basel ii disclosures 30 09 2010

Basel II Disclosures 30 09 2010

BASEL II DISCLOSURES AS ON 30.09.2010

BASEL II DISCLOSURES - HALF YEAR ENDED 3Oth September 2010

Table DF 1 - SCOPE OF APPLICATION

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

Not Applicable

The aggregate amounts (e.g. current book value) of the bank's total interests in insurance entities, which are risk-weighted as well as their name, their country of incorporation or residence, the proportion of ownership interest and, if different, the proportion of voting power in these entities. In addition, indicate the quantitative impact on regulatory capital of using this method versus using the deduction.

Not Applicable

Table DF 2 - CAPITAL STRUCTURE

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

Table DF 3 - CAPITAL ADEQUACY

Capital requirements for credit risk:

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

Capital requirements for market risk: Standardised duration approach:

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

Capital requirements for operational risk:

	Amt. - Rs./ Crores
Basic indicator approach	197.25

Total and Tier 1 capital ratio for the Bank:

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

Prudential Floor on the Capital Required

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

Table DF 4 - CREDIT RISK : GENERAL DISCLOSURES

Total gross credit risk exposures

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

Geographic distribution of exposures

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

INDUSTRY TYPE DISTRIBUTION OF EXPOSURES

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

RESIDUAL CONTRACTUAL MATURITY BREAKDOWN OF ASSETS

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

Amount of NPAs (Gross)

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

Net NPAs

Net NPAs

155.90 Cr.

Movement of NPAs (Gross)

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

Movement of NPAs (Gross)

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

Movement of Provisions for NPAs

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

Amount of Non-Performing Investments

	Amount â€“ Rs. / Crore
Amount of Non-Performing Investments	25.03

Amount of provisions held for non-performing investments

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

Movement of provisions for depreciation on investments

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

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

Exposure amounts after risk mitigation subject to the standardized approach

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

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

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

Table DF 7- SECURITISATION: DISCLOSURE FOR STANDARDISED APPROACH

Assignment of Standard Pool Assets â€“ Rs. 283.80 crore.

Table DF 8 - MARKET RISK IN TRADING BOOK

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

Table DF-9: OPERATIONAL RISK: (Quantitative Disclosures â€“ Not Applicable)

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

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

At 100 bps change for gaps upto 1 year on average basis

Rs. 17.10 Crores