DBS Bank Ltd., India Annual Report 2011-12 41
SCHEDULES TO FINANCIAL STATEMENTS
for the year ended 31 March 2012
Quantitative Disclosures Sr No Particulars
In ` thousands
Currency Derivatives
Interest Rate Derivatives
1. Derivatives Notional Principal Amount
a - For Hedging
- -
b - For Trading
2,648,067,382 2,827,572,332
2. Marked to Market Positions
a - Asset
- 2,357,880
b - Liability
504,808 -
3. Credit Exposure
113,216,371 34,926,304
4. Likely impact of 1 change in interest rates 100PV01
a - On Hedging Derivatives
- -
b - On Trading Derivatives
700,540 376,759
5. Maximum and Minimum of 100PV01 observed during the year
a - On Hedging : Maximum
- -
Minimum -
- b
- On Trading : Maximum 1,544,921
450,908 Minimum
31,603 1,084,466
Currency Derivatives includes Foreign Exchange contracts. 14. NON PERFORMING ASSETS FUNDED
Particulars In ` thousands 31 Mar 2012
31 Mar 2011 i Net NPA to Net Advances
0.60 0.31
ii Movement in Gross NPAs a Opening Balance
834,480 760,399
b Additions during the year 1,394,084
582,778 Sub Total A
2,228,564 1,343,177
a Up gradations -
- b Recoveries
58,608 147,771
c Write-offs 23,333
360,926 Sub Total B
81,941 508,697
Gross NPAs as on 31 Mar A-B 2,146,623
834,480 iii Movement in provisions for NPAs
a Opening Balance 601,017
360,447 b Provisions made during the year
842,270 638,412
c Write offWrite back of excess provisions 71,021
397,842 d Closing Balance
1,372,266 601,017
iv Movement in Net NPAs a Opening Balance
233,463 399,952
b Additions during the year
551,814 55,634
c Reductions during the year 10,920
110,855 d Closing Balance
774,357 233,463
42
SCHEDULES TO FINANCIAL STATEMENTS
for the year ended 31 March 2012
15. NON PERFORMING ASSETS NPA PROVISIONING COVERAGE RATIO
The NPA provisioning coverage ratio of the Bank was 63.93 as on 31 March 2012 Previous Year 72.02.
16. NON PERFORMING ASSETS MARK TO MARKET ON DERIVATIVE DEALS
Basis the guidelines issued by RBI vide notification DBOD.No.BP.BC.2821.04.1572011-12 dated 11 August 2011, Crystallised Receivables – Positive MTM on terminated derivative deals overdue for more than 90 days have been reported
under “Schedule 11- Other Assets” after netting of the “Suspense crystallised receivables”. The Gross value of crystallised receivables as on 31 March 2012 is ` 83,812 thousands and the Net value is Nil.
17. CONCENTRATION OF GROSS NPA’S Particulars
