Concentrations of credit risk (Tables)

12 Months Ended

Mar. 31, 2015

Schedules of Concentration of Risk, by Risk Factor

Retail business banking loans are classified in the appropriate categories below and loans to commercial vehicle operators are included in land transport below.


	As of March 31, 2014
Category	Gross loans		Fair Values Of Credit Substitutes		Non-funded exposure		Total		%
	(In millions, except percentages)
Wholesale Trade	Rs.	235,711.9	Rs.	99.9	Rs.	26,849.8	Rs.	262,661.6		6.8	%
Automobile & Auto Ancillary		145,886.7		5,067.8		13,878.2		164,832.7		4.3
Activities allied to agriculture		155,559.1		0		562.2		156,121.3		4.0
Land Transport		150,177.4		0		2,398.4		152,575.8		3.9
Banks & Financial Institutions		19,010.7		0		129,375.0		148,385.7		3.8
Coal & Petroleum Products		69,725.4		0		62,589.9		132,315.3		3.4
Services		96,238.8		341.8		17,496.5		114,077.1		2.9
Food & Beverage		99,588.0		1,000.6		6,182.8		106,771.4		2.8
Iron & Steel		82,959.4		2,323.8		19,958.0		105,241.2		2.7
Engineering		57,349.9		0		38,982.2		96,332.1		2.5
Retail trade		90,086.2		0		3,121.6		93,207.8		2.4
Power		70,980.3		1,489.4		14,572.6		87,042.3		2.2
NBFC/Financial Intermediaries		57,796.1		23,196.9		2,217.1		83,210.1		2.1
Others (none greater than 2%)		1,897,191.4		31,626.9		245,854.3		2,174,672.6		56.2


Total	Rs.	3,228,261.3	Rs.	65,147.1	Rs.	584,038.6	Rs.	3,877,447.0		100.0	%


	As of March 31, 2015
Category	Gross loans		Fair Values Of Credit Substitutes		Non-funded exposure		Total		Total		%
	(In millions, except percentages)
Consumer Loans	Rs.	479,467.5	Rs.	0	Rs.	17.6	Rs.	479,485.1	US$	7,695.2		10.1	%
Activities allied to agriculture		422,894.4		0		1,697.6		424,592.0		6,814.2		8.9
Wholesale Trade		308,806.4		5,259.8		31,745.5		345,811.7		5,549.9		7.3
Services		230,040.6		445.9		15,511.7		245,998.2		3,948.0		5.2
Automobile & Auto Ancillary		192,017.4		23,046.5		16,357.7		231,421.6		3,714.0		4.9
Retail trade		189,593.5		841.2		4,761.4		195,196.1		3,132.7		4.1
Coal & Petroleum Products		40,153.4		5,984.5		111,908.1		158,046.0		2,536.4		3.3
NBFC/Financial Intermediaries		94,744.7		59,985.8		1,876.5		156,607.0		2,513.4		3.3
Food & Beverage		121,172.2		7,040.2		6,734.9		134,947.3		2,165.7		2.8
Land Transport		131,240.2		522.1		2,668.8		134,431.1		2,157.5		2.8
Power		96,169.7		15,846.8		18,570.3		130,586.8		2,095.8		2.7
Engineering		79,747.2		1,077.1		48,819.8		129,644.1		2,080.6		2.7
Real Estate & Property Services		88,264.9		3,607.0		11,179.6		103,051.5		1,653.9		2.2
Iron & Steel		84,913.9		1,475.8		15,927.1		102,316.8		1,642.1		2.1
Others (none greater than 2%)		1,384,223.1		69,926.2		340,225.7		1,794,375.0		28,797.5		37.6


Total	Rs.	3,943,449.1	Rs.	195,058.9	Rs.	628,002.3	Rs.	4,766,510.3	US$	76,496.9		100.0	%

Exposure to ten largest borrowers

Fair Value, Concentration of Risk

The Bank’s ten largest exposures as of March 31, 2014 and March 31, 2015, based on the higher of the outstanding balance or the limit on loans, investments (including credit substitutes) and non-funded exposures (including derivatives), are as follows:


	As of March 31, 2014
	Funded Exposure		Non-Funded Exposure		Total Exposure
	(In millions)
Borrower 1	Rs.	121,804.1	Rs.	150.1	Rs.	121,954.2
Borrower 2		39,740.2		35,500.0		75,240.2
Borrower 3		42,582.3		22,489.0		65,071.3
Borrower 4		26,948.1		15,568.4		42,516.5
Borrower 5		42,500.0		0		42,500.0
Borrower 6		12,469.1		23,604.9		36,074.0
Borrower 7		30,000.0		0		30,000.0
Borrower 8		27,400.0		2,239.2		29,639.2
Borrower 9		26,980.8		3.3		26,984.1
Borrower 10		18,797.6		7,967.2		26,764.8


	As of March 31, 2015
	Funded Exposure		Non-Funded Exposure		Total Exposure		Total Exposure
			(In millions)
Borrower 1	Rs.	122,505.0	Rs.	290.5	Rs.	122,795.5	US$	1,970.7
Borrower 2		25,516.9		55,571.8		81,088.7		1,301.4
Borrower 3		22,117.2		50,000.0		72,117.2		1,157.4
Borrower 4		65,000.0		16.3		65,016.3		1,043.4
Borrower 5		23,919.4		21,789.0		45,708.4		733.6
Borrower 6		38,545.2		2,068.5		40,613.7		651.8
Borrower 7		496.1		34,598.7		35,094.8		563.2
Borrower 8		35,000.0		0		35,000.0		561.7
Borrower 9		15,512.9		15,134.6		30,647.5		491.9
Borrower 10		15,338.0		15,127.9		30,465.9		488.9

- Definition

Tabular disclosure of all significant concentrations of risk, including credit risk and market risk, arising from all financial instruments (as defined), whether from an individual counterparty or groups of counterparties. The disclosure concerning concentrations of risk may consist of the following information: (1) for concentrations of credit risk disclosure may include: (a) information about the (shared) activity, region, or economic characteristic that identifies the concentration, (b) the maximum amount of loss due to credit risk that, based on the gross fair value of the financial instrument, the entity would incur if parties to the financial instruments that make up the concentration failed completely to perform according to the terms of the contracts and the collateral or other security, if any, for the amount due proved to be of no value to the entity, (c) the policy of requiring collateral or other security to support financial instruments subject to credit risk, information about the entity's access to that collateral or other security, and the nature and a brief description of the collateral or other security supporting those financial instruments, and (d) the policy of entering into master netting arrangements to mitigate the credit risk of financial instruments, information about the arrangements for which the entity is a party, and a brief description of the terms of those arrangements, including the extent to which they would reduce the entity's maximum amount of loss due to credit risk and (2) for disclosure of quantitative information about the market risks of financial instruments that is consistent with the way the company manages or adjusts those risks, disclosure may include: (a) more details about current positions and perhaps activity during the period, (b) the hypothetical effects on comprehensive income (or net assets), or annual income, of several possible changes in market prices, (c) a gap analysis of interest rate re-pricing or maturity dates, (d) the duration of the financial instruments, (e) the entity's value at risk from derivatives and from other positions at the end of the reporting period and the average value at risk during the year, or (f) other ways of reporting quantitative information as internally developed.

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