Basel Ii (Pillar 3) Disclosures

BASEL II (PILLAR 3) DISCLOSURES

TABLE DF 1 - SCOPE OF APPLICATION

Quantitative Disclosures:

(c)The aggregate amount of capital deficiencies in all subsidiaries not included in the consolidation i.e. that are deducted and the name(s) of such subsidiaries.

NIL

(d)The aggregate amounts (e.g. current book value) of the bank’s total interests in insurance entities, which are risk-weighted as well as their name, their country of incorporation or residence, the proportion of ownership interest and, if different, the proportion of voting power in these entities.

NIL

TABLE DF 2 - CAPITAL STRUCTURE

Quantitative Disclosures:

Sl No / Items / Amount (` in crores)
30.09.2012 / 30.09.2011
(a) / The amount of Tier I Capital, with separate disclosure of
Paid-up Share Capital / 443.00 / 443.00
Reserves / 20104.14 / 17388.74
Innovative Instruments ($) / 1589.60 / 1589.60
Other Capital Instruments
Sub -total / 22136.74 / 19421.34
Less amounts deducted from Tier I Capital, including Goodwill and Investments. / 353.65 / 307.82
Total Tier I capital / 21783.09 / 19113.52
(b) / The total amount of Tier II Capital (net of deductions from Tier II Capital) / 6447.55 / 7579.59
(c) / Debt Capital Instruments eligible for inclusion in Upper Tier II Capital
Total amount outstanding / 3322.30 / 3229.74
Of which amount raised during the current year / - / -
Amount eligible to be reckoned as capital funds / 2757.84 / 3229.74
(d) / Subordinated Debt eligible for inclusion in Lower Tier II Capital.
Total amount outstanding / 3763.95 / 4103.95
Of which amount raised during the current year / - / -
Amount eligible to be reckoned as capital funds / 2097.70 / 2875.49
(e) / Other deductions from Capital, if any. / - / -

(f)

/

Total eligible Capital - Tier I+ Tier II (a+b-e)

/

28230.64

/

26693.11

($) Innovative Perpetual Debt Instruments and any other type of instruments that may be allowed from time to time.

TABLE DF 3 - CAPITAL ADEQUACY

Quantitative Disclosures:

Sl No / Items / Amount (` in crores)
30.09.2012 / 30.09.2011
(a) / Capital requirements for Credit Risk
Portfolios subject to Standardized Approach / 16485.26 / 15723.14
Securitization Exposures / NIL / NIL
(b) / Capital requirements for Market Risk - Standardized Duration Approach
Interest Rate Risk / 1245.57 / 587.23
Foreign Exchange Risk (including Gold) / 6.75 / 6.75
Equity Risk / 290.94 / 1276.18
(c) / Capital requirements for Operational Risk
- Basic Indicator Approach / 1406.53 / 1201.45
(d) / Total & Tier I CRAR for the Bank
Total CRAR (%) / 13.07 / 12.78
Tier I CRAR (%) / 10.09 / 9.15
(e) / Total & Tier I CRAR for the Consolidated Group
Total CRAR (%) / - / -
Tier I CRAR (%) / - / -
(f) / Total & Tier I CRAR for the Significant Subsidiary which are not under Consolidated Group
Total CRAR (%) / NA / NA
Tier I CRAR (%) / NA / NA

TABLE DF 4 - CREDIT RISK: GENERAL DISCLOSURES

Quantitative Disclosures:

(a) Total Gross Credit Exposures

Overall Credit exposure / Amount (` in crores)
Fund Based Exposures / Non-fund Based Exposures
30.09.2012 / 30.09.2011 / 30.09.2012 / 30.09.2011
Total Gross Credit Exposures (after accounting offsets in accordance with the applicable accounting regime and without taking into account the effects of Credit Risk Mitigation techniques, e.g. collateral and netting) / 217419.72 / 218811.81* / 49725.90 / 45172.90*

*Figures regrouped

(b) Geographic Distribution of Exposures:

Exposures / Amount (` in crores)
FUND BASED / NON-FUND BASED
30.09.2012 / 30.09.2011 / 30.09.2012 / 30.09.2011
Domestic operations / 204359.57 / 206943.65* / 49501.52 / 44883.51*
Overseas operations / 13060.15 / 11868.16* / 224.38 / 289.39
Total / 217419.72 / 218811.81 / 49725.89 / 45172.90

*Figures regrouped

(c) Industry Type Distribution of Exposures (Global)

(` in crores)
SL NO. / INDUSTRY / FUND BASED OUTSTANDING / NFB OUTSTANDING
30.09.2012 / 30.09.2011 / 30.09.2012 / 30.09.2011
2.1 / Mining and Quarrying / 2066 / 1729 / 253 / 358
2.2 / Food Processing / 4378 / 4343 / 357 / 119
2.2.1 Sugar / 1447 / 1396 / 86 / 12
2.2.2 Edible Oils and Vanaspati / 172 / 131 / 46 / 26
2.2.3 Tea / 135 / 174 / 70 / 0
2.2.4 Others / 2625 / 2642 / 155 / 81
2.3 / Beverage & Tobacco / 684 / 452 / 27 / 26
2.4 / Textiles / 10893 / 9843 / 1374 / 715
2.4.1 Cotton Textiles / 4743 / 4231 / 249 / 61
2.4.2 Jute Textiles / 133 / 143 / 8 / 2
2.4.3 Other Textiles / 6017 / 5468 / 1117 / 652
2.5 / Leather & Leather Products / 872 / 826 / 53 / 13
2.6 / Wood and Wood Products / 296 / 288 / 118 / 76
2.7 / Paper & Paper Products / 1818 / 1792 / 115 / 42
2.8 / Petroleum, Coal Products and Nuclear Fuels / 4020 / 2739 / 1808 / 1206
2.9 / Chemicals and Chemical Products / 2973 / 2643 / 2263 / 1157
2.9.1 Fertilizer / 172 / 108 / 47 / 30
2.9.2 Drugs & Pharmaceuticals / 1395 / 1274 / 1970 / 998
2.9.3 Petro Chemicals / 118 / 85 / 11 / 18
2.9.4 Others / 1287 / 1176 / 235 / 111
2.10 / Rubber, Plastic & their Products / 1316 / 1161 / 132 / 124
2.11 / Glass and Glassware / 104 / 84 / 2 / 2
2.12 / Cement and Cement Products / 943 / 1243 / 89 / 21
2.13 / Basic Metal and Metal Products / 15676 / 14971 / 3541 / 2225
2.13.1 Iron and Steel / 9782 / 9516 / 2602 / 1620
2.13.2 Other Metal and Metal Products / 5894 / 5465 / 939 / 605
2.14 / All Engineering / 6919 / 6935 / 6164 / 5090
2.14.1 Electronics / 719 / 965 / 950 / 1367
2.14.2 Electricity* / 2085 / - / 2005 / -
2.14.3 Others / 4116 / 5970 / 2259 / 3723
2.15 / Vehicles, Vehicle Parts and Transport Equipments / 2083 / 1967 / 302 / 126
2.16 / Gems & Jewellery / 1337 / 2064 / 1650 / 1466
2.17 / Construction / 3927 / 4032 / 2146 / 1900
2.18 / Infrastructure / 42154 / 37144 / 4811 / 5492
2.18.1 Power / 24377 / 20476 / 4041 / 3606
2.18.2 Telecommunications / 7266 / 5952 / 483 / 1051
2.18.3 Roads & Ports / 6718 / 7236 / 235 / 798
2.18.4 Other Infrastructure / 3793 / 3311 / 52 / 38
2.19 / Other Industries / 26515 / 29408 / 885 / 1245
INDUSTRY (Total of Small, Medium and Large Scale) / 128974 / 121291 / 26090 / 21403

*Figures regrouped. Previous year exposure to electricity included in others.

(d) Residual Contractual Maturity Breakdown of Assets (Global)

`. in Crores
Maturity Pattern / Advances / Investments / Foreign Currency Assets
0 to 1 day / 5540.30
(6602.42) / 9.67
(78.17) / 228.90
(614.59)
2 to 7 days / 6123.41
(7917.98) / 513.22
(1784.47) / 2078.18
(2003.96)
8 to 14 days / 6540.65
(5964.03) / 555.72
(1206.01) / 407.07
(1572.62)
15 to 28 days / 5536.32
(5574.92) / 2100.07
(848.66) / 1242.16
(803.23)
29 days to 3 months / 19766.27
(25920.60) / 47947.22
(5002.71) / 6447.05
(4798.32)
Over 3 months & upto 6 months / 17324.38
(20705.03) / 4713.00
(1812.93) / 3775.95
(3963.26)
Over 6 months & upto 1 year / 31634.64
(30920.25) / 2046.78
(1086.95) / 1715.61
(1510.99)
Over 1 year & upto 3 years / 54878.70
(51437.41) / 5972.40
(3485.55) / 921.50
(710.05)
Over 3 year & upto 5 years / 23597.66
(23321.97) / 17916.31
(11299.13) / 1971.18
(1293.01)
Over 5 years / 44808.67
(37720.82) / 35736.26
(64111.07) / 2353.89
(1406.72)
Without Maturity / 0 / 3778.50
(8401.37) / 0
Total / 215751.01*
(216085.42) / 121289.15
(99117.02) / 21141.49
(17676.81)

*Figures are shown on net basis.

(The figures in brackets relate to previous year-30.09.2011).

(e) Non-Performing Assets:

Sl No / Items / Amount (` in crores)
30.09.2012 / 30.09.2011
a) / Gross NPAs / 5609.53 / 3828.22
Sub-Standard / 3552.16 / 2392.81
Doubtful 1 / 843.24 / 583.09
Doubtful 2 / 1109.70 / 735.95
Doubtful 3 / 55.86 / 87.55
Loss / 48.57 / 28.82
b) / Net NPAs / 4568.56 / 3099.56
c) / NPA Ratios
Gross NPAs to Gross Advances (%) / 2.58 / 1.75
Net NPAs to Net Advances (%) / 2.12 / 1.42
d) / Movement of NPAs (gross)
Opening balance (1st April of F.Y) / 4031.75 / 3137.36
Additions / 3419.00 / 2609.51
Reductions / 1841.22 / 1918.65
Closing Balance / 5609.53 / 3828.22
e) / Movement of Provisions for NPAs
Opening Balance (1st April of F.Y) / 581.13 / 738.60
Adjustment towards Exchange Fluctuation / 1.07 / 18.76
Provisions made during the Year / 483.69 / 83.35
Write-off/(write back) of excess provisions / 84.89 / -
Closing Balance / 981.00 / 674.01
f) / Amount of Non-performing Investments / 228.86 / 129.76
g) / Amount of Provisions held for Non-performing Investments / 213.86 / 129.76
h) / Movement of Provisions for Depreciation on Investments
Opening Balance (1st April of F.Y) / 237.62 / 334.51
Provisions made during the period / 37.43 / 172.60
Write-off / 0.00 / 0.00
Write Back of excess Provisions / 39.42 / 11.45
Closing Balance / 235.63 / 495.66

TABLE DF 5 - DISCLOSURES FOR PORTFOLIOS SUBJECT TO THE STANDARDIZED APPROACH:

Quantitative Disclosures:

Amount of the Bank’s Outstandings (Rated & Unrated) in Major Risk Buckets - under Standardized Approach, after factoring Risk Mitigants (i.e. Collaterals):

Sl No / Particulars / Amount (` in crores)
FUND BASED / NON-FUND BASED
30.09.2012 / 30.09.2011 / 30.09.2012 / 30.09.2011
Below 100% Risk Weight / 112108.05 / 127379.52 / 192051.93 / 118013.39
100% Risk Weight / 70157.46 / 66673.12 / 37896.88 / 33476.52
More than 100% Risk Weight / 35154.21 / 23884.70 / 5161.65 / 4411.41
Deducted (Risk Mitigants) / 70761.05 / 38140.49 / 2469.74 / 3537.69
TOTAL / 146658.66 / 179796.85 / 232640.72 / 152363.63*

*Figures regrouped.

TABLE DF 6 - CREDIT RISK MITIGATION – STANDARDIZED APPROACH:

Quantitative Disclosures:

SL NO / PARTICULARS / AMOUNT (` in crores)
30.09.2012 / 30.09.2011
1 / The total exposure (after, where applicable, on- or off balance sheet netting) that is covered by eligible financial collateral after the application of haircuts for each separately disclosed credit risk portfolio. / 46579.11 / 19440.00*
2 / The total exposure (after, where applicable, on- or off-balance sheet netting) that is covered by guarantees/credit derivatives (whenever specifically permitted by RBI) For each separately disclosed portfolio / 26651.68 / 22408.09

*Figures regrouped.

TABLE DF 7- SECURITISATION – STANDARDIZED APPROACH:

Quantitative Disclosures:

BANKING BOOK

Sl No / Particulars / 30.09.2012 / 30.09.2011
NIL

TRADING BOOK

Sl No / Particulars / 30.09.2012 / 30.09.2011
NIL

During the year 2004-05, the Bank had sold 6 NPA accounts amounting to `.14.21 crore to Asset Reconstruction Company India Limited (ARCIL) and had received Security Receipts for `.14.21 crore. As on 30.09.2012 the Bank holds Security Receipts in respect of 4 accounts having a Book Value of ` 6.06 crore which is fully provided for.

TABLE DF 8 - MARKET RISK IN TRADING BOOK- STANDARDIZED MODIFIED DURATION APPROACH:

Quantitative disclosures:

Sl No / Particulars / Amount of capital requirement (`. in crores)
30.09.2012 / 30.09.2011
(a) / Interest Rate Risk / 1245.57 / 587.23
(b) / Equity Position Risk / 290.94 / 1276.18
(c) / Foreign Exchange Risk / 6.75 / 6.75

TABLE DF 9: OPERATIONAL RISK

Quantitative Disclosure:

The capital requirement for Operational Risk under Basic Indicator Approach is `.1406.53 Crores.

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

Quantitative Disclosures:

EARNINGS AT RISK

The following table presents the impact on net interest income of the Bank for an assumed parallel shift of 100 bps in interest rate upto one year across currencies as at 30.09.2012.

(`. in crore)

Currencies / Change in interest rate upto 1 Year
-100 bps / +100 bps
INR / (384.53) / 384.53
USD / 10.22 / (10.22)
Others / (1.18) / 1.18
Total / (375.49) / 375.49

ECONOMIC VALUE OF EQUITY

The table reveals the impact on Economic Value of Equity for an assumed rate shock of 200 bps on the Banking Book as at 30.09.2012.

Change in Economic Value of Equity / -200 bps / +200 bps
11.06% / (11.06%)

1