ¸ ›¡¸»›¸úˆÅ£µ¸ ˆ½Å œÏ¡¸¸½Š¸ ˆÅ¸½ ¢›¸¡¸¿¢°¸÷¸ ˆÅ£›¸½ ¬¸¿¤¸¿š¸ú ¤¸ÿˆÅ ˆÅú ›¸ú¢÷¸ ˆÅ¸ ¢¨¸¨¸£µ¸.

a description of the bank’s policy governing the use of credit risk mitigation to mitigate the risks retained through securitization exposures;

¤¸ÿˆÅ ¢£{¸¨¸Ä ¤¸ÿˆÅ ˆ½Å ¢™›¸¸¿ˆÅ 7 Ÿ¸ƒÄ 2012 ‡¨¸¿ 21 ‚Š¸¬÷¸ 2012 ˆ½Å œ¸¢£œ¸°¸ Ÿ¸Ê ¨¸¢µ¸Ä÷¸ ‚›¸º¬¸¸£ œÏ¢÷¸ž¸»÷¸úˆ¼Å÷¸ ̂ Å¸Š¸�¸¸÷¸/ œ¸ú’ú¬¸ú Ÿ¸Ê ¢›¸¨¸½©¸¸Ê œ¸£ ¢£{¸¨¸Ä ¤¸ÿˆÅ ̂ ½Å Ÿ¸¸¾�¸»™¸ ¢™©¸¸¢›¸™½Ä©¸¸Ê ̂ Å¸ ‚›¸ºœ¸¸¥¸›¸ ˆÅ£÷¸¸ í¾. ¤¸ÿˆÅ £½¢’¿Š¸ ‡�¸Ê¢¬¸¡¸¸Ê ×¸£¸ ¢›¸š¸¸Ä¢£÷¸ ³Åœ¸ Ÿ¸Ê œ¸¡¸¸Äœ÷¸ †µ¸ ¨¸¼¢Ö ˆ½Å ¬¸¸˜¸ œÏ¢÷¸ž¸»÷¸úˆ¼Å÷¸ ‚¸¦¬÷¸¡¸¸¿ ‚¢�¸Ä÷¸ ˆÅ£÷¸¸ í¾. The Bank follows extant RBI guidelines on Investment in securitized papers/ PTCs as outlined in RBI circular dated May 07, 2012 and August 21, 2012. The Bank acquires securitized assets with adequate Credit Enhancement as stipulated by the rating agencies.



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


‰¸. œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ ˆÅ¸¡¸ÄˆÅ¥¸¸œ¸¸Ê ˆ½Å ¢¥¸‡ ¤¸ÿˆÅ ˆÅú ¥¸½‰¸¸ ›¸ú¢÷¸¡¸¸Ê ˆÅ¸ ¬¸¸£¸¿©¸ ¢�¸¬¸Ÿ¸Ê ¢›¸Ÿ›¸¢¥¸¢‰¸÷¸ ©¸¸¢Ÿ¸¥¸ íÿ À b. Summary of the bank’s accounting policies for securitization activities, including:

• ¥¸½›¸™½›¸¸Ê ˆÅ¸½ ¢¤¸ÇÅú Ÿ¸¸›¸¸ �¸¸÷¸¸ í¾ ¡¸¸ ¢¨¸î¸œ¸¸½«¸µ¸; whether the transactions are treated as

sales or financings;

¤¸ÿˆÅ ›¸½ ¢ˆÅ¬¸ú Ÿ¸¸›¸ˆÅ †µ¸ ˆÅ¸½ œÏ¢÷¸ž¸»÷¸úˆ¼Å÷¸ ›¸íú¿ ¢ˆÅ¡¸¸ í¾. ÷¸˜¸¸¢œ¸ ƒ¬¸›¸½ ‚÷¸ú÷¸ Ÿ¸Ê ‡›¸¤¸ú‡ûÅ¬¸ú/‡Ÿ¸‡ûÅ‚¸ƒÄ ¬¸½ ¥¸½›¸™¸¢£¡¸¸Ê ˆ½Å ‚�¸Ä›¸ ˆ½Å Ÿ¸¸š¡¸Ÿ¸ ¬¸½ ¢›¸¨¸½©¸ ¢ˆÅ¡¸¸ í¾ ¢�¸¬¸½ ¤¸ÿˆÅ ˆÅú ¤¸¢í¡¸¸Ê Ÿ¸Ê ¢›¸¨¸½©¸ Ÿ¸¸›¸¸ �¸¸÷¸¸ í¾. Bank has not securitized any standard loans. However, it has invested through acquisition of receivables from NBFC/MFI in the past, which is treated as investments in the books of bank.

• œÏ¢÷¸š¸¸¢£÷¸ ¡¸¸ ÇÅ¡¸ ˆÅú Š¸ƒÄ ¦¬˜¸¢÷¸¡¸¸Ê ˆÅ¸ Ÿ¸»¥¡¸¸¿ˆÅ›¸ ˆÅ£›¸½ Ÿ¸Ê œÏ¡¸ºÆ÷¸ ¢¨¸¢š¸¡¸¸¿ ÷¸˜¸¸ Ÿ¸º‰¡¸ š¸¸£µ¸¸‡¿ (¢›¸¢¨¸¦«’¡¸¸Ê ¬¸¢í÷¸)

methods and key assumptions (including inputs) applied in valuing positions retained or purchased

œÏ¢÷¸ž¸»÷¸úˆ¼Å÷¸ ˆÅ¸Š¸�¸¸÷¸/ œ¸ú’ú¬¸ú Ÿ¸Ê ¤¸ÿˆÅ ˆ½Å ¢›¸¨¸½©¸ ˆÅ¸½ ¢¤¸ÇÅú ˆ½Å ¢¥¸‡ „œ¸¥¸¤š¸ ª½µ¸ú ˆ½Å ‚¿÷¸Š¸Ä÷¸ ¨¸Š¸úÄˆ¼Å÷¸ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾ ‚¸¾£ „Æ÷¸ ˆÅ¸ Ÿ¸»¥¡¸¸¿ˆÅ›¸ ¢£{¸¨¸Ä ¤¸ÿˆÅ/ ‡ûÅ‚¸ƒÄ‡Ÿ¸‡Ÿ¸”ú‡ ¢™©¸¸¢›¸™½Ä©¸¸Ê ˆ½Å ‚›¸º¬¸¸£ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾. The Bank’s Investment in securitized papers/ PTCs are categorized under Available For Sale category and valuation of the same has been carried out as per RBI/ FIMMDA guidelines.

• Š¸÷¸ ‚¨¸¢š¸ ¬¸½ ¢¨¸¢š¸¡¸¸Ê ÷¸˜¸¸ Ÿ¸º‰¡¸ š¸¸£µ¸¸‚¸Ê Ÿ¸Ê œ¸¢£¨¸÷¸Ä›¸ ‚¸¾£ œ¸¢£¨¸÷¸Ä›¸¸Ê ˆÅ¸ œÏž¸¸¨¸;

changes in methods and key assumptions from the previous period and impact of the changes;

ˆÅ¸½ƒÄ œ¸¢£¨¸÷¸Ä›¸ ›¸íú¿ No change

• „›¸ ¨¡¸¨¸¬˜¸¸‚¸Ê ˆ½Å ¢¥¸‡ ÷¸º¥¸›¸- œ¸°¸ Ÿ¸Ê ™½¡¸÷¸¸‚¸Ê ˆÅ¸½ ™©¸¸Ä›¸½ ˆ½Å ¢¥¸‡ ›¸ú¢÷¸¡¸¸¿ �¸¸½ ¤¸ÿˆÅ ¬¸½ œÏ¢÷¸ž¸»÷¸úˆ¼Å÷¸ ‚¸¦¬÷¸¡¸¸Ê ˆ½Å ¢¥¸‡ ¢¨¸î¸ú¡¸ ¬¸í¸¡¸÷¸¸ ˆÅú ‚œ¸½®¸¸ ˆÅ£ ¬¸ˆÅ÷¸ú íÿ.

policies for recognizing liabilities on the balance sheet for arrangements that could require the bank to provide financial support for securitized assets.

¤¸ÿˆÅ ˆ½Å œ¸¸¬¸ ‚¸�¸ ˆÅú ÷¸¸£ú‰¸ Ÿ¸Ê ˆÅ¸½ƒÄ œÏ÷¡¸®¸ œÏ¢÷¸ž¸»÷¸úˆ¼Å÷¸ ‡Æ¬¸œ¸¸½�¸£ ›¸íú¿ í¾. ÷¸˜¸¸¢œ¸, ‚÷¸ú÷¸ Ÿ¸Ê ‚›¡¸ ¤¸ÿˆÅ¸Ê ×¸£¸ ¢ˆÅ‡ Š¸‡ œ¸ú’ú¬¸ú ¥¸½›¸™½›¸¸Ê ˆ½Å ¢¥¸‡ †µ¸ ¬¸¿¨¸š¸Ä›¸ ˆ½Å ³Åœ¸ Ÿ¸Ê ¤¸ÿˆÅ ×¸£¸ „œ¸¥¸¤š¸ ˆÅ£¸ƒÄ Š¸ƒÄ ¤¸ÿˆÅ Š¸¸£¿’ú (¤¸ú�¸ú) ˆÅ¸½ ¤¸ÿˆÅ ˆÅú ¤¸íú Ÿ¸Ê ‚¸ˆÅ¦¬Ÿ¸ˆÅ ™½¡¸÷¸¸‚¸Ê ˆ½Å ³Åœ¸ Ÿ¸½¿ ©¸¸¢Ÿ¸¥¸ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾ ‚¸¾£ ÷¸™›¸º¬¸¸£ ¥¸½‰¸¸¿ˆÅ›¸ ˆÅ¸£Ä¨¸¸ƒÄ ˆÅú �¸¸÷¸ú í¾. The Bank has no direct securitized exposure as on date. However, the Bank Guarantee (BG) provided by the Bank as credit enhancement for PTC transactions in the past, carried out by other banks, are recognized as contingent liabilities in Bank’s book and accounting treatment is given accordingly.

Š¸) c)

¤¸ÿ¢ˆ¿ÅŠ¸ ¤¸íú Ÿ¸Ê, œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ ˆ½Å ¢¥¸‡ œÏ¡¸ºÆ÷¸ ¤¸¸Ý¡¸ †µ¸ Ÿ¸»¥¡¸¸¿ˆÅ›¸ ¬¸¿¬˜¸¸‚¸Ê (ƒÄ¬¸ú‡‚¸ƒÄ) ˆ½Å ›¸¸Ÿ¸ ‚¸¾£ œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ †µ¸ ¢›¸¨¸½©¸ ˆÅ¸ œÏˆÅ¸£ ¢�¸¬¸ˆ½Å ¢¥¸‡ í£ ‡�¸Ê¬¸ú ˆÅ¸ œÏ¡¸¸½Š¸ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾. In the banking book, the names of External Credit Assessment Institutions(ECAIs) used for securitization and the types of securitization exposure for which each agency is used.

œÏ¢÷¸ž¸»÷¸úˆ¼Å÷¸ ‡Æ¬¸œ¸¸½�¸£¸Ê ˆÅú ¢ÇÅ¢¬¸¥¸, ˆ½Å¡¸£, ƒÇÅ¸ ÷¸˜¸¸ ƒ¿¢”¡¸¸ £½¢’¿Š¬¸ ‡¨¸¿ ¢£¬¸�¸Ä œÏ¸. ¢¥¸. ×¸£¸ ¤¸¸Ý¡¸ ³Åœ¸ ¬¸½ £½¢’¿Š¸ ˆÅú �¸¸÷¸ú í¾. The exposures securitized are externally rated by CRISIL, CARE, ICRA, India Ratings & Research Pvt. Ltd., Brickwork.

¤¸ÿ¢ˆ¿ÅŠ¸ Ÿ¸Ê ¤¸ÿˆÅ ˆ½Å œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ ˆÅ¸¡¸ÄˆÅ¥¸¸œ¸¸Ê ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê Ÿ¸¸°¸¸÷Ÿ¸ˆÅ œÏˆÅ’›¸ Quantitative disclosures with respect to securitization activities of the Bank in the Banking book are as follows:

‹¸) d)

¤¸ÿˆÅ ×¸£¸ œÏ¢÷¸ž¸»÷¸úˆ¼Å÷¸ ‡Æ¬¸œ¸¸½�¸£¸Ê ˆÅú ˆºÅ¥¸ £¸¢©¸ The total amount of exposures securitized by the bank

©¸»›¡¸ / Nil

Œ) e)

œÏ¢÷¸ž¸»÷¸úˆ¼Å÷¸ ‡Æ¬¸œ¸¸½�¸£¸Ê ˆ½Å ¢¥¸‡, ‡Æ¬¸œ¸¸½�¸£ œÏˆÅ¸£ ×¸£¸ ‰¸¿¢”÷¸ ¨¸÷¸ÄŸ¸¸›¸ ‚¨¸¢š¸ ˆ½Å ™¸¾£¸›¸ ¤¸ÿˆÅ ×¸£¸ ‚¢ž¸¢›¸š¸¸Ä¢£÷¸ í¸¢›¸. For exposures securitized, losses recognized by the bank during the current period broken by the exposure type.

©¸»›¡¸ / Nil



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


�¸) f)

‡ˆÅ ¨¸«¸Ä ˆ½Å ž¸ú÷¸£ œÏ¢÷¸ž¸»÷¸úˆ¼Å÷¸ ˆÅú �¸¸›¸½ ¨¸¸¥¸ú ‚¸¦¬÷¸¡¸¸Ê ˆÅú £¸¢©¸ Amount of assets intended to be securitized within a year.

©¸»›¡¸ / Nil

Ž) g)

ƒ›¸Ÿ¸Ê ¬¸½ œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ ¬¸½ œ¸»¨¸Ä ‡ˆÅ ̈ ¸«¸Ä ̂ ½Å ž¸ú÷¸£ „÷œ¸››¸ íºƒÄ ‚¸¦¬÷¸¡¸¸Ê ˆÅú £¸¢©¸. Of the above, the amount of assets originated within a year before securitization.

©¸»›¡¸ / Nil

�¸) h)

œÏ¢÷¸ž¸»÷¸úˆ¼Å÷¸ ‡Æ¬¸œ¸¸½�¸£¸Ê ˆÅú ˆºÅ¥¸ £¸¢©¸ (‡Æ¬¸œ¸¸½�¸£ ˆ½Å œÏˆÅ¸£ ˆ½Å ‚›¸º¬¸¸£) ‚¸¾£ ‡Æ¬¸œ¸¸½�¸£ œÏˆÅ¸£ ˆ½Å ‚›¸º¬¸¸£ ¢¤¸ÇÅú œ¸£ ™©¸¸Ä¡¸¸ ›¸íú¿ Š¸¡¸¸ ‚¢ž¸¥¸¸ž¸ ¡¸¸ í¸¢›¸. The total amount of exposures securitized (by exposure type) and unrecognized gain or losses on sale by exposure type.

©¸»›¡¸ / Nil

�¸) i)

¢›¸Ÿ›¸ ˆÅú ˆºÅ¥¸ £¸¢©¸À Aggregate amount of:

• ‡Æ¬¸œ¸¸½�¸£ œÏˆÅ¸£ ×¸£¸ œÏ¢÷¸š¸¸¢£÷¸ ¡¸¸ ‰¸¿”¸Ê Ÿ¸Ê ‰¸£ú™½ Š¸‡ ÷¸º¥¸›¸ œ¸°¸ Ÿ¸Ê ©¸¸¢Ÿ¸¥¸ œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ ‡Æ¬¸œ¸¸½�¸£ ‚¸¾£

on-balance sheet securitization exposures retained or purchased broken down by exposure type and

©¸»›¡¸ / Nil

• ‡Æ¬¸œ¸¸½�¸£ œÏˆÅ¸£ ×¸£¸ ÷¸º¥¸›¸ œ¸°¸ Ÿ¸Ê ©¸¸¢Ÿ¸¥¸ ›¸íú¿ ¢ˆÅ‡ Š¸‡ ¢¨¸ž¸Æ÷¸ œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ ‡Æ¬¸œ¸¸½�¸£

off-balance sheet securitization exposures broken down by exposure type

©¸»›¡¸ / Nil

‘¸)j)

• œÏ¢÷¸š¸¸¢£÷¸ ¡¸¸ ‰¸£ú™½ Š¸‡ œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ ‡Æ¬¸œ¸¸½�¸£¸Ê ̂ Åú ̂ ºÅ¥¸ £¸¢©¸ ‚¸¾£ ¬¸¿¤¸Ö œ¸»¿�¸ú œÏž¸¸£, ‡Æ¬¸œ¸¸½�¸£¸Ê Ÿ¸Ê ¢¨¸ž¸Æ÷¸ ‚¸¾£ œÏ÷¡¸½ˆÅ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ œ¸»¿�¸ú ´¦«’ˆÅ¸½µ¸ ˆ½Å ¢¥¸‡ ‚¥¸Š¸- ‚¥¸Š¸ �¸¸½¢‰¸Ÿ¸ ž¸¸£ ™¸¡¸£½ Ÿ¸Ê œ¸º›¸À ¢¨¸ž¸Æ÷¸

Aggregate amount of securitization exposures retained or purchased and the associated capital charges, broken down between exposures and further broken down into different risk weight bands for each regulatory capital approach

©¸»›¡¸ / Nil

• ‡Æ¬¸œ¸¸½�¸£ ¢�¸›íÊ ’ú¡¸£ I œ¸»¿�¸ú ¬¸½ œ¸»£ú ÷¸£í ¬¸½ ‹¸’¸¡¸¸ Š¸¡¸¸ í¾, ˆºÅ¥¸ œ¸»¿�¸ú Ÿ¸Ê ¬¸½ ‹¸’¸‡ Š¸‡ †µ¸ ¨¸¼¢ÖˆÅ¸£ú ¤¸ˆÅ¸¡¸¸ ¢¥¸‰¸÷¸ ‚¸¾£ ˆºÅ¥¸ œ¸»¿�¸ú ¬¸½ ‹¸’¸‡ Š¸‡ ‚›¡¸ ‡Æ¬¸œ¸¸½�¸£.

Exposures that have been deducted entirely from Tier 1 capital, credit enhancing Interest only strips deducted from total capital, and other exposures deducted from total capital.

©¸»›¡¸ / Nil



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


’ï½¢”¿Š¸ ¤¸íú Ÿ¸Ê ¤¸ÿˆÅ ˆ½Å œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ ˆÅ¸¡¸ÄˆÅ¥¸¸œ¸¸Ê ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê Ÿ¸¸°¸¸÷Ÿ¸ˆÅ œÏˆÅ’›¸ ¢›¸Ÿ›¸¸›¸º¬¸¸£ íÿÀ Quantitative disclosures with respect to securitization activities of the Bank in the Trading book are as follows:

’) k)

¤¸ÿˆÅ ×¸£¸ œÏ¢÷¸ž¸»÷¸úˆ¼Å÷¸ †µ¸¸Ê ˆÅú ˆºÅ¥¸ £¸¢©¸ ¢�¸›¸ˆ½Å ¢¥¸‡ ¤¸ÿˆÅ ›¸½ ˆºÅŽ †µ¸ �¸¸½¢‰¸Ÿ¸¸Ê ˆÅ¸½ ‚œ¸›¸½ œ¸¸¬¸ £‰¸¸ í¾ ‚¸¾£ �¸¸½ †µ¸ ˆ½Å œÏˆÅ¸£ ˆ½Å ‚›¸º¬¸¸£ ¤¸¸�¸¸£ �¸¸½¢‰¸Ÿ¸ ´¦«’ˆÅ¸½µ¸ ˆ½Å ‚š¸ú›¸ íÿ. Aggregate amount of exposures securitized by the bank for which the bank has retained some exposures and which is subject to the market risk approach, by exposure type.

¤¸ÿˆÅ ×¸£¸ ¢ˆÅ¬¸ú Ÿ¸¸›¸ˆÅ †µ¸ ˆÅ¸½ œÏ¢÷¸ž¸»÷¸úˆ¼Å÷¸ ›¸íú¿ ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾. No standard loans have been securitized by Bank.

“) l)

¢›¸Ÿ›¸ ˆÅú ˆºÅ¥¸ £¸¢©¸À / Aggregate amount of:

• ‡Æ¬¸œ¸¸½�¸£ œÏˆÅ¸£ ×¸£¸ œÏ¢÷¸š¸¸¢£÷¸ ¡¸¸ ‰¸¿”¸½¿ Ÿ¸½¿ ‰¸£ú™½ Š¸‡ ÷¸º¥¸›¸-œ¸°¸ Ÿ¸½¿ ©¸¸¢Ÿ¸¥¸ œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ ‡Æ¬¸œ¸¸½�¸£; ‚¸¾£

on-balance sheet securitization exposures retained or purchased broken down by exposure type; and

¤¸ÿˆÅ ›¸½ 31 Ÿ¸¸�¸Ä 2020 ˆÅ¸½ ¬¸Ÿ¸¸œ÷¸ ¢¨¸î¸ú¡¸ ¨¸«¸Ä ̂ ½Å ™¸¾£¸›¸ œ¸¸¬¸-˜Ï»-¬¸¢’Ä¢ûÅˆ½Å’¸Ê (œ¸ú’ú¬¸ú) ‚˜¸¸Ä÷¸Ã ¢¨¸¢ž¸››¸ ‡›¸¤¸ú‡ûÅ¬¸ú/ ‡Ÿ¸‡ûÅ‚¸ƒÄ ×¸£¸ œÏ¢÷¸ž¸»÷¸úˆ¼Å÷¸ ‚¸¦¬÷¸¡¸¸Ê Ÿ¸Ê ` 4174.9 ¢Ÿ¸¢¥¸¡¸›¸ ˆÅ¸ ¢›¸¨¸½©¸ ¢ˆÅ¡¸¸ í¾. The Bank’s investment in Pass Through Certificates (PTC) i.e. Assets securitized by various NBFC/MFI in current financial year as on 31.03.2020 was ` 4174.9 million.

¡¸˜¸¸ 31 Ÿ¸¸�¸Ä 2020 ˆÅ¸½ ˆºÅ¥¸ ¤¸ˆÅ¸¡¸¸ œ¸ú’ú¬¸ú œ¸¸½’ÄûÅ¸½¢¥¸¡¸¸½ ` 5259 ¢Ÿ¸¢¥¸¡¸›¸ ˜¸¸.The total outstanding PTC portfolio as on March 31, 2020 was ̀ 5259 million.

• ‡Æ¬¸œ¸¸½�¸£ œÏˆÅ¸£ ×¸£¸ œÏ¢÷¸š¸¸¢£÷¸ ¡¸¸ ‰¸¿”¸Ê Ÿ¸Ê ‰¸£ú™½ Š¸‡ ÷¸º¥¸›¸ œ¸°¸ Ÿ¸Ê ©¸¸¢Ÿ¸¥¸ œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ ‡Æ¬¸œ¸¸½�¸£, ‚¸¾£

off-balance sheet securitization exposures broken down by exposure type.

©¸»›¡¸ / Nil

”) m)

¢›¸Ÿ›¸ ˆ½Å ¢¥¸‡ ‚¥¸Š¸-‚¥¸Š¸ œÏ¢÷¸š¸¸¢£÷¸ ¡¸¸ ‰¸£ú™½ Š¸‡ œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ ‡Æ¬¸œ¸¸½�¸£¸Ê ˆÅú ˆºÅ¥¸ £¸¢©¸À Aggregate amount of securitization exposures retained or purchased separately for:

• ¢¨¸¢©¸«’ �¸¸½¢‰¸Ÿ¸ ˆ½Å ¢¥¸‡ ¨¡¸¸œ¸ˆÅ �¸¸½¢‰¸Ÿ¸ „œ¸¸¡¸ ˆ½Å ‚š¸ú›¸ œÏ¢÷¸š¸¸¢£÷¸ ¡¸¸ ‰¸£ú™½ Š¸‡ œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ ‡Æ¬¸œ¸¸½�¸£; ÷¸˜¸¸

Securitization exposures retained or purchased subject to Comprehensive Risk Measure for specific risk; and

• ¢¨¸¢ž¸››¸ �¸¸½¢‰¸Ÿ¸ ž¸¸£ ™¸¡¸£¸Ê Ÿ¸Ê ¢¨¸ž¸Æ÷¸ ¢¨¸¢©¸«’ �¸¸½¢‰¸Ÿ¸ ˆ½Å ¢¥¸‡ œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ �¸Â�¸½ ˆ½Å ‚š¸ú›¸ œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ ‡Æ¬¸œ¸¸½�¸£.

Securitization exposures subject to the securitization framework for specific risk broken down into different risk weight bands.

¡¸˜¸¸ 31 Ÿ¸¸�¸Ä 2020 ˆÅ¸½ ˆºÅ¥¸ ¤¸ˆÅ¸¡¸¸ œ¸ú’ú¬¸ú œ¸¸½’ÄûÅ¸½¢¥¸¡¸¸½ ` 5259 ¢Ÿ¸¢¥¸¡¸›¸ ˜¸¸. ÷¸˜¸¸¢œ¸ 31 Ÿ¸¸�¸Ä 2020 ˆÅ¸½ ¬¸Ÿ¸¸œ÷¸ ¨¸«¸Ä Ÿ¸Ê ¤¸ÿˆÅ ›¸½ œ¸ú‡¬¸‡¥¸ œ¸¸½’ÄûÅ¸½¢¥¸¡¸¸½ Ÿ¸Ê ` 4174.90 ¢Ÿ¸¢¥¸¡¸›¸ ˆÅ¸ ¢›¸¨¸½©¸/ ÇÅ¡¸ ¢ˆÅ¡¸¸ í¾. The total outstanding PTC portfolio as on March 31, 2020 was ̀ 5259 million. However, Bank has invested /purchased in PSL portfolio of ` 4174.90 million during year ended March 31, 2020.

�¸¸½¢‰¸Ÿ¸ ž¸¸£ ™¸¡¸£¸Ê ˆ½Å ¬¸¸˜¸ œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ ‡Æ¬¸œ¸¸½�¸£À Securitization exposure with risk weight bands:


ÇÅŸ¸ ¬¸¿. Sr. No

£¸¢©¸ Amount

£½¢’¿Š¸ Rating

�¸¸½¢‰¸Ÿ¸ ž¸¸£ Risk Weight

1. 3344.38 ‡‡‡ / AAA 20%

2. 165.77 ‡‡/‡‡- / AA/AA-

‡‡+ / AA+

30%

3. 953.24 ‡/‡- / A/A- 50%

4. 795.61 ”ú / D 150%



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


¥¸) n)

¢›¸Ÿ›¸ ˆÅú ˆºÅ¥¸ £¸¢©¸ À / Aggregate amount of:

• ¢¨¸¢ž¸››¸ �¸¸½¢‰¸Ÿ¸ ž¸¸£ ™¸¡¸£¸Ê Ÿ¸Ê ¢¨¸ž¸Æ÷¸ œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ �¸¿�¸½ ˆ½Å ‚š¸ú›¸ œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ ‡Æ¬¸œ¸¸½�¸£¸Ê ˆ½Å ¢¥¸‡ ‚œ¸½¢®¸÷¸ œ¸»¿�¸ú.

the capital requirements for the securitization exposures, subject to the securitization framework broken down into different risk weight bands.


ÇÅŸ¸ ¬¸¿. Sr. No

£¸¢©¸ Amount

£½¢’¿Š¸ Rating

�¸¸½¢‰¸Ÿ¸ ž¸¸£ Risk Weight

1. 220.37 ‡‡‡ / AAA 20%

2. 6.36 ‡‡/‡‡- / AA/AA-

‡‡+ / AA+

30%

3. 47.08 ‡/‡- / A/A- 50%

4. 728.40 ”ú / D 150%

• œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ ‡Æ¬¸œ¸¸½�¸£ ¢�¸›íÊ ’ú¡¸£ I œ¸»¿�¸ú ¬¸½ œ¸»£ú ÷¸£í ¬¸½ ‹¸’¸¡¸¸ Š¸¡¸¸ í¾, ˆºÅ¥¸ œ¸»¿�¸ú Ÿ¸Ê ¬¸½ ‹¸’¸‡ Š¸‡ †µ¸ ¨¸¼¢ÖˆÅ¸£ú ¤¸ˆÅ¸¡¸¸ ¢¥¸‰¸÷¸ ‚¸¾£ ˆºÅ¥¸ œ¸»¿�¸ú Ÿ¸Ê ¬¸½ ‹¸’¸‡ Š¸‡ ‚›¡¸ ‡Æ¬¸œ¸¸½�¸£

Securitization exposures that are deducted entirely from Tier 1 capital, credit enhancing Interest only strips deducted from total capital, and other exposures deducted from total capital.

©¸»›¡¸ / Nil

”ú‡ûÅ-7À ’ï½¢”¿Š¸ ¤¸íú Ÿ¸Ê ¤¸¸�¸¸£ �¸¸½¢‰¸Ÿ¸ Table DF-7: Market Risk in Trading Book

¤¸¸�¸¸£ �¸¸½¢‰¸Ÿ¸ ¤¸¸�¸¸£ ˆÅ¸½ œÏž¸¸¢¨¸÷¸ ˆÅ£›¸½ ¨¸¸¥¸½ ˆÅ¸£ˆÅ¸Ê �¸¾¬¸½ ¤¡¸¸�¸ ™£¸Ê, ƒ¦Æ¨¸’ú Ÿ¸»¥¡¸¸Ê, ¢¨¸¢›¸Ÿ¸¡¸ ™£¸Ê ‚¸¾£ œ¸µ¡¸ ™£¸Ê Ÿ¸Ê œÏ¢÷¸ˆ»Å¥¸ „÷¸¸£-�¸�õ¸¨¸ ÷¸˜¸¸ „›¸Ÿ¸Ê í¸½›¸½ ¨¸¸¥¸ú ‚¦¬˜¸£÷¸¸ ˆ½Å ˆÅ¸£µ¸ ¢›¸¨¸½©¸ ˆ½Å Ÿ¸»¥¡¸ Ÿ¸Ê í¸½›¸½ ¨¸¸¥¸ú í¸¢›¸ ˆÅ¸ �¸¸½¢‰¸Ÿ¸ í¾. ¤¸ÿˆÅ ˆÅ¸½ ¬¨¸¡¸¿ ˆ½Å ¬¸¸˜¸-¬¸¸˜¸ ŠÏ¸íˆÅ¸Ê ˆÅú ‚¸½£ ¬¸½ ¢ˆÅ‡ �¸¸›¸½ ¨¸¸¥¸½ ’ï½¢”¿Š¸ ˆÅ¸¡¸ÄˆÅ¥¸¸œ¸¸Ê ˆ½Å ˆÅ¸£µ¸ ¤¸¸�¸¸£ �¸¸½¢‰¸Ÿ¸¸Ê ˆÅ¸ ¬¸¸Ÿ¸›¸¸ ˆÅ£›¸¸ œ¸”õ÷¸¸ í¾. ¤¸ÿˆÅ ‚œ¸›¸ú ¬¸Ÿ¸ŠÏ �¸¸½¢‰¸Ÿ¸ œÏ¤¸¿š¸ ¨¡¸¨¸¬˜¸¸ ˆ½Å ‚¢ž¸››¸ ž¸¸Š¸ ˆ½Å ³Åœ¸ Ÿ¸Ê ƒ›¸ ˆÅ¸¡¸ÄˆÅ¥¸¸œ¸¸Ê ¬¸½ í¸½›¸½ ¨¸¸¥¸ú ¢¨¸î¸ú¡¸ ‡Æ¬¸œ¸¸½�¸£¸Ê ˆÅú ¢›¸Š¸£¸›¸ú ¨¸ œÏ¤¸¿š¸›¸ ˆÅ£÷¸¸ í¾. ¡¸í œÏµ¸¸¥¸ú ¢¨¸î¸ú¡¸ ¤¸¸�¸¸£¸Ê ˆ½Å ‚œÏ÷¡¸¸¢©¸÷¸ ¬¨¸³Åœ¸ œ¸£ ›¸�¸£ £‰¸›¸½ ˆ½Å ¬¸¸˜¸-¬¸¸˜¸ ©¸½¡¸£š¸¸£ˆÅ¸Ê ˆ½Å š¸›¸ œ¸£ œ¸”õ›¸½ ¨¸¸¥¸½ ¢ˆÅ¬¸ú œÏ¢÷¸ˆ»Å¥¸ œÏž¸¸¨¸ ˆÅ¸½ ›¡¸»›¸÷¸Ÿ¸ ˆÅ£›¸½ ˆÅ¸ œÏ¡¸¸¬¸ ˆÅ£÷¸ú í¾. Market Risk is the risk of loss in the value of an investment due to adverse movements in the level of the market variables such as interest rates, equity prices, exchange rates and commodity prices, as well as volatilities therein. The Bank is exposed to market risk through its trading activities, which are carried out on its own account as well as those undertaken on behalf of its customers. The Bank monitors and manages the financial exposures arising out of these activities as an integral part of its overall risk management system. The system takes cognizance of the unpredictable nature of the financial markets and strives to minimize any adverse impact on the shareholders' wealth.

¤¸ÿˆÅ ›¸½ ‚¸¦¬÷¸ ™½¡¸÷¸¸ œÏ¤¸¿š¸ (‡‡¥¸‡Ÿ¸) ›¸ú¢÷¸, ¤¸¸�¸¸£ �¸¸½¢‰¸Ÿ¸ ›¸ú¢÷¸ ‚¸¾£ ”½¢£¨¸½¢’¨¸ ›¸ú¢÷¸ ÷¸˜¸¸ ¢›¸¨¸½©¸ ›¸ú¢÷¸ �¸¾¬¸ú ›¸ú¢÷¸¡¸¸¿ ÷¸¾¡¸¸£ ˆÅú íÿ �¸¸½ ¢ˆÅ ¤¸¸½”Ä ×¸£¸ ‚›¸ºŸ¸¸½¢™÷¸ íÿ. ƒ›¸ ›¸ú¢÷¸¡¸¸Ê ¬¸½ ¡¸í ¬¸º¢›¸¢©�¸÷¸ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾ ¢ˆÅ œÏ¢÷¸ž¸»¢÷¸¡¸¸Ê, ¢¨¸™½©¸ú Ÿ¸ºÍ¸ ¢¨¸¢›¸Ÿ¸¡¸ ‚¸¾£ ”½¢£¨¸½¢’¨¸ ˆ½Å œ¸¢£�¸¸¥¸›¸ „¢�¸÷¸ ¨¸ Ÿ¸¸›¡¸ ˆÅ¸£¸½¤¸¸£ œÏ˜¸¸ ˆ½Å ‚›¸º¬¸¸£ ¢ˆÅ‡ �¸¸÷¸½ íÿ ‚¸¾£ ¡¸½ ¨¸÷¸ÄŸ¸¸›¸ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¢™©¸¸¢›¸™½Ä©¸¸Ê ˆ½Å ‚›¸º³Åœ¸ íÿ. ƒ›¸ ›¸ú¢÷¸¡¸¸Ê Ÿ¸Ê ¢¨¸î¸ú¡¸ ¢¥¸‰¸÷¸¸Ê ˆ½Å ¥¸½›¸-™½›¸ ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê ¬¸úŸ¸¸‡¿ ÷¸¡¸ ˆÅú Š¸ƒÄ íÿ. œÏ¢ÇÅ¡¸¸ ‡¨¸¿ „÷œ¸¸™ ›¸¨¸¸½›Ÿ¸½«¸¸Ê ˆ½Å ‚¥¸¸¨¸¸ ̂ Å¸£¸½¤¸¸£ ‚¸¨¸©¡¸ˆÅ÷¸¸‚¸Ê, ‚¸¢˜¸ÄˆÅ œ¸¢£¨¸½©¸ ‚¸¾£ ̂ öÅ¸›¸»›¸¸Ê Ÿ¸Ê í¸½›¸½ ̈ ¸¸¥¸½ œ¸¢£¨¸÷¸Ä›¸¸Ê ̂ Å¸½ ©¸¸¢Ÿ¸¥¸ ̂ Å£›¸½ ̂ ½Å ¢¥¸‡ ƒ›¸ ›¸ú¢÷¸¡¸¸Ê ̂ Åú ‚¸¨¸¢š¸ˆÅ ³Åœ¸ ¬¸½ ¬¸Ÿ¸ú®¸¸ ̂ Åú �¸¸÷¸ú í¾. The Bank has formulated an Asset Liabilities Management (ALM) Policy, a Market Risk and Derivative Policy and an Investment Policy all of which are approved by the Board. These policies ensure that operations in securities, foreign exchange and derivatives are conducted in accordance with sound & acceptable business practices and are as per the extant regulatory guidelines. These policies contain the limit structure that governs transactions in financial instruments. These policies are reviewed periodically to incorporate changed business requirements, economic environment and changes in regulations in addition to process and product innovations.

¤¸ÿˆÅ ˆÅú ‚¸¦¬÷¸ ™½¡¸÷¸¸ œÏ¤¸¿š¸ ¬¸¢Ÿ¸¢÷¸ (‡¥ˆÅ¸½) Ÿ¸Ê ¨¸¢£«“ ˆÅ¸¡¸Äœ¸¸¥¸ˆÅ ©¸¸¢Ÿ¸¥¸ íÿ ‚¸¾£ ƒ¬¸ˆÅú ¢›¸¡¸¢Ÿ¸÷¸ ³Åœ¸ ¬¸½ ¤¸¾“ˆÊÅ í¸½÷¸ú íÿ ÷¸¸¢ˆÅ ÷¸º¥¸›¸ œ¸°¸ �¸¸½¢‰¸Ÿ¸¸Ê ˆÅ¸ ¬¸Ÿ¸¦›¨¸÷¸ ÷¸£úˆ½Å ¬¸½ œÏ¤¸¿š¸›¸ ¢ˆÅ¡¸¸ �¸¸ ¬¸ˆ½Å. ‡¥ˆÅ¸½ �¸¥¸¢›¸¢š¸, ¤¡¸¸�¸ ™£ ¨¸ ¢¨¸™½©¸ú Ÿ¸ºÍ¸ ¢¨¸¢›¸Ÿ¸¡¸ �¸¸½¢‰¸Ÿ¸ �¸¾¬¸½ ¤¸¸�¸¸£ �¸¸½¢‰¸Ÿ¸¸Ê ˆ½Å œÏ¤¸¿š¸ œ¸£ ¢¨¸©¸½«¸ š¡¸¸›¸ ™½÷¸ú í¾. ¤¡¸¸�¸ ™£¸Ê Ÿ¸Ê ‹¸’-¤¸�õ ¬¸½ ¤¸ÿˆÅ ˆÅú ¢›¸¨¸¥¸ ¤¡¸¸�¸ ‚¸¡¸ (‡›¸‚¸ƒÄ‚¸ƒÄ) ‚¸¾£ ƒ¦Æ¨¸’ú ˆ½Å ¤¸¸�¸¸£ Ÿ¸»¥¡¸ (‡Ÿ¸¨¸úƒÄ) œ¸£ œ¸”õ›¸½ ¨¸¸¥¸½ œÏž¸¸¨¸ ˆ½Å �¸¢£‡ ¤¡¸¸�¸ ™£ ¬¸¿¨¸½™›¸©¸ú¥¸÷¸¸ ¢¨¸©¥¸½«¸µ¸ ˆÅ¸ ‚¸ˆÅ¥¸›¸ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾. ¤¸ÿˆÅ ¤¸¸�¸¸£ �¸¸½¢‰¸Ÿ¸ ‡¨¸¿ ”½¢£¨¸½¢’¨¸ ›¸ú¢÷¸ ˆ½Å Ÿ¸¸š¡¸Ÿ¸ ¬¸½ ‡½¬¸½ ’ï½¢”¿Š¸ �¸¸½¢‰¸Ÿ¸¸Ê ˆÅú œ¸í�¸¸›¸ ˆÅ£÷¸¸ í¾ ¢�¸›¸ˆÅ¸ œÏ¤¸¿š¸›¸ ¢ˆÅ¡¸¸ �¸¸›¸¸ í¸½. ƒ¬¸ ›¸ú¢÷¸ ˆ½Å ‚¿÷¸Š¸Ä÷¸



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


¥¸½‰¸¸ ¤¸íú Ÿ¸Ê �¸¸½¢‰¸Ÿ¸ œÏ¤¸¿š¸ ˆ½Å „œ¸¡¸ºÆ÷¸ ¬÷¸£ ˆ½Å ¢¥¸‡ ‚¸¨¸©¡¸ˆÅ ¬¸¿Š¸“›¸¸÷Ÿ¸ˆÅ ¬¨¸³Åœ¸, ¢¨¸¢ž¸››¸ ¬¸¸š¸›¸¸Ê, œ¸Ö¢÷¸¡¸¸Ê, œÏ¢ÇÅ¡¸¸‚¸Ê ‚¸¢™ ˆÅ¸½ ž¸ú ¢›¸š¸¸Ä¢£÷¸ ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾. ¤¸ÿˆÅ ×¸£¸ ‚œ¸›¸¸‡ �¸¸›¸½ ¨¸¸¥¸½ œÏŸ¸º‰¸ �¸¸½¢‰¸Ÿ¸ œÏ¤¸¿š¸›¸¸Ê Ÿ¸Ê ’ï½¢”¿Š¸ œ¸¸½’ÄûÅ¸½¢¥¸¡¸¸½ ˆÅ¸ Ÿ¸¸ˆÄÅ ’º Ÿ¸¸ˆ½ÄÅ’ (‡Ÿ¸’ú‡Ÿ¸), œ¸ú¨¸ú01, ¬¸¿©¸¸½¢š¸÷¸ ‚¨¸¢š¸, í¸¢›¸ £¸½ˆÅ, ŠÏúˆÅ ¢¥¸¢Ÿ¸’Ã¬¸, ¬¸¿ž¸¸¨¡¸ ž¸¸¨¸ú †µ¸ ¬¸í¸¡¸÷¸¸, ™¤¸¸¨¸ œ¸£ú®¸µ¸ ‚¸¢™ ©¸¸¢Ÿ¸¥¸ íÿ. The Asset Liability Management Committee (ALCO) comprising top executives of the Bank meet regularly to manage balance sheet risks in a coordinated manner. ALCO focuses on the management of risks viz. liquidity, interest rate and foreign exchange risks. Interest rate sensitivity analysis is measured through impact of interest rate movements on Net Interest Income (NII) and Market value of Equity (MVE) of the Bank. The Market Risk and Derivative Policy identify the trading risks to be managed by the Bank. It also lays down the organizational structure, tools, systems, processes, etc., necessary for appropriate levels of risk management in the trading book. The important risk management tools employed by the Bank are Marked to Market (MTM) of trading portfolio, PV01, modified duration, Stop loss, Greek limits, Potential Future Exposure, stress testing etc.

¢›¸¨¸½©¸ ›¸ú¢÷¸ ¤¸¸�¸¸£ „÷¸¸£-�¸�õ¸¨¸ ‚¸¾£ ¢£{¸¨¸Ä ¤¸ÿˆÅ ×¸£¸ ƒ¬¸ ¬¸¿¤¸¿š¸ Ÿ¸Ê �¸¸£ú ¢¨¸¢ž¸››¸ œ¸¢£œ¸°¸¸Ê ˆÅ¸½ š¡¸¸›¸ Ÿ¸Ê £‰¸÷¸½ íº‡ ÷¸¾¡¸¸£ ˆÅú Š¸ƒÄ í¾. ¢›¸¨¸½©¸ ›¸ú¢÷¸ Ÿ¸Ê ¢¥¸‰¸÷¸¸Ê Ÿ¸Ê ¢›¸¨¸½©¸, ‡½¬¸½ ¢›¸¨¸½©¸¸Ê ˆÅ¸ „Ó½©¡¸ ÷¸˜¸¸ ¤¸ÿˆÅ ¬¸½ ¥¸½›¸-™½›¸ ˆ½Å ¢¥¸‡ œ¸¸°¸ ŠÏ¸íˆÅ¸Ê ˆ½Å ¤¸¸£½ Ÿ¸Ê Ÿ¸¸›¸™¿” ¢›¸š¸¸Ä¢£÷¸ ¢ˆÅ‡ Š¸‡ íÿ. The Investment policy has been framed keeping in view market dynamics and various circulars issued by RBI in this regard. The policy lays down the parameters for investments in instruments, the purpose for such investments and the eligible customers with whom Bank can transact.

¤¸ÿˆÅ ‚œ¸›¸ú ¤¸¸�¸¸£ �¸¸½¢‰¸Ÿ¸ ˆÅ¸ ¢›¸Ÿ›¸¢¥¸¢‰¸÷¸ ¨¡¸¸œ¸ˆÅ „Ó½©¡¸¸Ê ¬¸½ œÏ¤¸¿š¸ ˆÅ£÷¸¸ í¾À / The Bank manages its market risk with the broad objectives of:

1. ¨¡¸¸œ¸¸£ ¤¸íú ‚¸¦¬÷¸¡¸¸Ê, ¤¡¸¸�¸ ™£¸Ê ¨¸ Ÿ¸ºÍ¸‚¸Ê ¬¸½ ¬¸Ÿ¤¸Ö �¸¸½¢‰¸Ÿ¸¸Ê ˆÅ¸ ¢›¸š¸¸Ä£µ¸ Identifying risks pertaining to trading book assets, interest rates and currencies

2. �¸¸½¢‰¸Ÿ¸ œÏ¤¸¿š¸›¸ ›¸ú¢÷¸¡¸¸¿ ÷¸¾¡¸¸£ ˆÅ£›¸¸ ‚¸¾£ „›¸ˆÅ¸ ˆÅ¸¡¸¸Ä›¨¸¡¸›¸ ˆÅ£›¸¸ Formulating and implementing risk management policies

3. �¸¸½¢‰¸Ÿ¸ ¨¸í›¸ ®¸Ÿ¸÷¸¸ ˆÅ¸ Ÿ¸»¥¡¸¸¿ˆÅ›¸ ÷¸˜¸¸ ˆÅ¸£¸½¤¸¸£ ˆ½Å ¬¸¿™ž¸Ä Ÿ¸Ê „œ¸¡¸ºÆ÷¸ ¬¸úŸ¸¸ ÷¸¡¸ ˆÅ£›¸¸ Assessing risk appetite and setting appropriate limits in consultation with business

4. ¢›¸Š¸£¸›¸ú ¨¸ ¢›¸¡¸¿°¸µ¸ œÏµ¸¸¢¥¸¡¸¸Â ¬˜¸¸¢œ¸÷¸ ˆÅ£›¸¸ / Establishing monitoring and control mechanisms

5. �¸¸½¢‰¸Ÿ¸ Ÿ¸Ê ˆÅŸ¸ú ¥¸¸÷¸½ íº‡ œ¸¢£�¸¸¥¸›¸ ¥¸¸Š¸÷¸ ˆÅŸ¸ ˆÅ£›¸¸ Reducing operating costs through risk containment

6. �¸¸½¢‰¸Ÿ¸ ¬÷¸£¸Ê ˆÅú ¬¸Ÿ¸ú®¸¸ ˆÅ£›¸¸ / Reviewing risk levels

7. �¸¸½¢‰¸Ÿ¸ ¬¸Ÿ¸¸¡¸¸½¢�¸÷¸ ˆÅ¸¡¸Ä-¢›¸«œ¸¸™›¸ ˆÅ¸ Ÿ¸»¥¡¸¸¿ˆÅ›¸ / Assessing risk adjusted performance

¤¸ÿˆÅ Ÿ¸Ê ‚¥¸Š¸ ¬¸½ ¤¸¸�¸¸£ �¸¸½¢‰¸Ÿ¸ ¬¸Ÿ¸»í (‡Ÿ¸‚¸£�¸ú)/ Ÿ¸š¡¸Ÿ¸ ˆÅ¸¡¸¸Ä¥¸¡¸ í¾, �¸¸½¢ˆÅ ’ï½�¸£ú œ¸¢£�¸¸¥¸›¸¸Ê Ÿ¸Ê ¤¸¸�¸¸£ �¸¸½¢‰¸Ÿ¸ ˆÅú œ¸í�¸¸›¸, Ÿ¸»¥¡¸¸¿ˆÅ›¸, ¢›¸Š¸£¸›¸ú ¨¸ ¢£œ¸¸½¢’ôŠ¸ ˆ½Å ¢¥¸‡ ‚¸¾£ ‚œ¸¨¸¸™ ˆÅú ¦¬˜¸¢÷¸¡¸¸Ê, ¡¸¢™ ˆÅ¸½ƒÄ í¸Ê, ˆÅú �¸¸›¸ˆÅ¸£ú ™½›¸½ ˆ½Å ¢¥¸‡ „î¸£™¸¡¸ú í¾. ¡¸í ¬¸Ÿ¸»í ¤¸¸�¸¸£ �¸¸½¢‰¸Ÿ¸ ˆÅ¸½ Ÿ¸¸œ¸›¸½ ˆ½Å ¢¥¸‡ ›¸ú¢÷¸¡¸¸Ê ¨¸ œ¸Ö¢÷¸¡¸¸Ê Ÿ¸Ê œ¸¢£¨¸÷¸Ä›¸ ˆÅú ž¸ú ¢¬¸ûÅ¸¢£©¸ ˆÅ£÷¸¸ í¾. ƒ¬¸ ¬¸Ÿ¸»í ˆÅú œÏŸ¸º‰¸ £µ¸›¸ú¢÷¸¡¸¸¿ ¨¸ œÏ¢ÇÅ¡¸¸‡¿ ¢›¸Ÿ›¸¸›¸º¬¸¸£ íÿÀ- The Bank has an independent Market Risk Group (MRG)/Middle Office which is responsible for identification, assessment, monitoring and reporting of market risk in Treasury operations and to highlight exceptions, if any. The group also recommends changes in policies and methodologies for measuring market risk. The main strategies and processes of the group are:-

1. œÏ÷¡¸¸¡¸¸½�¸›¸À ’ï½�¸£ú œ¸¢£�¸¸¥¸›¸¸Ê ˆ½Å ¢¥¸‡ ‚¢š¸ˆÅ¸£¸Ê ˆÅ¸ „œ¸¡¸ºÆ÷¸ œÏ÷¡¸¸¡¸¸½�¸›¸ ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾. ¢›¸¨¸½©¸ ¬¸¿¤¸¿š¸ú ¢›¸µ¸Ä¡¸ ¤¸¸½”Ä ˆÅú ¢›¸¨¸½©¸ ¬¸¢Ÿ¸¢÷¸ ˆ½Å œ¸¸¬¸ ¢›¸¢í÷¸ íÿ. ‡Ÿ¸‚¸£�¸ú ¬¸¿¤¸¿¢š¸÷¸ ›¸ú¢÷¸¡¸¸Ê Ÿ¸Ê ¢›¸š¸¸Ä¢£÷¸ ¢¨¸¢ž¸››¸ †µ¸ ¬¸úŸ¸¸‚¸Ê ˆÅú ¢›¸Š¸£¸›¸ú ˆÅ£÷¸¸ í¾.

Delegation: Appropriate delegation of powers has been put in place for treasury operations. Investment decisions are vested with Investment Committee of the Board. MRG monitors various limits, which have been laid down in the policies.

2. ¢›¸¡¸¿°¸µ¸À ¢¬¸¬’Ÿ¸ Ÿ¸Ê œ¸¡¸¸Äœ÷¸ ”½’¸ ‡ˆÅúˆÅ£µ¸ ‚¸š¸¸¢£÷¸ ¢›¸¡¸¿°¸µ¸ Ÿ¸¸¾�¸»™ í¾. ƒ›¸ ¢›¸¡¸¿°¸µ¸¸Ê ˆÅ¸ œÏ¡¸¸½Š¸ ¥¸½‰¸¸ œ¸£ú®¸¸ ˆ½Å ¢¥¸‡ ž¸ú ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾. Controls: The systems have adequate data integrity controls. The controls are used for audit purpose as well.

3. ‚œ¸¨¸¸™ ¬¸¿�¸¸¥¸›¸ œÏ¢ÇÅ¡¸¸À ›¸ú¢÷¸¡¸¸Ê ˆ½Å ‚¿÷¸Š¸Ä÷¸ ÷¸¡¸ ˆÅú Š¸ƒÄ †µ¸ ¬¸úŸ¸¸‡¿ ¢¬¸¬’Ÿ¸ Ÿ¸Ê ©¸¸¢Ÿ¸¥¸ ˆÅ£ ¥¸ú Š¸ƒÄ íÿ ¢�¸¬¸¬¸½ ¡¸í ¬¸º¢›¸¢ä¸÷¸ ¢ˆÅ¡¸¸ �¸¸ ¬¸ˆ½Å ¢ˆÅ „¬¸½ ‚œ¸¨¸¸™¸Ê ˆÅ¸½ ›¡¸»›¸÷¸Ÿ¸ £‰¸›¸½ í½÷¸º ¥¸¸Š¸» ¢ˆÅ¡¸¸ �¸¸ £í¸ í¾. †µ¸ ¬¸úŸ¸¸‚¸Ê ˆ½Å „¥¥¸¿‹¸›¸/ ‚œ¸¨¸¸™, ¡¸¢™ ˆÅ¸½ƒÄ í¸½, ˆÅ¸ ¢¨¸©¥¸½«¸µ¸ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾ ‚¸¾£ œÏ÷¡¸¸¡¸¸½¢�¸÷¸ œÏ¸¢š¸ˆÅ¸¢£¡¸¸Ê ¬¸½ ‚¢ž¸œ¸º«’ ˆÅ£¸¡¸¸ �¸¸÷¸¸ í¾.

Exception handling processes: The limits set in the policies have been inserted in the system for ensuring that the same is being enforced to minimize exceptions. The limit breaches/exceptions, if any, are analyzed and ratified from the delegated authorities.



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


‡Ÿ¸‚¸£�¸ú, ¨¸¢£«“ œÏ¤¸¿š¸›¸ ‚¸¾£ ¤¸¸½”Ä ˆÅú ¬¸¢Ÿ¸¢÷¸¡¸¸Ê ˆ½Å ¬¸™¬¡¸¸Ê ˆÅ¸½ ûÅ¸Á£½Æ¬¸, ¢›¸¨¸½©¸ ¨¸ ”½¢£¨¸½¢’¨¸ „÷œ¸¸™ ¬¸¿¤¸¿š¸ú �¸¸½¢‰¸Ÿ¸¸Ê ˆ½Å ¤¸¸£½ Ÿ¸Ê ‚¸¨¸¢š¸ˆÅ ³Åœ¸ ¬¸½ ¢£œ¸¸½’Ä ™½÷¸¸ í¾. ¤¸ÿˆÅ ¢£œ¸¸½¢’ôŠ¸ ‚œ¸½®¸¸‚¸Ê ˆ½Å ‚›¸º¬¸¸£ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ¸Ê ˆÅ¸½ ž¸ú ¢£œ¸¸½’½ô œÏ¬÷¸º÷¸ ˆÅ£÷¸¸ í¾. ¤¸ÿˆÅ ˆÅú �¸¸½¢‰¸Ÿ¸ ®¸Ÿ¸÷¸¸ ˆ½Å ‚¸š¸¸£ œ¸£ �¸¸½¢‰¸Ÿ¸ Ÿ¸¾¢’ïÆ¬¸ ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê ¬¸úŸ¸¸‡¿ ¢›¸š¸¸Ä¢£÷¸ ˆÅú �¸¸÷¸ú íÿ ¢�¸›¸ˆÅú ‚¸¨¸¢š¸ˆÅ ‚¸š¸¸£ œ¸£ ¢›¸Š¸£¸›¸ú ˆÅú �¸¸÷¸ú í¾. The MRG periodically reports on forex, investment and derivative product related risk measures to the senior management and committees of the Board. The Bank also reports to regulators as per the reporting requirements. Based on the risk appetite of the Bank, limits are placed on the risk metrics which are monitored on a periodic basis.

¡¸˜¸¸ 31 Ÿ¸¸�¸Ä 2020 ˆÅ¸½ ¤¸¸�¸¸£ �¸¸½¢‰¸Ÿ¸¸Ê ˆ½Å ¢¥¸‡ œ¸»¿�¸ú œÏž¸¸£ ˆÅ¸ ¬¸Ÿ¸»í›¸ Aggregation of capital charge for market risks as on March 31, 2020


�¸¸½¢‰¸Ÿ¸ ª½µ¸ú Risk Category

œ¸»¿�¸ú œÏž¸¸£ Capital charge

ˆºÅ¥¸ / Total 9,264.21

i) ¤¡¸¸�¸ ™£ �¸¸½¢‰}¸Ÿ¸ / Interest Rate Risk 4,991.20

ii) ƒ¦Æ¨¸’ú ¦¬˜¸¢÷¸ �¸¸½¢‰}¸Ÿ¸ / Equity Position Risk 3,904.96

iii) ¢¨¸™½©¸ú ¢¨¸¢›¸Ÿ¸¡¸ �¸¸½¢‰}¸Ÿ¸ / Foreign Exchange Risk 360.00

iv) ”½¢£¨¸½¢’¨¸ œ¸£ (ûÅ¸Á£½Æ¬¸ ¢¨¸ˆÅ¥œ¸) / On derivatives (FX Options) 8.05

÷¸¸¢¥¸ˆÅ¸ ”ú‡ûÅ-8À œ¸¢£�¸¸¥¸›¸Š¸÷¸ �¸¸½¢‰¸Ÿ¸ / Table DF-8: Operational Risk

œ¸¢£�¸¸¥¸›¸Š¸÷¸ �¸¸½¢‰¸Ÿ¸ ˆÅ¸ ‚˜¸Ä í¸¢›¸ ˆÅ¸ �¸¸½¢‰¸Ÿ¸ í¾ �¸¸½ ‚¸¿÷¸¢£ˆÅ ˆÅ¸¡¸ÄˆÅ¥¸¸œ¸¸Ê, ¨¡¸¢Æ÷¸¡¸¸Ê ‡¨¸¿ œÏµ¸¸¢¥¸¡¸¸Ê Ÿ¸Ê ‰¸¸¢Ÿ¸¡¸¸Ê ¡¸¸ ‚¬¸ûÅ¥¸÷¸¸‚¸Ê ˆ½Å ˆÅ¸£µ¸ ¡¸¸ ¤¸ÿˆÅ ˆÅú ˆÅ¸£¸½¤¸¸£ú Š¸¢÷¸¢¨¸¢š¸¡¸¸Ê œ¸£ ¤¸¸í£ú ‹¸’›¸¸‚¸Ê ˆ½Å œÏž¸¸¨¸ ˆ½Å ˆÅ¸£µ¸ í¸½÷¸¸ í¾. ƒ¬¸Ÿ¸Ê ¢¨¸¢š¸ˆÅ �¸¸½¢‰¸Ÿ¸ ÷¸ ½̧ ©¸¸¢Ÿ¸¥¸ íÿ, ¢ˆÅ›÷¸º £µ¸›¸ú¢÷¸ˆÅ ‚¸¾£ œÏ¢÷¸«“¸ ¬¸¿¤¸¿š¸ú �¸¸½¢‰¸Ÿ¸ ©¸¸¢Ÿ¸¥¸ ›¸íú¿ íÿ. Operational Risk is defined as the risk of loss resulting from inadequate or failed internal processes, people & systems or from external events inherent in Bank’s business activities. This includes legal risk, but excludes strategic and reputational risks.

œ¸¢£�¸¸¥¸›¸Š¸÷¸ �¸¸½¢‰¸Ÿ¸ œÏ¤¸¿š¸›¸ ¬¸¿£�¸›¸¸ / Operational Risk Management Framework

¤¸ÿˆÅ ˆ½Å œ¸¸¬¸ ¬¸ºœ¸¢£ž¸¸¢«¸÷¸ œ¸¢£�¸¸¥¸›¸Š¸÷¸ �¸¸½¢‰¸Ÿ¸ ‚¸¾£ ˆÅ¸£¸½¤¸¸£ ¢›¸£¿÷¸£÷¸¸ œÏ¤¸¿š¸›¸ ›¸ú¢÷¸ í¾. ƒ¬¸ ›¸ú¢÷¸ ˆÅ¸ Ÿ¸º‰¡¸ „Ó½©¡¸ ¤¸ÿ¢ˆ¿ÅŠ¸ œ¸¢£�¸¸¥¸›¸¸Ê Ÿ¸Ê ¢›¸¢í÷¸ œ¸¢£�¸¸¥¸›¸ �¸¸½¢‰¸Ÿ¸¸Ê ˆÅú œ¸í�¸¸›¸ ‚¸¾£ ¢›¸š¸¸Ä£µ¸ ˆÅ£›¸¸ ÷¸˜¸¸ ƒ›¸ �¸¸½¢‰¸Ÿ¸¸Ê ˆÅú ¢›¸Š¸£¸›¸ú ‚¸¾£ ƒ›íÊ ˆÅŸ¸ ˆÅ£›¸½ ½̂Å ¢¥¸‡ ®¸Ÿ¸÷¸¸‚¸Ê, ¬¸¸š¸›¸¸Ê, œÏµ¸¸¢¥¸¡¸¸Ê ‚¸¾£ œÏ¢ÇÅ¡¸¸‚¸Ê ˆÅ¸ ¢¨¸ˆÅ¸¬¸ ˆÅ£›¸¸ í¾. The Bank has a well-defined Operational Risk Management Policy in place. The main objectives of the policy are identification and assessment of operational risks attached to banking activities and development of capabilities, tools, systems and processes to monitor and mitigate these risks.

¤¸ÿˆÅ ˆ½Å œ¸¸¬¸ ¬¸º´�õ œ¸¢£�¸¸¥¸›¸ �¸¸½¢‰¸Ÿ¸ œÏ¤¸¿š¸ ¬¸¿£�¸›¸¸ ž¸ú í¾ ‚¸¾£ ƒ¬¸›¸½ œ¸¢£�¸¸¥¸›¸Š¸÷¸ �¸¸½¢‰¸Ÿ¸ ˆ½Å œÏž¸¸¨¸ú œÏ¤¸¿š¸›¸ ˆ½Å ¢¥¸‡ ¢›¸™½©¸ˆÅ Ÿ¸¿”¥¸, ¤¸¸½”Ä ˆÅú �¸¸½¢‰¸Ÿ¸ œÏ¤¸¿š¸ ¬¸¢Ÿ¸¢÷¸ (‚¸£‡Ÿ¸¬¸ú) ‚¸¾£ œ¸¢£�¸¸¥¸›¸Š¸÷¸ �¸¸½¢‰¸Ÿ¸ œÏ¤¸¿š¸›¸ ¬¸¢Ÿ¸¢÷¸ (‚¸½‚¸£‡Ÿ¸¬¸ú) ¬¸½ ¡¸ºÆ÷¸ ‡ˆÅ ¬¸Ÿ¸˜¸ÄˆÅ¸£ú ¬¸¿Š¸“›¸¸÷Ÿ¸ˆÅ ¬¸¿£�¸›¸¸ ˆÅú ¬˜¸¸œ¸›¸¸ ˆÅú í¾. œ¸¢£�¸¸¥¸›¸Š¸÷¸ �¸¸½¢‰¸Ÿ¸ œÏ¤¸¿š¸›¸ ˆÅ¸¡¸ÄˆÅ¥¸¸œ¸¸Ê œ¸£ ¬¸Ÿ¸ú®¸¸ ¢£œ¸¸½’½ô ‚¸½‚¸£‡Ÿ¸¬¸ú ‡¨¸¿ ¤¸¸½”Ä ˆÅú ‚¸£‡Ÿ¸¬¸ú ˆÅ¸½ ‚¸¨¸¢š¸ˆÅ ‚¸š¸¸£ œ¸£ œÏ¬÷¸º÷¸ ˆÅú �¸¸÷¸ú íÿ. The bank has also established an enabling organizational structure comprising of Board of Directors, Risk Management Committee (RMC) of the Board and Operational Risk Management Committee (ORMC) for effective management of Operational Risk. Review reports on Operational Risk management activities are periodically presented to ORMC and RMC of the Board.

¨¸÷¸ÄŸ¸¸›¸ Ÿ¸Ê, ¤¸ÿˆÅ œ¸¢£�¸¸¥¸›¸Š¸÷¸ �¸¸½¢‰¸Ÿ¸ ˆ½Å ¢¥¸‡ œ¸»¿�¸ú œÏž¸¸£ ˆÅú Š¸µ¸›¸¸ í½÷¸º ¤¸º¢›¸¡¸¸™ú ¬¸¿ˆ½Å÷¸ˆÅ ´¦«’ˆÅ¸½µ¸ ˆÅ¸ ‚›¸º¬¸£µ¸ ˆÅ£ £í¸ í¾. ¤¸ÿˆÅ ‚œ¸›¸ú œ¸¢£�¸¸¥¸›¸Š¸÷¸ �¸¸½¢‰¸Ÿ¸ œÏ¤¸¿š¸›¸ œÏµ¸¸¥¸ú ¨¸ œÏ¢ÇÅ¡¸¸ Ÿ¸Ê ‚¸¾£ ¬¸ºš¸¸£ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ ¬¸Ÿ¸¡¸¤¸Ö ÷¸£úˆ½Å ¬¸½ ¬¸¿Š¸¢“÷¸ œÏ¡¸¸¬¸ ˆÅ£ £í¸ í¾. ¤¸ÿˆÅ ›¸½ ¤¸ÿˆÅ ˆ½Å ž¸ú÷¸£ œ¸¢£�¸¸¥¸›¸Š¸÷¸ �¸¸½¢‰¸Ÿ¸¸Ê ˆ½Å Ÿ¸»¥¡¸¸¿ˆÅ›¸ ‡¨¸¿ ¢›¸Š¸£¸›¸ú ˆ½Å ¢¥¸‡ Ÿ¸º‰¡¸ �¸¸½¢‰¸Ÿ¸ ¬¸»�¸ˆÅ ÷¸˜¸¸ �¸¸½¢‰¸Ÿ¸ ‡¨¸¿ ¢›¸¡¸¿°¸µ¸ ¬¨¸-Ÿ¸»¥¡¸¸¿ˆÅ›¸ �¸¿�¸¸ ¬˜¸¸¢œ¸÷¸ ¢ˆÅ¡¸¸ í¾. ¤¸ÿˆÅ ›¸½ œ¸¢£�¸¸¥¸›¸Š¸÷¸ �¸¸½¢‰¸Ÿ¸¸Ê ˆ½Å œÏ¤¸¿š¸›¸ ˆ½Å ¢¥¸‡ ¨¡¸¸œ¸ˆÅ œ¸¢£�¸¸¥¸›¸ �¸¸½¢‰¸Ÿ¸ Ÿ¸»¥¡¸¸¿ˆÅ›¸ œÏµ¸¸¥¸ú (ˆÅ¸½£) ˆÅú ¨¡¸¨¸¬˜¸¸ ˆÅú í¾. ¤¸ÿˆÅ ˆÅ¸½£ œÏµ¸¸¥¸ú ˆ½Å �¸¢£‡ œ¸¢£�¸¸¥¸›¸Š¸÷¸ í¸¢›¸ ¬¸¿¤¸¿š¸ú ‚¸¿ˆÅ”õ¸Ê ˆÅ¸ ¢›¸¡¸¢Ÿ¸÷¸ ³Åœ¸ ¬¸½ ¬¸¿ŠÏíµ¸ ˆÅ£ £í¸ í¾ ÷¸˜¸¸ ¢£{¸¨¸Ä ¤¸ÿˆÅ ˆ½Å ¢™©¸¸¢›¸™½Ä©¸¸Ê ˆ½Å ‚›¸º¬¸¸£ ƒ›¸ í¸¢›¸¡¸¸Ê ˆÅ¸½ ¢¨¸¢ž¸››¸ ˆÅ¸£¸½¤¸¸£ú ª¼¿‰¸¥¸¸‚¸Ê ÷¸˜¸¸ í¸¢›¸ œÏˆÅ¸£¸Ê ˆ½Å ÷¸í÷¸ ¨¸Š¸úÄˆ¼Å÷¸ ˆÅ£ £í¸ í¾. œÏ˜¸Ÿ¸ ¬÷¸£ú¡¸ ¬¸º£®¸¸ ˆÅ¸½ ‚¢š¸ˆÅ Ÿ¸�¸¤¸»÷¸ú œÏ™¸›¸ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ œ¸¢£�¸¸¥¸›¸Š¸÷¸ ¬÷¸£¸Ê œ¸£ ˆÅ¸¡¸Ä£÷¸ ‚¢š¸ˆÅ¸¢£¡¸¸Ê ˆÅ¸½ ¢›¸£¿÷¸£ �¸¸Š¸³ÅˆÅ ˆÅ£›¸½ í½÷¸º œ¸¢£�¸¸¥¸›¸Š¸÷¸ �¸¸½¢‰¸Ÿ¸ œÏ¤¸¿š¸›¸ œ¸£ ¢›¸¡¸¢Ÿ¸÷¸ ³Åœ¸ ¬¸½ œÏ¢©¸®¸µ¸ ˆÅ¸¡¸ÄÇÅŸ¸ ‚¸¡¸¸½¢�¸÷¸ ¢ˆÅ‡ �¸¸÷¸½ íÿ. ‚¸½‚¸£‡Ÿ¸ ‚›¸ºž¸¸Š¸ œ¸¢£�¸¸¥¸›¸Š¸÷¸ �¸¸½¢‰¸Ÿ¸ í¸¢›¸¡¸¸Ê ÷¸˜¸¸ œ¸»¿�¸ú ‚¸¾£ ¥¸¸ž¸ œ¸£ „¬¸ˆ½Å œÏž¸¸¨¸ ˆ½Å ¢¥¸‡ ™¨¸¸¤¸ �¸¸¿�¸ ‚ž¡¸¸¬¸ ž¸ú ¬¸¿�¸¸¢¥¸÷¸ ˆÅ£÷¸¸ í¾. At present, the Bank is following the Basic Indicator Approach for computation of capital charge for Operational Risk. The Bank is putting concerted efforts to further improve its Operational Risk management systems & procedures. The Bank has framed and implemented Key Risk Indicator and Risk & Control Self-Assessment frameworks, for assessment & monitoring of operational risks.



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


Further, the Bank has procured Comprehensive Operational Risk Evaluator system (CORE) for management of operational risks. The Bank has been collecting operational risk loss data through CORE system and categorizing into various loss event types in accordance with the RBI guidelines. Training programmes on Operational Risk Management are periodically conducted for continued sensitization of officers, working at operational level, to strengthen the first line of defence. ORM Section is also conducting Stress Testing exercise for Operational Risk Losses and its impact on capital and profit.

ˆÅ¸£¸½¤¸¸£ ¢›¸£¿÷¸£÷¸¸ œÏ¤¸¿š¸›¸ (¤¸ú¬¸ú‡Ÿ¸) ˆ½Å ‚›¸ºœ¸¸¥¸›¸ í½÷¸º ¤¸ÿˆÅ ˆ½Å œ¸í¥¸ ˆÅ¸¡¸Ä Bank’s initiatives for implementation of Business Continuity Management (BCM)

Ÿ¸¸›¸¨¸ �¸ú¨¸›¸ ‡¨¸¿ ¤¸ÿˆÅ ˆÅú ‚¸¦¬÷¸¡¸¸Ê ˆÅú ¬¸º£®¸¸ ÷¸˜¸¸ ¨¡¸¨¸š¸¸›¸/ ‚¸œ¸™¸ ˆ½Å ™¸¾£¸›¸ ¢›¸¤¸¸Äš¸ ¤¸ÿ¢ˆ¿ÅŠ¸ ¬¸½¨¸¸‡¿ ¬¸º¢›¸¢ä¸÷¸ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ ¤¸ÿˆÅ ›¸½ ‚œ¸›¸½ ¢¨¸¢ž¸››¸ Ÿ¸í÷¨¸œ¸»µ¸Ä ˆÅ¸¡¸¸½ô ˆ½Å ¢¥¸‡ ‡ˆÅ ¬¸ºœ¸¢£ž¸¸¢«¸÷¸ ¤¸ú¬¸ú‡Ÿ¸ ¨¡¸¨¸¬˜¸¸ ¥¸¸Š¸» ˆÅú í¾, �¸¸½ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ‚¸¨¸©¡¸ˆÅ÷¸¸‚¸Ê ˆÅ¸½ ž¸ú œ¸»£¸ ˆÅ£÷¸ú í¾. In order to safeguard the human life & Bank’s assets and to ensure continuity in banking services during disruption/ disaster, the Bank has put in place a well-defined BCM for its various critical functions, which also fulfils regulatory requirements.

¤¸ú¬¸ú‡Ÿ¸ Ÿ¸Ê ˆÅ¸£¸½¤¸¸£ ¢›¸£¿÷¸£÷¸¸ ¡¸¸½�¸›¸¸ (¤¸ú¬¸úœ¸ú) ‚¸¾£ ‚¸œ¸™¸ œÏ¤¸¿š¸›¸ ¡¸¸½�¸›¸¸ (”ú‡Ÿ¸œ¸ú) ©¸¸¢Ÿ¸¥¸ íÿ. ƒ›¸ ¤¸ú¬¸ú‡Ÿ¸ ™¬÷¸¸¨¸½�¸¸Ê Ÿ¸Ê, ‚›¡¸ ¤¸¸÷¸¸Ê ˆ½Å ¬¸¸˜¸-¬¸¸˜¸, ˆÅ¸£¸½¤¸¸£ ¨¡¸¨¸š¸¸›¸/ ‚¸œ¸™¸ ˆÅú ¦¬˜¸¢÷¸ Ÿ¸Ê ÷¸¸¾£-÷¸£úˆ½Å ‚¸¾£ œ¸¢£µ¸¸Ÿ¸ú ¬¸ºš¸¸£ £µ¸›¸ú¢÷¸¡¸¸Â, ¡¸¸½�¸›¸¸‡Â ©¸¸¢Ÿ¸¥¸ íÿ. ¨¡¸¨¸š¸¸›¸ ˆÅú ¢¨¸¢ž¸››¸ ¦¬˜¸¢÷¸¡¸¸Ê Ÿ¸Ê ƒ›¸ ¡¸¸½�¸›¸¸‚¸Ê ˆÅú ‚¸‹¸¸÷¸ ¬¸í›¸ú¡¸÷¸¸ ˆÅ¸ œÏ¸¡¸¸½¢Š¸ˆÅ ‚ž¡¸¸¬¸, ‚¸œ¸™¸ œÏ¤¸¿š¸›¸ ‚ž¡¸¸¬¸, Ÿ¸í÷¨¸œ¸»µ¸Ä ‚¸ƒÄ’ú ‡¦œ¥¸ˆ½Å©¸›¸¸Ê ˆ½Å ¢¥¸‡ ¬¸Ÿ¸ŠÏ ‚¸œ¸™¸ œÏ¤¸¿š¸›¸ ‚ž¡¸¸¬¸ ‚¸¾£ ¤¸ú¬¸úœ¸ú œ¸£ú®¸µ¸ ‚ž¡¸¸¬¸¸Ê ˆ½Å �¸¢£‡ ¢›¸£¿÷¸£ œ¸£ú®¸µ¸ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾. ¬¸¸˜¸, íú ¤¸ÿˆÅ ˆÅú ˆÅ¸£¸½¤¸¸£ ¢›¸£¿÷¸£÷¸¸ œÏ¤¸¿š¸›¸ œÏµ¸¸¥¸ú (¤¸ú¬¸ú‡Ÿ¸‡¬¸) ‚¸ƒÄ‡¬¸‚¸½22301À2012 ‚›¸ºœ¸¸¥¸ˆÅ í¾. ¬¸©¸Æ÷¸ ‚¸¾£ œÏž¸¸¨¸ú ¤¸ú¬¸ú‡Ÿ¸ ¤¸ÿˆÅ ˆÅ¸½ ‚œ¸›¸ú ¬¸½¨¸¸ Ÿ¸Ê ¢›¸£¿÷¸£÷¸¸ ‚¸¾£ ŠÏ¸íˆÅ¸Ê ˆÅ¸½ ¬¸¿÷¸º¦«’ œÏ™¸›¸ ˆÅ£›¸½ Ÿ¸Ê ¬¸º¢¨¸š¸¸ œÏ™¸›¸ ˆÅ£÷¸¸ í¾. œÏµ¸¸¥¸ú ˆÅú ‚¬¸ûÅ¥¸÷¸¸ ˆ½Å �¸¸½¢‰¸Ÿ¸ ˆÅ¸½ ˆÅŸ¸ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ ¤¸ÿˆÅ ›¸½ �¸½››¸ƒÄ Ÿ¸Ê ‡ˆÅ ‚¸œ¸™¸ œÏ¤¸¿š¸›¸ (”ú‚¸£) ¬¸¸ƒ’ ÷¸˜¸¸ Ÿ¸º¿¤¸ƒÄ ˆ½Å ¬¸Ÿ¸úœ¸ ž¸ú ¢›¸¡¸£ ”ú‚¸£ ¬¸¸ƒ’ ˆÅú ¬˜¸¸œ¸›¸¸ ˆÅú í¾. ¤¸ÿˆÅ ‚¸œ¸™¸ œÏ¤¸¿š¸›¸ ¬¸¸ƒ’ ˆÅú ®¸Ÿ¸÷¸¸ œ¸£ú®¸µ¸ ˆ½Å ¢¥¸‡ ‚¸¨¸¢š¸ˆÅ ³Åœ¸ ¬¸½ ‚¸œ¸™¸ œÏ¤¸¿š¸›¸ ¢”ï¥¸ ‚ž¡¸¸¬¸¸Ê ˆÅ¸ ‚¸¡¸¸½�¸›¸ ˆÅ£÷¸¸ í¾. ‡œ¥¸úˆ½Å©¸›¸ ¬¸¸ÁÉ’¨¸½¡¸£ ‚¸ƒ-”ú‡¤¸ú ˆ½Å Ÿ¸¸š¡¸Ÿ¸ ¬¸½ ¨¡¸¨¸š¸¸›¸ ¬¸¿¤¸¿š¸ú ‹¸’›¸¸‚¸Ê ‡¨¸¿ ¤¸ú¬¸ú‡Ÿ¸ ˆÅ¸¡¸ÄˆÅ¥¸¸œ¸¸Ê ˆÅú ¢£œ¸¸½¢’ôŠ¸ ¬¨¸�¸¸¢¥¸÷¸ í¾. BCM comprises Business Continuity Plan (BCP) and Disaster Management Plan (DMP). These BCM documents, inter alia, incorporate the modalities, in an event of business disruption/disaster and consequent recovery strategies & plans. The resilience of these plans under different disruption scenarios are tested on an ongoing basis through mock evacuation drills, DR drills, Holistic DR Drill for critical IT applications and BCP testing exercises. Moreover, Bank’s Business Continuity Management System (BCMS) is ISO22301:2012 compliant. A robust and effective BCM enables the Bank to provide uninterrupted services and facilitate customer satisfaction. To mitigate the risk of system failure, the Bank has set up a Disaster Recovery (DR) site at Chennai & a near DR site at Mumbai. The Bank periodically carries out DR drill exercises to test the capabilities of DR site. Reporting of any disruption incident & BCM activities is automated through the application software i-DaB.

÷¸¸¢¥¸ˆÅ¸ ”ú‡ûÅ-9À ¤¸ÿ¢ˆ¿ÅŠ¸ ¤¸íú Ÿ¸Ê ¤¡¸¸�¸ ™£ �¸¸½¢‰¸Ÿ¸ (‚¸ƒÄ‚¸£‚¸£¤¸ú¤¸ú) Table DF-9: Interest Rate Risk in the Banking Book (IRRBB)

¤¸ÿ¢ˆÅŠ¸ ¤¸íú Ÿ¸Ê ¤¡¸¸�¸ ™£ �¸¸½¢‰¸Ÿ¸ (‚¸ƒÄ‚¸£‚¸£¤¸ú¤¸ú) ¬¸½ ‚¸©¸¡¸ ¤¡¸¸�¸ ™£ Ÿ¸Ê í¸½›¸½ ¨¸¸¥¸½ œÏ¢÷¸ˆ»Å¥¸ „÷¸¸£-�¸�õ¸¨¸ ˆ½Å ˆÅ¸£µ¸ ¤¸ÿˆÅ ˆ½Å ‚�¸Ä›¸ ÷¸˜¸¸ ‚¸¦¬÷¸¡¸¸Ê ‚¸¾£ ™½¡¸÷¸¸‚¸Ê ˆ½Å ‚¸¢˜¸ÄˆÅ Ÿ¸»¥¡¸ Ÿ¸Ê œ¸”õ›¸½ ¨¸¸¥¸½ ¬¸¿ž¸¸¨¡¸ œÏž¸¸¨¸ ¬¸½ í¾. ¤¡¸¸{¸ ™£ Ÿ¸Ê ¬¸¸š¸¸£µ¸ ¤¸™¥¸¸¨¸¸Ê, ¢¨¸¢ž¸››¸ „÷œ¸¸™¸Ê / ¢¥¸‰¸÷¸¸Ê ˆ½Å ¤¸ú�¸ ¤¡¸¸�¸ ™£ œ¸¢£¨¸÷¸Ä›¸ ˆ½Å œ¸¢£Ÿ¸¸µ¸ Ÿ¸Ê ¢ž¸››¸÷¸¸ („™¸í£µ¸ ˆ½Å ¢¥¸‡, ¬¸£ˆÅ¸£ú œÏ¢÷¸ž¸»¢÷¸¡¸¸Ê œ¸£ œÏ¢÷¸ûÅ¥¸, ¬¸¸¨¸¢š¸ �¸Ÿ¸¸‚¸Ê œ¸£ ¤¡¸¸{¸ ™£, ‚¢ŠÏŸ¸¸Ê œ¸£ †µ¸ ™£ ‚¸¢™) ˆ½Å ‚¥¸¸¨¸¸ ¡¸í ¤¡¸¸{¸ ™£ �¸¸½¢‰¸Ÿ¸ ˆÅ¸ Ÿ¸í÷¨¸œ¸»µ¸Ä è¸¸½÷¸ ž¸ú í¾. ¤¡¸¸{¸ ™£ Ÿ¸Ê œ¸¢£¨¸÷¸Ä›¸ ¬¸½ ¤¸ÿˆÅ ˆÅú ¢›¸¨¸¥¸ ¤¡¸¸{¸ ‚¸¡¸ (¤¡¸¸{¸ ‚¸¡¸ Ÿ¸Ê ¬¸½ ¤¡¸¸{¸ ¨¡¸¡¸ ‹¸’¸›¸½ œ¸£ ‚¸›¸½¨¸¸¥¸ú £¸¢©¸) Ÿ¸Ê œ¸¢£¨¸÷¸Ä›¸ í¸½÷¸¸ í¾ �¸¸½ ¤¸ÿˆÅ ˆÅú ‚¸Ÿ¸™›¸ú œ¸£ œÏž¸¸¨¸ ”¸¥¸÷¸¸ í¾, ¬¸¸˜¸ íú ¬¸¸˜¸ ‚¸¦¬÷¸ ‚¸¾£ ™½¡¸÷¸¸‚¸Ê ˆ½Å ¢›¸¨¸¥¸ ‚¸¢˜¸ÄˆÅ Ÿ¸»¥¡¸ Ÿ¸Ê œ¸¢£¨¸÷¸Ä›¸ ¬¸½ ƒ¦Æ¨¸’ú ˆ½Å ‚¸¢˜¸ÄˆÅ Ÿ¸»¥¡¸ œ¸£ ž¸ú ƒ¬¸ˆÅ¸ œÏž¸¸¨¸ œ¸”õ÷¸¸ í¾. ‚¸¡¸ ‚¸¾£ ƒ¦Æ¨¸’ú ˆ½Å ‚¸¢˜¸ÄˆÅ Ÿ¸»¥¡¸ Ÿ¸Ê œ¸¢£¨¸÷¸Ä›¸ ˆÅ¸ œÏž¸¸¨¸ Ÿ¸º‰¡¸ ³Åœ¸ ¬¸½ ¤¸ÿˆÅ ˆÅú ‚¸¦¬÷¸ ‚¸¾£ ™½¡¸÷¸¸‚¸Ê ˆ½Å Ÿ¸š¡¸ œ¸¢£œ¸Æ¨¸÷¸¸ ˆ½Å œ¸¢£µ¸¸Ÿ¸ ¨¸ œÏˆ¼Å¢÷¸ ‚¸¾£ œ¸º›¸Ÿ¸»Ä¥¡¸›¸ ˆ½Å ‚¿÷¸£ œ¸£ ¢›¸ž¸Ä£ ˆÅ£÷¸¸ í¾.IRRBB refers to the potential impact on the Bank’s earnings and economic value of assets and liabilities due to adverse movement in interest rates. Besides the general change in interest rate, variation in the magnitude of interest rate change among the different products/ instruments (e.g., yield on Government securities, interest rate on term deposits, lending rate on advances etc.,) it is also a significant source of interest rate risk. Changes in interest rates affect the Bank’s earning through variation in its Net Interest Income (Interest Income minus Interest Expenses) as well as economic value of equity through net variation in economic value of assets and liabilities. The extent of change in earning and economic value of equity primarily depends on the nature and magnitude of maturity and re-pricing mismatches between the Bank’s assets and liabilities.

¤¡¸¸�¸ ™£ �¸¸½¢‰¸Ÿ¸ œÏ¤¸¿š¸›¸ ˆ½Å Ÿ¸í÷¨¸ ˆÅ¸½ ¬¨¸úˆÅ¸£÷¸½ íº‡, ¤¸ÿˆÅ ›¸½ ¬¸Ÿ¸º¢�¸÷¸ ‡‡¥¸‡Ÿ¸ œÏµ¸¸¥¸ú ˆÅ¸¡¸¸Ä¦›¨¸÷¸ ˆÅú í¾ ¢�¸¬¸Ÿ¸Ê ¤¸¸½”Ä ×¸£¸ ‚›¸ºŸ¸¸½¢™÷¸ ¤¡¸¸{¸ ™£ �¸¸½¢‰}¸Ÿ¸ œÏ¤¸¿š¸›¸ ›¸ú¢÷¸, ¢£�¸¨¸Ä ¤¸ÿˆÅ ˆ½Å ¢™©¸¸¢›¸™½Ä©¸¸Ê ˆ½Å ‚›¸º³Åœ¸ œÏ¢ÇÅ¡¸¸ ÷¸˜¸¸ ¬¸úŸ¸¸ ¬¸¿£�¸›¸¸ ©¸¸¢Ÿ¸¥¸ í¾. ¤¡¸¸�¸ ™£ �¸¸½¢‰¸Ÿ¸ œÏ¤¸¿š¸›¸ ˆÅ¸ „Ó½©¡¸ �¸¸½¢‰¸Ÿ¸ ˆ½Å è¸¸½÷¸¸Ê ˆÅú œ¸í�¸¸›¸ ˆÅ£›¸¸ ‚¸¾£ „œ¸¡¸ºÆ÷¸ ÷¸£úˆÅ¸Ê ˆ½Å ‚¸š¸¸£ œ¸£ „›¸ˆ½Å œ¸¢£Ÿ¸¸µ¸ ˆÅ¸½ Ÿ¸¸œ¸›¸¸ í¾. ƒ¬¸Ÿ¸Ê ¬¸Ÿ¸ŠÏ �¸¿�¸½ ˆ½Å ž¸ú÷¸£ œ¸¢£œ¸Æ¨¸÷¸¸ ¬¸¿£�¸›¸¸, Ÿ¸»¥¡¸ ¢›¸š¸¸Ä£µ¸, „÷œ¸¸™ ‚¸¾£ ŠÏ¸íˆÅ ¬¸Ÿ¸»í ¢Ÿ¸ªµ¸ ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê ¬¸Ÿ¸º¢�¸÷¸ ¢¨¸î¸œ¸¸½«¸µ¸, †µ¸ ™½›¸¸ ‚¸¾£ ÷¸º¥¸›¸ œ¸°¸ ¬¸½ ‚¥¸Š¸ £µ¸›¸ú¢÷¸¡¸¸¿ ž¸ú ©¸¸¢Ÿ¸¥¸ íÿ. ‚¸ƒÄ‚¸£‚¸£¤¸ú¤¸ú ˆ½Å ¢¥¸‡ ¤¸ÿˆÅ ˆÅ¸ ¬¸í›¸©¸ú¥¸÷¸¸ ¬÷¸£ ¢›¸¨¸¥¸ ¤¡¸¸�¸ ‚¸¡¸ ‚¸¾£ ƒ¦Æ¨¸’ú ˆ½Å ‚¸¢˜¸ÄˆÅ Ÿ¸»¥¡¸ ˆ½Å ¬¸¿ž¸¸¢¨¸÷¸ œÏž¸¸¨¸ ˆ½Å ¬¸¿™ž¸Ä Ÿ¸Ê ¢›¸¢™Ä«’ í¾. ¤¸ÿˆÅ ˆÅú ‚¸¦¬÷¸-™½¡¸÷¸¸ ¬¸¢Ÿ¸¢÷¸ (‡‡¥¸¬¸ú‚¸½) ¤¸ÿˆÅ ˆ½Å ¤¡¸¸�¸ ™£ �¸¸½¢‰¸Ÿ¸ œÏ¤¸¿š¸›¸ ˆ½Å ¢¥¸‡ ¢›¸¡¸¢Ÿ¸÷¸



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


Ÿ¸¸œ¸›¸, ¢›¸Š¸£¸›¸ú ‚¸¾£ ¢›¸¡¸¿°¸µ¸ œ¸í¥¸¸Ê ˆÅ¸½ ¬¸º¢›¸¢ä¸÷¸ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ ¢�¸ŸŸ¸½™¸£ í¾. �¸¸½¢‰¸Ÿ¸ œÏ¤¸¿š¸›¸ ¢¨¸ž¸¸Š¸ (‡‡¥¸‡Ÿ¸) ¢›¸¡¸¢Ÿ¸÷¸ ³Åœ¸ ¬¸½ ‡‡¥¸‡Ÿ¸ ‚¿÷¸£ ˆÅ¸½ Ÿ¸¸œ¸÷¸¸ í¾ ‚¸¾£ „¬¸ˆÅú ¢›¸Š¸£¸›¸ú ˆÅ£÷¸¸ í¾ ÷¸˜¸¸ œÏž¸¸¨¸ú œÏ¤¸¿š¸›¸ ˆ½Å ¢¥¸‡ £µ¸›¸ú¢÷¸¡¸¸Ê œ¸£ ¢›¸µ¸Ä¡¸ ¥¸½›¸½ í½÷¸º ‡‡¥¸¬¸ú‚¸½ ˆÅ¸½ ¢£œ¸¸½’Ä ˆÅ£÷¸¸ í¾. ™¾¢›¸ˆÅ ‚¸š¸¸£ œ¸£ œÏµ¸¸¥¸ú ‚¸š¸¸¢£÷¸ ‡‡¥¸‡Ÿ¸ ¢£œ¸¸½’Ä ¬¸¼¢�¸÷¸ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ œ¸¡¸¸Äœ÷¸ ¬¸»�¸›¸¸ ž¸ú ˆÅ¸¡¸¸Ä¦›¨¸÷¸ ˆÅú í¾. Recognizing the importance of interest rate risk management, the Bank has put in place an appropriate ALM system which incorporates the Board approved interest rate risk management policy, procedures and limit structure in line with the RBI guidelines. The objectives of interest rate risk management are to identify the sources of risks and to measure their magnitude in terms of appropriate methods. It also includes appropriate funding, lending and off-balance sheet strategies with respect to maturity structure, pricing, product and customer group mix within the overall framework. The Bank’s tolerance level for IRRBB is specified in terms of potential impact of net interest income and economic value of equity. The Asset Liability Committee (ALCO) of the Bank is responsible to ensure regular measurement, monitoring and control initiatives for the Bank’s interest rate risk management. Risk Management Department (ALM) regularly measures and monitors ALM mismatches and reports to ALCO for deciding on strategies for effective management. Adequate information system has also been put in place for system based ALM report generation on a daily basis.

‚¸ƒÄ‚¸£‚¸£¤¸ú¤¸ú ˆ½Å Ÿ¸¸œ¸›¸ ‚¸¾£ ¢›¸Š¸£¸›¸ú í½÷¸º ¤¡¸¸�¸ ™£ ¬¸¿¨¸½™›¸©¸ú¥¸÷¸¸ (œ¸º›¸Ÿ¸»Ä¥¡¸›¸) ‚¿÷¸£¸¥¸ ‚¸¾£ ‚¨¸¢š¸ ‚¿÷¸£¸¥¸ ¢¨¸©¥¸½«¸µ¸ ¢¨¸¢š¸ ˆÅ¸½ œÏ¡¸¸½Š¸ Ÿ¸Ê ¥¸¸¡¸¸ �¸¸÷¸¸ í¾, ¢�¸¬¸Ÿ¸Ê ‚¸¡¸ (¢›¸¨¸¥¸ ¤¡¸¸{¸ ‚¸¡¸ œ¸£ œÏž¸¸¨¸) ‚¸¾£ ‚¸¢˜¸ÄˆÅ Ÿ¸»¥¡¸ (ƒ¦Æ¨¸’ú ˆ½Å ‚¸¢˜¸ÄˆÅ Ÿ¸»¥¡¸ œ¸£ œÏž¸¸¨¸) ™¸½›¸¸Ê íú ´¦«’ˆÅ¸½µ¸ ©¸¸¢Ÿ¸¥¸ í¸½÷¸½ íÿ. ¤¡¸¸�¸ ™£ ¬¸¿¨¸½™›¸©¸ú¥¸÷¸¸ ‚¿÷¸£¸¥¸ ¢£œ¸¸½’Ä ÷¸¾¡¸¸£ ˆÅ£›¸½ Ÿ¸Ê, ¬¸ž¸ú ¬¸¿¤¸¿¢š¸÷¸ ¤¡¸¸�¸ ™£ ¬¸¿¨¸½™›¸©¸ú¥¸ œ¸¢£¬¸¿œ¸¢î¸¡¸¸Ê ‚¸¾£ ™½¡¸÷¸¸‚¸Ê ˆÅ¸½ ‚¥¸Š¸-‚¥¸Š¸ ‚¨¸¢š¸¡¸¸Ê ˆ½Å ¬¸Ÿ¸»í Ÿ¸Ê œ¸¢£œ¸Æ¨¸÷¸¸ ¡¸¸ „›¸ˆ½Å ‚Š¸¥¸½ ©¸½«¸-Ÿ¸»¥¡¸ ¢›¸š¸¸Ä£µ¸ ¢÷¸¢˜¸ ˆ½Å ‚¸š¸¸£ œ¸£, �¸¸½ ž¸ú œ¸í¥¸½ í¸½, ©¸¸¢Ÿ¸¥¸ í¾. ƒ¬¸ ¢£œ¸¸½’Ä í½÷¸º ˆÅ¸½£ �¸¸¥¸» ‚¸¾£ ¤¸�¸÷¸ ¤¸ÿˆÅ �¸Ÿ¸¸‚¸Ê ˆÅ¸ ¬¸Ÿ¸»í›¸, "1 ¨¸«¸Ä ¬¸½ ‚¢š¸ˆÅ ‚¸¾£ 3 ¨¸«¸Ä ÷¸ˆÅ", ¬¸¸¨¸¢š¸ †µ¸¸Ê ˆÅ¸ œ¸»¨¸Ä-ž¸ºŠ¸÷¸¸›¸, ¬¸¸¨¸¢š¸ �¸Ÿ¸¸‚¸Ê ˆ½Å ›¸¨¸ú›¸úˆÅ£µ¸ ˆÅ¸ ¬¨¸³Åœ¸ ‚¸¢™ ¨¸¸¢«¸ÄˆÅ ³Åœ¸ ¬¸½ ¢ˆÅ‡ �¸¸›¸½ ¨¸¸¥¸½ ¨¡¸¨¸í¸£œ¸£ˆÅ ¢¨¸©¥¸½«¸µ¸ œ¸£ ‚¸š¸¸¢£÷¸ í¸½÷¸¸ í¾ ‚¸¾£ ‡‡¥¸¬¸ú‚¸½ ×¸£¸ ‚›¸ºŸ¸¸½¢™÷¸ í¸½÷¸¸ í¾. ‚¨¸¢š¸ ‚¿÷¸£¸¥¸ ¢¨¸©¥¸½«¸µ¸, ‚¨¸¢š¸ ‚¸¾£ ¤¡¸¸�¸ ™£ ¬¸¿¨¸½™›¸©¸ú¥¸ œ¸¢£¬¸¿œ¸¢î¸¡¸¸Ê ‚¸¾£ ™½›¸™¸¢£¡¸¸Ê ˆ½Å ž¸¢¨¸«¡¸ ˆ½Å ›¸ˆÅ™ú œÏ¨¸¸í ˆ½Å ¨¸÷¸ÄŸ¸¸›¸ Ÿ¸»¥¡¸ ˆÅú Š¸µ¸›¸¸ ˆ½Å ‚¸š¸¸£ œ¸£, ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾.Measurement and monitoring of IRRBB are carried out through the methods of Interest Rate Sensitivity (re-pricing) gap and Duration gap analysis covering both earning (impact on net interest income) and economic value perspective (impact on economic value of equity). Preparation of interest rate sensitivity gap report involves bucketing of all interest rate sensitive assets and liabilities into different time buckets based on their respective remaining term to maturity or next re-pricing date, whichever is earlier. Assumptions made for this report are for bucketing of core current and saving bank deposits into “over 1 year to 3 years”, Pre-payment of Term loans, Renewal pattern of Term Deposits etc based on Behavioural Analysis carried out annually and approved by ALCO. Duration gap analysis is undertaken based on computation of duration and present value of future cash flows of the interest rate sensitive assets and liabilities.

‚¸¦¬÷¸ ™½¡¸÷¸¸ ¬¸¢Ÿ¸¢÷¸ (‡‡¥¸¬¸ú‚¸½) ¤¡¸¸�¸ ™£ �¸¸½¢‰¸Ÿ¸ ‡Æ¬¸œ¸¸½�¸£¸Ê ˆÅú ¢›¸¡¸¢Ÿ¸÷¸ ¢›¸Š¸£¸›¸ú ˆÅ£÷¸ú í¾ ÷¸˜¸¸ �¸Ÿ¸¸£¸¢©¸¡¸¸Ê ¨¸ ‚¢ŠÏŸ¸¸Ê ˆÅú ¬¸¿£�¸›¸¸ ¨¸ ¨¸¼¢Ö, �¸Ÿ¸¸£¸¢©¸¡¸¸Ê ¨¸ ‚¢ŠÏŸ¸¸Ê ̂ ½Å Ÿ¸»¥¡¸-¢›¸š¸¸Ä£µ¸ ÷¸˜¸¸ Ÿ¸ºÍ¸ ¤¸¸�¸¸£ œ¸¢£�¸¸¥¸›¸ ̈ ¸ ¢›¸¨¸½©¸ ¤¸¢í¡¸¸Ê ‚¸¢™ ̂ ½Å œÏ¤¸¿š¸›¸ ̂ ½Å ¢¥¸‡ „¢�¸÷¸ ̂ Å™Ÿ¸ „“¸›¸½ ̂ Å¸ ¬¸º�¸¸¨¸/ ¢›¸™½Ä©¸ ™½÷¸ú í¾, ÷¸¸¢ˆÅ ¢›¸š¸¸Ä¢£÷¸ ‚¸¿÷¸¢£ˆÅ ¬¸úŸ¸¸‚¸Ê ˆ½Å ž¸ú÷¸£ ‚¸ƒÄ‚¸£‚¸£¤¸ú¤¸ú ˆÅ¸ œÏ¤¸¿š¸›¸ ¢ˆÅ¡¸¸ �¸¸ ¬¸ˆ½Å. ALCO regularly monitors the interest rate risk exposures and suggests appropriate steps/ provides directions on composition and growth of deposits and advances, pricing of deposits and advances and management of money market operations and investment books etc., to control IRRBB within the prescribed internal limits.

¤¡¸¸�¸ ™£ Ÿ¸Ê 100 ‚¸š¸¸£ ¢¤¸¿™º‚¸Ê ˆ½Å ¬¸Ÿ¸¸›¸¸¿÷¸£ œ¸¢£¨¸÷¸Ä›¸ ˆÅ¸ œÏž¸¸¨¸ (¬¸Ÿ¸¡¸¸¨¸¢š¸À 1 ¨¸«¸Ä)Impact of parallel shift in Interest Rate by 100 basis points (Time Horizon: 1 year)

œ¸¢£´©¡¸ / Scenario œÏž¸¸¨¸ (` ¢Ÿ¸¢¥¸¡¸›¸) / Impact (` Millions)

�¸¸½¢‰¸Ÿ¸ œ¸£ ‚�¸Ä›¸ (ƒÄ‡‚¸£)Earnings at Risk (EAR)

100 ¤¸úœ¸ú‡¬¸ ÷¸ˆÅ ¤¸�õ¸½÷¸£ú Increase by 100 bps 2036.13

100 ¤¸úœ¸ú‡¬¸ ÷¸ˆÅ ˆÅŸ¸úDecrease by 100 bps (2036.13)

ƒ¦Æ¨¸’ú ˆÅ¸ ‚¸¢˜¸ÄˆÅ Ÿ¸»¥¡¸ (ƒÄ¨¸úƒÄ)Economic Value of Equity (EVE)

100 ¤¸úœ¸ú‡¬¸ ÷¸ˆÅ ¤¸�õ¸½÷¸£ú Increase by 100 bps 8821.79

100 ¤¸úœ¸ú‡¬¸ ÷¸ˆÅ ˆÅŸ¸úDecrease by 100 bps (8821.79)



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


÷¸¸¢¥¸ˆÅ¸ ”ú‡ûÅ-10À œÏ¢÷¸œ¸®¸ˆÅ¸£ †µ¸ �¸¸½¢‰¸Ÿ¸ ¬¸½ ¬¸¿¤¸¿¢š¸÷¸ ‡Æ¬¸œ¸¸½�¸£¸Ê ˆ½Å ¢¥¸‡ ¬¸¸Ÿ¸¸›¡¸ œÏˆÅ’›¸ Table DF-10: General Disclosure for Exposures Related to Counterparty Credit Risk :

¤¸ÿˆÅ ¢ˆÅ¬¸ú ‚¸¦¬÷¸ ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê œÏ¢÷¸œ¸®¸ˆÅ¸£ ˆ½Å ¬¸¸˜¸ �¸¸½¢‰¸Ÿ¸ ‚¸ˆÅ¥¸›¸ ˆÅ¸½ ¬¸º¢›¸¢ä¸÷¸ ˆÅ£›¸½ í½÷¸º ‡ˆÅ ¬¸¿£¢�¸÷¸ œÏ¢ÇÅ¡¸¸ ˆÅ¸ œ¸¸¥¸›¸ ˆÅ£÷¸¸ í¾, ¢�¸¬¸Ÿ¸Ê ¢›¸¢š¸ ‚¸š¸¸¢£÷¸ ‚¸¾£ Š¸¾£- ¢›¸¢š¸ ‚¸š¸¸¢£÷¸ ™¸½›¸¸Ê ¬¸º¢¨¸š¸¸‚¸Ê ˆÅ¸½ ©¸¸¢Ÿ¸¥¸ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾. †µ¸ ›¸ú¢÷¸, œÏ¢÷¸œ¸®¸ˆÅ¸£ ¤¸ÿˆÅ ›¸ú¢÷¸, ¤¸¸{¸¸£ �¸¸½¢‰¸Ÿ¸ ¨¸ ”½¢£¨¸½¢’¨¸ ›¸ú¢÷¸, ¢›¸¨¸½©¸ ›¸ú¢÷¸, ¬¸¿œ¸¸¢æ¸ÄˆÅ œÏ¤¸¿š¸›¸ ›¸ú¢÷¸ ‡¨¸¿ ™½©¸ �¸¸½¢‰¸Ÿ¸ ›¸ú¢÷¸ ˆ½Å ³Åœ¸ Ÿ¸Ê ¬¸Ÿ¸º¢�¸÷¸ ›¸ú¢÷¸Š¸÷¸ ¬¸¿£�¸›¸¸ ¤¸›¸¸ƒÄ Š¸ƒÄ í¾, �¸¸½¢ˆÅ œÏ¢÷¸œ¸®¸ˆÅ¸£ †µ¸ �¸¸½¢‰¸Ÿ¸ (¬¸ú¬¸ú‚¸£) ˆ½Å œÏ¤¸¿š¸›¸ ˆ½Å ¢¥¸‡ Ÿ¸¸Š¸Ä™©¸úÄ ¢¬¸Ö¸¿÷¸¸Ê ˆÅú ³Åœ¸£½‰¸¸ ÷¸¾¡¸¸£ ˆÅ£÷¸ú í¾. ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¢™©¸¸¢›¸™½Ä©¸¸Ê ˆ½Å ‚¿÷¸Š¸Ä÷¸ ¤¸ÿˆÅ ˆÅú †µ¸ ›¸ú¢÷¸ ˆ½Å ÷¸í÷¸ ¤¸ÿˆÅ ˆÅú œ¸»¿�¸ú ¢›¸¢š¸ Ÿ¸Ê ‡ˆÅ¥¸ „š¸¸£ˆÅ÷¸¸Ä ‚¸¾£ ¢ˆÅ¬¸ú ¬¸Ÿ¸»í ˆ½Å †µ¸ ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê œÏ¢÷¸œ¸®¸ˆÅ¸£ †µ¸ ¬¸í¸¡¸÷¸¸ ¬¸úŸ¸¸‚¸Ê ˆÅú ¢¨¸¬÷¸¼÷¸ ³Åœ¸£½‰¸¸ ¢›¸š¸¸Ä¢£÷¸ ˆÅú Š¸ƒÄ í¾. ¬¸¸˜¸ íú, ¢›¸¨¸¥¸ Ÿ¸¸¢¥¸¡¸÷¸, ˆºÅ¥¸ ¨¸�¸›¸¤¸Ö ¬¸í¸¡¸÷¸¸ £¸¢©¸¡¸¸Ê (’ú¬¸úƒÄ), ˆºÅ¥¸ ¤¸ˆÅ¸¡¸¸ ¬¸í¸¡¸÷¸¸ £¸¢©¸¡¸¸Ê, ‚¢ŠÏŸ¸¸Ê ‚¸¢™ ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê ž¸ú ¢¨¸¢ž¸››¸ ‚¸¿÷¸¢£ˆÅ œÏ¸¨¸š¸¸›¸¸Ê ˆÅ¸½ ¢¨¸¨¸½ˆÅœ¸»µ¸Ä ÷¸£úˆ½Å ¬¸½ ¥¸¸Š¸» ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾. œ¸»¿�¸ú ¤¸¸{¸¸£ ‰¸¿” œ¸£ ¥¸¸Š¸» ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ Ÿ¸¸›¸™¿”¸Ê ˆ½Å ¬¸¸˜¸-¬¸¸˜¸ ‰¸¿”Š¸÷¸ ¬¸úŸ¸¸‚¸Ê ˆ½Å ³Åœ¸ Ÿ¸Ê ¢¨¸¨¸½ˆÅœ¸»µ¸Ä ¬¸úŸ¸¸‡¿ ¢›¸š¸¸Ä¢£÷¸ ˆÅú Š¸ƒÄ íÿ. ¨¸÷¸ÄŸ¸¸›¸ Ÿ¸Ê ¤¸ÿˆÅ ×¸£¸ ¬¸ú¬¸ú‚¸£ œ¸£ œ¸»¿�¸ú ˆÅú Š¸µ¸›¸¸ Ÿ¸¸›¸ˆÅúˆ¼Å÷¸ ´¦«’ˆÅ¸½µ¸ ˆ½Å ‚¸š¸¸£ œ¸£ ÷¸˜¸¸ ¤¸¸¬¸½¥¸ III ˆ½Å ‚¿÷¸Š¸Ä÷¸ ¢¨¸¢›¸¡¸Ÿ¸¸Ê ˆ½Å ‚›¸º¬¸¸£ ˆÅú �¸¸ £íú í¾. The Bank follows a structured process to ascertain the credit risk of an asset relationship with a counter-party covering both fund based and non-fund based facilities. Suitable policy frameworks are put in place in the form of Credit policy, Counterparty-Bank Policy, Market Risk &Derivative Policy, Investment Policy, Collateral Management Policy and Country Risk Policy which outline the guiding principles to manage Counterparty Credit Risk (CCR). In line with regulatory guidelines, the Credit policy of the Bank stipulates broad contours of counterparty credit exposure limits in respect of single borrower and borrowings by a group in relation to the Bank's capital fund. In addition, various internal thresholds are stipulated prudentially in relation to Net Worth, Total Committed Exposures (TCE), Total Outstanding exposure, Advances etc. Prudential limits in the form of sectoral limits are also stipulated in addition to applicable regulatory norms on the capital market segment. Currently, the Bank is computing capital on CCR following the standardized approach and adhering to regulations under Basel III.

¤¸ÿˆÅ ˆ½Å ¨¡¸¸œ¸ˆÅ £½¢’¿Š¸ Ÿ¸¸Á”Ã¡¸»¥¸ Ÿ¸Ê ˆÅƒÄ £½¢’¿Š¸ Ÿ¸¸Á”¥¸ ©¸¸¢Ÿ¸¥¸ íÿ, �¸¸½ œÏ¢÷¸œ¸®¸ˆÅ¸£ ˆÅú ‚¸¿÷¸¢£ˆÅ †µ¸ £½¢’¿Š¸ Ÿ¸Ê ¬¸í¸¡¸÷¸¸ œÏ™¸›¸ ˆÅ£÷¸½ íÿ. ¥¸¸Š¸» ©¸÷¸¸½ô ‡¨¸¿ ¢›¸¤¸¿š¸›¸¸Ê ˆ½Å ¬¸¸˜¸ ŠÏ¸íˆÅ ˆÅú „œ¸¡¸ºÆ÷¸÷¸¸ ‚¸¾£ ‚›¸ºˆ»Å¥¸÷¸¸ ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê „÷œ¸¸™ ¢¨¸¢©¸«’ ¢™©¸¸¢›¸™½Ä©¸ ž¸ú ¢›¸š¸¸Ä¢£÷¸ ¢ˆÅ‡ Š¸‡ íÿ. ¤¸ÿˆÅ Ÿ¸Ê �¸º¢›¸¿™¸ œÏ¢÷¸œ¸®¸ˆÅ¸£ ¤¸ÿˆÅ¸Ê ˆ½Å ¬¸¸˜¸ ‡ˆÅ †µ¸ ¬¸í¸¡¸÷¸¸ ‡›¸½Æ¬¸ (¬¸ú‡¬¸‡) ¨¡¸¨¸¬˜¸¸ ž¸ú í¾. ¬¸ú‡¬¸‡ „›¸ ©¸÷¸¸½ô ˆÅ¸½ œ¸¢£ž¸¸¢«¸÷¸ ˆÅ£÷¸¸ í¾ ¢�¸›¸ˆ½Å ‚¿÷¸Š¸Ä÷¸ ¬¸¿œ¸¸¢©¨¸ÄˆÅ œÏ¢÷¸ž¸»¢÷¸¡¸¸Ê ˆÅ¸½ ”½¢£¨¸½¢’¨¸ ¦¬˜¸¢÷¸¡¸¸Ê ¬¸½ „÷œ¸››¸ í¸½›¸½ ¨¸¸¥¸½ †µ¸ �¸¸½¢‰¸Ÿ¸¸Ê ˆÅ¸½ ˆÅŸ¸ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ ”½¢£¨¸½¢’¨¸ œÏ¢÷¸œ¸®¸¸Ê Ÿ¸Ê ‚¿÷¸¢£÷¸ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾. ¬¸¿œ¸¸¢©¨¸ÄˆÅ œÏ¤¸¿š¸›¸ ˆÅú œÏ¢ÇÅ¡¸¸ Ÿ¸Ê Š¸¢÷¸¢¨¸¢š¸¡¸¸Ê ˆ½Å ¬¸Ÿ¸ŠÏ ˆÅ¸¡¸Ä-œ¸í¥¸º‚¸Ê ˆÅ¸½ ƒ¬¸ˆ½Å ¬¨¸úˆÅ¸£ ˆÅ£›¸½ ¬¸½ ¥¸½ˆÅ£ {¸³Å£÷¸ ˆ½Å ¬¸Ÿ¸¡¸ ƒ¬¸ˆÅú ¢¨¸¢š¸ˆÅ œÏ¡¸¸½�¡¸÷¸¸ ˆÅú œÏ¢ÇÅ¡¸¸ ÷¸ˆÅ ˆÅ¸½ ˆÅ¨¸£ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾. †µ¸ ¢£{¸¨¸Ä ÷¸¾¡¸¸£ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ ¤¸ÿˆÅ ˆÅƒÄ œÏˆÅ¸£ ˆÅú ¨¸¾ˆÅ¦¥œ¸ˆÅ ÷¸ˆÅ›¸úˆÅ¸Ê ˆÅ¸½ ¬¸¿œ¸¸½¢«¸÷¸ ˆÅ£÷¸¸ í¾, ¢�¸›¸Ÿ¸Ê ‡¬ÇÅ¸½ ÷¸¿°¸ ¨¸ ƒ¬¸ œ¸£ œÏž¸¸£ ¥¸Š¸¸›¸¸, †µ¸ �¸ºˆÅ¸¾÷¸ú ¢£{¸¨¸Ä ‰¸¸÷¸½ (”ú‡¬¸‚¸£‡) ˆÅ¸½ ¬¸¢ÇÅ¡¸ ˆÅ£›¸¸, ¤¸ÿˆÅ ˆ½Å œ¸¸¬¸ �¸Ÿ¸¸£¸¢©¸¡¸¸Ê œ¸£ ŠÏíµ¸¸¢š¸ˆÅ¸£ ¥¸Š¸¸›¸¸, „��¸ Ÿ¸¸¢�¸Ä›¸ ˆÅú ©¸÷¸½ô ¥¸Š¸¸›¸¸, ¨¸¾¡¸¢Æ÷¸ˆÅ ‡¨¸¿ ÷¸¼÷¸ú¡¸ œ¸®¸ ˆÅú Š¸¸£¿’ú œÏ¸œ÷¸ ˆÅ£›¸¸ ‚¸¢™ ©¸¸¢Ÿ¸¥¸ íÿ. ¤¸ÿˆÅ ‚œ¸›¸½ †µ¸ ¢ûÅ¥’£ Ÿ¸¸›¸ˆÅ¸Ê ‚¸¾£ „÷œ¸¸™ ¬¸¿¤¸¿š¸ú ¢™©¸¸-¢›¸™½Ä©¸¸Ê ×¸£¸ Š¸¥¸÷¸ �¸¸½¢‰¸Ÿ¸ ¬¸í¸¡¸÷¸¸ ˆ½Å Ÿ¸¸Ÿ¸¥¸¸Ê ˆÅ¸½ œ¸ˆÅ”õ÷¸¸ í¾. †µ¸ ”½¢£¨¸½¢’¨¸ í½�¸ ˆÅ¸ ˆÅ¦¥œ¸÷¸ Ÿ¸»¥¡¸ ‚¸¾£ ¢¨¸¢ž¸››¸ œÏˆÅ¸£ ˆ½Å ‡Æ¬¸œ¸¸½�¸£¸Ê ˆ½Å �¸¢£‡ ¨¸÷¸ÄŸ¸¸›¸ †µ¸ ‡Æ¬¸œ¸¸½�¸£¸Ê ˆÅ¸ ¢¨¸¨¸£µ¸ÀThe Bank’s rating module, encompassing various rating models, supports internal credit rating of counter-party. Product specific guidelines are also defined in terms of customer suitability and appropriateness along with applicable terms and conditions. The Bank also has a Credit Support Annex (CSA) arrangement with select counter-party banks. CSA defines the terms under which collateral is transferred between derivative counterparties to mitigate the credit risk arising from derivative positions. The process of Collateral Management covers the entire gamut of activities right from its acceptability to its legal enforceability at the time of need. In establishing credit reserve, the Bank caters to various alternative techniques including escrow mechanism and charges thereon, activating Debt Service Reserve Account (DSRA), lien mark on deposits with the Bank, stipulating conditions towards higher margin, obtaining personal and third party guarantee etc. Credit filtering standards and product guidelines of the Bank capture the associated wrong way risk exposure. The notional value of credit derivative hedges and the distribution of current credit exposure by types of credit exposure:


”½¢£¨¸½¢’¨¸ Derivatives

ˆÅ¦¥œ¸÷¸ Notional

¨¸÷¸ÄŸ¸¸›¸ ‡Æ¬¸œ¸¸½�¸£ Current Exposure

¤¡¸¸�¸ ™£ ¬¨¸¾œ¸ / Interest Rate Swaps 108,058.75 2,670.18

Ÿ¸ºÍ¸ ¬¨¸¾œ¸ / Currency Swaps 41,006.71 7,646.97

Ÿ¸ºÍ¸ ¢¨¸ˆÅ¥œ¸ / Currency Options 1,760.09 76.94

¨¸¸¡¸™¸ / Forwards 619,830.44 20,326.86

¤¸ÿˆÅ ¤¸íú (”ú‚¸ƒÄ‡ûÅ¬¸ú ¬¸¢í÷¸) Banking Book (including DIFC)

ˆÅ¦¥œ¸÷¸Notional

¨¸÷¸ÄŸ¸¸›¸ ‡Æ¬¸œ¸¸½�¸£ Current Exposure

¤¡¸¸�¸ ™£ ¬¨¸¾œ¸ / Interest Rate Swaps 52,965.50 293.88

Ÿ¸ºÍ¸ ¬¨¸¾œ¸ / Currency Swaps 219.81 76.39



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÷¸¸¢¥¸ˆÅ¸ ”ú‡ûÅ-11À œ¸»¿�¸ú ˆÅ¸ ¬¸¿‹¸’›¸ / Table DF-11: Composition of Capital

÷¸¸¢¥¸ˆÅ¸ ”ú‡ûÅ-11À œ¸»¿�¸ú ˆÅú ¬¸¿£�¸›¸¸ Table DF-11: Composition of Capital

(` ¢Ÿ¸¢¥¸¡¸›¸ Ÿ¸Ê) (` in Million)

¬¸¸Ÿ¸¸›¡¸ ƒ¦Æ¨¸’ú ’ú¡¸£ 1 œ¸»¿�¸ú À ¢¥¸‰¸÷¸ ‡¨¸¿ ¢£�¸¨¸ÄCommon Equity Tier 1 capital: instruments and reserves

¬¸¿™ž¸Ä ¬¸¿. Reference No.

1 ¬¸¸Ÿ¸¸›¡¸ ©¸½¡¸£ œ¸»¿�¸ú ˆ½Å ¢¥¸‡ ‚íÄ œÏ÷¡¸®¸ ³Åœ¸ ¬¸½ ¢›¸Š¸Ä¢Ÿ¸÷¸ ‚¸¾£ ¬¸¿¤¸¿¢š¸÷¸ ¬’¸ÁˆÅ ‚¢š¸©¸½«¸ (©¸½¡¸£ œÏú¢Ÿ¸¡¸Ÿ¸) Directly issued qualifying common share capital plus related stock surplus (share premium) 600,494.91

‡=‡1 + ¤¸ú2 A=A1+B2

2 œÏ¢÷¸š¸¸¢£÷¸ „œ¸¸�¸Ä›¸ / Retained earnings -456,845.65 ¤¸ú6 / B6

3 ¬¸¿¢�¸÷¸ ‚›¡¸ ¨¡¸¸œ¸ˆÅ ‚¸¡¸ (‚¸¾£ ‚›¡¸ ‚¸£¢®¸÷¸ ¢›¸¢š¸¡¸¸Â) Accumulated other comprehensive income (and other reserves) 161,629.89

¤¸ú3+¤¸ú4+¤¸ú5 + ƒÄ2 B3+B4+B5+E2

4 ¬¸úƒÄ’ú 1 œ¸»¿�¸ú ¬¸½ �¸£µ¸¤¸Ö ³Åœ¸ ¬¸½ ¬¸Ÿ¸¸œ¸›¸ ¢ˆÅ‡ �¸¸›¸½ ˆ½Å ‚š¸ú›¸ œÏ÷¡¸®¸ ³Åœ¸ ¬¸½ ¢›¸Š¸Ä¢Ÿ¸÷¸ œ¸»¿�¸ú (ˆ½Å¨¸¥¸ Š¸¾£-¬¸¿¡¸ºÆ÷¸ œ¸»¿�¸ú ˆ¿Åœ¸¢›¸¡¸¸Ê ˆ½Å ¢¥¸‡ ¥¸¸Š¸») Directly issued capital subject to phase out from CET1 capital (only applicable to non-joint stock companies) -

5 ¬¸í¸¡¸ˆÅ ˆ¿Åœ¸¢›¸¡¸¸Ê ×¸£¸ �¸¸£ú ÷¸˜¸¸ ‚›¡¸ œ¸®¸¸Ê ×¸£¸ š¸¸¢£÷¸ ¬¸¸Ÿ¸¸›¡¸ ©¸½¡¸£ œ¸»¿�¸ú (¬¸úƒÄ’ú 1 ¬¸Ÿ¸»í Ÿ¸Ê ‚›¸ºŸ¸÷¸ £¸¢©¸) Common share capital issued by subsidiaries and held by third parties (amount allowed in group CET1) -

‚¸¤¸¿’›¸ ˆ½Å ¢¨¸�¸¸£¸š¸ú›¸ í¸½›¸½ ˆ½Å ˆÅ¸£µ¸ ¬¸úƒÄ’ú1 ˆ½Å ³Åœ¸ Ÿ¸Ê ‚›¸ºŸ¸÷¸ ©¸½¡¸£ ‚¸¨¸½™›¸ £¸¢©¸ Share application money allowed as CET1, pending allotment -

¤¸ú7 B7

6 ¢¨¸¢›¸Ÿ¸¸¡¸ˆÅ ˆÅ’¸¾¢÷¸¡¸¸Ê ¬¸½ œ¸»¨¸Ä ¬¸¸Ÿ¸¸›¡¸ ƒ¦Æ¨¸’ú ’ú¡¸£ 1 œ¸»¿�¸ú CET1 capital before regulatory deductions 305,279.15

¤¸ú1 B1

¬¸¸Ÿ¸¸›¡¸ ƒ¦Æ¨¸’ú ’ú¡¸£ 1 œ¸»¿�¸úÀ ¢¨¸¢›¸Ÿ¸¸¡¸ˆÅ ¬¸Ÿ¸¸¡¸¸½�¸›¸ Common Equity Tier 1 capital: regulatory adjustments

7 ¢¨¸¨¸½ˆÅœ¸»µ¸Ä Ÿ¸»¥¡¸¸¿ˆÅ›¸ ¬¸Ÿ¸¸¡¸¸½�¸›¸ Prudential valuation adjustments -

8 ¬¸¸‰¸ (¬¸¿¤¸Ö ‚¸¬˜¸¢Š¸÷¸ ˆÅ£ ™½¡¸÷¸¸ ˆÅ¸½ ‹¸’¸ˆÅ£) Goodwill (net of associated deferred tax liability) -

9 ‚Ÿ¸»÷¸Ä ‚¸¦¬÷¸¡¸¸¿ (¬¸¿¤¸¿¢š¸÷¸ ˆÅ£ ™½¡¸÷¸¸ ˆÅ¸½ ‹¸’¸ˆÅ£) Intangibles (net of related tax liability) 2,906.19

‡ûÅ F

10 ¬¸¿¢�¸÷¸ í¸¢›¸¡¸¸Ê ¬¸½ �¸º”õú íºƒÄ ‚¸¬˜¸¢Š¸÷¸ ˆÅ£ ‚¸¦¬÷¸¡¸¸¿ Deferred tax assets associated with accumulated losses 52,740.61

11 ›¸ˆÅ™ú- œÏ¨¸¸í ¤¸�¸¸¨¸ í½{¸ ¢£{¸¨¸Ä / Cash flow hedge reserve -

12 œÏ÷¡¸¸¢©¸÷¸ í¸¢›¸¡¸¸Ê ˆÅú ÷¸º¥¸›¸¸ Ÿ¸Ê œÏ¸¨¸š¸¸›¸¸Ê Ÿ¸Ê ˆÅŸ¸ú Shortfall of provisions to expected losses -

13 ¢¤¸ÇÅú œ¸£ œÏ¢÷¸ž¸»÷¸úˆÅ£µ¸ ‚¢ž¸¥¸¸ž¸ / Securitisation gain on sale -

14 „¢�¸÷¸ ³Åœ¸ ¬¸½ Ÿ¸»¥¡¸¸¿¢ˆÅ÷¸ ™½¡¸÷¸¸‚¸Ê œ¸£ ‚œ¸›¸½ †µ¸ �¸¸½¢‰¸Ÿ¸ Ÿ¸Ê íº‡ œ¸¢£¨¸÷¸Ä›¸¸Ê ˆ½Å œ¸¢£µ¸¸Ÿ¸¬¨¸³Åœ¸ ‚¢ž¸¥¸¸ž¸ ‡¨¸¿ í¸¢›¸¡¸¸Â Gains and losses due to changes in own credit risk on fair valued liabilities -

15 ¬¸º¢›¸¢©�¸÷¸ ¥¸¸ž¸ œ¸Ê©¸›¸ ¢›¸¢š¸ ¢›¸¨¸¥¸ ‚¸¦¬÷¸¡¸¸¿ Defined benefit pension fund net assets -



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)



(` ¢Ÿ¸¢¥¸¡¸›¸ Ÿ¸Ê) (` in Million)

16 ¬¨¸¡¸¿ ˆ½Å ©¸½¡¸£¸Ê Ÿ¸Ê ¢›¸¨¸½©¸ (¡¸¢™ œÏ™î¸ œ¸»¿�¸ú œ¸í¥¸½ ¢£œ¸¸½’Ä ¢ˆÅ‡ Š¸‡ ÷¸º¥¸›¸ œ¸°¸ Ÿ¸Ê ¬¸Ÿ¸¿¢�¸÷¸ ›¸ ˆÅú Š¸ƒÄ í¸½) Investments in own shares (if not already netted off paid-in capital on reported balance sheet) -

17 ¬¸úƒÄ’ú 1 œ¸»¿�¸ú ¢¥¸‰¸÷¸¸Ê Ÿ¸Ê œ¸¸£¬œ¸¢£ˆÅ œÏ¢÷¸š¸¸¢£÷¸¸ Reciprocal cross-holdings in CET1 capital instruments 70.90

¤¸ÿˆÅ¸Ê ˆÅú ¬¸Ÿ¸¸¡¸¸½¢�¸÷¸ ¬¸úƒÄ’ú1 œ¸»¿�¸ú ˆ½Å 10% ÷¸ˆÅ ¬¸úƒÄ’ú 1 œ¸»¿�¸ú ˆÅ¸ ”ú’ú‡ ¢›¸š¸¸Ä£µ¸ DTA recognition in CET 1 capital upto 10% of banks adjusted CET 1 Capital 24,956.15

18 ‡½¬¸ú ¤¸ÿ¢ˆ¿ÅŠ¸, ¢¨¸î¸ú¡¸ ‡¨¸¿ ¤¸úŸ¸¸ ¬¸¿¬˜¸¸‚¸Ê ˆÅú œ¸»¿�¸ú Ÿ¸Ê ¢›¸¨¸½©¸ �¸¸½ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ™¸¡¸£½ ¬¸½ ¤¸¸í£ í¸Ê, œ¸¸°¸ ‚¢š¸¢¨¸ÇÅ¡¸ ¦¬˜¸¢÷¸¡¸¸Ê ̂ Å¸½ ‹¸’¸ˆÅ£, �¸í¸¿ ¤¸ÿˆÅ ̂ ½Å œ¸¸¬¸ ¢›¸Š¸Ä¢Ÿ¸÷¸ ©¸½¡¸£ œ¸»¿�¸ú ̂ Å¸ 10% ¬¸½ ‚¢š¸ˆÅ š¸¸¢£÷¸¸ ›¸íú¿ í¾ (10% ˆÅú œÏ¸£¿¢ž¸ˆÅ £¸¢©¸ ¬¸½ ‚¢š¸ˆÅ) Investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation, net of eligible short positions, where the bank does not own more than 10% of the issued share capital (amount above 10% threshold) -

19 ¢¨¸î¸ú¡¸ ¬¸¿¬˜¸¸‚¸Ê ×¸£¸ �¸¸£ú ‡½¬¸½ ¬¸úƒÄ’ú 1 œ¸»¿�¸ú ¢¥¸‰¸÷¸¸Ê Ÿ¸Ê „¥¥¸½‰¸›¸ú¡¸ œ¸»¿�¸ú ¢›¸¨¸½©¸ �¸¸½ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ™¸¡¸£½ ¬¸½ ¤¸¸í£ í¸Ê (10 % ˆÅú œÏ¸£¿¢ž¸ˆÅ £¸¢©¸ ¬¸½ ‚¢š¸ˆÅ) Significant capital investments in CET1 capital instruments issued by financial sector entities that are outside the scope of regulatory consolidation (amount above 10% threshold) -

20 ¤¸¿š¸ˆÅ ¬¸¢¨¸Ä¢¬¸¿Š¸ ‚¢š¸ˆÅ¸£ (10% ˆÅú œÏ¸£¿¢ž¸ˆÅ £¸¢©¸ ¬¸½ ‚¢š¸ˆÅ) Mortgage servicing rights (amount above 10% threshold) -

21 ‚¬˜¸¸ƒÄ ‚¿÷¸£¸Ê ¬¸½ „÷œ¸››¸ ‚¸¬˜¸¢Š¸÷¸ ˆÅ£ ‚¸¦¬÷¸¡¸¸¿ Deferred tax assets arising from temporary differences 104,852.01

�¸ú G

22 15% ˆÅú œÏ¸£¿¢ž¸ˆÅ ¬¸úŸ¸¸ ¬¸½ …œ¸£ ˆÅú £¸¢©¸ Amount exceeding the 15% threshold -

23 ƒ¬¸Ÿ¸Ê ¬¸½À ¢¨¸î¸ú¡¸ ®¸½°¸ ˆÅú ¬¸¿¬˜¸¸‚¸Ê ˆ½Å ¬¸¸Ÿ¸¸›¡¸ ¬’¸ÁˆÅ Ÿ¸Ê „¥¥¸½‰¸›¸ú¡¸ ¢›¸¨¸½©¸ of which: significant investments in the common stock of financial sector entities -

24 ƒ¬¸Ÿ¸Ê ¬¸½À ¤¸¿š¸ˆÅ ¬¸¢¨¸Ä¢¬¸¿Š¸ ‚¢š¸ˆÅ¸£ / of which: mortgage servicing rights -

25 ƒ¬¸Ÿ¸Ê ¬¸½À ‚¬˜¸¸ƒÄ ‚¿÷¸£¸Ê ¬¸½ „÷œ¸››¸ ‚¸¬˜¸¢Š¸÷¸ ˆÅ£ ‚¸¦¬÷¸¡¸¸¿ of which: deferred tax assets arising from temporary differences 104,852.01

26 £¸«’ïú¡¸ ¢¨¸¢©¸«’ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¬¸Ÿ¸¸¡¸¸½�¸›¸ (26ˆÅ+26‰¸+26Š¸+26‹¸) National specific regulatory adjustments (26a+26b+26c+26d) 310.98

26a ƒ¬¸Ÿ¸Ê ¬¸½À ‚¬¸Ÿ¸½¢ˆÅ÷¸ ¬¸í¸¡¸ˆÅ ¤¸úŸ¸¸ ¬¸¿¬˜¸¸‚¸Ê ˆÅú ƒ¦Æ¨¸’ú œ¸»¿�¸ú Ÿ¸Ê ¢›¸¨¸½©¸ of which: Investments in the equity capital of the unconsolidated insurance subsidiaries -

26b ƒ¬¸Ÿ¸Ê ¬¸½À ‚¬¸Ÿ¸½¢ˆÅ÷¸ Š¸¾£-¢¨¸î¸ú¡¸ ¬¸í¸¡¸ˆÅ ¬¸¿¬˜¸¸‚¸Ê ˆÅú ƒ¦Æ¨¸’ú œ¸»¿�¸ú Ÿ¸Ê ¢›¸¨¸½©¸ of which: Investments in the equity capital of unconsolidated non-financial subsidiaries 310.98



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(` ¢Ÿ¸¢¥¸¡¸›¸ Ÿ¸Ê) (` in Million)

26c ƒ¬¸Ÿ¸Ê ¬¸½À „›¸ ¤¸íº¥¸¸¿©¸ ¬¨¸¸¢Ÿ¸÷¨¸¨¸¸¥¸ú ¢¨¸î¸ú¡¸ ¬¸¿¬˜¸¸‚¸Ê ˆÅú ƒ¦Æ¨¸’ú œ¸»¿�¸ú Ÿ¸Ê ˆÅŸ¸ú ¢�¸›¸ˆÅ¸ ¤¸ÿˆÅ ˆ½Å ¬¸¸˜¸ ¬¸Ÿ¸½ˆÅ›¸ ›¸íú¿ íº‚¸ í¾ of which: Shortfall in the equity capital of majority owned financial entities which have not been consolidated with the bank -

26d ƒ¬¸Ÿ¸Ê ¬¸½À ‚œ¸¢£©¸¸½¢š¸÷¸ œ¸Ê©¸›¸ ¢›¸¢š¸ ¨¡¸¡¸ of which: Unamortised pension funds expenditures -

‚›¡¸ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅú¡¸ ¬¸Ÿ¸¸¡¸¸½�¸›¸ (‚÷¸£¥¸ ¢›¸¨¸½©¸ ¦¬˜¸¢÷¸) Other regulatory adjustments (iliquid investment position) 202.80

27 ˆÅ’¸¾¢÷¸¡¸¸Ê ˆÅ¸½ ˆÅ¨¸£ ˆÅ£›¸½ í½÷¸º ‚œ¸¡¸¸Äœ÷¸ ‚¢÷¸¢£Æ÷¸ ’ú¡¸£ 1 ‚¸¾£ ’ú¡¸£ 2 ˆ½Å ˆÅ¸£µ¸ ¬¸¸Ÿ¸¸›¡¸ ƒ¦Æ¨¸’ú ’ú¡¸£ 1 ˆ½Å ¢¥¸‡ œÏ¡¸ºÆ÷¸ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¬¸Ÿ¸¸¡¸¸½�¸›¸ Regulatory adjustments applied to Common Equity Tier 1 due to insufficient Additional Tier 1 and Tier 2 to cover deductions -

28 ¬¸¸Ÿ¸¸›¡¸ ƒ¦Æ¨¸’ú ’ú¡¸£ 1 Ÿ¸Ê ¢ˆÅ¡¸¸ Š¸¡¸¸ ˆºÅ¥¸ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¬¸Ÿ¸¸¡¸¸½�¸›¸ Total regulatory adjustments to Common Equity Tier 1 136,127.34

29 ¬¸¸Ÿ¸¸›¡¸ ƒ¦Æ¨¸’ú ’ú¡¸£ 1 œ¸»¿�¸ú (¬¸úƒÄ’ú1) Common Equity Tier 1 capital (CET1) 169,151.81

‚¢÷¸¢£Æ÷¸ ’ú¡¸£ 1 œ¸»¿�¸úÀ ¢¥¸‰¸÷¸ Additional Tier 1 capital: instruments

30 ‚¢÷¸¢£Æ÷¸ ’ú¡¸£ 1 ¢¥¸‰¸÷¸¸Ê ˆ½Å ¢¥¸‡ ‚íÄ œÏ÷¡¸®¸ ³Åœ¸ ¬¸½ �¸¸£ú ‚¸¾£ ¬¸¿¤¸¿¢š¸÷¸ ¬’¸ÁˆÅ ‚¢š¸©¸½«¸ (©¸½¡¸£ œÏú¢Ÿ¸¡¸Ÿ¸) (31+32) Directly Issued Qualifying Additional Tier 1 instruments plus related stock surplus (Share Premium) (31+32) -

31 ƒ¬¸Ÿ¸Ê ¬¸½À ¥¸¸Š¸» ¥¸½‰¸¸¿ˆÅ›¸ Ÿ¸¸›¸™¿”¸Ê ˆ½Å ‚¿÷¸Š¸Ä÷¸ ƒ¦Æ¨¸’ú ˆ½Å ³Åœ¸ Ÿ¸Ê ¨¸Š¸úÄˆ¼Å÷¸ (¬˜¸¸ƒÄ Š¸¾£-¬¸¿�¸¡¸ú ‚¢š¸Ÿ¸¸›¸ ©¸½¡¸£) of which: classified as equity under applicable accounting standards (Perpetual Non-Cumulative Preference Shares) -

32 ƒ¬¸Ÿ¸Ê ¬¸½À ¥¸¸Š¸» ¥¸½‰¸¸¿ˆÅ›¸ Ÿ¸¸›¸™¿”¸Ê (¬˜¸¸ƒÄ †µ¸ ¢¥¸‰¸÷¸) ˆ½Å ‚¿÷¸Š¸Ä÷¸ ™½¡¸÷¸¸‚¸Ê ˆ½Å ³Åœ¸ Ÿ¸Ê ¨¸Š¸úÄˆ¼Å÷¸ of which: classified as liabilities under applicable accounting standards (Perpetual debt instruments) 0.00

33 ‡’ú1 œ¸»¿�¸ú ¬¸½ �¸£µ¸¤¸Ö ³Åœ¸ ¬¸½ ¬¸Ÿ¸¸œ¸›¸ ¨¡¸¨¸¬˜¸¸‚¸Ê ˆ½Å ‚š¸ú›¸ œÏ÷¡¸®¸ ³Åœ¸ ¬¸½ �¸¸£ú œ¸»¿�¸ú ¢¥¸‰¸÷¸ Directly issued Capital instruments subject to phase out from AT1 capital 490.20

34 ¬¸í¸¡¸ˆÅ ˆ¿Åœ¸¢›¸¡¸¸Ê ×¸£¸ ¢›¸Š¸Ä¢Ÿ¸÷¸ ÷¸˜¸¸ ‚›¡¸ œ¸®¸¸Ê ×¸£¸ š¸¸¢£÷¸ (¬¸Ÿ¸»í ‡’ú1 Ÿ¸Ê ‚›¸ºŸ¸÷¸ £¸¢©¸) ‚¢÷¸¢£Æ÷¸ ’ú¡¸£ 1 ¢¥¸‰¸÷¸ (‚¸¾£ œ¸¿¢Æ÷¸ 5 Ÿ¸Ê ©¸¸¢Ÿ¸¥¸ ›¸ ¢ˆÅ‡ Š¸‡ ¬¸úƒÄ’ú1 ¢¥¸‰¸÷¸) Additional Tier 1 instruments (and CET1 instruments not included in row 5) issued by subsidiaries and held by third parties (amount allowed in group AT1) -

35 ƒ¬¸Ÿ¸Ê ¬¸½À �¸£µ¸¤¸Ö ³Åœ¸ ¬¸½ ¬¸Ÿ¸¸œ¸›¸ ˆ½Å ‚š¸ú›¸ ¬¸í¸¡¸ˆÅ ˆ¿Åœ¸¢›¸¡¸¸Ê ×¸£¸ �¸¸£ú ¢¥¸‰¸÷¸ of which: instruments issued by subsidiaries subject to phase out -

36 ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ˆÅ’¸¾¢÷¸¡¸¸Ê ˆ½Å œ¸»¨¸Ä ‚¢÷¸¢£Æ÷¸ ’ú¡¸£ 1 œ¸»¿�¸ú Additional Tier 1 capital before regulatory deductions 490.20

¬¸ú C



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)



(` ¢Ÿ¸¢¥¸¡¸›¸ Ÿ¸Ê) (` in Million)

‚¢÷¸¢£Æ÷¸ ’ú¡¸£ 1 œ¸»¿�¸úÀ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¬¸Ÿ¸¸¡¸¸½�¸›¸ Additional Tier 1 capital: regulatory adjustments

37 ¬¨¸¡¸¿ ˆ½Å ‚¢÷¸¢£Æ÷¸ ’ú¡¸£ 1 ¢¥¸‰¸÷¸¸Ê Ÿ¸Ê ¢›¸¨¸½©¸ Investments in own Additional Tier 1 instruments -

38 ‚¢÷¸¢£Æ÷¸ ’ú¡¸£ 1 ¢¥¸‰¸÷¸¸Ê Ÿ¸Ê œ¸¸£¬œ¸¢£ˆÅ œÏ¢÷¸- š¸¸¢£÷¸¸ Reciprocal cross-holdings in Additional Tier 1 instruments 0.00

39 ‡½¬¸ú ¤¸ÿ¢ˆ¿ÅŠ¸, ¢¨¸î¸ú¡¸ ‡¨¸¿ ¤¸úŸ¸¸ ¬¸¿¬˜¸¸‚¸Ê ˆÅú œ¸»¿�¸ú Ÿ¸Ê ¢›¸¨¸½©¸ �¸¸½ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ™¸¡¸£½ ¬¸½ ¤¸¸í£ í¸Ê, œ¸¸°¸ ‚¢š¸¢¨¸ÇÅ¡¸ ˆÅ¸ ¢›¸¨¸¥¸, �¸í¸¿ ¤¸ÿˆÅ ˆ½Å œ¸¸¬¸ ¬¸¿¬˜¸¸ ˆ½Å ¢›¸Š¸Ä¢Ÿ¸÷¸ ¬¸¸Ÿ¸¸›¡¸ ©¸½¡¸£ œ¸»¿�¸ú ˆÅú 10% ¬¸½ ‚¢š¸ˆÅ š¸¸¢£÷¸¸ ›¸íú¿ í¾ (10% ˆÅú œÏ¸£¿¢ž¸ˆÅ £¸¢©¸ ¬¸½ ‚¢š¸ˆÅ) Investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation, net of eligible short positions, where the bank does not own more than 10% of the issued common share capital of the entity (amount above 10% threshold) -

40 ‡½¬¸ú ¤¸ÿ¢ˆ¿ÅŠ¸, ¢¨¸î¸ú¡¸ ‚¸¾£ ¤¸úŸ¸¸ ¬¸¿¬˜¸¸‚¸Ê ˆÅú œ¸»¿�¸ú Ÿ¸Ê „¥¥¸½‰¸›¸ú¡¸ ¢›¸¨¸½©¸ �¸¸½ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ™¸¡¸£½ ¬¸½ ¤¸¸í£ í¸Ê (œ¸¸°¸ ‚¢š¸¢¨¸ÇÅ¡¸ ˆÅ¸ ¢›¸¨¸¥¸) Significant investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation (net of eligible short positions) -

41 £¸«’ïú¡¸ ¢¨¸¢©¸«’ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¬¸Ÿ¸¸¡¸¸½�¸›¸ (41ˆÅ+41‰¸) National specific regulatory adjustments (41a+41b) -

41a ƒ¬¸Ÿ¸Ê ¬¸½À ‚¬¸Ÿ¸½¢ˆÅ÷¸ ¬¸í¸¡¸ˆÅ ¤¸úŸ¸¸ ¬¸¿¬˜¸¸‚¸Ê ˆÅú ‚¢÷¸¢£Æ÷¸ ’ú¡¸£ 1 œ¸»¿�¸ú Ÿ¸Ê ¢›¸¨¸½©¸ of which: Investments in the Additional Tier 1 capital of unconsolidated insurance subsidiaries -

41b ƒ¬¸Ÿ¸Ê ¬¸½À „›¸ ¤¸íº¥¸¸¿©¸ ¬¨¸¸¢Ÿ¸÷¨¸¨¸¸¥¸ú ¢¨¸î¸ú¡¸ ¬¸¿¬˜¸¸‚¸Ê ˆÅú ‚¢÷¸¢£Æ÷¸ ’ú¡¸£ 1 œ¸»¿�¸ú Ÿ¸Ê ˆÅŸ¸ú ¢�¸›¸ˆÅ¸ ¤¸ÿˆÅ ˆ½Å ¬¸¸˜¸ ¬¸Ÿ¸½ˆÅ›¸ ›¸íú¿ íº‚¸ í¾ of which: Shortfall in the Additional Tier 1 capital of majority owned financial entities which have not been consolidated with the bank -

42 ˆÅ’¸¾¢÷¸¡¸¸Ê ̂ Å¸½ ̂ Å¨¸£ ̂ Å£›¸½ í½÷¸º ‚œ¸¡¸¸Äœ÷¸ ‚¢÷¸¢£Æ÷¸ ’ú¡¸£ 2 ̂ ½Å ̂ Å¸£µ¸ ‚¢÷¸¢£Æ÷¸ ’ú¡¸£ 1 ̂ ½Å ¢¥¸‡ œÏ¡¸ºÆ÷¸ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¬¸Ÿ¸¸¡¸¸½�¸›¸ Regulatory adjustments applied to AT1 capital due to insufficient Tier 2 capital to cover deductions -

43 ‚¢÷¸¢£Æ÷¸ ’ú¡¸£ 1 œ¸»¿�¸ú Ÿ¸Ê ¢ˆÅ¡¸¸ Š¸¡¸¸ ˆºÅ¥¸ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¬¸Ÿ¸¸¡¸¸½�¸›¸Total regulatory adjustments to AT1 capital 0.00

44 ‚¢÷¸¢£Æ÷¸ ’ú¡¸£ 1 œ¸»¿�¸ú (‡’ú1) / Additional Tier 1 capital (AT1) 490.20

45 ’ú¡¸£ 1 œ¸»¿�¸ú (’ú¡¸£1= ¬¸úƒÄ’ú1+‡’ú1) (29+44ˆÅ) Tier 1 capital (Tier 1 = CET1 + AT1) (29+44a) 169,642.01

’ú¡¸£ 2 œ¸»¿�¸úÀ ¢¥¸‰¸÷¸ ‡¨¸¿ œÏ¸¨¸š¸¸›¸ Tier 2 capital: instruments and provisions

46 œÏ÷¡¸®¸ ³Åœ¸ ¬¸½ ¢›¸Š¸Ä¢Ÿ¸÷¸ ‚íÄ÷¸¸ ’ú¡¸£ 2 ¢¥¸‰¸÷¸ ‚¸¾£ ¬¸¿¤¸¿¢š¸÷¸ ¬’¸ÁˆÅ ‚¢š¸©¸½«¸ Directly issued qualifying Tier 2 instruments plus related stock surplus 26,450.00

”ú D

47 ’ú¡¸£ 2 Ÿ¸Ê ¬¸½ �¸£µ¸¤¸Ö ³Åœ¸ ¬¸½ ¬¸Ÿ¸¸œ¸›¸ ˆ½Å ‚š¸ú›¸ œÏ÷¡¸®¸ ³Åœ¸ ¬¸½ ¢›¸Š¸Ä¢Ÿ¸÷¸ œ¸»¿�¸ú ¢¥¸‰¸÷¸ Directly issued capital instruments subject to phase out from Tier 2 8,459.96

”ú D



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)



(` ¢Ÿ¸¢¥¸¡¸›¸ Ÿ¸Ê) (` in Million)

48 ¬¸í¸¡¸ˆÅ ˆ¿Åœ¸¢›¸¡¸¸Ê ×¸£¸ ¢›¸Š¸Ä¢Ÿ¸÷¸ ÷¸˜¸¸ ‚›¡¸ œ¸®¸¸Ê ×¸£¸ š¸¸¢£÷¸ (¬¸Ÿ¸»í ’ú¡¸£ 2 Ÿ¸Ê ‚›¸ºŸ¸÷¸ £¸¢©¸) ’ú¡¸£ 2 ¢¥¸‰¸÷¸ ( ‚¸¾£ œ¸¿¢Æ÷¸ 5 ‚˜¸¨¸¸ 34 Ÿ¸Ê ©¸¸¢Ÿ¸¥¸ ›¸ ¢ˆÅ‡ Š¸‡ ¬¸úƒÄ’ú 1 ‡¨¸¿ ‡’ú 1 ¢¥¸‰¸÷¸) Tier 2 instruments (and CET1 and AT1 instruments not included in rows 5 or 34) issued by subsidiaries and held by third parties (amount allowed in group Tier 2) -

49 ƒ¬¸Ÿ¸Ê ¬¸½À �¸£µ¸¤¸Ö ³Åœ¸ ¬¸½ ¬¸Ÿ¸¸œ¸›¸ ˆ½Å ‚š¸ú›¸ ¬¸í¸¡¸ˆÅ ˆ¿Åœ¸¢›¸¡¸¸Ê ×¸£¸ �¸¸£ú ¢¥¸‰¸÷¸ of which: instruments issued by subsidiaries subject to phase out -

50 œÏ¸¨¸š¸¸›¸ / Provisions8,525.84

ƒÄ1 E1

51 ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ˆÅ’¸¾¢÷¸¡¸¸Ê ˆ½Å œ¸»¨¸Ä ’ú¡¸£ 2 œ¸»¿�¸ú Tier 2 capital before regulatory deductions 43,435.80

’ú¡¸£ 2 œ¸»¿�¸úÀ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¬¸Ÿ¸¸¡¸¸½�¸›¸ Tier 2 capital: regulatory adjustments

52 ¬¨¸¡¸¿ ˆ½Å ’ú¡¸£ 2 œ¸»¿�¸ú ¢¥¸‰¸÷¸¸Ê Ÿ¸Ê ¢›¸¨¸½©¸ Investments in own Tier 2 capital instruments -

53 ’ú¡¸£ 2 œ¸»¿�¸ú ¢¥¸‰¸÷¸¸Ê Ÿ¸Ê œ¸¸£¬œ¸¢£ˆÅ œÏ¢÷¸š¸¸¢£÷¸¸ Reciprocal cross-holdings in Tier 2 capital instruments 0.00

54 ‡½¬¸ú ¤¸ÿ¢ˆ¿ÅŠ¸, ¢¨¸î¸ú¡¸ ‡¨¸¿ ¤¸úŸ¸¸ ¬¸¿¬˜¸¸‚¸Ê ˆÅú œ¸»¿�¸ú Ÿ¸Ê ¢›¸¨¸½©¸ �¸¸½ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ™¸¡¸£½ ¬¸½ ¤¸¸í£ í¸Ê, œ¸¸°¸ ‚¢š¸¢¨¸ÇÅ¡¸ ˆÅ¸ ¢›¸¨¸¥¸, �¸í¸¿ ¤¸ÿˆÅ ˆ½Å œ¸¸¬¸ ¬¸¿¬˜¸¸ ˆ½Å ¢›¸Š¸Ä¢Ÿ¸÷¸ ¬¸¸Ÿ¸¸›¡¸ ©¸½¡¸£ œ¸»¿�¸ú ˆÅú 10% ¬¸½ ‚¢š¸ˆÅ š¸¸¢£÷¸¸ ›¸íú¿ í¾ (10% ˆÅú œÏ¸£¿¢ž¸ˆÅ £¸¢©¸ ¬¸½ ‚¢š¸ˆÅ) Investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation, net of eligible short positions, where the bank does not own more than 10% of the issued common share capital of the entity (amount above the 10% threshold) -

55 ‡½¬¸ú ¤¸ÿ¢ˆ¿ÅŠ¸, ¢¨¸î¸ú¡¸ ‚¸¾£ ¤¸úŸ¸¸ ¬¸¿¬˜¸¸‚¸Ê ˆÅú œ¸»¿�¸ú Ÿ¸Ê „¥¥¸½‰¸›¸ú¡¸ ¢›¸¨¸½©¸ �¸¸½ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ™¸¡¸£½ ¬¸½ ¤¸¸í£ í¸Ê (œ¸¸°¸ ‚¢š¸¢¨¸ÇÅ¡¸ ˆÅ¸ ¢›¸¨¸¥¸) Significant investments in the capital banking, financial and insurance entities that are outside the scope of regulatory consolidation (net of eligible short positions) -

56 £¸«’ïú¡¸ ¢¨¸¢©¸«’ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¬¸Ÿ¸¸¡¸¸½�¸›¸ (56 ˆÅ+56 ‰¸) National specific regulatory adjustments (56a+56b) 0.00

56a ƒ¬¸Ÿ¸Ê ¬¸½À ‚¬¸Ÿ¸½¢ˆÅ÷¸ ¬¸í¸¡¸ˆÅ ˆ¿Åœ¸¢›¸¡¸¸Ê ˆÅú ’ú¡¸£ 2 œ¸»¿�¸ú Ÿ¸Ê ¢›¸¨¸½©¸ of which: Investments in the Tier 2 capital of unconsolidated subsidiaries 0.00

56b ƒ¬¸Ÿ¸Ê ¬¸½À „›¸ ¤¸íº¥¸¸¿©¸ ¬¨¸¸¢Ÿ¸÷¨¸¨¸¸¥¸ú ¢¨¸î¸ú¡¸ ¬¸¿¬˜¸¸‚¸Ê ˆÅú ‚¢÷¸¢£Æ÷¸ ’ú¡¸£ 2 œ¸»¿�¸ú Ÿ¸Ê ˆÅŸ¸ú ¢�¸›¸ˆÅ¸ ¤¸ÿˆÅ ˆ½Å ¬¸¸˜¸ ¬¸Ÿ¸½ˆÅ›¸ ›¸íú¿ íº‚¸ í¾ of which: Shortfall in the Tier 2 capital of majority owned financial entities which have not been consolidated with the bank -

57 ’ú¡¸£ 2 œ¸»¿�¸ú ˆ½Å ¢¥¸‡ ¢ˆÅ¡¸¸ Š¸¡¸¸ ˆºÅ¥¸ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¬¸Ÿ¸¸¡¸¸½�¸›¸ Total regulatory adjustments to Tier 2 capital 0.00

58 ’ú¡¸£ 2 œ¸»¿�¸ú (’ú2) / Tier 2 capital (T2) 43,435.80

59 ˆºÅ¥¸ œ¸»¿�¸ú (ˆºÅ¥¸ œ¸»¿�¸ú = ’ú¡¸£1+ ’ú¡¸£2) Total capital (Total capital = Tier 1 + Tier 2) 213,077.81



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)



(` ¢Ÿ¸¢¥¸¡¸›¸ Ÿ¸Ê) (` in Million)

60 ˆºÅ¥¸ �¸¸½¢‰¸Ÿ¸ ž¸¸¢£÷¸ ‚¸¦¬÷¸¡¸¸¿ (60ˆÅ+ 60‰¸+ 60Š¸) Total risk weighted assets (60a+60b+60c) 1,594,252.8

60a ƒ¬¸Ÿ¸Ê ¬¸½À ˆºÅ¥¸ †µ¸ �¸¸½¢‰¸Ÿ¸ ž¸¸¢£÷¸ ‚¸¦¬÷¸¡¸¸¿ of which: total credit risk weighted assets 1,308,974.61

60b ƒ¬¸Ÿ¸Ê ¬¸½À ˆºÅ¥¸ ¤¸¸�¸¸£ �¸¸½¢‰¸Ÿ¸ ž¸¸¢£÷¸ ‚¸¦¬÷¸¡¸¸¿ of which: total market risk weighted assets 115,802.66

60c ƒ¬¸Ÿ¸Ê ¬¸½À ˆºÅ¥¸ œ¸¢£�¸¸¥¸›¸Š¸÷¸ �¸¸½¢‰¸Ÿ¸ ž¸¸¢£÷¸ ‚¸¦¬÷¸¡¸¸¿ of which: total operational risk weighted assets 169,475.62

œ¸»¿�¸úŠ¸÷¸ ‚›¸ºœ¸¸÷¸ ‚¸¾£ ¤¸ûÅ£ / Capital ratios and buffers

61 ¬¸¸Ÿ¸¸›¡¸ ƒ¦Æ¨¸’ú ’ú¡¸£ 1 (�¸¸½¢‰¸Ÿ¸ ž¸¸¢£÷¸ ‚¸¦¬÷¸¡¸¸Ê ˆ½Å œÏ¢÷¸©¸÷¸ ˆ½Å ³Åœ¸ Ÿ¸Ê) Common Equity Tier 1 (as a percentage of risk weighted assets) 10.61%

62 ’ú¡¸£ 1 (�¸¸½¢‰¸Ÿ¸ ž¸¸¢£÷¸ ‚¸¦¬÷¸¡¸¸Ê ˆ½Å œÏ¢÷¸©¸÷¸ ˆ½Å ³Åœ¸ Ÿ¸Ê) Tier 1 (as a percentage of risk weighted assets) 10.64%

63 ˆºÅ¥¸ œ¸»¿�¸ú (�¸¸½¢‰¸Ÿ¸ ž¸¸¢£÷¸ ‚¸¦¬÷¸¡¸¸Ê ˆ½Å œÏ¢÷¸©¸÷¸ ˆ½Å ³Åœ¸ Ÿ¸Ê) Total capital (as a percentage of risk weighted assets) 13.37%

64 ¬¸¿¬˜¸¸ ‚¸š¸¸¢£÷¸ ¤¸ûÅ£ ‚¸¨¸©¡¸ˆÅ÷¸¸ (�¸¸½¢‰¸Ÿ¸ ž¸¸¢£÷¸ ‚¸¦¬÷¸¡¸¸Ê ˆ½Å œÏ¢÷¸©¸÷¸ ˆ½Å ³Åœ¸ Ÿ¸Ê ‚¢ž¸¨¡¸Æ÷¸ ›¡¸»›¸÷¸Ÿ¸ ¬¸úƒÄ’ú 1 ‚¸¨¸©¡¸ˆÅ÷¸¸ ̂ ½Å ¬¸¸˜¸ œ¸»¿�¸ú ¬¸¿£®¸µ¸ ‚¸¾£ œÏ¢÷¸�¸ÇÅú¡¸ ¤¸ûÅ£ ‚¸¨¸©¡¸ˆÅ÷¸¸‡¿) Institution specific buffer requirement (minimum CET1 requirement plus capital conservation and countercyclical buffer requirements, expressed as a percentage of risk weighted assets) 7.375%

65 ƒ›¸Ÿ¸Ê ¬¸½À œ¸»¿�¸ú ¬¸¿£®¸µ¸ ¤¸ûÅ£ ‚¸¨¸©¡¸ˆÅ÷¸¸ of which: capital conservation buffer requirement 1.875%

66 ƒ›¸Ÿ¸Ê ¬¸½À ¤¸ÿˆÅ ‚¸š¸¸¢£÷¸ œÏ¢÷¸ �¸ÇÅú¡¸ ¤¸ûÅ£ ‚¸¨¸©¡¸ˆÅ÷¸¸ of which: bank specific countercyclical buffer requirement -

67 ƒ¬¸Ÿ¸Ê ¬¸½À �¸ú-‡¬¸‚¸ƒÄ¤¸ú ¤¸ûÅ£ ‚¸¨¸©¡¸ˆÅ÷¸¸ of which: G-SIB buffer requirement -

68 ¤¸ûÅ£ ¬¸¿¤¸¿š¸ú ‚¸¨¸©¡¸ˆÅ÷¸¸‚¸Ê ˆÅ¸½ œ¸»£¸ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ „œ¸¥¸¤š¸ ¬¸¸Ÿ¸¸›¡¸ ƒ¦Æ¨¸’ú ’ú¡¸£ 1 (�¸¸½¢‰¸Ÿ¸ ž¸¸¢£÷¸ ‚¸¦¬÷¸¡¸¸Ê ˆ½Å œÏ¢÷¸©¸÷¸ ˆ½Å ³Åœ¸ Ÿ¸Ê) Common Equity Tier 1 available to meet buffers (as a percentage of risk weighted assets) 5.11%

£¸«’ïú¡¸ ›¡¸»›¸÷¸Ÿ¸ ‚›¸ºœ¸¸÷¸ (¡¸¢™ ¤¸¸¬¸½¥¸ III ›¡¸»›¸÷¸Ÿ¸ ¬¸½ ¢ž¸››¸ í¸½)National minima (if different from Basel 3 minimum)

69 £¸«’ïú¡¸ ¬¸¸Ÿ¸¸›¡¸ ƒ¦Æ¨¸’ú ’ú¡¸£ 1 ›¡¸»›¸÷¸Ÿ¸ ‚›¸ºœ¸¸÷¸ (¡¸¢™ ¤¸¸¬¸½¥¸ III ›¡¸»›¸÷¸Ÿ¸ ¬¸½ ¢ž¸››¸ í¸½) National Common Equity Tier 1 minimum ratio (if different from Basel III minimum)

70 £¸«’ïú¡¸ ’ú¡¸£ 1 ›¡¸»›¸÷¸Ÿ¸ ‚›¸ºœ¸¸÷¸ (¡¸¢™ ¤¸¸¬¸½¥¸ III ›¡¸»›¸÷¸Ÿ¸ ¬¸½ ¢ž¸››¸ í¸½) National Tier 1 minimum ratio (if different from Basel III minimum)

71 £¸«’ïú¡¸ ˆºÅ¥¸ œ¸»¿�¸ú ›¡¸»›¸÷¸Ÿ¸ ‚›¸ºœ¸¸÷¸ (¡¸¢™ ¤¸¸¬¸½¥¸ III ›¡¸»›¸÷¸Ÿ¸ ¬¸½ ¢ž¸››¸ í¸½) National total capital minimum ratio (if different from Basel III minimum)



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)



(` ¢Ÿ¸¢¥¸¡¸›¸ Ÿ¸Ê) (` in Million)

‚¢÷¸¢£Æ÷¸ ’ú¡¸£ 1 œ¸»¿�¸úÀ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¬¸Ÿ¸¸¡¸¸½�¸›¸ Additional Tier 1 Capital: regulatory adjustments

72 ‚›¡¸ ¢¨¸î¸ú¡¸ ¬¸¿¬˜¸¸‚¸Ê ˆÅú œ¸»¿�¸ú Ÿ¸Ê Š¸¾£-„¥¥¸½‰¸›¸ú¡¸ ¢›¸¨¸½©¸ Non-significant investments in the capital of other financial entities 3,662.68

73 ¢¨¸î¸ú¡¸ ¬¸¿¬˜¸¸‚¸Ê ˆ½Å ¬¸¸Ÿ¸¸›¡¸ ¬’¸ÁˆÅ Ÿ¸Ê „¥¥¸½‰¸›¸ú¡¸ ¢›¸¨¸½©¸ Significant investments in the common stock of financial entities 10,623.89

74 ¤¸¿š¸ˆÅ ¬¸¢¨¸Ä¢¬¸¿Š¸ ‚¢š¸ˆÅ¸£ (¬¸¿¤¸¿¢š¸÷¸ ˆÅ£ ™½¡¸÷¸¸ ˆÅ¸½ ‹¸’¸ˆÅ£) Mortgage servicing rights (net of related tax liability)

¥¸¸Š¸» ›¸íú¿ N.A.

75 ‚¬˜¸¸ƒÄ ‚¿÷¸£¸Ê ¬¸½ „÷œ¸››¸ í¸½›¸½ ¨¸¸¥¸ú ‚¸¬˜¸¢Š¸÷¸ ˆÅ£ ‚¸¦¬÷¸¡¸¸¿ (¬¸¿¤¸¿¢š¸÷¸ ˆÅ£ ™½¡¸÷¸¸ ˆÅ¸½ ‹¸’¸ˆÅ£) Deferred tax assets arising from temporary differences (net of related tax liability)

¥¸¸Š¸» ›¸íú¿ N.A.

’ú¡¸£ 2 œ¸»¿�¸ú Ÿ¸Ê œÏ¸¨¸š¸¸›¸¸Ê ˆÅ¸½ ©¸¸¢Ÿ¸¥¸ ˆÅ£›¸½ œ¸£ ¥¸¸Š¸» „��¸÷¸Ÿ¸ ¬¸úŸ¸¸ Applicable caps on the inclusion of provisions in Tier 2 capital

76 Ÿ¸¸›¸ˆÅúˆ¼Å÷¸ ´¦«’ˆÅ¸½µ¸ ˆ½Å ‚š¸ú›¸ ‡Æ¬¸œ¸¸½�¸£ ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê ’ú¡¸£ 2 Ÿ¸Ê ©¸¸¢Ÿ¸¥¸ ¢ˆÅ‡ �¸¸›¸½ í½÷¸º œ¸¸°¸ œÏ¸¨¸š¸¸›¸ („��¸÷¸Ÿ¸ ¬¸úŸ¸¸ ¥¸¸Š¸» í¸½›¸½ ¬¸½ œ¸»¨¸Ä) Provisions eligible for inclusion in Tier 2 in respect of exposures subject to standardised approach (prior to application of cap) 8,525.84

77 Ÿ¸¸›¸ˆÅúˆ¼Å÷¸ ´¦«’ˆÅ¸½µ¸ ˆ½Å ‚š¸ú›¸ ’ú¡¸£ 2 Ÿ¸Ê œÏ¸¨¸š¸¸›¸¸Ê ˆ½Å ¬¸Ÿ¸¸¨¸½©¸ œ¸£ „��¸÷¸Ÿ¸ ¬¸úŸ¸¸ Cap on inclusion of provisions in Tier 2 under standardised approach

78 ‚¸¿÷¸¢£ˆÅ £½¢’¿Š¸ ‚¸š¸¸¢£÷¸ ´¦«’ˆÅ¸½µ¸ ˆ½Å ‚š¸ú›¸ ‡Æ¬¸œ¸¸½�¸£ ˆ½Å ¬¸¿¤¸¿š¸ Ÿ¸Ê ’ú¡¸£ 2 Ÿ¸Ê ©¸¸¢Ÿ¸¥¸ ¢ˆÅ‡ �¸¸›¸½ í½÷¸º œ¸¸°¸ œÏ¸¨¸š¸¸›¸ („��¸÷¸Ÿ¸ ¬¸úŸ¸¸ ¥¸¸Š¸» í¸½›¸½ ¬¸½ œ¸»¨¸Ä) Provisions eligible for inclusion in Tier 2 in respect of exposures subject to internal ratings-based approach (prior to application of cap)

¥¸¸Š¸» ›¸íú¿ N.A.

79 ‚¸¿÷¸¢£ˆÅ £½¢’¿Š¸ ‚¸š¸¸¢£÷¸ ´¦«’ˆÅ¸½µ¸ ˆ½Å ‚š¸ú›¸ ’ú¡¸£ 2 Ÿ¸Ê œÏ¸¨¸š¸¸›¸¸Ê ˆ½Å ¬¸Ÿ¸¸¨¸½©¸ œ¸£ „��¸÷¸Ÿ¸ ¬¸úŸ¸¸ Cap for inclusion of provisions in Tier 2 under internal ratings-based approach

¥¸¸Š¸» ›¸íú¿ N.A.

�¸£µ¸¤¸Ö ³Åœ¸ ¬¸½ ¬¸Ÿ¸¸œ¸›¸ ¨¡¸¨¸¬˜¸¸‚¸Ê ˆ½Å ‚š¸ú›¸ œ¸»¿�¸úŠ¸÷¸ ¢¥¸‰¸÷¸ (ˆ½Å¨¸¥¸ 31 Ÿ¸¸�¸Ä 2017 ‚¸¾£ 31 Ÿ¸¸�¸Ä 2022 ˆ½Å ¤¸ú�¸ ¥¸¸Š¸»)

Capital instruments subject to phase-out arrangements (only applicable between March 31, 2017 and March 31, 2022)

80 �¸£µ¸¤¸Ö ³Åœ¸ ¬¸½ ¬¸Ÿ¸¸œ¸›¸ ¨¡¸¨¸¬˜¸¸‚¸Ê ˆ½Å ‚š¸ú›¸ ¬¸úƒÄ’ú 1 ¢¥¸‰¸÷¸¸Ê œ¸£ ¨¸÷¸ÄŸ¸¸›¸ ¬¸úŸ¸¸ Current cap on CET1 capital instruments subject to phase out arrangements

¥¸¸Š¸» ›¸íú¿ N.A.

81 „��¸÷¸Ÿ¸ ¬¸úŸ¸¸ ˆ½Å ˆÅ¸£µ¸ ¬¸úƒÄ’ú 1 ¬¸½ ¤¸¸í£ £‰¸ú Š¸ƒÄ £¸¢©¸ (Ÿ¸¸½�¸›¸ ‡¨¸¿ œ¸¢£œ¸Æ¨¸÷¸¸‚¸Ê ˆ½Å ¤¸¸™ ¬¸úŸ¸¸ ¬¸½ ‚¢š¸ˆÅ) Amount excluded from CET1 due to cap (excess over cap after redemptions and maturities)

¥¸¸Š¸» ›¸íú¿ N.A.

82 �¸£µ¸¤¸Ö ³Åœ¸ ¬¸½ ¬¸Ÿ¸¸œ¸›¸ ¨¡¸¨¸¬˜¸¸‚¸Ê ˆ½Å ‚š¸ú›¸ ‡’ú 1 ¢¥¸‰¸÷¸¸Ê œ¸£ ¨¸÷¸ÄŸ¸¸›¸ „��¸÷¸Ÿ¸ ¬¸úŸ¸¸ Current cap on AT1 instruments subject to phase out arrangements

¥¸¸Š¸» ›¸íú¿ N.A.

83 ¬¸úŸ¸¸ ˆ½Å ˆÅ¸£µ¸ ‡’ú 1 ¬¸½ ¤¸¸í£ £‰¸ú Š¸ƒÄ £¸¢©¸ (Ÿ¸¸½�¸›¸ ‡¨¸¿ œ¸¢£œ¸Æ¨¸÷¸¸‚¸Ê ˆ½Å ¤¸¸™ „��¸÷¸Ÿ¸ ¬¸úŸ¸¸ ¬¸½ ‚¢š¸ˆÅ) Amount excluded from AT1 due to cap (excess over cap after redemptions and maturities)

¥¸¸Š¸» ›¸íú¿ N.A.



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)



(` ¢Ÿ¸¢¥¸¡¸›¸ Ÿ¸Ê) (` in Million)

84 �¸£µ¸¤¸Ö ³Åœ¸ ¬¸½ ¬¸Ÿ¸¸œ¸›¸ ¨¡¸¨¸¬˜¸¸‚¸Ê ˆ½Å ‚š¸ú›¸ ’ú 2 ¢¥¸‰¸÷¸¸Ê œ¸£ ¨¸÷¸ÄŸ¸¸›¸ „��¸÷¸Ÿ¸ ¬¸úŸ¸¸ Current cap on T2 instruments subject to phase out arrangements

¥¸¸Š¸» ›¸íú¿ N.A.

85 „��¸÷¸Ÿ¸ ¬¸úŸ¸¸ ˆ½Å ˆÅ¸£µ¸ ’ú 2 ¬¸½ ¤¸¸í£ £‰¸ú Š¸ƒÄ £¸¢©¸ (Ÿ¸¸½�¸›¸ ‡¨¸¿ œ¸¢£œ¸Æ¨¸÷¸¸‚¸Ê ˆ½Å ¤¸¸™ „��¸÷¸Ÿ¸ ¬¸úŸ¸¸ ¬¸½ ‚¢š¸ˆÅ) Amount excluded from T2 due to cap (excess over cap after redemptions and maturities)

¥¸¸Š¸» ›¸íú¿ N.A.

’½Ÿœ¸¥¸½’ ˆ½Å ›¸¸½’ / Notes to Template

’½Ÿœ¸¥¸½’ ˆÅú œ¸¿¢Æ÷¸

¬¸¿‰¡¸¸ Row No.

of the template

¢¨¸¨¸£µ¸ Particular

(` ¢Ÿ¸¢¥¸¡¸›¸ Ÿ¸Ê) (` In million)

10 ¬¸¿¢�¸÷¸ í¸¢›¸¡¸¸Ê ¬¸½ ¬¸Ÿ¤¸Ö ‚¸¬˜¸¢Š¸÷¸ ˆÅ£ ‚¸¦¬÷¸¡¸¸¿ Deferred tax assets associated with accumulated losses

52,740.61

‚¸¬˜¸¢Š¸÷¸ ˆÅ£ ™½¡¸÷¸¸‚¸Ê ˆÅ¸½ ‹¸’¸ˆÅ£ ‚¸¬˜¸¢Š¸÷¸ ˆÅ£ ‚¸¦¬÷¸¡¸¸¿ (¬¸¿¢�¸÷¸ í¸¢›¸¡¸¸Ê ¬¸½ ¬¸Ÿ¤¸Ö ˆÅ¸½ Ž¸½”õˆÅ£) Deferred tax assets (excluding those associated with accumulated losses) net of Deferred tax liability

104,852.01

œ¸¿¢Æ÷¸ 10 Ÿ¸Ê ™©¸¸Ä‡ ‚›¸º¬¸¸£ ˆºÅ¥¸ / Total as indicated in row 10 157,592.62

19 ¡¸¢™ ¬¸í¸¡¸ˆÅ ¤¸úŸ¸¸ ˆ¿Åœ¸¢›¸¡¸¸Ê Ÿ¸Ê ¢ˆÅ‡ Š¸‡ ¢›¸¨¸½©¸¸Ê ˆÅ¸½ œ¸»¿�¸ú ¬¸½ œ¸»µ¸Ä ³Åœ¸ ¬¸½ ‹¸’¸¡¸¸ ›¸ Š¸¡¸¸ í¸½ ‚¸¾£ „¬¸½ 10% ˆÅú œÏ¸£¿¢ž¸ˆÅ ¬¸úŸ¸¸ ˆ½Å ‚¿÷¸Š¸Ä÷¸ ˆÅ’¸¾÷¸ú í½÷¸º œ¸¸°¸ Ÿ¸¸›¸¸ Š¸¡¸¸ í¸½ ÷¸¸½ „¬¸ˆ½Å œ¸¢£µ¸¸Ÿ¸¬¨¸³Åœ¸ ¤¸ÿˆÅ ˆÅú œ¸»¿�¸ú Ÿ¸Ê íºƒÄ ¨¸¼¢Ö If investments in insurance subsidiaries are not deducted fully from capital and instead considered under 10% threshold for deduction, the resultant increase in the capital of bank

0

ƒ¬¸Ÿ¸Ê ¬¸½ À ¬¸¸Ÿ¸¸›¡¸ ƒ¦Æ¨¸’ú ’ú¡¸£ 1 œ¸»¿�¸ú Ÿ¸Ê íºƒÄ ¨¸¼¢Ö of which: Increase in Common Equity Tier 1 capital

ƒ¬¸Ÿ¸Ê ¬¸½À ‚¢÷¸¢£Æ÷¸ ’ú¡¸£ 1 œ¸»¿�¸ú Ÿ¸Ê íºƒÄ ¨¸¼¢Ö of which: Increase in Additional Tier 1 capital

ƒ¬¸Ÿ¸Ê ¬¸½À ‚¢÷¸¢£Æ÷¸ ’ú¡¸£ 2 œ¸»¿�¸ú Ÿ¸Ê íºƒÄ ¨¸¼¢Ö of which: Increase in Tier 2 capital

26‰¸ 26b

¡¸¢™ ‚¬¸Ÿ¸½¢ˆÅ÷¸ Š¸¾£-¢¨¸î¸ú¡¸ ¬¸í¸¡¸ˆÅ ˆ¿Åœ¸¢›¸¡¸¸Ê ˆÅú ƒ¦Æ¨¸’ú œ¸»¿�¸ú Ÿ¸Ê ¢ˆÅ‡ Š¸‡ ¢›¸¨¸½©¸¸Ê ˆÅú ˆÅ’¸¾÷¸ú ›¸ ˆÅú �¸¸÷¸ú í¸½ ÷¸¤¸ ž¸¸¢£÷¸ �¸¸½¢‰¸Ÿ¸ ¢›¸Ÿ›¸¸›¸º¬¸¸£ í¸½Š¸¸À If investments in the equity capital of unconsolidated non-financial subsidiaries are not deducted and hence, risk weighted then:

(i) ¬¸¸Ÿ¸¸›¡¸ ƒ¦Æ¨¸’ú ’ú¡¸£ 1 œ¸»¿�¸ú Ÿ¸Ê ¨¸¼¢Ö Increase in Common Equity Tier 1 capital

(ii) �¸¸½¢‰¸Ÿ¸ ž¸¸¢£÷¸ ‚¸¦¬÷¸¡¸¸Ê Ÿ¸Ê ¨¸¼¢Ö Increase in risk weighted assets

50 ’ú¡¸£ 2 œ¸»¿�¸ú Ÿ¸Ê ©¸¸¢Ÿ¸¥¸ ¢ˆÅ‡ Š¸‡ œ¸¸°¸ œÏ¸¨¸š¸¸›¸ / Eligible Provisions included in Tier 2 capital 8,525.84

’ú¡¸£ 2 œ¸»¿�¸ú Ÿ¸Ê ©¸¸¢Ÿ¸¥¸ ¢ˆÅ‡ Š¸‡ œ¸¸°¸ œ¸º›¸Ÿ¸»Ä¥¡¸¸¿ˆÅ›¸ ‚¸£¢®¸÷¸ ¢›¸¢š¸¡¸¸¿ Eligible Revaluation Reserves included in Tier 1 capital

29,209.17

œ¸¿¢Æ÷¸ 50 ˆÅ¸ ¡¸¸½Š¸ / Total of row 50 37,735.02



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


÷¸¸¢¥¸ˆÅ¸ ”ú‡ûÅ-12À œ¸»¿�¸úŠ¸÷¸ ¬¸¿£�¸›¸¸ - ¬¸Ÿ¸¸š¸¸›¸ ‚œ¸½®¸¸‡¿ Table DF-12: Composition of Capital- Reconciliation Requirements:

�¸£µ¸ 1À / Step 1:


¢¨¸î¸ú¡¸ ¢¨¸¨¸£µ¸ ˆ½Å ‚›¸º¬¸¸£ ÷¸º¥¸›¸ œ¸°¸ Balance sheet as in financial

statements

¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ®¸½°¸ ˆ½Å ‚¿÷¸Š¸Ä÷¸ ÷¸º¥¸›¸ œ¸°¸ Balance sheet

under regulatory scope of

consolidation

¢£œ¸¸½’Ä ˆÅ£›¸½ ˆÅú ÷¸¸£ú‰¸ ˆ½Å ‚›¸º¬¸¸£

As on reporting date

¢£œ¸¸½’Ä ˆÅ£›¸½ ˆÅú ÷¸¸£ú‰¸ ˆ½Å ‚›¸º¬¸¸£


‚ / A

œ¸»¿�¸ú ‡¨¸¿ ™½¡¸÷¸¸‡¿ / Capital & Liabilities

i œÏ™÷¸ œ¸»¿�¸ú / Paid-up Capital 103,805.94 103,805.94

¢£{¸¨¸Ä ‚¸¾£ ‚¢š¸©¸½«¸ / Reserves & Surplus 698,651.16 694,048.35

‚¥œ¸¬¸¿‰¡¸ˆÅ ¢í÷¸ / Minority Interest 1,035.79 0.00

ˆºÅ¥¸ œ¸»¿�¸ú / Total Capital 803,492.89 797,854.29

ii �¸Ÿ¸¸£¸¢©¸¡¸¸¿ / Deposits 2,222,138.52 2,223,426.01

ƒ¬¸Ÿ¸Ê ¬¸½ À ¤¸ÿˆÅ¸Ê ¬¸½ �¸Ÿ¸¸£¸¢©¸¡¸¸¿ / of which: Deposits from banks 242,939.35 242,939.35

ƒ¬¸Ÿ¸Ê ¬¸½ À ŠÏ¸íˆÅ¸Ê ¬¸½ �¸Ÿ¸¸£¸¢©¸¡¸¸¿ / of which: Customer deposits 1,979,199.17 1,980,486.65

ƒ¬¸Ÿ¸Ê ¬¸½ À ‚›¡¸ �¸Ÿ¸¸£¸¢©¸¡¸¸¿ (ˆ¼Åœ¸¡¸¸ ¢¨¸¢›¸¢™Ä«’ ˆÅ£Ê) of which: Other deposits (pl.specify)

0.00 0.00

iii „š¸¸£ £¸¢©¸¡¸¸¿ / Borrowings 367,488.56 367,488.56

ƒ¬¸Ÿ¸Ê ¬¸½ À ¢£{¸¨¸Ä ¤¸ÿˆÅ ¬¸½ / of which: From RBI 109,120.00 109,120.00

ƒ¬¸Ÿ¸Ê ¬¸½ À ¤¸ÿˆÅ¸Ê ¬¸½ / of which: From banks 10,988.50 10,988.50

ƒ¬¸Ÿ¸Ê ¬¸½ À ‚›¡¸ ¬¸¿¬˜¸¸›¸¸Ê ¨¸ ‡�¸Ê¢¬¸¡¸¸Ê ¬¸½ / of which: From other institutions & agencies 0.00 0.00

ƒ¬¸Ÿ¸Ê ¬¸½ À ‚›¡¸ (ˆ¼Åœ¸¡¸¸ ¢¨¸¢›¸¢™Ä«’ ˆÅ£Ê) ž¸¸£÷¸ ¬¸½ ¤¸¸í£ „š¸¸£¸¢©¸¡¸¸Â, ¬¸¸Ÿ¸¸›¡¸ œ¸º›¸¢¨¸Äî¸, É¥¸½Æ¬¸ú ¤¸¸¿” ÷¸˜¸¸ ‚¸½Ÿ›¸ú ¤¸¸¿” of which: Others (pl. specify) Borrowings Outside India, General Refinance, Flexi Bonds and Omni Bonds

153,104.06 153,104.06

ƒ¬¸Ÿ¸Ê ¬¸½ À œ¸»¿�¸úŠ¸÷¸ ¢¥¸‰¸÷¸ / of which: Capital instruments 94,276.00 94,276.00

iv ‚›¡¸ ™½¡¸÷¸¸‡¿ ‡¨¸¿ œÏ¸¨¸š¸¸›¸ / Other liabilities & provisions 68,113.20 67,702.69

ˆºÅ¥¸ / Total 3,461,233.18 3,456,471.55



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)



¢¨¸î¸ú¡¸ ¢¨¸¨¸£µ¸ ˆ½Å ‚›¸º¬¸¸£ ÷¸º¥¸›¸ œ¸°¸ Balance sheet as in financial

statements

¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ®¸½°¸ ˆ½Å ‚¿÷¸Š¸Ä÷¸ ÷¸º¥¸›¸ œ¸°¸ Balance sheet

under regulatory scope of

consolidation

¢£œ¸¸½’Ä ˆÅ£›¸½ ˆÅú ÷¸¸£ú‰¸ ˆ½Å ‚›¸º¬¸¸£


¢£œ¸¸½’Ä ˆÅ£›¸½ ˆÅú ÷¸¸£ú‰¸ ˆ½Å ‚›¸º¬¸¸£


‚¸B

‚¸¦¬÷¸¡¸¸¿ / Assets

i ž¸¸£÷¸ú¡¸ ¢£{¸¨¸Ä ¤¸ÿˆÅ ˆ½Å œ¸¸¬¸ ›¸ˆÅ™ú ‡¨¸¿ ©¸½«¸ �¸Ÿ¸¸£¸¢©¸ Cash and balances with Reserve Bank of India

105,382.42 105,390.00

¤¸ÿˆÅ¸Ê ˆ½Å œ¸¸¬¸ �¸Ÿ¸¸ ©¸½«¸ ÷¸˜¸¸ Ÿ¸¸¿Š¸ ‚¸¾£ ‚¥œ¸¬¸»�¸›¸¸ œ¸£ œÏ¢÷¸™½¡¸ £¸¢©¸ Balance with banks and money at call and short notice 199,567.23 199,499.05

ii ¢›¸¨¸½©¸À / Investments: 819,958.33 816,165.26

ƒ¬¸Ÿ¸Ê ¬¸½ À ¬¸£ˆÅ¸£ú œÏ¢÷¸ž¸»¢÷¸¡¸¸¿ / of which: Government securities 778,538.31 777,064.35

ƒ¬¸Ÿ¸Ê ¬¸½ À ‚›¡¸ ‚›¸ºŸ¸¸½¢™÷¸ œÏ¢÷¸ž¸»¢÷¸¡¸¸¿ / of which: Other approved securities 0.00 0.00

ƒ¬¸Ÿ¸Ê ¬¸½ À ©¸½¡¸£ / of which: Shares 12,599.66 6,294.76

ƒ¬¸Ÿ¸Ê ¬¸½ À ¢”¤¸Ê�¸£ ‡¨¸¿ ¤¸¸¿” / of which: Debentures & Bonds 20,259.62 19,496.02

ƒ¬¸Ÿ¸Ê ¬¸½ À ¬¸í¸¡¸ˆÅ ¬¸¿¬˜¸¸‡¿ / ¬¸¿¡¸ºÆ÷¸ „Ô¸Ÿ¸ / ¬¸í¡¸¸½Š¸ú of which: Subsidiaries / Joint Ventures / Associates 59.07 4,270.38

ƒ¬¸Ÿ¸Ê ¬¸½ À ‚›¡¸ (¨¸¸¢µ¸¦�¡¸ˆÅ œ¸°¸, Ÿ¡¸»�¸º‚¥¸ û¿Å” ƒ÷¡¸¸¢™) of which: Others (Commercial Papers, Mutual Funds etc.) 8,501.66 9,039.74

iii †µ¸ ‡¨¸¿ ‚¢ŠÏŸ¸ / Loans and advances 1,298,453.79 1,298,417.89

ƒ¬¸Ÿ¸Ê ¬¸½ À ¤¸ÿˆÅ¸Ê ˆÅ¸½ †µ¸ ‡¨¸¿ ‚¢ŠÏŸ¸ / of which: Loans and advances to banks 1,159.35 1,159.35

ƒ¬¸Ÿ¸Ê ¬¸½ À ŠÏ¸íˆÅ¸Ê ˆÅ¸½ †µ¸ ‡¨¸¿ ‚¢ŠÏŸ¸ / of which: Loans and advances to customers 1,297,294.44 1,297,258.54

iv ‚�¸¥¸ ‚¸¦¬÷¸¡¸¸¿ / Fixed assets 82,067.60 81,396.46

v ‚›¡¸ ‚¸¦¬÷¸¡¸¸¿ / Other assets 501,703.97 498,757.25

ƒ¬¸Ÿ¸Ê ¬¸½ À ¬¸¸‰¸ ‡¨¸¿ ‚Ÿ¸»÷¸Ä ‚¸¦¬÷¸¡¸¸¿ / of which: Goodwill and intangible assets 2,911.66 2,906.19

ƒ¬¸Ÿ¸Ê ¬¸½ À ‚¸¬˜¸¢Š¸÷¸ ˆÅ£ ‚¸¦¬÷¸¡¸¸¿ / of which: Deferred tax assets 157,595.43 157,592.62

vi ¬¸Ÿ¸½ˆÅ›¸ œ¸£ ¬¸¸‰¸ / Goodwill on consolidation 0.00 0.00

vii ¥¸¸ž¸-í¸¢›¸ ¥¸½‰¸½ Ÿ¸Ê ›¸¸Ÿ¸½ ©¸½«¸ / Debit balance in Profit & Loss account 454,099.85 456,845.65

ˆºÅ¥¸ ‚¸¦¬÷¸¡¸¸¿ / Total Assets 3,461,233.18 3,456,471.55



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


�¸£µ¸ 2À / Step 2:


¢¨¸î¸ú¡¸ ¢¨¸¨¸£µ¸¸Ê ˆ½Å ‚›¸º¬¸¸£ ÷¸º¥¸›¸ œ¸°¸ Balance sheet as in financial

statements

¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ œÏ¡¸¸½�¸›¸ ˆ½Å ‚¿÷¸Š¸Ä÷¸ ÷¸º¥¸›¸ œ¸°¸

Balance sheet under regulatory

scope of consolidation

¢£œ¸¸½’Ä ˆÅ£›¸½ ˆÅú ÷¸¸£ú‰¸ ˆÅ¸½


¢£œ¸¸½’Ä ˆÅ£›¸½ ˆÅú ÷¸¸£ú‰¸ ˆÅ¸½



‚ A

œ¸»¿�¸ú ‡¨¸¿ ™½¡¸÷¸¸‡¿ Capital & Liabilities

i œÏ™î¸ œ¸»¿�¸ú / Paid-up Capital 103,805.94 103,805.94

ƒ¬¸Ÿ¸Ê ¬¸½ À ¬¸úƒÄ’ú1 ˆ½Å ¢¥¸‡ œ¸¸°¸ £¸¢©¸of which: Amount eligible for CET1 103,805.94 103,805.94 ‡1 / A1

ƒ¬¸Ÿ¸Ê ¬¸½ À ‡’ú1 ˆ½Å ¢¥¸‡ œ¸¸°¸ £¸¢©¸ of which: Amount eligible for AT1 0.00 0.00

¢£{¸¨¸Ä ‚¸¾£ ‚¢š¸©¸½«¸ / Reserves & Surplus 698,651.16 694,048.35

©¸½¡¸£ œÏú¢Ÿ¸¡¸Ÿ¸ / Share Premium 496,688.97 496,688.97 ¤¸ú2 / B2

¬¸¸¿¢¨¸¢š¸ˆÅ ¢£{¸¨¸Ä / Statutory Reserve 24,747.47 24,747.47 ¤¸ú3 / B3

œ¸»¿�¸ú ¢£{¸¨¸Ä / Capital Reserve 30,352.64 27,979.80 ¤¸ú4 / B4

‚›¡¸ œÏˆÅ¢’÷¸ ¢›¸¤¸ôš¸ ¢£{¸¨¸Ä / Other Disclosed Free Reserve 81,828.41 79,693.44 ¤¸ú5 / B5

¥¸¸ž¸-í¸¢›¸ ¥¸½‰¸½ Ÿ¸Ê ©¸½«¸ £¸¢©¸ / Credit Balance in P&L account

œ¸º›¸Ÿ¸»Ä¥¡¸›¸ ¢£{¸¨¸Ä / Revaluation Reserve 65,033.66 65,033.66

ƒ¬¸Ÿ¸Ê ¬¸½À ¬¸úƒÄ’ú 1 í½÷¸º œ¸¸°¸ £¸¢©¸of which: Amount eligible for CET1 29,209.17 29,209.17 ƒÄ2 / E2

‚¥œ¸¬¸¿‰¡¸ˆÅ ¢í÷¸ / Minority Interest 1,035.79 0.00

ˆºÅ¥¸ œ¸»¿�¸ú / Total Capital 803,492.89 797,854.29

ii �¸Ÿ¸¸£¸¢©¸¡¸¸¿ / Deposits 2,222,138.52 2,223,426.01

ƒ¬¸Ÿ¸Ê ¬¸½ À ¤¸ÿˆÅ¸Ê ¬¸½ �¸Ÿ¸¸£¸¢©¸¡¸¸¿ of which: Deposits from banks 242,939.35 242,939.35

ƒ¬¸Ÿ¸Ê ¬¸½ À ŠÏ¸íˆÅ¸Ê ¬¸½ �¸Ÿ¸¸£¸¢©¸¡¸¸¿ of which: Customer deposits 1,979,199.17 1,980,486.65

ƒ¬¸Ÿ¸Ê ¬¸½ À ‚›¡¸ �¸Ÿ¸¸£¸¢©¸¡¸¸¿ (ˆ¼Åœ¸¡¸¸ ¢¨¸¢›¸¢™Ä«’ ˆÅ£Ê)of which: Other deposits (pl. specify) 0.00 0.00



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)




statements




¢£œ¸¸½’Ä ˆÅ£›¸½ ˆÅú ÷¸¸£ú‰¸ ˆÅ¸½


¢£œ¸¸½’Ä ˆÅ£›¸½ ˆÅú ÷¸¸£ú‰¸ ˆÅ¸½



iii „š¸¸£ £¸¢©¸¡¸¸¿ / Borrowings 367,488.56 367,488.56

ƒ¬¸Ÿ¸Ê ¬¸½ À ¢£{¸¨¸Ä ¤¸ÿˆÅ ¬¸½ / of which: From RBI 109,120.00 109,120.00

ƒ¬¸Ÿ¸Ê ¬¸½ À ¤¸ÿˆÅ¸Ê ¬¸½ / of which: From banks 10,988.50 10,988.50

ƒ¬¸Ÿ¸Ê ¬¸½ À ‚›¡¸ ¬¸¿¬˜¸¸›¸¸Ê ‡¨¸¿ ‡�¸Ê¢¬¸¡¸¸Ê ¬¸½ of which: From other institutions & agencies 0.00 0.00

ƒ¬¸Ÿ¸Ê ¬¸½ À ‚›¡¸ (ˆ¼Åœ¸¡¸¸ ¢¨¸¢›¸¢™Ä«’ ˆÅ£Ê) ž¸¸£÷¸ ¬¸½ ¤¸¸í£ „š¸¸£ £¸¢©¸¡¸¸¿, ¬¸¸Ÿ¸¸›¡¸ œ¸º›¸¢¨¸Äî¸, É¥¸½Æ¬¸ú ¤¸¸¿” ÷¸˜¸¸ ‚¸½Ÿ›¸ú ¤¸¸¿” of which: Others (pl. specify) Borrowings Outside India, General Refinance, Flexi Bonds and Omni Bonds

153,104.06 153,104.06

ƒ¬¸Ÿ¸Ê ¬¸½ À œ¸»¿�¸úŠ¸÷¸ ¢¥¸‰¸÷¸ / of which: Capital instruments 94,276.00 94,276.00

ƒ¬¸Ÿ¸Ê ¬¸½ - / - of which

‚) œ¸¸°¸ ‚¢÷¸¢£Æ÷¸ ’ú¡¸£ 1a) Eligible Additional Tier 1

490.20 490.20 ¬¸ú / C

‰¸) œ¸¸°¸ ’ú¡¸£ 2 b) Eligible Tier 2

34,909.96 34,909.96 ”ú / D

iv ‚›¡¸ ™½¡¸÷¸¸‡¿ ‡¨¸¿ œÏ¸¨¸š¸¸›¸ Other liabilities & provisions

68,113.20 67,702.69

ƒ¬¸Ÿ¸Ê ¬¸½ À Ÿ¸¸›¸ˆÅ ‚¸¦¬÷¸¡¸¸Ê œ¸£ ¢¨¸¨¸½ˆÅœ¸»µ¸Ä œÏ¸¨¸š¸¸›¸, ‚¸£¢®¸÷¸ ¢¨¸™½©¸ú Ÿ¸ºÍ¸ ‡Æ¬¸œ¸¸½�¸£ ̂ ½Å ¢¥¸‡ œÏ¸¨¸š¸¸›¸ ÷¸˜¸¸ ‚¢÷¸¢£Æ÷¸ œÏ¸¨¸š¸¸›¸ �¸¸½ ’ú¡¸£ 2 œ¸»¿�¸ú ˆ½Å ‚¿÷¸Š¸Ä÷¸ ©¸¸¢Ÿ¸¥¸ ‡›¸œ¸ú‡ ˆÅú ¢¤¸ÇÅú ¬¸½ „÷œ¸››¸ íº‡. of which: Prudential provisions against standard assets, provision for unhedged foreign currency exposure and excess provisions which arise on account of sale of NPAs included under Tier 2 Capital

8,525.84 8,525.84 ƒÄ1 / E1

ƒ¬¸Ÿ¸Ê ¬¸½ À‚¸¤¸¿’›¸ ˆ½Å ¢¨¸�¸¸£¸š¸ú›¸ í¸½›¸½ ˆ½Å ˆÅ¸£µ¸ ¬¸úƒÄ’ú 1 œ¸»¿�¸ú ˆ½Å ³Åœ¸ Ÿ¸Ê ‚›¸ºŸ¸÷¸ ž¸¸£÷¸ ¬¸£ˆÅ¸£ ¬¸½ œÏ¸œ÷¸ ©¸½¡¸£ ‚¸¨¸½™›¸ £¸¢©¸ of which: Share application money received from GOI & LIC allowed as CET1 capital, pending allotment

0.00 0.00 ¤¸ú7 / B7

ˆºÅ¥¸ / Total 3,461,233.18 3,456,471.55



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)




statements




¢£œ¸¸½’Ä ˆÅ£›¸½ ˆÅú ÷¸¸£ú‰¸ ˆÅ¸½


¢£œ¸¸½’Ä ˆÅ£›¸½ ˆÅú ÷¸¸£ú‰¸ ˆÅ¸½



‚¸B

‚¸¦¬÷¸ / Asset

i ž¸¸£÷¸ú¡¸ ¢£{¸¨¸Ä ¤¸ÿˆÅ ˆ½Å œ¸¸¬¸ ›¸ˆÅ™ú ‡¨¸¿ ©¸½«¸ £¸¢©¸ Cash and balances with Reserve Bank of India

105,382.42 105,390.00

¤¸ÿˆÅ¸Ê ˆ½Å œ¸¸¬¸ ©¸½«¸ £¸¢©¸ ÷¸˜¸¸ Ÿ¸¸¿Š¸ ‚¸¾£ ‚¥œ¸¬¸»�¸›¸¸ œ¸£ œÏ¢÷¸™½¡¸ £¸¢©¸ Balance with banks and money at call and short notice

199,567.23 199,499.05

ii ¢›¸¨¸½©¸ / Investments 819,958.33 816,165.26

ƒ¬¸Ÿ¸Ê ¬¸½ À ¬¸£ˆÅ¸£ú œÏ¢÷¸ž¸»¢÷¸¡¸¸¿ of which: Government securities

778,538.31 777,064.35

ƒ¬¸Ÿ¸Ê ¬¸½ À ‚›¡¸ ‚›¸ºŸ¸¸½¢™÷¸ œÏ¢÷¸ž¸»¢÷¸¡¸¸¿ of which: Other approved securities

0.00 0.00

ƒ¬¸Ÿ¸Ê ¬¸½ À ©¸½¡¸£ / of which: Shares 12,599.66 6,294.76

ƒ¬¸Ÿ¸Ê ¬¸½ À ¢”¤¸Ê�¸£ ‡¨¸¿ ¤¸¸¿” / of which: Debentures & Bonds 20,259.62 19,496.02

ƒ¬¸Ÿ¸Ê ¬¸½ À ¬¸í¸¡¸ˆÅ ¬¸¿¬˜¸¸‡¿/¬¸¿¡¸ºÆ÷¸ „Ô¸Ÿ¸/¬¸í¡¸¸½Š¸ú of which: Subsidiaries / Joint Ventures / Associates

59.07 4,270.38

ƒ¬¸Ÿ¸Ê ¬¸½ À ‚›¡¸ (¨¸¸¢µ¸¦�¡¸ˆÅ œ¸°¸, Ÿ¡¸»�¸º‚¥¸ û¿Å” ƒ÷¡¸¸¢™) of which: Others (Commercial Papers, Mutual Funds etc.)

8,501.66 9,039.74

iii †µ¸ ‡¨¸¿ ‚¢ŠÏŸ¸ Loans and advances

1,298,453.79 1,298,417.89

ƒ¬¸Ÿ¸Ê ¬¸½ À ¤¸ÿˆÅ¸Ê ˆÅ¸½ †µ¸ ‡¨¸¿ ‚¢ŠÏŸ¸ of which: Loans and advances to banks

1,159.35 1,159.35

ƒ¬¸Ÿ¸Ê ¬¸½ À ŠÏ¸íˆÅ¸Ê ˆÅ¸½ †µ¸ ‡¨¸¿ ‚¢ŠÏŸ¸ of which: Loans and advances to customers

1,297,294.44 1,297,258.54



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)




statements




¢£œ¸¸½’Ä ˆÅ£›¸½ ˆÅú ÷¸¸£ú‰¸ ˆÅ¸½


¢£œ¸¸½’Ä ˆÅ£›¸½ ˆÅú ÷¸¸£ú‰¸ ˆÅ¸½



iv ‚�¸¥¸ ‚¸¦¬÷¸¡¸¸¿ / Fixed assets 82,067.60 81,396.46

¢�¸›¸Ÿ¸Ê ¬¸½ ‚Ÿ¸»÷¸Ä ‚¸¦¬÷¸¡¸¸¿ / out of which intangibles 2,911.66 2,906.19 ‡ûÅ / F

v ‚›¡¸ ‚¸¦¬÷¸¡¸¸¿ / Other Assets 501,703.97 498,757.25

ƒ¬¸Ÿ¸Ê ¬¸½ À ¬¸¸‰¸ ‡¨¸¿ ‚Ÿ¸»÷¸Ä ‚¸¦¬÷¸¡¸¸¿ of which: Goodwill and intangible assets

0.00 0.00

ƒ¬¸Ÿ¸Ê ¬¸½ À / Out of which:

¬¸¸‰¸ / Goodwill 0.00 0.00

‚›¡¸ ‚Ÿ¸»÷¸Ä ‚¸¦¬÷¸¡¸¸¿ (‡Ÿ¸‡¬¸‚¸£ ˆÅ¸½ Ž¸½”õˆÅ£) Other intangibles (excluding MSRs)

0.00 0.00

‚¸¬˜¸¢Š¸÷¸ ˆÅ£ ‚¸¦¬÷¸¡¸¸¿ Out of which Eligible Deferred tax assets

24,956.15 24,956.15 �¸ú / G

vi ¬¸Ÿ¸½ˆÅ›¸ œ¸£ ¬¸¸‰¸ Goodwill on consolidation

0.00 0.00

vii ¥¸¸ž¸-í¸¢›¸ ¥¸½‰¸½ Ÿ¸Ê ›¸¸Ÿ¸½ ©¸½«¸Debit balance in Profit & Loss account

454,099.85 456,845.65 ¤¸ú6 / B6

ˆºÅ¥¸ ‚¸¦¬÷¸¡¸¸¿ / Total Assets 3,461,233.18 3,456,471.55



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


�¸£µ¸ 3À- / Step 3:-


¤¸¸¬¸½¥¸ III ¬¸¸Ÿ¸¸›¡¸ œÏˆÅ’úˆÅ£µ¸ ’¾Ÿœ¸¥¸½’ ˆÅ¸ „Ö£µ¸ (�¸¸½”õ½ Š¸‡ ˆÅ¸Á¥¸Ÿ¸ ¬¸¢í÷¸) - ÷¸¸¢¥¸ˆÅ¸ ”ú‡ûÅ-11 (ž¸¸Š¸ I / ž¸¸Š¸ II �¸¸½ ž¸ú ¥¸¸Š¸» í¸½)

Extract of Basel III common disclosure template (with added column) – Table DF-11 (Part I / Part II whichever, applicable)

¬¸¸Ÿ¸¸›¡¸ ƒ¦Æ¨¸’ú ’ú¡¸£ 1 œ¸»¿�¸ú À ¢¥¸‰¸÷¸ ‡¨¸¿ ¢£{¸¨¸ÄCommon Equity Tier 1 capital: instruments and reserves

¤¸ÿˆÅ ×¸£¸ ¢£œ¸¸½’Ä ˆÅú Š¸ƒÄ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ œ¸»¿�¸ú ˆ½Å ‹¸’ˆÅComponent of Regulatory capital reported by bank

è¸¸½÷¸, �¸£µ¸ 2 ¬¸½ ¬¸Ÿ¸½¢ˆÅ÷¸ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ™¸¡¸£½ ˆ½Å ÷¸í÷¸ ÷¸º¥¸›¸ œ¸°¸ ˆ½Å ¬¸¿™ž¸Ä ¬¸¿‰¡¸¸ / œ¸°¸¸Ê œ¸£ ‚¸š¸¸¢£÷¸ í¾ Source based on reference numbers/ letters of the balance sheet under the regulatory scope of consolidation from step 2

1 ¬¸úš¸½ �¸¸£ú ¢ˆÅ‡ Š¸‡ ‚íÄ÷¸¸œÏ¸œ÷¸ ¬¸¸Ÿ¸¸›¡¸ ©¸½¡¸£ (÷¸˜¸¸ Š¸¾£-¬¸¿¡¸ºÆ÷¸ ¬’¸ÁˆÅ ˆ¿Åœ¸¢›¸¡¸¸Ê ˆ½Å ¬¸Ÿ¸÷¸º¥¡¸) œ¸»¿�¸ú ˆ½Å ¬¸¸˜¸ ¬¸¿¤¸¿¢š¸÷¸ ¬’¸ÁˆÅ ‚¢š¸©¸½«¸ Directly issued qualifying common share (and equivalent for non-joint stock companies) capital plus related stock surplus

103,805.94 ‡1 / A1

2 ¥¸¸ž¸-í¸¢›¸ ¥¸½‰¸½ Ÿ¸Ê ›¸¸Ÿ¸½ ©¸½«¸ Debit balance in Profit & Loss account

456,845.65 ¤¸ú6 / B6

3 ¬¸¿¢�¸÷¸ ‚›¡¸ ¨¡¸¸œ¸ˆÅ ‚¸¡¸ (÷¸˜¸¸ ‚›¡¸ ¢£{¸¨¸Ä) Accumulated other comprehensive income (and other reserves)

658,318.86 ¤¸ú2+¤¸ú3+¤¸ú4+¤¸ú5+ƒÄ2B2+B3+B4+B5+E2

4 ‚¸¤¸¿’›¸ ˆ½Å ¢¨¸�¸¸£¸š¸ú›¸ í¸½›¸½ ˆ½Å ˆÅ¸£µ¸ ¬¸úƒÄ’ú1 œ¸»¿�¸ú ˆ½Å ³Åœ¸ Ÿ¸Ê ‚›¸ºŸ¸÷¸ ž¸¸£÷¸ ¬¸£ˆÅ¸£ ¬¸½ œÏ¸œ÷¸ ©¸½¡¸£ ‚¸¨¸½™›¸ £¸¢©¸Share application money received from GOI allowed as CET1 capital, pending allotment

0.00 ¤¸ú7 / B7

5 ¬¸úƒÄ’ú1 ¬¸½ �¸£µ¸¤¸Ö ³Åœ¸ ¬¸½ ¬¸Ÿ¸¸œ¸›¸ ̂ ½Å ‚š¸ú›¸ ¬¸úš¸½ �¸¸£ú œ¸»¿�¸ú (ˆ½Å¨¸¥¸ Š¸¾£-¬¸¿¡¸ºÆ÷¸ ¬’¸ÁˆÅ ̂ ¿Åœ¸¢›¸¡¸¸Ê œ¸£ ¥¸¸Š¸») Directly issued capital subject to phase out from CET1 (only applicable to non- joint stock companies)

-

6 ¬¸í¸¡¸ˆÅ ¬¸¿¬˜¸¸‚¸Ê ×¸£¸ �¸¸£ú ‡¨¸¿ ‚›¡¸ œ¸®¸¸Ê ×¸£¸ š¸¸¢£÷¸ ¬¸¸Ÿ¸¸›¡¸ ©¸½¡¸£ œ¸»¿�¸ú (¬¸Ÿ¸»í ¬¸úƒÄ’ú1 Ÿ¸Ê ‚›¸ºŸ¸÷¸ £¸¢©¸) Common share capital issued by subsidiaries and held by third parties (amount allowed in group CET1)

-

7 ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ ¬¸Ÿ¸¸¡¸¸½�¸›¸ ¬¸½ œ¸»¨¸Ä ¬¸¸Ÿ¸¸›¡¸ ƒ¦Æ¨¸’ú ¢’¡¸£ 1 œ¸»¿�¸ú Common Equity Tier 1 capital before regulatory adjustments

305,279.15 ¤¸ú1 / B1

8 ¢¨¸¨¸½ˆÅœ¸»µ¸Ä Ÿ¸»¥¡¸¸¿ˆÅ›¸ ¬¸Ÿ¸¸¡¸¸½�¸›¸ Prudential valuation adjustments

-

9 ¬¸¸‰¸ (¬¸¿¤¸Ö ˆÅ£ ™½¡¸÷¸¸ ˆÅ¸½ ‹¸’¸ ˆÅ£ )Goodwill (net of related tax liability)

-



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


÷¸¸¢¥¸ˆÅ¸ ”ú‡ûÅ-13À ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ œ¸»¿�¸ú ¢¥¸‰¸÷¸¸Ê ˆÅú Ÿ¸º‰¡¸ ¢¨¸©¸½«¸÷¸¸‡¿ Table DF- 13: Main features of regulatory capital instruments

``”ú‡ûÅ-13À ¤¸ÿˆÅ ×¸£¸ �¸¸£ú ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ œ¸»¿�¸ú ¢¥¸‰¸÷¸¸Ê ̂ Åú Ÿ¸º‰¡¸ ¢¨¸©¸½«¸÷¸¸‡¿ ̈ ¸½¤¸¬¸¸ƒ’ œ¸£ ̀ `¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ œÏˆÅ’›¸ ‰¸¿”>>¢¨¸î¸ú¡¸ ̈ ¸«¸Ä 2019-20 (¤¸¸¬¸½¥¸ III)>>Ÿ¸¸�¸Ä 2020'' ˆ½Å ‚¿÷¸Š¸Ä÷¸ „œ¸¥¸¤š¸ íÿ. “DF- 13: Main features of regulatory capital instruments issued by the Bank are available on the website under "Regulatory Disclosure Section >> FY 2019-20 (Basel III) >> March 2020".

÷¸¸¢¥¸ˆÅ¸ ”ú‡ûÅ-14À ¤¸ÿˆÅ ×¸£¸ �¸¸£ú ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ œ¸»¿�¸ú ¢¥¸‰¸÷¸¸Ê ½̂Å ¢›¸¤¸¿š¸›¸ ‚¸¾£ ©¸÷¸½ô Table DF-14: Terms and Conditions of Regulatory Capital Instruments issued by the Bank

``”ú‡ûÅ 14. ¤¸ÿˆÅ ×¸£¸ �¸¸£ú ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ œ¸»¿�¸ú ¢¥¸‰¸÷¸¸Ê ˆ½Å ¢¥¸‡ ’Ÿ¸Ä ©¸ú’ ¨¸½¤¸¬¸¸ƒ’ œ¸£ ``¢¨¸¢›¸¡¸¸Ÿ¸ˆÅ œÏˆÅ’›¸ ‰¸¿”>>¢¨¸î¸ú¡¸ ¨¸«¸Ä 2019-20 (¤¸¸¬¸½¥¸ III)>>Ÿ¸¸�¸Ä 2020'' ˆ½Å ‚¿÷¸Š¸Ä÷¸ „œ¸¥¸¤š¸ íÿ.‘‘DF- 14.The Term Sheets for regulatory capital instruments issued by the Bank are available on the website under "Regulatory Disclosure Section >> FY 2019-20 (Basel III) >> March 2020".

÷¸¸¢¥¸ˆÅ¸ ”ú‡ûÅ 16À ƒ¦Æ¨¸’ú - ¤¸ÿ¢ˆ¿ÅŠ¸ ¤¸íú ¦¬˜¸¢÷¸¡¸¸Â / Table DF-16: Equities – Banking Book Positions

Š¸ºµ¸¸÷Ÿ¸ˆÅ œÏˆÅ’úˆÅ£µ¸ / Qualitative Disclosure

1 ©¸½¡¸£š¸¸¢£÷¸¸, ¢�¸¬¸ œ¸£ œ¸»¿�¸úŠ¸÷¸ ‚¢ž¸¥¸¸ž¸ ˆÅú ‚œ¸½®¸¸ ˆÅú �¸¸÷¸ú í¾ ‚¸¾£ ¢�¸›íÊ ¬¸¿¤¸¿š¸¸Ê ‚¸¾£ £µ¸›¸ú¢÷¸ˆÅ ˆÅ¸£µ¸¸Ê ¬¸¢í÷¸ ‚›¡¸ „Ó½©¡¸¸Ê ˆ½Å ÷¸í÷¸ ¢¥¸¡¸¸ �¸¸÷¸¸ í¾, ˆ½Å ¤¸ú�¸ ¢¨¸ž¸½™›¸ Differentiation between holdings on which capital gains are expected and those taken under other objectives including for relationship and strategic reasons

¢›¸Ÿ›¸¢¥¸¢‰¸÷¸ Ÿ¸Ê ƒ¦Æ¨¸’ú ¢›¸¨¸½©¸ ¤¸ÿ¢ˆ¿ÅŠ¸ ¤¸íú Ÿ¸Ê š¸¸¢£÷¸ íÿ À Equity investments in the following are held in the Banking book

1. ¬¸í¸¡¸ˆÅ ¬¸¿¬˜¸¸‡¿ ‚¸¾£ ¬¸¿¡¸ºÆ÷¸ „Ô¸Ÿ¸ (�¸½¨¸ú) - ˆ¿Åœ¸¢›¸¡¸¸Ê ˆ½Å ¥¸¸ž¸ ¢¨¸÷¸£µ¸ Ÿ¸Ê ž¸¸Š¸ ¥¸½›¸½ ˆ½Å ƒ£¸™½ ¬¸½ ƒ›íÊ ¥¸¿¤¸½ ¬¸Ÿ¸¡¸ ÷¸ˆÅ ¤¸›¸¸‡ £‰¸›¸½ ˆÅ¸ ¢¨¸�¸¸£ í¾. ƒ›¸ ¢›¸¨¸½©¸¸Ê ˆÅ¸½ ‡�¸’ú‡Ÿ¸ ˆ½Å ³Åœ¸ Ÿ¸Ê ¨¸Š¸úÄˆ¼Å÷¸ ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾.

Subsidiaries & JVs - These are intended to be held for a long time with an intention to participate in the distribution of profits of the companies. These investments are classified as HTM.

2. ¬¸í¡¸¸½Š¸ú ˆ¿Åœ¸¢›¸¡¸¸¿ - ƒ›¸ ¢›¸¨¸½©¸¸Ê Ÿ¸Ê ‚¢š¸ˆÅ¸¿©¸ ¢›¸¨¸½©¸ œ¸»¨¸Ä¨¸÷¸úÄ ¢¨¸ˆÅ¸¬¸ ¢¨¸î¸ú¡¸ ¬¸¿¬˜¸¸ (”ú‡ûÅ‚¸ƒÄ) ×¸£¸ ‚œ¸›¸½ ¢¨¸ˆÅ¸¬¸ ¤¸ÿ¢ˆ¿ÅŠ¸ ž¸»¢Ÿ¸ˆÅ¸ ˆÅ¸½ œ¸»£¸ ˆÅ£›¸½ ˆ½Å ¢¥¸‡ ¢ˆÅ‡ Š¸‡ íÿ. ¤¸ÿˆÅ ˆÅ¸ ¢¨¸�¸¸£ �¸¤¸ ˆÅž¸ú Ÿ¸¸¾ˆÅ¸ ‚¸›¸½ œ¸£ ƒ›¸ ¢›¸¨¸½©¸¸Ê ˆÅ¸½ ¢›¸¢›¸Ä¢í÷¸ ˆÅ£›¸½ ˆÅ¸ í¾. ƒ›¸ ¢›¸¨¸½©¸¸Ê ˆÅ¸½ ‡‡ûÅ‡¬¸ ˆ½Å ³Åœ¸ Ÿ¸Ê ¨¸Š¸úÄˆ¼Å÷¸ ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾.

Associates - Most of these investments were originated by the erstwhile Development Financial Institutional (DFI) in fullfillment of its development banking role. Bank intends to divest these investments as and when opportunity arises. These investments are classified as AFS.

3. ¢›¸¨¸½©¸ˆÅ÷¸¸Ä ̂ ¿Åœ¸¢›¸¡¸¸Ê ̂ Åú ƒ¦Æ¨¸’ú œ¸»¿�¸ú Ÿ¸Ê ©¸½¡¸£š¸¸¢£÷¸¸ 20% ¬¸½ ž¸ú ̂ ÅŸ¸ í¾ �¸¸½ ‚¢ž¸™¸›¸/‰¸£ú™/ ¤¸ˆÅ¸¡¸¸ †µ¸¸Ê ˆ½Å ƒ¦Æ¨¸’ú Ÿ¸Ê œ¸¢£¨¸÷¸Ä›¸/®¸¢÷¸œ¸»¢÷¸Ä ˆÅú ¨¸¬¸»¥¸ú ˆ½Å Ÿ¸¸š¡¸Ÿ¸ ¬¸½ ‚¢�¸Ä÷¸ í¾. ƒ›íÊ Ÿ¸š¡¸¸¨¸¢š¸ ˆ½Å ³Åœ¸ Ÿ¸Ê ¤¸›¸¸‡ £‰¸›¸½ ˆÅ¸ ¢¨¸�¸¸£ í¾ ÷¸˜¸¸ ƒ›íÊ ¨¸¸œ¸¬¸ú ‰¸£ú™ ˆ½Å Ÿ¸¸š¡¸Ÿ¸ ¬¸½ ¢›¸¢›¸Ä¢í÷¸ ‚¸¾£ ¡¸¸ ‚›¡¸ œ¸®¸, ¬’¸ÁˆÅ ‡Æ¬�¸Ê�¸ ¡¸¸ ‚›¡¸ Ÿ¸¸š¡¸Ÿ¸ ¬¸½ ¢¤¸ÇÅú ¢ˆÅ¡¸¸ �¸¸‡Š¸¸. ƒ›¸ ¢›¸¨¸½©¸¸Ê ˆÅ¸½ ‡‡ûÅ‡¬¸ ˆ½Å ³Åœ¸ Ÿ¸Ê ¨¸Š¸úÄˆ¼Å÷¸ ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾.

Shareholding of less than 20% in equity capital of the investee companies which has been acquired through subscription / purchase / conversion of loan dues into equity/recovery of recompse. These are intended to be held over medium term and to be divested through buyback and / or sale through third parties, stock exchanges or otherwise. These investments are classified as AFS.



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


2 ¤¸ÿ¢ˆ¿ÅŠ¸ ¤¸íú Ÿ¸Ê ƒ¦Æ¨¸’ú š¸¸¢£÷¸¸‚¸Ê ̂ ½Å Ÿ¸»¥¡¸¸¿ˆÅ›¸ ‚¸¾£ ¥¸½‰¸¸¿ˆÅ›¸ ˆÅ¸½ ˆÅ¨¸£ ˆÅ£›¸½ ¨¸¸¥¸ú Ÿ¸í÷¨¸œ¸»µ¸Ä ›¸ú¢÷¸¡¸¸Ê œ¸£ �¸�¸¸Ä. ƒ¬¸Ÿ¸Ê œÏ¡¸¸½Š¸ Ÿ¸Ê ‚¸ �¸ºˆÅú ¥¸½‰¸¸¿ˆÅ›¸ ÷¸ˆÅ›¸úˆÅ¸Ê ‚¸¾£ Ÿ¸»¥¡¸¸¿ˆÅ›¸ œ¸Ö¢÷¸ ˆÅ¸ „œ¸¡¸¸½Š¸ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾, ¢�¸¬¸Ÿ¸Ê Ÿ¸í÷¨¸œ¸»µ¸Ä Ÿ¸¸›¡¸÷¸¸‚¸Ê ‚¸¾£ œÏ˜¸¸‚¸Ê ˆ½Å Ÿ¸»¥¡¸¸¿ˆÅ›¸ ˆÅ¸½ œÏž¸¸¢¨¸÷¸ ˆÅ£›¸½ ˆ½Å ¬¸¸˜¸-¬¸¸˜¸ ƒ›¸ œÏ˜¸¸‚¸Ê Ÿ¸Ê Ÿ¸í÷¨¸œ¸»µ¸Ä œ¸¢£¨¸÷¸Ä›¸ ©¸¸¢Ÿ¸¥¸ íÿ. Discussion of important policies covering the valuation and accounting of equity holdings in the banking book. This includes the accounting techniques and valuation methodologies used ,including key assumptions and practices affecting valuation as well as significant changes in these practices

¢£�¸¨¸Ä ¤¸ÿˆÅ ˆ½Å ¢™©¸¸¢›¸™½Ä©¸¸Ê ˆ½Å ‚›¸º¬¸¸£, ‡�¸’ú‡Ÿ¸ ª½µ¸ú ˆ½Å ‚¿÷¸Š¸Ä÷¸ ¨¸Š¸úÄˆ¼Å÷¸ ¢›¸¨¸½©¸¸Ê ˆÅ¸½ ¤¸¸{¸¸£ ž¸¸¨¸ œ¸£ ™©¸¸Ä›¸¸ í¸½÷¸¸ í¾ ‚¸¾£ ƒ›íÊ ‚¢š¸ŠÏíµ¸ ¥¸¸Š¸÷¸ œ¸£ ¨¸í›¸ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾. ‚¬˜¸¸¡¸ú ˆÅ¸½ Ž¸½”ˆÅ£, ƒ¦Æ¨¸’ú ¢›¸¨¸½©¸ ˆ½Å Ÿ¸»¥¡¸ Ÿ¸Ê ¢ˆÅ¬¸ú Ý¸¬¸ ˆ½Å ¢¥¸‡ œÏ¸¨¸š¸¸›¸ ˆÅ£›¸¸ í¸½÷¸¸ í¾. ‡�¸’ú‡Ÿ¸ ª½µ¸ú Ÿ¸Ê ¢›¸¨¸½©¸ ˆÅú ¢¤¸ÇÅú œ¸£ ˆÅ¸½ƒÄ í¸¢›¸ í¸½›¸½ œ¸£ „¬¸½ ¥¸¸ž¸ ‚¸¾£ í¸¢›¸ ¢¨¸¨¸£µ¸ Ÿ¸Ê ™©¸¸Ä›¸¸ í¸½÷¸¸ í¾ ÷¸˜¸¸ ƒ¬¸ˆ½Å ¤¸¸™ ƒ¬¸ˆÅ¸ ‚¸£¢®¸÷¸ œ¸»¿�¸ú, ˆºÅ¥¸ ˆÅ£¸Ê ‚¸¾£ ¬¸¸¿¢¨¸¢š¸ˆÅ ‚¸£¢®¸÷¸ ¢›¸¢š¸¡¸¸Ê Ÿ¸Ê ¢¨¸¢›¸¡¸¸½�¸›¸ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾. As per the RBI guidelines, investments classified under HTM category need not be marked to market and carried at acquisition cost. Any diminution, other than temporary, in the value of equity investments is provided for. Any loss on sale of investments in HTM category is recognized in the profit and loss statement. Any profit on sale of investments under HTM category is recognized in the profit and loss statement and is then appropriated to capital reserve, net of taxes and statutory reserve.

¢›¸¨¸½©¸ ›¸ú¢÷¸ ˆ½Å ‚›¸º¬¸¸£, ¤¸ÿˆÅ ˆ½Å œ¸¸½’ÄûÅ¸½¢¥¸¡¸¸½ Ÿ¸Ê „Ö¼÷¸ ž¸¸¨¸ ¨¸¸¥¸½ ƒ¦Æ¨¸’ú ©¸½¡¸£¸Ê ˆ½Å ™¾¢›¸ˆÅ ‚¸š¸¸£ œ¸£ ¤¸¸{¸¸£ ž¸¸¨¸ ™©¸¸Ä›¸½ í¸½÷¸½ íÿ. ̈ ¸½ ƒ¦Æ¨¸’ú ©¸½¡¸£ ¢�¸›¸ˆ½Å ¢¥¸‡ ̈ ¸÷¸ÄŸ¸¸›¸ ™£ „œ¸¥¸¤š¸ ›¸íú¿ í¾ ¡¸¸ �¸í¸¿ ©¸½¡¸£¸Ê ̂ ½Å ™£ ¬’¸ÁˆÅ ‡Æ¬�¸Ê�¸ Ÿ¸Ê „Ö¼÷¸ ›¸íú¿ ¢ˆÅ‡ Š¸‡ íÿ „›¸ˆÅ¸½ ¤Ï½ˆÅ-‚œ¸ Ÿ¸»¥¡¸ (œ¸º›¸Ÿ¸»Ä¥¡¸›¸ ‚¸£¢®¸÷¸ ¢›¸¢š¸¡¸¸Ê œ¸£ ¢¨¸�¸¸£ ¢ˆÅ‡ ¢¤¸›¸¸) œ¸£ Ÿ¸»¥¡¸¸¿¢ˆÅ÷¸ ¢ˆÅ¡¸¸ �¸¸÷¸¸ í¾ ¢�¸¬¸ˆÅ¸ œ¸÷¸¸ ̂ ¿Åœ¸›¸ú ̂ ½Å ›¸¨¸ú›¸÷¸Ÿ¸ ÷¸º¥¸›¸ œ¸°¸ (Ÿ¸»¥¡¸¸¿ˆÅ›¸ ˆÅú ÷¸¸£ú‰¸ ¬¸½ ‡ˆÅ ¨¸«¸Ä ¬¸½ ‚¢š¸ˆÅ ›¸íú¿) ¬¸½ ¥¸Š¸¸¡¸¸ �¸¸÷¸¸ í¾. ›¸¨¸ú›¸÷¸Ÿ¸ ÷¸º¥¸›¸ œ¸°¸ „œ¸¥¸¤š¸ ›¸íú¿ í¸½›¸½ ˆÅú ¦¬˜¸¢÷¸ Ÿ¸Ê ©¸½¡¸£¸Ê ˆÅ¸ Ÿ¸»¥¡¸ œÏ¢÷¸ ˆ¿Åœ¸›¸ú ` 1 ¥¸Š¸¸¡¸¸ �¸¸÷¸¸ í¾. As per the Investment policy, the quoted equity shares in the Bank's portfolio are marked to market on a daily basis. Equity shares for which current quotations are not available or where the shares are not quoted on the stock exchanges, are valued at the break-up value (without considering ‘revaluation reserves’, if any) which is ascertained from the company’s latest balance sheet (not more than one year prior to the date of valuation). In case the latest balance sheet is not available the shares are valued at Re. 1 per company.

¢£œ¸¸½¢’ôŠ¸ ‚¨¸¢š¸ ˆ½Å ™¸¾£¸›¸ ƒ¬¸ ˆÅ¸¡¸Ä-œÏµ¸¸¥¸ú Ÿ¸Ê ˆÅ¸½ƒÄ œ¸¢£¨¸÷¸Ä›¸ ›¸íú¿ íº‚¸ There has been no change in these practices during the reporting period

Š¸ºµ¸¸÷Ÿ¸ˆÅ œÏˆÅ’›¸ / Quantitative Disclosure

¤¸ÿ¢ˆ¿ÅŠ¸ ¤¸íú Ÿ¸Ê ƒ¦Æ¨¸’ú ¢›¸¨¸½©¸À / Equity Investments in Banking Book:

ÇÅ. ¬¸¿.Sr. No

¢¨¸¨¸£µ¸ Description


¤¸ÿ¢ˆ¿ÅŠ¸ ¤¸íú Ÿ¸Ê ƒ¦Æ¨¸’ú ¢›¸¨¸½©¸ / Equity Investments in Banking Book

ˆÅ) ¢›¸¨¸½©¸¸Ê ˆ½Å ÷¸º¥¸›¸ œ¸°¸ Ÿ¸Ê œÏˆÅ’ Ÿ¸»¥¡¸a) Value disclosed in the balance sheet of investments

12,877.53

‰¸) ¢›¸¨¸½©¸¸Ê ˆÅ¸ „¢�¸÷¸ Ÿ¸»¥¡¸b) Fair value of the investments

25,256.50

�¸»¿¢ˆÅ ¤¸ÿˆÅ Ÿ¸¸›¸÷¸¸ í¾ ¢ˆÅ ‡½¬¸½ ©¸½¡¸£¸Ê ˆÅ¸ ¬¸¸¨¸Ä�¸¢›¸ˆÅ ³Åœ¸ ¬¸½ „Ö¼÷¸ Ÿ¸»¥¡¸ íú ƒ›¸ ©¸½¡¸£¸Ê ˆÅ¸ „¢�¸÷¸ Ÿ¸»¥¡¸ í¾, ‚÷¸À ™¸½›¸¸Ê Ÿ¸»¥¡¸¸Ê Ÿ¸Ê ˆÅ¸½ƒÄ ¨¸¸¬÷¸¢¨¸ˆÅ ‚¿÷¸£ ›¸íú¿ í¾.As Bank considers the publicly quoted share value to be the fair value of such shares, there is no material difference between the two values.

2 ¢›¸Ÿ›¸¢¥¸¢‰¸÷¸ ³Åœ¸¸Ê Ÿ¸Ê ¨¸Š¸úÄˆ¼Å÷¸ £¸¢©¸¡¸¸Ê ¬¸¢í÷¸ ¢›¸¨¸½©¸¸Ê ˆ½Å œÏˆÅ¸£ ‚¸¾£ „›¸ˆÅú œÏˆ¼Å¢÷¸ ÀThe types and nature of investments including the amount that can be classified as:

ƒ¦Æ¨¸’ú ©¸½¡¸£ Equity shares

ˆÅ. ¬¸¸¨¸Ä�¸¢›¸ˆÅ ³Åœ¸ ¬¸½ ¢ˆÅ‡ Š¸‡ ¥¸½›¸™½›¸ a. Publicly traded

2,724.87

‰¸. ¢›¸�¸ú ÷¸¸¾£ œ¸£ š¸¸¢£÷¸ (‚¬¸»�¸ú¤¸Ö)b. Privately held (Unlisted)

10,152.65



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


ÇÅ. ¬¸¿.Sr. No

¢¨¸¨¸£µ¸ Description


3 ¢£œ¸¸½¢’ôŠ¸ ‚¨¸¢š¸ ˆ½Å ™¸¾£¸›¸ ¢¤¸ÇÅú ‚¸¾£ œ¸¢£¬¸Ÿ¸¸œ¸›¸ ¬¸½ œÏ¸œ÷¸ ¬¸¿�¸¡¸ú ¨¸¬¸»¥¸ú ‚¢ž¸¥¸¸ž¸ (í¸¢›¸)The cumulative realised gains (losses) arising from sales and liquidations in the reporting period.

4,421.83

4 ˆºÅ¥¸ ‚œÏ¸œ÷¸ ‚¢ž¸¥¸¸ž¸ (í¸¢›¸)* / Total unrealised gains (losses)* ©¸»›¡¸ / Nil5 ˆºÅ¥¸ ‚œÏˆÅ’ œ¸º›¸Ÿ¸»Ä¥¡¸¸¿ˆÅ›¸ ‚¢ž¸¥¸¸ž¸ (í¸¢›¸)** / Total latent revaluation gains (losses)** 12,378.98

6 „œ¸¡¸ºÄÆ÷¸ Ÿ¸Ê ¬¸½ ˆÅ¸½ƒÄ £¸¢©¸ �¸¸½ ’ú¡¸£ 1 ‚¸¾£ ¡¸¸ ’ú¡¸£ 2 œ¸»¿�¸ú Ÿ¸Ê ©¸¸¢Ÿ¸¥¸ í¾.Any amounts of the above included in Tier 1 and or Tier 2 capital.

©¸»›¡¸ / Nil

7 ¬¸Ÿ¸º¢�¸÷¸ ƒ¦Æ¨¸’ú ¬¸Ÿ¸»í¸Ê ×¸£¸ ¬¸Ÿ¸ŠÏ ¢›¸¢š¸¡¸¸Ê ‚¸¾£ ¢ˆÅ¬¸ú ž¸ú œ¸¡¸Ä¨¸½®¸ú ¬¸¿ÇÅŸ¸µ¸ ¡¸¸ ¢›¸¡¸¸Ÿ¸ˆÅ œ¸»¿�¸ú ‚¸¨¸©¡¸ˆÅ÷¸¸‚¸Ê ¬¸½ ¬¸¿¤¸¿¢š¸÷¸ œ¸í¥¸½ ¬¸½ ¥¸¸Š¸» œÏ¸¨¸š¸¸›¸¸Ê ˆ½Å ‚š¸ú›¸ ƒ¦Æ¨¸’ú ¢›¸¨¸½©¸ ÷¸¿°¸ ˆ½Å ¬¸¸˜¸-¬¸¸˜¸, ¤¸ÿˆÅ ˆÅú ˆÅ¸¡¸ÄœÏµ¸¸¥¸ú ˆ½Å ‚›¸º³Åœ¸ ¢¨¸ž¸¸¢�¸÷¸ œ¸»¿�¸úŠ¸÷¸ ‚œ¸½®¸¸‡¿.Capital requirements broken down by appropriate equity groupings, consistent with the bank’s methodology, as well as the aggregate amounts and the type of equity investments subject to any supervisory transition or grandfathering provisions regarding regulatory capital requirements.

©¸»›¡¸ / Nil

* ‚œÏ¸œ÷¸ ‚¢ž¸¥¸¸ž¸ (í¸¢›¸) ÷¸º¥¸›¸ œ¸°¸ Ÿ¸Ê ™©¸¸Ä‡ �¸¸÷¸½ íÿ, ¥¸½¢ˆÅ›¸ ¥¸¸ž¸-í¸¢›¸ ¥¸½‰¸½ ˆ½Å Ÿ¸¸š¡¸Ÿ¸ ¬¸½ ›¸íú¿.* Unrealised gains (losses) recognised in the balance sheet but not through the profit and loss account.

** ‚œÏ¸œ÷¸ ‚¢ž¸¥¸¸ž¸ (í¸¢›¸) ›¸ íú ÷¸º¥¸›¸ œ¸°¸ Ÿ¸Ê ™©¸¸Ä‡ �¸¸÷¸½ íÿ ‚¸¾£ ›¸ íú ¥¸¸ž¸-í¸¢›¸ ¥¸½‰¸½ ˆ½Å Ÿ¸¸š¡¸Ÿ¸ ¬¸½. ** Unrealised gains (losses) not recognised either in the balance sheet or through the profit and loss account.

÷¸¸¢¥¸ˆÅ¸ ”ú‡ûÅ 17À ¥¸ú¨¸£½�¸ ‚›¸ºœ¸¸÷¸ - ¥¸ú¨¸£½�¸ ‚›¸ºœ¸¸÷¸ ‡Æ¬¸œ¸¸½�¸£ Ÿ¸¸œ¸›¸ ̂ Åú ÷¸º¥¸›¸¸ Ÿ¸Ê ¥¸½‰¸¸¿ˆÅ›¸ ‚¸¦¬÷¸ ̂ Å¸ ÷¸º¥¸›¸¸÷Ÿ¸ˆÅ ¬¸¸£ Table DF-17: Leverage Ratio – Summary Comparison of Accounting Assets vs. Leverage Ratio Exposure Measure

Ç Å . ¬¸¿.Sr. No

Ÿ¸™Item

(` ¢Ÿ¸¢¥¸¡¸›¸ Ÿ¸Ê) (` Millions)

1 œÏˆÅ¸¢©¸÷¸ ¢¨¸î¸ú¡¸ ¢¨¸¨¸£µ¸¸Ê ˆ½Å ‚›¸º¬¸¸£ ˆºÅ¥¸ ¬¸Ÿ¸½¢ˆÅ÷¸ ‚¸¦¬÷¸¡¸¸¿ Total consolidated assets as per published financial statements

3,007,133.33

2 ¤¸ÿ¢ˆ¿ÅŠ¸, ¢¨¸î¸ú¡¸, ¤¸úŸ¸¸ ¡¸¸ ¨¸¸¢µ¸¦�¡¸ˆÅ ¬¸¿Ÿ¸¬˜¸¸‚¸Ê Ÿ¸Ê ¢›¸¨¸½©¸ ˆ½Å ¢¥¸‡ ¬¸Ÿ¸¸¡¸¸½�¸›¸ ¢�¸›íÊ ¥¸½‰¸¸¿ˆÅ›¸ ˆ½Å œÏ¡¸¸½�¸›¸ ¬¸½ ¬¸Ÿ¸½¢ˆÅ÷¸ ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾, ¥¸½¢ˆÅ›¸ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅú¡¸ ³Åœ¸ ¬¸½ ¬¸Ÿ¸½ˆÅ›¸ ˆ½Å ®¸½°¸ Ÿ¸Ê ›¸íú¿ ‚¸÷¸½ íÿ. Adjustment for investments in banking, financial, insurance or commercial entities that are consolidated for accounting purposes but outside the scope of regulatory consolidation

(502.60)

3 ›¡¸¸¬¸ú ‚¸¦¬÷¸¡¸¸Ê ˆ½Å ¢¥¸‡ ¬¸Ÿ¸¸¡¸¸½�¸›¸ ¢�¸›íÊ œ¸¢£�¸¸¥¸›¸Š¸÷¸ ¥¸½‰¸¸¿ˆÅ›¸ �¸¿�¸½ ˆ½Å ‚¿÷¸Š¸Ä÷¸ ÷¸º¥¸›¸ œ¸°¸ Ÿ¸Ê ™©¸¸Ä¡¸¸ Š¸¡¸¸ í¾, ¥¸½¢ˆÅ›¸ ¥¸ú¨¸£½�¸ ‚›¸ºœ¸¸÷¸ ‡Æ¬¸œ¸¸½�¸£ Ÿ¸¸œ¸›¸ Ÿ¸Ê ©¸¸¢Ÿ¸¥¸ ›¸íú¿ ¢ˆÅ¡¸¸ Š¸¡¸¸ í¾.Adjustment for fiduciary assets recognized on the balance sheet pursuant to the operative accounting framework but excluded from the leverage ratio exposure measure

0

4 ”½¢£¨¸½¢’¨¸ ¢¨¸î¸ú¡¸ ¢¥¸‰¸÷¸¸Ê ˆ½Å ¢¥¸‡ ¬¸Ÿ¸¸¡¸¸½�¸›¸ Adjustments for derivative financial instruments

32,890.58

5 œÏ¢÷¸ž¸»¢÷¸ ¢¨¸î¸œ¸¸½«¸µ¸ ¥¸½›¸-™½›¸¸Ê ˆ½Å ¢¥¸‡ ¬¸Ÿ¸¸¡¸¸½�¸›¸ (‚˜¸¸Ä÷¸ £½œ¸¸½ ‚¸¾£ ¬¸Ÿ¸³Åœ¸ œÏ¢÷¸ž¸»÷¸ „š¸¸£)Adjustment for securities financing transactions (i.e. repos and similar secured lending)

6 ÷¸º¥¸›¸ œ¸°¸ ¬¸½ ¤¸¸í£ Ÿ¸™¸Ê ̂ ½Å ¢¥¸‡ ¬¸Ÿ¸¸¡¸¸½�¸›¸ (‚˜¸¸Ä÷¸ ÷¸º¥¸›¸ œ¸°¸ ‡Æ¬¸œ¸¸½�¸£ ¬¸½ ¤¸¸í£ ̂ Åú †µ¸ ¬¸Ÿ¸÷¸º¥¡¸ £¸¢©¸¡¸¸Ê ̂ Å¸ ³Åœ¸¸›÷¸£µ¸)Adjustment for off-balance sheet items (i.e. conversion to credit equivalent amounts of off- balance sheet exposures)

480,654.16

7 ‚›¡¸ ¬¸Ÿ¸¸¡¸¸½�¸›¸ / Other adjustments 139,895.62

8 ¥¸ú¨¸£½�¸ ‚›¸ºœ¸¸÷¸ ‡Æ¬¸œ¸¸½�¸£ / Leverage ratio exposure 3,381,285.06



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)


”ú‡ûÅ 18À ¥¸ú¨¸£½�¸ ‚›¸ºœ¸¸÷¸ ¬¸¸Ÿ¸¸›¡¸ œÏˆÅ’úˆÅ£µ¸ ’½Ÿœ¸¥¸½’ DF-18: Leverage ratio common disclosure template

ÇÅ. ¬¸¿.Sr. No.

Ÿ¸™Item

(` ¢Ÿ¸¢¥¸¡¸›¸ Ÿ¸Ê) (` in Million)

÷¸º¥¸›¸ œ¸°¸ Ÿ¸Ê ‡Æ¬¸œ¸¸½�¸£ / On-balance sheet exposures

1 ÷¸º¥¸›¸ œ¸°¸ Ÿ¸Ê ©¸¸¢Ÿ¸¥¸ Ÿ¸™Ê (”½¢£¨¸½¢’¨¸ ‚¸¾£ ‡¬¸‡ûÅ’ú Ž¸½”õˆÅ£, ¥¸½¢ˆÅ›¸ ¬¸¿œ¸¸¢æ¸ÄˆÅ ¬¸¢í÷¸)On-balance sheet items (excluding derivatives and SFTs, but including collateral) 2,891,868

2 (¤¸¸¬¸½¥¸ III ¢’¡¸£ l œ¸»¿�¸ú ˆÅ¸½ š¡¸¸›¸ Ÿ¸Ê £‰¸ˆÅ£ ‹¸’¸¡¸ú Š¸ƒÄ £¸¢©¸)(Asset amounts deducted in determining Basel III Tier 1 capital) (136,127)

3 ÷¸º¥¸›¸ œ¸°¸ Ÿ¸Ê ©¸¸¢Ÿ¸¥¸ ˆºÅ¥¸ ‡Æ¬¸œ¸¸½�¸£ (”½¢£¨¸½¢’¨¸ ‚¸¾£ ‡¬¸‡ûÅ’ú Ž¸½”õˆÅ£) (œ¸¿¢Æ÷¸ 1 ‚¸¾£ 2 ˆÅ¸ ¡¸¸½Š¸)Total on-balance sheet exposures (excluding derivatives and SFTs) (sum of lines 1 and 2) 2,755,740

”½¢£¨¸½¢’¨¸ ‡Æ¬¸œ¸¸½�¸£ / Derivative exposures

4 ¬¸ž¸ú ”½¢£¨¸½¢’¨¸ ¥¸½›¸-™½›¸ ¬¸½ ¬¸Ÿ¤¸Ö œÏ¢÷¸¬˜¸¸œ¸›¸ ¥¸¸Š¸÷¸ (‚˜¸¸Ä÷¸Ã ¢›¸¨¸¥¸ œ¸¸°¸ ›¸ˆÅ™ú ¢ž¸››¸÷¸¸ Ÿ¸¸¢�¸Ä›¸)Replacement cost associated with all derivatives transactions (i.e. net of eligible cash variation margin) 14,095

5 ¬¸ž¸ú ”½¢£¨¸½¢’¨¸ ¥¸½›¸™½›¸¸Ê ¬¸½ ¬¸Ÿ¤¸Ö œ¸ú‡ûÅƒÄ ˆ½Å ¢¥¸‡ �¸¸½”õú Š¸ƒÄ £¸¢©¸ Add-on amounts for PFE associated with all derivatives transactions 18,796

6 œÏ™î¸ ”½¢£¨¸½¢’¨¸ ¬¸¿œ¸¸¢æ¸ÄˆÅ ˆ½Å ¢¥¸‡ ¬¸ˆÅ¥¸ £¸¢©¸ �¸í¸¿ œ¸¢£�¸¸¥¸›¸Š¸÷¸ ¥¸½‰¸¸¿ˆÅ›¸ �¸¿�¸½ ˆ½Å ‚›¸º¬¸¸£ ÷¸º¥¸›¸ œ¸°¸ ‚¸¦¬÷¸¡¸¸Ê ¬¸½ ‹¸’¸¡¸ú Š¸ƒÄ. Gross-up for derivatives collateral provided where deducted from the balance sheet assets pursuant to the operative accounting framework 0.00

7 (”½¢£¨¸½¢’¨¸ ¥¸½›¸-™½›¸ Ÿ¸Ê ˆÅú Š¸ƒÄ ¨¡¸¨¸¬˜¸¸ ›¸ˆÅ™ ¢ž¸››¸÷¸¸ Ÿ¸¸¢�¸Ä›¸ ˆ½Å ¢¥¸‡ œÏ¸œ¡¸ £¸¢©¸¡¸¸Ê ˆÅú ˆÅ’¸¾÷¸ú)(Deductions of receivables assets for cash variation margin provided in derivatives transactions) 0.00

8 (ŠÏ¸íˆÅ Ÿ¸¿�¸»£ ¨¡¸¸œ¸¸£ ‡Æ¬¸œ¸¸½�¸£ ¬¸½ ¬¸¿¤¸¦›š¸÷¸ ¬¸ú¬¸úœ¸ú ¥¸½Š¸ Ž»’) (Exempted CCP leg of client-cleared trade exposures) 0.00

9 ¢¥¸¢‰¸÷¸ †µ¸ ”½¢£¨¸½¢’¨¸ ¬¸½ ¬¸¿¤¸¦›š¸÷¸ ¬¸Ÿ¸¸¡¸¸½¢�¸÷¸ œÏž¸¸¨¸ú ‚¸›¸ºŸ¸¸¢›¸ˆÅ £¸¢©¸ Adjusted effective notional amount of written credit derivatives 0.00

10 (¢¥¸¢‰¸÷¸ †µ¸ ”½¢£¨¸½¢’¨¸ ˆ½Å ¢¥¸‡ �¸¸½”õú Š¸ƒÄ ¬¸Ÿ¸¸¡¸¸½¢�¸÷¸ œÏž¸¸¨¸ú ‚¸›¸ºŸ¸¸¢›¸ˆÅ £¸¢©¸)(Adjusted effective notional offsets and add-on deductions for written credit derivatives) 0.00

11 ˆºÅ¥¸ ”½¢£¨¸½¢’¨¸ ‡Æ¬¸œ¸¸½�¸£ (œ¸¿¢Æ÷¸ 4 ¬¸½ 10 ˆÅ¸ ¡¸¸½Š¸)Total derivative exposures (sum of lines 4 to 10) 32,890.58

œÏ¢÷¸ž¸»¢÷¸ ¢¨¸î¸œ¸¸½«¸µ¸ ¥¸½›¸™½›¸ ‡Æ¬¸œ¸¸½�¸£ Securities financing transaction exposures

12 ¢¤¸ÇÅú ¥¸½‰¸¸¿ˆÅ›¸ ¥¸½›¸-™½›¸ ˆ½Å ¢¥¸‡ ¬¸Ÿ¸¸¡¸¸½�¸›¸ ˆ½Å ¤¸¸™ ¢›¸¨¸¥¸ ‡¬¸‡ûÅ’ú ‚¸¦¬÷¸¡¸¸¿ (¢¤¸›¸¸ ¢›¸¨¸¥¸ £¸¢©¸ ˆ½Å)Gross SFT assets (with no recognition of netting), after adjusting for sale accounting transactions 112,000

13 (¬¸ˆÅ¥¸ ‡¬¸‡ûÅ’ú ‚¸¦¬÷¸¡¸¸Ê ¬¸½ ¬¸¿¤¸¦›š¸÷¸ ›¸ˆÅ™ú ™½¡¸¸Ê ‚¸¾£ œÏ¸œ¡¸ £¸¢©¸¡¸¸Ê ˆ½Å ¢¥¸‡ ¢›¸š¸¸Ä¢£÷¸ £¸¢©¸)(Netted amounts of cash payables and cash receivables of gross SFT assets) 0

14 ‡¬¸‡ûÅ’ú ‚¸¦¬÷¸¡¸¸Ê ˆ½Å ¢¥¸‡ ¬¸ú¬¸ú‚¸£ ‡Æ¬¸œ¸¸½�¸£ / CCR exposure for SFT assets 0

15 ‡�¸Ê’ ¥¸½›¸-™½›¸ ‡Æ¬¸œ¸¸½�¸£ / Agent transaction exposures 0



¬¸Ÿ¸½¢ˆÅ÷¸ ¢œ¸¥¸£ III œÏˆÅ’›¸ (31 Ÿ¸¸�¸Ä 2020)



Ÿ¸™Item

(` ¢Ÿ¸¢¥¸¡¸›¸ Ÿ¸Ê) (` in Million)

16 ˆºÅ¥¸ œÏ¢÷¸ž¸»¢÷¸ ¢¨¸î¸œ¸¸½«¸µ¸ ¥¸½›¸™½›¸ ‡Æ¬¸œ¸¸½�¸£ (œ¸¿¢Æ÷¸ 12 ¬¸½ 15 ˆÅ¸ ¡¸¸½Š¸)Total securities financing transaction exposures (sum of lines 12 to 15) 112,000

÷¸º¥¸›¸ œ¸°¸ ¬¸½ ‚¥¸Š¸ ‚›¡¸ ‡Æ¬¸œ¸¸½�¸£ / Other off-balance sheet exposures

17 ¬¸ˆÅ¥¸ ‚¸›¸ºŸ¸¸¢›¸ˆÅ £¸¢©¸ Ÿ¸Ê ÷¸º¥¸›¸ œ¸°¸ ¬¸½ ‚¥¸Š¸ ‡Æ¬¸œ¸¸½�¸£ Off-balance sheet exposure at gross notional amount 1,654,881

18 (†µ¸ ¬¸Ÿ¸÷¸º¥¡¸ £¸¢©¸¡¸¸Ê Ÿ¸Ê ¬¸¿œ¸¢£¨¸÷¸Ä›¸ ˆ½Å ¢¥¸‡ ¬¸Ÿ¸¸¡¸¸½�¸›¸)(Adjustments for conversion to credit equivalent amounts) (1,174,227)

19 ÷¸º¥¸›¸ œ¸°¸ ¬¸½ ‚¥¸Š¸ Ÿ¸™Ê (œ¸¿¢Æ÷¸ 17 ¬¸½ 18)Off-balance sheet items (sum of lines 17 and 18) 480,654

œ¸»¿�¸ú ‚¸¾£ ˆºÅ¥¸ ‡Æ¬¸œ¸¸½�¸£ / Capital and total exposures

20 ¢’¡¸£ 1 œ¸»¿�¸ú / Tier 1 capital 169,642

21 ˆºÅ¥¸ ‡Æ¬¸œ¸¸½�¸£ (œ¸¿¢Æ÷¸ 3, 11, 16 ‚¸¾£ 19 ˆÅ¸ ¡¸¸½Š¸)Total exposures (sum of lines 3, 11, 16 and 19) 3,381,285

¥¸ú¨¸£½�¸ ‚›¸ºœ¸¸÷¸ / Leverage ratio

22 ¤¸¸¬¸½¥¸ III ¥¸ú¨¸£½�¸ ‚›¸ºœ¸¸÷¸ / Basel III leverage ratio 5.02%

œÏˆÅ¸¢©¸÷¸ ¢¨¸î¸ú¡¸ ¢¨¸¨¸£µ¸¸Ê ‚¸¾£ ¥¸ú¨¸£½�¸ ‚›¸ºœ¸¸÷¸ ˆ½Å ‚¿÷¸Š¸Ä÷¸ ÷¸º¥¸›¸ œ¸°¸ ¬¸½ ‚¥¸Š¸ ‡Æ¬¸œ¸¸½�¸£ ˆ½Å ‚›¸º¬¸¸£ ˆºÅ¥¸ ¬¸Ÿ¸½¢ˆÅ÷¸ ‚¸¦¬÷¸¡¸¸Ê ˆ½Å ¤¸ú�¸ ¬¸Ÿ¸¸š¸¸›¸Reconciliation between Total consolidated assets as per published financial statements and On-balance sheet exposure under leverage ratio


Ÿ¸™Item

(` ¢Ÿ¸¢¥¸¡¸›¸ Ÿ¸Ê) (` Millions)

1 œÏˆÅ¸¢©¸÷¸ ¢¨¸î¸ú¡¸ ¢¨¸¨¸£µ¸¸Ê ˆ½Å ‚›¸º¬¸¸£ ˆºÅ¥¸ ¬¸Ÿ¸½¢ˆÅ÷¸ ‚¸¦¬÷¸¡¸¸¿ Total consolidated assets as per published financial statements 3,007,133.33

2 ¬¸ž¸ú ”½¢£¨¸½¢’¨¸ ¥¸½›¸-™½›¸¸Ê ¬¸½ ¬¸Ÿ¤¸Ö œÏ¢÷¸¬˜¸¸œ¸›¸ ¥¸¸Š¸÷¸, ‚˜¸¸Ä÷¸Ã œ¸¸°¸ ›¸ˆÅ™ú ¢ž¸››¸÷¸¸ Ÿ¸¸¢�¸Ä›¸ ˆÅ¸ ¢›¸¨¸¥¸ Replacement cost associated with all derivatives transactions, i.e. net of eligible cash variation margin -

3 œÏ¢÷¸ž¸»¢÷¸ ¢¨¸î¸œ¸¸½«¸µ¸ ¥¸½›¸-™½›¸ ˆ½Å ¢¥¸‡ ¬¸Ÿ¸¸¡¸¸½�¸›¸ (‚˜¸¸Ä÷¸Ã £½œ¸¸½ ‚¸¾£ ¬¸Ÿ¸³Åœ¸ œÏ¢÷¸ž¸»÷¸ „š¸¸£) Adjustment for securities financing transactions (i.e. repos and similar secured lending) 112,000.00

4 ¬¸¿œ¸¸¢©¨¸ÄˆÅ¸Ê ˆ½Å ¢¥¸‡ ¬¸Ÿ¸¸¡¸¸½�¸›¸ ÷¸˜¸¸ ¢¨¸¢›¸¡¸¸Ÿ¸ˆÅú¡¸ ¬¸Ÿ¸½ˆÅ›¸ œ¸¢£¬¸úŸ¸¸ ¬¸½ ¤¸¸í£ ˆ½Å ¢¥¸‡ ¬¸Ÿ¸¸¡¸¸½�¸›¸ Adjustment for Collaterals and adjustments entities outside the scope of regulatory consolidation (3,265.68)

5 ¥¸ú¨¸£½�¸ ‚›¸ºœ¸¸÷¸ ˆ½Å ‚¿÷¸Š¸Ä÷¸ ÷¸º¥¸›¸ œ¸°¸ Ÿ¸Ê ©¸¸¢Ÿ¸¥¸ ‡Æ¬¸œ¸¸½�¸£ (”½¢£¨¸½¢’¨¸ ‚¸¾£ ‡¬¸‡ûÅ’ú Ž¸½”õˆÅ£)On-balance sheet exposure under leverage ratio (excluding derivatives and SFTs) 2,862,242.75

Documents

Annexure I IDBI Bank Ltd. Consolidated Pillar III ... · IDBI Intech Ltd/India Yes Consolidated in accordance with AS-21, Consolidated Financial ... corporate advisory services, etc