Disclosure on Risk Exposure in Derivatives Non Performing Assets Funded

INDIA Published on Saturday, June 27, 2015 vol l nos 26 27 EPW Economic Political Weekly 16

13. Disclosure on Risk Exposure in Derivatives

Continued Qualitative Disclosures Continued 31 Mar 2014 Sr No Particular Currency Interest Rate Derivatives Derivatives 1 Derivatives Notional Principal Amount a – For Hedging 30,077,330 - b – For Trading 3,083,584,577 1,998,958,256 2 Marked to Market Positions a – Asset 76,818,657 11,673,024 b – Liability 75,035,133 11,084,840 3 Credit Exposure 161,659,615 25,704,345 4 Likely impact of 1 change in interest rates 100PV01 a – On Hedging Derivatives 37,973 – b – On Trading Derivatives 201,956 178,326 5 Maximum Minimum of 100PV01 observed during the year a – On Hedging : Maximum – – Minimum 81,304 – b – On Trading : Maximum 663,076 141,318 Minimum 13,062 383,970 Currency Derivatives includes Foreign Exchange contracts. The same pertains to contracts which are linked to FCNR B deposits under swap window as per RBI guidelines issued on September 6, 2013 and forward contracts that are entered into for swapping sub-debt raised during the year.

14. Non Performing Assets Funded

Particulars 31 Mar 15 31 Mar 14 i Net NPA to Net Advances 4.15 10.19 ii Movement in Gross NPAs a Opening Balance 21,156,381 5,820,327 b Additions during the year 2,926,950 17,676,995 Sub Total A 24,083,331 23,497,322 Reductions during the year a Up gradations - - b Recoveries 2,570,395 368,725 c Technical Prudential write-offs 3,337,558 - d Write-offs 5,336,655 1,972,216 Sub Total B 11,244,608 2,340,941 Gross NPAs as on 31 Mar A-B 12,838,723 21,156,381 iii Movement in provisions for NPAs a Opening Balance 5,716,004 2,530,690 b Provisions made during the year 6,542,571 5,259,308 c Write off Write back of excess provisions 5,995,087 2,073,994 d Closing Balance 6,263,488 5,716,004 iv Movement in Net NPAs a Opening Balance 15,440,377 3,289,637 b Additions during the year 1,814,693 13,932,180 c Reductions during the year 10,679,835 1,781,440 d Closing Balance 6,575,235 15,440,377 Includes an amount of INR 28,704 thousand Previous Year: INR 355,430 thousands pertaining to provision in lieu of diminution in the fair value of restructured accounts. Includes an amount of INR 980,532 thousand Previous Year: Nil for which security receipt of INR 935,000 thousand and equity shares of INR 45,532 thousand have been received on sale conversion of debt. Includes fresh NPA of INR 2,459,252 thousand Previous Year: INR 17,499,903 thousands. Includes provision on fresh NPA of INR 644,559 thousand Previous Year: INR 3,674,340 thousands. SCHEDULES TO FINANCIAL STATEMENTS AS AT 31 MARCH 2015 Currency: Indian rupees in thousands INDIA Economic Political Weekly EPW Published on Saturday, June 27, 2015 vol l nos 26 27 17

15. Non Performing Assets NPA provisioning coverage ratio