Concentrations of credit risk (Tables)

12 Months Ended

Mar. 31, 2019

Schedules of Concentration of Risk, by Risk Factor

The Bank’s portfolio of loans, credit substitute securities and non-funded exposure (including derivatives) is broadly diversified along industry and product lines, and as of March 31, 2018 and March 31, 2019 the exposures are as set forth below.


	As of March 31, 2018
Category	Gross loans		Fair Values Of Credit Substitutes		Non-funded exposure		Total		%
	(In millions, except percentages)
Consumer Loans	Rs.	1,948,328.2	Rs.	—	Rs.	665.4	Rs.	1,948,993.6		22.7
Retail trade		385,217.8		1,181.4		13,091.9		399,491.1		4.6
NBFC/Financial Intermediaries		231,249.9		110,494.4		6,888.5		348,632.8		4.1
Automobile & Auto Ancillary		299,680.3		13,105.7		30,876.7		343,662.7		4.0
Consumer Services		308,333.2		3,461.5		14,077.5		325,872.2		3.8
Agriculture Production — Food		318,643.5		497.9		614.9		319,756.3		3.7
Road Transportation		310,740.7		0.0		5,247.2		315,987.9		3.7
Real Estate & Property Services		233,700.5		1,982.5		27,280.7		262,963.7		3.1
Engineering		133,216.6		2,470.7		99,933.4		235,620.7		2.7
Power		159,239.8		34,738.6		36,017.7		229,996.1		2.7
Food & Beverage		210,780.7		586.8		14,210.0		225,577.5		2.6
Business Services		207,868.8		946.6		7,738.7		216,554.1		2.5
Agriculture Production — Non Food		199,451.2		0.0		9.0		199,460.2		2.3
Wholesale Trade — Non Industrial		180,841.8		2,239.4		11,945.7		195,026.9		2.3
Wholesale Trade — Industrial		167,253.4		103.9		27,470.1		194,827.4		2.3
Textiles & Garments		159,873.4		4,602.7		20,496.0		184,972.1		2.2
Infrastructure Development		109,841.9		9,762.5		55,773.0		175,377.4		2.0
Telecom		125,842.1		21,629.8		27,802.9		175,274.8		2.0
Iron & Steel		135,431.1		2,583.1		36,184.6		174,198.8		2.0
Housing Finance Companies		110,961.6		60,818.6		585.2		172,365.4		2.0
Others (none greater than 2%)		1,439,682.5		52,825.4		460,885.5		1,953,393.4		22.7

Total	Rs.	7,376,179.0	Rs.	324,031.5	Rs.	897,794.6	Rs.	8,598,005.1		100.0


	As of March 31, 2019
Category	Gross loans		Fair Values Of Credit Substitutes		Non-funded exposure		Total		Total		%
	(In millions, except percentages)
Consumer Loans	Rs.	2,477,945.6	Rs.	0.0	Rs.	1,552.1	Rs.	2,479,497.7	US$	35,851.6		23.5
Retail trade		445,757.8		1,170.7		15,051.6		461,980.1		6,679.9		4.4
NBFC/Financial Intermediaries		311,477.1		98,274.0		13,203.1		422,954.2		6,115.6		4.0
Automobile & Auto Ancillary		352,979.1		10,413.9		32,546.7		395,939.7		5,725.0		3.8
Road Transportation		376,547.1		0.0		9,808.2		386,355.3		5,586.4		3.7
Consumer Services		354,060.4		3,957.3		13,757.6		371,775.3		5,375.6		3.5
Agriculture Production — Food		330,092.5		0.0		728.8		330,821.3		4,783.4		3.1
Power		251,169.4		37,188.7		39,998.4		328,356.5		4,747.8		3.1
Telecom		246,272.4		21,288.6		26,245.9		293,806.9		4,248.2		2.8
Real Estate & Property Services		257,056.8		1,978.8		33,482.7		292,518.3		4,229.6		2.8
Engineering		159,462.7		1,557.3		120,816.0		281,836.0		4,075.1		2.7
Food & Beverage		233,798.9		0.0		15,325.7		249,124.6		3,602.1		2.4
Business Services		236,853.7		249.2		11,318.3		248,421.2		3,592.0		2.4
Iron & Steel		195,488.6		5,514.4		44,149.5		245,152.5		3,544.7		2.3
Coal & Petroleum Products		92,504.7		705.0		150,857.5		244,067.2		3,529.0		2.3
Wholesale Trade — Industrial		192,708.4		67.8		29,835.7		222,611.9		3,218.8		2.1
Textiles & Garments		187,527.5		4,436.1		26,803.8		218,767.4		3,163.2		2.1
Infrastructure Development		128,273.5		9,035.5		79,596.8		216,905.8		3,136.3		2.1
Wholesale Trade — Non Industrial		200,089.4		248.3		12,218.2		212,555.9		3,073.4		2.0
Others (none greater than 2%)		2,081,399.0		76,801.2		470,669.6		2,628,869.8		38,011.4		24.9

Total	Rs.	9,111,464.6	Rs.	272,886.8	Rs.	1,147,966.2	Rs.	10,532,317.6	US$	152,289.1		100.0

Exposure to ten largest borrowers

Fair Value, Concentration of Risk

The Bank’s ten largest exposures as of March 31, 2018 and March 31, 2019, 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, 2018
	Funded Exposure		Non-Funded Exposure		Total Exposure
	(In millions)
Borrower 1	Rs.	11,615.0	Rs.	79,373.2	Rs.	90,988.2
Borrower 2		80,006.2		87.1		80,093.3
Borrower 3		27,567.3		48,406.0		75,973.3
Borrower 4		59,631.9		13,790.6		73,422.5
Borrower 5		70,012.7		0.0		70,012.7
Borrower 6		34,673.6		22,396.4		57,070.0
Borrower 7		13,054.6		43,324.0		56,378.6
Borrower 8		6,001.5		48,749.4		54,750.9
Borrower 9		44,367.1		3,300.0		47,667.1
Borrower 10		45,000.0		0.0		45,000.0


	As of March 31, 2019
	Funded Exposure		Non-Funded Exposure		Total Exposure		Total Exposure
			(In millions)
Borrower 1	Rs.	146,141.2	Rs.	6,457.1	Rs.	152,598.3	US$	2,206.5
Borrower 2		27,488.9		115,089.5		142,578.4		2,061.6
Borrower 3		120,004.3		312.8		120,317.1		1,739.7
Borrower 4		92,271.4		1,200.0		93,471.4		1,351.5
Borrower 5		80,008.5		32.6		80,041.1		1,157.3
Borrower 6		57,604.0		14,843.9		72,447.9		1,047.5
Borrower 7		32,948.9		34,806.0		67,754.9		979.7
Borrower 8		51,283.8		15,163.0		66,446.8		960.8
Borrower 9		43,602.4		22,513.2		66,115.6		956.0
Borrower 10		30,559.1		26,347.9		56,907.0		822.8

- 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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