A kUkvr@v#kTk WkyA

A kUkvr@v#kTk WkyA
^maVr` [aµOd© ~¢H Ûmam `Wm {d{Z{X©îQ ~ogb-II AnojmAm| Ho AZwnmbZ Ho n[aàoú` _| A{V[aŠV àH QZ
(~ogb II ñV§^ 3 àH QrH aU)
gmaUr SrE\ -1
1.3
h¡ :
1. AZwà`moOZ H m joÌ
H mnm}aoeZ ~¢H g_yh _| erf©ñW ~¢H h¡ {Og na g§emo{YV ny±Or
n`m©ßVm \«o _dH© bmJy hmoVm h¡ &
1.1
1.2 ~¢H
1.
AZwf§Jr H m Zm_ {ZJ_Z H m Xoe
H mn© ~¢H {gŠ`y[aQrµO {b{_QoS
ñdm{_Ëd à{VeV
H m AZwnmV
^maV
100%
AZwf§Jr ^maVr` gZXr boImH ma g§ñWmZ (AmB©grEAmB©) Ho boIm§H Z
_mZH 21 Ho AZwgma nyU©V: g_o{H V h¢ &
g_yh (_yb Ed§ BgH s AZwf§{J`m§) Ho g_o{H V {dÎmr` n[aUm_ A§Vam
g_yh boZXoZm| VWm J¡a dgyb bm^/hm{Z`m| H m {ZagZ H aZo Ho nümV²
AmpñV`m|, Xo`VmAm|, Am`-ì``, O¡gr _Xm| H mo n§pŠV-Xa-n§pŠV
Omo‹S H a VWm `Wm bmJy g_ê nr boIm§H Z Zr{V`m| Ho AZwê n `Wmdí`H VmZwgma Oê ar g_m`moOZ H aHo H mnm}aoeZ ~¢H (_yb) VWm BgH s
AZwf§{J`m| Ho boIm nar{jV {dÎmr` {ddaUm| Ho AmYma na V¡`ma {H E
JE h¢ & AZwf§{J`m| Ho {dÎmr` {ddaU Bgr [anmo{QªJ Ad{Y AWm©V
01.04.2009 go 31.03.2010 VH H s Ad{Y hoVw V¡`ma {H E JE h¢ &
AZwf§Jr BH mB© _| BgHo _yb Ho {Zdoe H s bmJV H m AÝVa VWm
A{YJ«hU Ho {XZm§H Ho g§X^© _| AZwf§Jr _| BgHo n¡a|Q H s B©pŠdQr H m
{hñgm {dÎmr` {ddaU _| ny§Or Ama{jV Ho ê n _| {Z{X©îQ {H `m OmVm
h¡ & bm^/hm{Z _| A{YJ«hU nümV n¡a|Q H m {hñgm amOñd Ama{jV
Ho à{V g_m`mo{OV {H `m OmVm h¡ &
n[aMmbZ Ho {Zdb n[aUm_ _| Ý`yZ{hV ã`mO VWm AZwf§Jr H s AmpñV
bm^ H m dh ^mJ Ed§ Ý`yZVm _| lo`H {Zdb AmpñV à{Vq~{~V H aVr
h¡ &
H« . Am~§Q Z H m
g§.
{XZm§H
~m§S
am{e
BH mB© H m Zm_
{ZJ_Z H m Xoe
ñdm{_Ëd à{VeV H m
AZwnmV
1.
{MH _Jbya H moS Jy
J«m_rU ~¢H
^maV
35%
n¡am 1.2 _| Cpëb{IV CnamoŠV BH mB©`m§ ^maVr` gZXr
boImH ma g§ñWmZ (AmB©grEAmB©) Ho g§~§{YV boIm§H Z _mZH m| Ho
AZwgma g_o{H V H s JB© h¡ VWm H moB© BH mB© g_mZwnm{VH ê n _|
g_o{H V Zht H s JB© h¡ d H moB© Eogr BH mB© Zht h¡ Omo Z hr g_o{H V h¡
Am¡a Z hr hQmB© JB© h¡ &
1.5 {H gr ^r AZwf§Jr _| H moB© ny§Or H s H _r Zht h¡ &
1.6 g§à{V ~¢H ~r_m {H« `mH bmn _| g§{bßV Zht h¡ &
1.4
gmaUr SrE\ -2
ny±Or g§aMZm
2.1 ~¢H H s {Q`a I ny±Or _| em{_b h¢ :
(é. H amoS _|)
am{e
{ddaU
143.44
g§XÎm eo`a ny±Or
5619.47
Ama{jV {Z{Y`m d bm^-hm{Z ImVm
737.50
ZdmoÝ_ofr ~o{_`mXr F U
6500.41
Hw b {Q`a- I ny§Or (gH b)
38.82
KQmE§: 50 % AZwf§{J`m| _| {Zdoe VWm g§`wŠV CÚ_
Hw b {Q`a- I ny§Or ({Zdb H Qm¡{V`m§)
108
19.09.2009
10.07.2009
11.08.2009
26.08.2009
237.50
300.00
100.00
100.00
Hy nZ Xa Ad{Y
9.00%
9.15%
9.05%
9.10%
10 gmb
10 gmb
10 gmb
10 gmb
6461.59
2.2 ~¢H Zo ZdmoÝ_ofr ~o{_`mXr ~m§S ({Q`a I ny±Or) VWm {Q`a II ny±Or
g_m{dîQ H aZo hoVw AÝ` nmÌ ~m§S ^r Omar {H E h¡ & Hw N à_wI ~m§S
{ZåZdV h¢:
H . àm°{_Oar ZmoQ ({Q`a I ~m§S ) Ho ê n _| ~o{_`mXr Aà{V^yV
J¡a n[adV©Zr` Jm¡U ~m§S
(é. H amoS _|)
H _ go H _ 10 df© VH
H _ go H _ 10 df© VH
H _ go H _ 10 df© VH
H _ go H _ 10 df© VH
# Ho db ^m[a~¢ Ho AZw_moXZ go hr H« ` {dH ën H m à`moJ {H `m Om gH Vm h¡ &
1.
2.
3.
4.
~¢H H m {ZåZ{b{IV BH mB©`m| _| 20% `m Cggo A{YH {hñgm
H« .g§.
H s {ZåZ{b{IV AZwf§Jr h¢:
H« .g§.
AZw~§Y - 11
H« `-{dH« ` {dH ën #
{bIV| _m¡OyX ahZo Ho
{bIV| _m¡OyX ahZo Ho
{bIV| _m¡OyX ahZo Ho
{bIV| _m¡OyX ahZo Ho
~mX H« ` {dH ën H m à`moJ {H `m Om gH Vm h¡
~mX H« ` {dH ën H m à`moJ {H `m Om gH Vm h¡
~mX H« ` {dH ën H m à`moJ {H `m Om gH Vm h¡
~mX H« ` {dH ën H m à`moJ {H `m Om gH Vm h¡
&
&
&
&
Corporation Bank
Annexure -XI
Additional Disclosures in terms of compliance of Basel – II Requirements as stipulated by
Reserve Bank of India (BaseI II - Pillar 3 disclosures)
Table DF-1
1.
Scope of application
1.1 Corporation Bank is the top bank in the group to which
the revised capital adequacy framework applies.
1.2 The bank has following subsidiaries:
Sr.
No.
Name of the
subsidiary
1 Corpbank Securities
Ltd.
Country of
incorporation
Proportion
of ownership
percentage
India
100%
1.3
Proportion
Country of
of ownership
incorporation
percentage
1. Chikmagalur Kodagu
India
35%
Grameena Bank
Sl.
Name of the Entity
No.
1.4 The entity as given in para 1.2 is consolidated as per
the Accounting Standards of ICAI and no entity is pro rata
consolidated and there is no entity that is neither consolidated
nor deducted.
The subsidiaries are fully consolidated as per the Accounting
Standard 21 of Institute of Chartered Accountants of India
(ICAI).
1.5
1.6
Particulars
Equity share Capital
143.44
5619.47
737.50
6500.41
38.82
6461.59
2.2 Bank has issued Innovative Perpetual Bonds (Tier I
capital) and also other bonds eligible for inclusion in Tier II
capital. Some of the important terms of the bonds are as under:
a. Perpetual Unsecured Non-Convertible Subordinated
Bonds in the nature of Promissory Notes (Tier I bonds)
The minority interest in the net result of the operation and the
asset of the subsidiary, represent that part of profit and the net
asset attributable to the minorities.
Bond
Amount
(Rs in Crore)
Amount
Reserves & Profit & Loss account
Innovative Perpetual Debt
Total Tier – I Capital (Gross)
Less : 50% Investments in Subsidiaries and
Joint Ventures
Total Tier – I Capital (Net of Deductions)
The difference between the cost to the parent of its investment
in subsidiary entity and the parent’s portion of its equity in the
subsidiary with reference to the date of acquisition is recognized
in the financial statements as Capital Reserve. The parent’s share
of the post acquisition of profits / losses is adjusted against the
Revenue Reserve.
Date of
Allotment
There is no capital deficiency in any of the subsidiary.
The bank presently is not involved in insurance activity.
Table DF - 2
Capital Structure
2.1 Bank’s Tier I capital comprises of
Consolidated financial statements of the group (parent and its
subsidiaries) have been prepared on the basis of audited financial
statements of Corporation Bank (parent) and its subsidiaries,
combined on line by line basis adding together like items of
assets, liabilities, income and expenses, after eliminating intra
group transactions and unrealized profit / losses and making
necessary adjustments wherever required to confirm to the
uniform accounting policies. The financial statements of the
subsidiaries are drawn for the same reporting period as of the
parent i.e. from 01-04-2009 to 31-03-2010.
Series
Bank is having 20% or more stakes in following entities:
(Rs. in Crore)
Coupon Rate
Tenor
Put/ Call Option#
1.
19.01.2009
237.50
9.00%
10 Yrs
Call Option may be exercised after the
instruments has run for at least 10 years
2.
10.07.2009
300.00
9.15%
10 Yrs
Call Option may be exercised after the
instruments has run for at least 10 years
3.
11.08.2009
100.00
9.05%
15 Yrs
Call Option may be exercised after the
instruments has run for at least 10 years
4.
26.08.2009
100.00
9.10%
10 Yrs
Call Option may be exercised after the
instruments has run for at least 10 years
#Call option shall be exercised only with the prior approval of RBI
109
A kUkvr@v#kTk WkyA
{Q`a II H s ny±Or ({Zdb H Qm¡{V`m§) H s am{e é. 4275.90 H amoS h¡ &
{Q`a II ny±Or Ho VhV Omar ~m§S H s eV] {ZåZ{b{IV h¡:
H ) dMZ nÌ (Ana {Q`a II ~m§S ) Ho ê n _| Aà{V^yV à{VXo` J¡a n[adV©{Z` Jm¡U ~m§S
2.3
2.4
l§Ibm
1.
2.
3.
4.
5.
6.
Am§~QZ H s
VmarI
12.12.2008
24.02.2009
06.05.2009
28.05.2009
10.08.2009
11.08.2009
~m§S am{e
Hy nZ Xa
300
700
500
500
250
300
10.10%
9.15%
8.25%
8.37%
8.45%
8.45%
# H« ` {dH ën 10 df© g_mpßV hoVw
Ad{Y
15 df©
15 df©
15 df©
15 df©
15 df©
15 df©
H« ` {dH ën (#)
hm°
hm°
hm°
hm°
hm°
hm°
I) dMZ nÌ (bmoAa {Q`a II ~m§S ) Ho ê n _| Aà{V^yV à{VXo` J¡a n[adV©{Z` Jm¡U ~m§S
H« . g§.
Am~§Q Z H s VmarI
~m§S am{e
1
2
3
4
5
24.03.2006
19.03.2008
27.03.2008
03.12.2008
31.03.2009
300
200
300
200
500
{Q`a-I Am¡a {Q`a-II ny±Or _| em{_b H aZo hoVw nmÌ F U
{bIV|:
(é. H am‹oS _|)
CÀMVa {ZåZVa
{ddaU
{Q`a -I
{Q`a -II {Q`a-II
737.50
2,550
1,500
Hw b ~H m`m am{e
500
1,550
0
Mmby df© Ho Xm¡amZ CJmhr JB©
am{e
2,550
1,500
ny±Or {Z{Y`m| Ho ê n _| n[aH bZ 737.50
hoVw nmÌ am{e
2.6 Hw b nmÌ ny±Or
(é. H am‹oS _|)
6,461.59
{Q`a-I ny±Or
4,275.90
{Q`a-II ny±Or
10,737.49
Hw b ny§Or
gmaUr SrE\ -3
ny§Or n`m©ßVVm
JwUmË_H àH QVZ
3.2.1 ~¢H EH b VWm g_o{H V ñWa na 9% go A{YH grAmaEAma
VWm 6% go ^r A{YH {Q`a 1 grAmaEAma H m`_ aIVm h¡ &
2.5
110
Hy nZ Xa
(é. H am‹oS _|)
à{VXo`/n[anŠdVm
12.12.2023
24.02.2024
06.05.2024
28.05.2024
10.08.2024
11.08.2024
(é. H am‹oS _|)
n[anŠdVm H s VmarI
Ad{Y (df© _|)
7.90%
24.03.2016
10 df©
9.30%
19.03.2018
10 df©
9.40%
27.03.2018
10 df©
10.80%
03.12.2018
10 df©
8.85%
31.05.2019
10 df© 2 _hrZo
3.2.2
~¢H g§emo{YV ê naoIm Ho AZwgma Amdí`H {ddoH gå_V
ñVa go A{YH Ý`yZV_ ny§Or H m`_ aIVm h¡ AWm©V Omo {ZåZ{b{IV go
A{YH h¡ &
H ) g§emo{YV ê naoIm Ho AZwgma Ano{jV Ý`yZV_ ny§Or;
I) ~ogb I ê naoIm Ho AZwgma Ano{jV Ý`yZV_ ny§Or H m 90%
n[a_mUmË_H àH QrH aU
3.2.1
3.2.2
3.2.3
3.2.4
F U Omo{I_ hoVw ny§Or Amdí`H Vm
~mOma Omo{I_ hoVw ny§Or Amdí`H Vm
n[aMmbZmË_H Omo{I_ hoVw ny§Or
Amdí`H Vm
Hw b ny±Or d grAmaEAma
ã`m¡ao
Hw b ny§Or AZwnmV
{Q`a 1 ny±Or AZwnmV
5,549.20 H am‹oS
431.45 H am‹oS
304.95 H am‹oS
%
15.37
9.25
gmaUr SrE\ -4 G U Omo{I_-gm_mÝ` àH QrH aU
JwUmË_H àH QZ:
4.1.1 ~¢H Zo {Z`m_H Ûmam Am` {ZYm©aU VWm AmpñV dJuH aU
_mZX§S m| hoVw {dJV Xo` VWm AZO©H H s n[a^mfm (boIm§H Z CÔoí`m|
hoVw) H mo AnZm`m h¡ &
Corporation Bank
2.3
The amount of Tier – II Capital (capital net of deductions) is Rs. 4,275.90 Crore.
2.4 Terms of the bonds issued under Tier –II Capital are as follows:
A. Unsecured Redeemable Non-Convertible Subordinated Bonds in the nature of Promissory Notes (Upper Tier II
bonds).
(Rs. in crore)
Series
1.
2.
3.
4.
5.
6.
Date of
Allotment
Bond
Amount
Coupon Rate
Tenor
Call
Option (#)
Redemption/Maturity
300
700
500
500
250
300
10.10%
9.15%
8.25%
8.37%
8.45%
8.45%
15 Yrs
15 Yrs
15 Yrs
15 Yrs
15 Yrs
15 Yrs
Yes
Yes
Yes
Yes
Yes
Yes
12.12.2023
24.02.2024
06.05.2024
28.05.2024
10.08.2024
11.08.2024
12.12.2008
24.02.2009
06.05.2009
28.05.2009
10.08.2009
11.08.2009
# Call Option at the end of 10 Year.
B. Unsecured Redeemable Non-Convertible Subordinated Bonds in the nature of Promissory Notes (Lower Tier II bonds):
(Rs. in crore)
Sr. No.
Date of Allotment
1
2
3
4
5
24.03.2006
19.03.2008
27.03.2008
03.12.2008
31.03.2009
Bond Amount
Coupon Rate
300
200
300
200
500
7.90%
9.30%
9.40%
10.80%
8.85%
2.5 Debt Capital Instruments eligible for Inclusion in
Tier – I and Tier – II capital:
(Rs. in crore)
Particulars
Tier-I Upper Lower
Tier-II Tier-II
Total Amount Outstanding
737.50 2,550
1,500
Amount Raised during the year
500 1,550
0
Amount eligible to be reckoned 737.50 2,550
1,500
as Capital Fund
2.6
The total eligible capital:
Tier – I Capital
Tier – II Capital
Total Capital
(Rs in crore)
6,461.59
4,275.90
10,737.49
Table DF-3
Capital Adequacy
Qualitative Disclosures:
3.2.1 Bank maintains at both solo and consolidated level CRAR
of more than 9% and Tier I CRAR of more than 6%.
Tenor
(in years)
10 Yrs
10 Yrs
10 Yrs
10 Yrs
10 Yrs. 2 Months
Date of Maturity
24.03.2016
19.03.2018
27.03.2018
03.12.2018
31.05.2019
3.2.2 The bank maintains the minimum capital required as per
revised framework above the prudential floor viz. higher of
(a) Minimum capital Required as per the revised framework.
(b) 90% of the minimum capital required as per Basel I
framework.
Quantitative Disclosures
3.2.1 Capital Required for Credit Risk
Rs. 5,549.20 crore
3.2.2 Capital Requirement for Market
Risk
Rs. 431.45 crore
3.2.3 Capital for Operational Risk
Rs. 304.95 crore
3.2.4 Total Capital and CRAR
Particulars
%
Total Capital Ratio
15.37
Tier-I Capital Ratio
9.25
Table DF-4
Credit Risk – General Disclosures
Qualitative Disclosures:
4.1.1 Bank has adopted the definition of the past due and
impaired assets (for accounting purposes) as defined by the
regulator for income recognition and asset classification norms.
111
A kUkvr@v#kTk WkyA
~¢H Zo F U Omo{I_ à~§YZ Zr{V bmJy H s h¡ VWm Bgo g^r
emImAm| _| n[aMm{bV {H `m J`m h¡ & Bg Zr{V H m CÔoí` `h
gw{ZpíMV H aZm h¡ {H n[aMmbZ à~§YZV§Ì H s AnojmAm| Ho
AZwHy b VWm erf© à~§YZ H s aUZr{V`m| H mo gmW©H {ZX}em| Ho ê n _|
n[aMmbZ ñVa na n[aUV H s OmVr h¡ & `h Zr{V ~¥hV F U Omo{I_
g§nmpíd©H G U hoVw _mZH , nmoQ © \ mo{b`mo à~§YZ, G U
g_rjm nÕ{V, Omo{I_ Ho ÝÐrH aU, Omo{I_ {ZJamZr VWm
_yë`m§H Z, àmdYmZrH aU VWm {d{Z`m_H /{d{YH AZwnmbZ na
{ddoH nyU© n[agr_mE§ {ZYm©[aV H aVr h¡ &
4.1.3 ~¢H g§^m{dV Omo{I_m| H s nhMmZ H aVm h¡ VW BZ Omo{I_m|
H mo _mnZo, {ZJamZr H aZo d {Z`§{ÌV H aZo hoVw g_w{MV VH ZrH| bmJy
H aVm h¡ &
4.1.4 ~moS © Zr{V V¡`ma H aVm h¡ d {d{^ÝZ F U Omo{I_ EŠgnmoOa
{ZYm©[aV H aVm h¡, F U Zr{V g{_{V, ~moS © Ûmam AZw_mo{XV BZ
Zr{V`m| VWm aUZr{V`m| H mo H m`m©pÝdV H aVr h¡ Ed§ ~¢H AmYma na
F U Omo{I_m| H s {ZJamZr H aVr h¡ VWm Omo{I_ gr_mAm| H m AZwnmbZ
gw{ZpíMV H aVr h¡ &
4.1.5 ~¢H (H ) EH b VWm g_yh CYmaH Vm©Am| hoVw EŠgnmoOa gr_mE§
{ZYm©[aV H aHo (I) Jo«S gr_mAm| H m loUrH aU H aHo (J) CÚmoJdma
EŠgnmoOa gr_mE§ VWm (K) A§Mbm|/amÁ`m| Am{X _| F U Ho ^m¡Jmo{bH
{dVaU H m {díbofU H aHo Omo{I_ g§H| ÐU H m AÜ``Z H aVm h¡ &
4.1.6 ~¢H CYma ImVm| Ho loUrH aU H mo {H gr CYmaH Vm© go g§~§{YV
F U Omo{I_ _mnZo Ho EH _hËdnyU© CnH aU Ho ê n _| _mZVm h¡ VWm
VX²Zwgma ~¢H _| EH b F U loUrH aU nÕ{V ewé H s JB© & {d{^ÝZ I§S m|
hoVw gm°âQdo`a AmYm[aV aoqQJ/ñH mo[a¨J _m°S b ~¢H H s Amdí`H VmAm|
Ho AZwê n H ñQ_mB©O {H `m J`m h¡ d g§nyU© ~¢H _| H m`m©pÝdV {H `m
J`m h¡ &
n[a_mUmË_H àH QrH aU
4.2.1. Hw b gH b F U EŠgnmoOa {Z{Y AmYm[aV VWm J¡a {Z{Y
AmYm[aV
(é. H amo‹S _|)
gH b F U Omo{I_ EŠgnmoOa
am{e
{Z{Y AmYm[aV
48,223.18
A{J«_
4,082.82
{Zdoe
2,286.69
AÝ` AmpñV`m±
54,592.69
Hw b {Z{Y AmYm[aV
7,065.11
J¡a {Z{Y AmYm[aV ~mOma g§~Õ VWm J¡a ~mOma g§~Õ
61,657.80
Hw b F U Omo{I_ EŠgnmoOa
4.1.2
112
4.2.2
F U g§{dVaU H m ^m¡Jmo{bH {dVaU
(é. H amo‹S _|)
amÁ`
Am§Y« àXoe
Ag_
{~hma
M§S rJ‹T
NÎmrgJ‹T
{Xëbr
Jmodm, X_Z
Ed§ Xrd
JwOamV
h[a`mUm
{h_mMb àXoe
Oå_y Ed§ H í_ra
PmaI§S
H Zm©Q H
Ho ab
_Ü` àXoe
_hmamîQ´
_oKmb`
CSrgm
nm°§{SMoar
n§Om~
amOñWmZ
{gŠH s_
V{_bZmSw
CÎma àXoe
CÎmam§Mb
n{ü_ ~§Jmb
Hw b
FU
F U Omo{I_
J¡a {Z{Y
Hw b
3,622.00
1,327.12
4,949.12
2.96
0.00
2.96
24.94
4.70
29.64
806.32
50.64
856.96
88.35
15.53
103.88
14,323.72
4,859.83
19,183.55
551.25
276.94
828.19
2,420.74
984.88
3,405.62
783.45
176.12
959.57
10.25
0.00
10.25
7.60
0.37
7.97
36.59
23.33
59.92
10,978.76
932.09
11,910.85
976.42
53.25
1,029.67
626.01
7.90
633.91
16,365.51
6,346.40
22,711.91
0.54
0.32
0.86
89.21
6.91
96.12
28.70
1.34
30.04
628.62
44.20
672.82
2,073.81
25.47
2,099.28
5.60
0.00
5.60
6,198.68
1036.52
7,235.20
945.56
243.56
1,189.12
20.80
0.49
21.29
1,586.17
420.07
2,066.24
63,202.56
16,837.98
80,040.54
Corporation Bank
4.1.2 Bank has put in place Credit Risk Management policy
and the same has been circulated to all the branches. The
objectives of the policy are to ensure that the operations are in
line with the expectation of the Management and the strategies
of the top management are translated into meaningful directions
to the operational level. The policy stipulates prudential limits
on large credit exposure, standards for loan collateral, portfolio
management, loan review mechanism, risk concentration, risk
monitoring and evaluation, provisioning and regulatory / legal
compliance.
4.2.2
4.1.3 The Bank identifies the risks to which it is exposed and
applies suitable techniques to measure, monitor and control
these risks.
4.1.4 Board devises the policy and fixes various credit risk
exposures, Risk Management Committee, implements these
policies and strategies approved by the Board and monitors
credit risks on a bank wide basis and ensures compliance of risk
limits.
4.1.5 The Bank monitors the risk concentration by analyzing
the actual exposure Vis-à-vis exposure limits fixed for single
and group borrowers, rating grade - wise limits, Industry wise
exposure limits and analyzing the geographical distribution of
credit across the Zones / States etc.
4.1.6 Bank considers rating of a borrowal account as an
important tool to measure the credit risk associated with any
borrower and accordingly a Single scale credit rating system is
in place in the Bank. A software driven rating / scoring model
for different segments have been customized to suit the Bank’s
requirements and the same has been rolled out across the bank.
Quantitative Disclosures
4.2.1 Total gross credit risk exposures, Fund Based and Nonfund base
(Rs in crore)
Gross Credit Risk Exposures
Amount
(Rs in crore)
States
Andhra Pradesh
48,223.18
2.96
0.00
2.96
Bihar
24.94
4.70
29.64
Chandigarh
806.32
50.64
856.96
Chattisgarh
88.35
15.53
103.88
14,323.72
4,859.83
19,183.55
551.25
276.94
828.19
2,420.74
984.88
3,405.62
783.45
176.12
959.57
Himachal Pradesh
10.25
0.00
10.25
Jammu & Kashmir
7.60
0.37
7.97
Jharkhand
36.59
23.33
59.92
Karnataka
10,978.76
932.09
11,910.85
Kerala
976.42
53.25
1,029.67
Madhya Pradesh
626.01
7.90
633.91
16,365.51
6,346.40
22,711.91
0.54
0.32
0.86
Orissa
89.21
6.91
96.12
Pondicherry
28.70
1.34
30.04
628.62
44.20
672.82
2,073.81
25.47
2,099.28
5.60
0.00
5.60
6,198.68
1036.52
7,235.20
945.56
243.56
1,189.12
Uttaranchal
20.80
0.49
21.29
West Bengal
1,586.17
420.07
2,006.24
63,202.56 16,837.98
80,040.54
Delhi
Goa, Daman & Diu
Gujarat
Haryana
Maharashtra
Meghalaya
Punjab
Sikkim
Other Assets
2,286.69
Uttar Pradesh
7,065.11
61,657.80
Total
Assam
Tamilnadu
Non Fund Based Market Related & NonMarket Related
Total Credit Risk Exposure
NonFund
4,949.12
4,082.82
54,592.69
Credit
1,327.12
Investments
Total Fund Based
Exposure
3,622.00
Rajasthan
Fund Based
Advances
Geographic distribution of exposures
Total
113
A kUkvr@v#kTk WkyA
4.2.3
CÚmoJdma {dVaU
H« _ g§.
1.
2.
2.1
2.2
2.3
2.4
3
4
4.1
4.2
4.3
4.4
5
6
7
8
9
9.1
9.2
9.3
9.4
10
11
12
13
13.1
13.2
14
14.1
14.2
15
16
17
18
18.1
18.2
18.3
18.4
19
114
`Wm 31.03.2010 H mo CÚmoJdma F U Omo{I_
CÚmoJ
IZZ d CËIZZ (H mo`bm g{hV)
ImÚ àg§ñH aU
MrZr
ImÚ Vob d dZñn{V
Mm`
AÝ`
no` d V§~mHy
dñÌ CÚmoJ
gyVr dñÌ CÚmoJ
OyQ dñÌ CÚmoJ
_mZd {Z{_©V dñÌ CÚmoJ
AÝ` dñÌ CÚmoJ
boXa VWm boXa CËnmX
dwS VWm dwS² CËnmX
H mJO VWm H mJO CËnmX
noQ´ mo{b`_, H mo`bm CËnmX VWm AmpÊdH BªYZ
Ho {_H ëg VWm Ho {_H ëg CËnmX
Cd©aH
Am¡f{Y VWm \ m_m©ñ`y{QH ëg
noQ´ mo Ho {_H ëg
AÝ`
a~‹S , ßb°pñQH VWm CZHo CËnmX
½bmg Am¡a ½bmgdoAma
{g_|Q VWm {g_|Q CËnmX
YmVw AmYm[aV VWm YmVw CËnmX
bmoh VWm BñnmV
AÝ` YmVw VWm YmVw CËnmX
g^r B§Or{Z`[a¨J
BboŠQ´ m{ZŠg
AÝ`
doB©H b, doB©H b nmQ©g² , VWm n[adhZ gmYZ
aËZ VWm Am^yfU
{Z_m©U
AmYma^yV g§aMZm
D Om©
Xyag§Mma
gSH VWm nmoQ ©
AÝ` AmYma^yV g§aMZm
AÝ` CÚmoJ
Hw b
FU
65.14
1,329.16
88.72
299.27
2.17
939.00
225.80
2,797.87
1,716.08
1.53
9.11
1,071.15
147.76
93.12
160.34
2,204.28
2,432.43
129.74
1,182.55
666.93
453.21
429.68
92.69
1,000.64
3,442.41
2,515.57
926.84
1,854.90
1,105.24
749.66
1,083.31
1,078.96
113.39
8,616.48
4,898.99
1,209.97
670.84
1,836.68
2,713.32
29,881.68
F U Omo{I_
H¡ ßg
0.00
5.08
0.00
0.00
0.44
4.64
0.00
5.50
0.00
0.00
0.00
5.50
17.16
0.00
1.13
6.19
8.40
0.00
0.00
0.00
8.40
1.14
0.00
23.05
11.12
11.12
0.00
58.73
0.00
58.73
0.00
0.00
0.00
0.55
0.00
0.00
0.00
0.55
126.47
264.52
(é. H amo‹S _|)
J¡a {Z{Y
9.26
212.51
1.72
72.63
0.00
138.16
0
401.39
316.35
0.00
12.56
72.48
22.85
165.17
9.76
355.55
260.47
23.94
138.96
26.28
71.29
259.00
190.72
272.09
1,065.77
572.90
492.87
2,724.87
762.76
1,962.11
860.20
234.68
91.20
2,049.53
646.07
610.92
151.18
641.36
3,920.45
13,105.47
Hw b
74.40
1,546.75
90.44
371.90
2.61
1,081.80
225.80
3,204.76
2,032.43
1.53
21.67
1,149.13
187.77
258.29
171.23
2,566.02
2,701.30
153.68
1,321.51
693.21
532.90
689.82
283.41
1,295.78
4,519.30
3,099.59
1,419.71
4,638.50
1,868.00
2,770.50
1,943.51
1,313.64
204.59
10,666.56
5,545.06
1,820.89
822.02
2,478.59
6,760.24
43,251.67
Corporation Bank
4.2.3
Industry - wise distribution
Sl.No.
1
2
2.1
2.2
2.3
2.4
3
4
4.1
4.2
4.3
4.4
5
6
7
8
9
9.1
9.2
9.3
9.4
10
11
12
13
13.1
13.2
14
14.1
14.2
15
16
17
18
18.1
18.2
18.3
18.4
19
INDUSTRY-WISE EXPOSURE AS ON 31.03.2010
Industry
(Rs in crore)
Mining and Quarrying [including Coal ]
Food Processing
Sugar
Edible Oils and Vanaspati
Tea
Others
Beverage & Tobacco
Textiles
Cotton Textiles
Jute Textiles
Man-Made Textiles
Other Textiles
Leather & Leather Products
Wood & Wood Products
Paper & Paper Products
Petroleum, Coal Products and Nuclear Fuels
Chemicals & Chemicals Products
Fertiliser
Drugs & Pharmaceuticals
Petro-Chemicals
Others
Rubber, Plastic & their Products
Glass and Glassware
Cement and Cement Products
Basic Metal and Metal Products
Iron and Steel
Other Metal and Metal Products
All Engineering
Electronics
Others
Vehicles, Vehicle Parts and Transport Equipments
Gems & Jewellery
Construction
Infrastructure
Power
Telecommunications
Roads & Ports
Other Infrastructure
Other Industries
CREDIT
65.14
1,329.16
88.72
299.27
2.17
939.00
225.80
2,797.87
1,716.08
1.53
9.11
1,071.15
147.76
93.12
160.34
2,204.28
2,432.43
129.74
1,182.55
666.93
453.21
429.68
92.69
1,000.64
3,442.41
2,515.57
926.84
1,854.90
1,105.24
749.66
1,083.31
1,078.96
113.39
8,616.48
4,898.99
1,209.97
670.84
1,836.68
2,713.32
Exposure
CAPS
Non-fund
0.00
9.26
5.08
212.51
0.00
1.72
0.00
72.63
0.44
0.00
4.64
138.16
0.00
00.0
5.50
401.39
0.00
316.35
0.00
0.00
0.00
12.56
5.50
72.48
17.16
22.85
0.00
165.17
1.13
9.76
6.19
355.55
8.40
260.47
0.00
23.94
0.00
138.96
0.00
26.28
8.40
71.29
1.14
259.00
0.00
190.72
23.05
272.09
11.12
1,065.77
11.12
572.90
0.00
492.87
58.73
2,724.87
0.00
762.76
58.73
1,962.11
0.00
860.20
0.00
234.68
0.00
91.20
0.55
2,049.53
0.00
646.07
0.00
610.92
0.00
151.18
0.55
641.36
126.47
3,920.45
TOTAL
29,881.68
264.52
13,105.47
TOTAL
74.40
1,546.75
90.44
371.90
2.61
1,081.80
225.80
3,204.76
2,032.43
1.53
21.67
1,149.13
187.77
258.29
171.23
2,566.02
2,701.30
153.68
1,321.51
693.21
532.90
689.82
283.41
1,295.78
4,519.30
3,099.59
1,419.71
4,638.50
1,868.00
2,770.50
1,943.51
1,313.64
204.59
10,666.56
5,545.06
1,820.89
822.02
2,478.59
6,760.24
43,251.67
115
A kUkvr@v#kTk WkyA
A{J«_m| VWm {Zdoem| Ho Ad{eîQ g§{dXmJV n[anŠdVm ^§J
é. H amo‹S _|
n[anŠdVm noQ Z©
A{J«_*
{Zdoe* {dXoer _wÐm
1,983.33
305.17
148.52
AJbo {XZ
2,157.33
916.63
846.79
2 - 7 {XZ
2,655.25
779.81
111.98
8 -14 {XZ
3,952.33
496.03
214.23
15 - 28 {XZ
10,170.80
3,544.22
861.04
29 {XZ - 3 _mh
6,717.41
4,779.64
673.75
> 3 _mh-6 _mh
10,830.76
5,868.01
52.11
> 6 _mh -1 df©
14,896.12
5313.39
63.32
> 1 df© - 3 df©
5,626.33
4860.18
9.59
> 3 df© - 5 df©
4,212.90
7659.56
191.95
> 5 df©
63,202.56 34,522.64
31,73.28
Hw b
4.2.4
`Wm 31 _mM©, 2010 H mo EZ.nr.E. (gH b) am{e
(é. H amo‹S _|)
H« _ g§.
loUr
am{e
i.
268.98
Ad_mZH
ii.
88.44
g§{X½Y –1
iii.
49.17
g§{X½Y – 2
iv.
43.77
g§{X½Y – 3
v.
200.58
hm{Z
vi.
650.94
Hw b EZ nr E (gH b)
4.2.5
4.2.6 31 _mM©, 2010 H mo {Zdb EZ nr E
4.2.7
àmdYmZm| H m CVmaM‹T md
H« _ g§.
i.
ii.
4.2.8
116
loUr
gH b EZnrE go gH b A{J«_
{Zdb EZnrE go {Zdb A{J«_
EZnrE (gH b) H m CVma M‹T md
H« _ g§.
i.
ii.
iii.
iv.
é. 197.25 H amo‹S
loUr
1 Aà¡b, 2009 df© Ho àma§^ _| AWeof
31 _mM©, 2010 VH H s Ad{Y _| àmdYmZ
31 _mM©, 2010 VH H s Ad{Y _| H Qm¡Vr
31 _mM©, 2010 H mo A§{V_ eof
%
1.02
0.31
(é. H amo‹S _|)
am{e
559.99
476.82
385.10
650.94
EZ.nr.E. hoVw àmdYmZm| H m CVma M‹T md (é. H amo‹S _|)
loUr
am{e
H« _ g§.
i.
414.96
1 Aà¡b, 2009 df© Ho àma§^ _| AWeof
31 _mM©, 2010 VH H s Ad{Y VH {H E JE
ii.
345.25
àmdYmZ
Mmby df© _| 31 _mM©, 2010 VH ~Åo ImVo 266.60
iii.
Smbm J`m
31 _mM©, 2010 VH df© Ho Xm¡amZ {H E JE
iv.
67.13
A{V[aŠV àmdYmZm| H m à{VboIZ
v.
426.48
`Wm 31 _mM©, 2010 H mo A§{V_ eof
4.2.10 `Wm 31 _mM©, 2010 H mo J¡a-{ZînmXZ {Zdoe H s am{e
é. 11.05 H amo‹S &
4.2.11 J¡a-{ZînmXZ {Zdoe hoVw àmdYmZ H s JB© am{e h¡
é. 11.05 H amo‹S &
4.2.12 {Zdoe na _yë`õmg hoVw àmdYmZm| H m CXma M‹T md&
(é. H amo‹S _|)
loUr
am{e
H« _ g§.
i.
129.19
1 Aà¡b, 2009 df© Ho àma§^ _| AWeof
31 _mM©, 2010 VH df© Ho Xm¡amZ {H E JE
ii.
61.92
àmdYmZ
KQmE§: 31 _mM©, 2010 VH df© Ho Xm¡amZ
iii.
{H E JE A{V[aŠV àmdYmZm| H m à{VboIZ 134.63
~Åo ImVo {bIZm
iv.
56.48
`Wm 31 _mM©, 2010 H mo A§{V_ eof
gmaUr SrE\ 5
F U Omo{I_:
JwUmË_H àH QZ:
5.1.1 CYmaH Vm© J«mhH m| hoVw aoqQJ gwJ_ ~ZmZo Ho {bE, ~¢H Zo ^maVr`
[aOd© ~¢H Ûmam {d{Z{X©îQ/AZw_mo{XV {ZåZ{b{IV aoqQJ EO|{g`m| Ho
gmW g_Pm¡Vm kmnZ {H `m h¡& Eogo àmßV aoqQJ grAmaEAma H s JUZm
hoVw Cn`moJ H s OmEJr &
· grEAmaB©
· grAmaAmB©EgAmB©Eb
· AmB©grAmaE
· {\ M B§{S`m
5.1.2 CnamoŠV ~mø aoqQJ EOopÝg`m| Ûmam Am§~{QV aoqQJ CZ g^r
F U Omo{I_m| hoVw Cn`moJ H s Om ahr h¡, {OgH s ~ogb II Ho VhV
grAmaEAma n[aH bZm| hoVw _mZH ÑpîQH moU Ho VhV Omo{I_ {ZYm©aU
à{H« `m Ho AYrZ aoqQJ H s OmVr h¡ &
5.1.3 CZ AmpñV`m| hoVw {OZH s g§{dXmJV n[anŠdVm EH df© go H _
`m EH df© Ho ~am~a h¡, CZHo {bE AënH mbrZ aoqQJ Cn`moJ H s
OmVr h¡ O~{H AÝ` AmpñV`m| hoVw XrK© H mbrZ aoqQJ Cn`moJ H s OmVr
h¡ ZH Xr F U/Amoda S´ mâQ VWm AÝ` n[aH« m_r F U Omo{I_m| hoVw XrK©
H mbrZ F U aoqQJ br OmVr h¡ &
4.2.9
Corporation Bank
4.2.4
Residual Contractual Maturity Break down of
advances and investments
(Rs in crore)
Maturity Pattern
Next day
2 - 7 days
8 -14 days
15- 28 days
29 days - 3months
>3 months-6months
> 6months-1yr
>1yr-3yrs
> 3yrs-5yrs
> 5yrs
Total
1,983.33
2,157.33
2,655.25
3,952.33
10,170.80
6,717.41
305.17
916.63
779.81
496.03
3,544.22
4,779.64
Foreign
Currency
Assets
148.52
846.79
111.98
214.23
861.04
673.75
10,830.76
14,896.12
5,626.33
4,212.90
63, 202.56
5,868.01
5313.39
4860.18
7659.56
34,522.64
52.11
63.32
9.59
191.95
31,73.28
Advances
Investments
(gross)
4.2.5 Amount of NPAs (Gross) as on 31st March 2010 :
(Rs. in crore)
Sl.No.
i].
ii].
iii].
iv].
v].
vi].
Category
Sub –Standard
Doubtful –1
Doubtful – 2
Doubtful – 3
Loss
Total NPA [Gross]
4.2.6
Net NPA as on 31st March, 2010
4.2.7
NPA Ratios
Amount
268.98
88.44
49.17
43.77
200.58
650.94
Rs. 197.25 Crore
Sl. No.
Category
i].
Gross NPA to Gross Advances
ii].
Net NPA to Net Advances
4.2.8
Movement of NPA’s (Gross)
Sl. No.
i].
ii].
iii].
iv].
Category
Opening balance at the beginning
of the year 1 April, 2009
Additions during the Year till 31st
March, 2010
Reductions during the Year till 31st
March, 2010
Closing balance as on 31st March,
2010
%
1.02
0.31
(Rs in crore)
Amount
559.22
476.82
385.10
650.94
4.2.9
Sl. No.
Movement of Provisions for NPA
Category
(Rs. in crore)
Amount
i]
Opening balance at the beginning of
414.96
the year 1 April, 2009
ii]
Provisions made during the year till
345.25
31st March, 2010
iii]
Written off during the current year till
266.60
31st March, 2010
iv]
Write back of excess provisions made
67.13
during the year till 31st Mar, 2010
v]
Closing balance as on 31st March,
426.48
2010
4.2.10 Amount of Non-Performing Investment as on 31
March, 2010 is Rs. 11.05 crore.
4.2.11 Amount of provision held for non-performing
investment is Rs. 11.05 crore.
4.2.12 Movement of Provisions for Depreciation on
Investments
(Rs in crore)
Sl.
Category
Amount
No.
i] Opening balance at the beginning of the
129.19
year 1 April, 2009
ii] Provisions made during the year till 31st
61.92
March, 2010
iii] Less write-off ‘Write-back of excess provision
134.63
during the year till 31st March, 2010
v] Closing balance as on 31st March, 2010
56.48
Table DF- 5
Credit Risk
Qualitative Disclosures
5.1.1 Bank has entered into MoU with the following rating
agencies identified/ approved by RBI to facilitate the borrower
customers to solicit the ratings. The rating so obtained shall be
used for the purpose of computation of CRAR.
• CARE
• CRISIL
• ICRA
• Fitch India
5.1.2 The rating assigned by the above external rating agencies
are being used for all exposures subjected to rating for risk
weighting purposes under the standardized approach for CRAR
calculations under Basel-II.
5.1.3 For assets that have contractual maturity less than or
equal to one year, short term ratings are used while for other
assets, long term ratings are used. For Cash Credit / Over Draft
and other revolving Credit exposures long-term ratings are
taken.
117
A kUkvr@v#kTk WkyA
n[a_mUmË_H àH QrH aU
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F U Ed§ A{J«_
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J¡a {Z{Y AmYm[aV
J¡a ~mOma g§~Õ
~mOma g§~Õ
100% Omo{I_ ^ma go H _
100% Omo{I_ ^ma
~hr _yë` Ama.Sãë`y.E. ~hr _yë`
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A{YH
Ama.Sãë`y.E. ~hr _yë` Ama.Sãë`y.E.
_|)
Hw b
~hr _yë`
Ama.Sãë`y.E.
29127.73
13319.68
26132.93
25815.66
7941.89
9087.84
63202.56
48223.18
21275.04
0.00
4038.88
4038.88
29.30
43.94
25343.22
4082.82
9900.52
205.18
2081.51
2081.51
0.00
0.00
11982.03
2286.69
8972.81
2272.22
7139.13
3889.47
726.07
586.87
16838.01
6748.56
959.03
316.55
0.00
0.00
0.00
0.00
959.03
316.55
gmaUr SrE\ - 6 F U Omo{I_ H _ H aZm: _mZH sH¥ V ÑpîQH moU
hoVw àH QZ
JwUmË_H àH QZ
X¢{ZH n[aMmbZm| Ho Xm¡amZ AmZo dmbo G U Omo{I_m| Ho à^md
H mo H _ H aZo hoVw ~¢H {d{^ÝZ nÕ{V`m| Ed§ VH ZrH m| H mo AnZmVo h¢ &
{d{^ÝZ F U Omo{I_ àem_H (grAmaE_) {ZåZmZwgma h¡ :
(1) g§nmpíd©H boZXoZ
(2) Jma§{Q`m§
6.1.1
6.1.2 nmÌ {dÎmr` g§nmpíd©H :
{ZåZ{b{IV {dÎmr` g§nmpíd©H m| H mo ~¢H Ûmam F U Omo{I_ H _ H aZo
Ho ê n _| {Z{X©îQ {H `m J`m h¡ &
i. {dXoer _wÐm _| O_m g{hV ZH Xr VWm O_m
ii. ñdU©: AZw_m{ZV: 99.99% n[aewÕVm _| JwU{ZYm©[aV &
iii. H| Ð VWm amÁ` gaH mam| Ûmam Omar à{V^y{V`m±
iv. {H gmZ {dH mg nÌ VWm amîQ´ r` ~MV à_mU nÌ
v. OrdZ ~r_m nm°{b{g`m±
118
(é H amoS
F U à{V^y{V`m±-loUrH¥ V VWm F U à{V^y{V`m±-AloUrH¥ V
bo{H Z ~¢H m| Ûmam Omar
vii. å`yMwAb \§ S H s `y{ZQ|
6.1.3 Jma§{Q`m§:
à{VnmQu go H _ Omo{I_ ^madmbr g§ñWmAm| Ûmam Omar Jma§{Q`m| H mo
Omo{I_ H _ H aZo Ho ê n _| ñdrH¥ V {H `m OmEJm &
gaH mam|, gaH mar g§ñWmAm| (B©grOrgr VWm grOrQrEgE_B© g{hV)
go Amdí`H VmZwgma Jma§Q r àmßV H s OmVr h¢ &
n[a_mUmË_H àH QZ
6.2.1 _mZH sH¥ V ÑpîQH moU Ho VhV àH {QV F U Omo{I_ nmoQ© \ mo{b`mo hoVw {ZåZ{b{IV Ûmam H da Hw b F U Omo{I_:
vi.
nmÌ {dÎmr` g§nmpíd©H ; Aën H Qm¡Vr Ho nûMmV
O_mam{e`m±
é. 1,420.82
ñdU© Am^yfU
é. 340.85
Ho drnr/EZEggr/EbAmBgr/
gaH mar à{V^y{V`m±±
é. 98.70
BpŠdQr - _w»` gyMH m§H
é. 148.88
6.2.2
H amoS
H amoS
H amoS
H amoS
Corporation Bank
Quantitative Disclosure
Particulars
(Rs. in Crore)
Below 100% Risk
weight
100% Risk Weight
More than 100%
Risk Weight
Book
Value
Book
Value
Book
Value
RWA
RWA
RWA
Total
Book Value
RWA
Fund Based
Loans & Advances
29127.73
13319.68
26132.93
25815.66
7941.89
9087.84
63202.56 48223.18
Investments
21275.04
0.00
4038.88
4038.88
29.30
43.94
25343.22
4082.82
Other Assets
9900.52
205.18
2081.51
2081.51
0.00
0.00
11982.03
2286.69
8972.81
2272.22
7139.13
3889.47
726.07
586.87
16838.01
6748.56
959.03
316.55
0.00
0.00
0.00
0.00
959.03
316.55
Non Fund Based
Non Market Related
Market Related
Table DF- 6 Credit Risk Mitigation: Disclosures for
standardized Approaches
Qualitative Disclosures:
vi. Debt securities -Rated and Debt Securities -not rated but
issued by banks.
vii. Units of mutual funds.
6.1.1 Bank employs various methods and techniques to
reduce the impact of the credit risks it is exposed to in its daily
operations. The various Credit Risk Mitigants (CRM) are as
under:
(1) Collateralized transactions
(2) Guarantees
6.1.3
Guarantees
Guarantees issued by entities with a lower risk weight than the
counterparty shall be accepted as a credit risk mitigant.
6.1.2 Eligible financial collateral:
The following financial collaterals are recognized as credit
mitigants by the Bank :
i. Cash and Deposits including deposits in foreign
currency.
ii. Gold : benchmarked to 99.99% purity.
iii. Securities issued by Central and State Governments.
iv. Kisan Vikas Patra and National Savings Certificates.
v. Life insurance policies.
Guarantee of the Sovereigns, sovereign entities (including
ECGC and CGTSME) are obtained wherever warranted.
Quantitative Disclosures
6.2.1 For disclosed credit risk portfolio under the standardized
approach, the total exposure that is covered by:
6.2.2 Eligible financial collateral; after the application of
haircuts
Deposits
Rs. 1,420.82 Cr
Gold jewels
Rs. 340.85 Cr
KVP/NSC/LIC/Govt. Securities Rs.
98.70 Cr
Equities – Main Index
Rs. 148.88 Cr
119
A kUkvr@v#kTk WkyA
gmaUr SrE\ - 7– à{V^y{VH aU: _mZH sH¥ V ÑpîQH moU hoVw àH QrH aU:
JwUmË_H
àH QrH aU
n[a_mUmË_H
àH UZ:
~¢qH J ~hr
(H ) gm_mÝ` JwUmË_H àH QZ
à{V^y{VH aU J{V{d{Y H m CÔoí` ~¢H H s g§d¥{Õ à^m{dV {H E {~Zm Hw ebVm go ny±OrJV {Z{Y`m| H m à~§YZ VWm
Vrd« Xa na AmpñV`m| Ho _WZo go à{Vbm^ A{YH V_ H aZm h¡ & BgHo A{V[aŠV CÀM g§Ho ÝÐZ Ho joÌm| _| AmpñV`m| H mo
EH Ì H aZo Ho Ûmam F U g§{d^mJ H m ~ohVa à~§YZ VWm ~m‹Oma eo`a VWm J«hH g§~§Y ~ZmE aIZo hoVw BZ joÌm| _|
AÀNm A{V[aŠV H mamo~ma BgH m bú` h¡ &
à{V^y{VH¥ V AmpñV`m| _| A§V{Z{h©V {d{YH Omo{I_, F U Omo{I_, ~m‹Oma Omo{I_ VWm à{VnmQu Omo{I_ H s Amoa
C{MV Ü`mZ {X`m OmZm h¡ &
à{V^y{VH aU à{H« `m _| ~¢H àdV©H , {ZdoeH H s ^y{_H m AXm H a ahm h¡ &
~¢H H mo à{V^y{V-{Zdoe _| A§V{Z©{hV ì`pŠVJV à{V^y{V-{Zdoe Ho Omo{I_ bjU VWm g_yhZ Ho Omo{I_ bjUm|
H s ì`mnH g_P {Za§Va ahoJr& ~¢H H mo à{V^y{VH aU boZ-XoZm| H s CZ g^r g§aMZmË_H {deofVmAm| H s nyU© g_P
ahoJr {OZH m Eogo boZXoZm| go ~¢H Ho {Zdoe Ho {ZînmXZ na _hËdnyU© à^md n‹S gH Vm h¡ &
~¢H {d{dYrH¥ V ^m¡Jmo{bH /CYmaH Vm© g§Ho ÝÐZ MwZoJr {OZHo nmg F U Omo{I_ AënrH aU Ho ê n _| Xmo _mh go H _
Ho A{VXo` g{hV 75% go H _ _yë` AZwnmV Ho _yë` Ho F U hm|Jo &
(I) ~¢H Ûmam nrQrgr Ho O[aE {Zdoe H s JB© am{e H mo {Zdoe Ho ê n _|, AmB©~rnrgr Ho O[aE F U Ho {Ûnjr` Am~§Q Z/
gh_{V Ho Ûmam àXÎm A{J«_ am{e A{J«_ _mZoJm &
~¢qH J ~hr _|, à{V^y{VH aU hoVw à`wŠV B©grEAmB© Ho Zm_ VWm à{V^y{V-{Zdoe H m àH ma {OgHo {bE àË`oH EO|gr
(J)
H m à`moJ {H `m OmVm h¡ &
(K) ~¢H Ûmam à{V^yV {Zdoem| H s Hw b am{e& eyÝ`
(L)
(M)
(N)
(O)
(P)
(k)
n[a_mUmË_H
àH QrH aU:
ì`mnma ~hr
(V)
{Zdoe àH ma Ûmam I§{SV Mmby Ad{Y Ho Xm¡amZ ~¢H Ûmam {ZYm©[aV {Zdoe à{V^yV hm{Z`m| hoVw (CXmhaU {dMmamYrZ
à{V^y{V Ho {ddaUmZwgma H«o {SQ H mS©, Amdmg F U, Am°Q mo F U Am{X)
EH df© _| à{V^y{VH aU hoVw A{^àoV AmpñV`m| H s am{e
(M) _|, à{V^y{VH aU go nhbo df© Ho A§Xa àd{V©V AmpñV`m| H s am{e &
à{V^yV {Zdoem| H s Hw b am{e ({Zdoe àH ma Ûmam) VWm {Zdoe àH ma Ûmam {~H« s na J¡a {ZYm©[aV bm^ `m hm{Z &
{ZåZ H s Hw b am{e:
· {Zdoe àH ma Ûmam I§{SV VwbZ nÌ _| Ym[aV `m IarXo JE à{V^y{V {Zdoe VWm
· {Zdoe àH ma Ûmam I§{SV VwbZ nÌ ~mø à{V^y{V-{Zdoe
· Ym[aV `m IarXo JE à{V^y{V-{Zdoe H s Hw b am{e VWm g§~Õ ny±Or à^ma, {Zdoem| _| I§{SV VWm àË`oH {d{Z`m_H
ny±Or ÑpîQH moU hoVw {d{^ÝZ Omo{I_ ^m[aV gr_m _| AmJo I§{SV
· Qm`a I ny±Or go nyU©V: H mQo JE {Zdoe, Hw b ny±Or go H mQo JE Omo F U H mo ~‹T mVo h¢, VWm Hw b ny±Or go H mQo JE AÝ`
{Zdoe ({Zdoe àH ma Ûmam)
~¢H Ûmam à{V^y{VH¥ V {Zdoe H s Hw b am{e& eyÝ`
~¢H Ûmam à{V^y{VH¥ V {Zdoem| H s Hw b am{e {OgHo {bE ~¢H Zo Hw N {Zdoe Ym[aV {H E h¢ VWm Omo {Zdoe àH ma Ûmam,
~mOma Omo{I_ ÑpîQH moU Ho AYrZ h¡ &
(W) {ZåZ H s Hw b am{e:
* {Zdoe àH ma Ûmam I§{SV VwbZ nÌ _| Ym[aV `m IarXo JE à{V^y{V-{Zdoe VWm
* {Zdoe àH ma Ûmam I§{SV VwbZ nÌ ~mø à{V^y{V-{Zdoe
120
Corporation Bank
Table DF- 7 – Securitisiation: Disclosure for Standardised approach
Qualitative
(a) The general qualitative disclosure
Disclosures
The objectives of Securitization activity are to manage Capital funds efficiently without affecting the
growth of the bank and to maximize the returns by churning assets at a rapid rate. Apart from this the
better management of credit portfolio by hiving of assets in sectors of high concentration and good
additional business in these sector to maintain market share and client relationship.
The Legal Risk, Credit Risk, Market Risk and Counterparty Risk inherent in securitized assets which are
to be properly addressed.
The Bank play a Role of an originator, Investor in securitization process.
The Bank shall on an ongoing basis have comprehensive understanding of the risk characteristics
of individual securitization exposure as well as the risk characteristics of pools underlying in the
securitization exposure. The bank shall have a thorough understanding of all the structural features of the
securitization transactions that would have material impact on the performance of the bank’s exposure
to such transactions.
The Bank shall select pools having diversified geographical / borrower concentration having loans to
value ratio less than 75% with overdues status not more than two months as a credit risk mitigation.
Quantitative
disclosures:
Banking Book
(b)
The Bank shall reckon the amount invested through PTC’s as investment, the amount advanced
through bilateral assignments of debt/ subscription through IBPC’s as advances of the Bank.
(c)
In the banking book, the names of ECAIs used for securitisations and the types of securitisation
exposure for which each agency is used.
(d)
The total amount of exposures securitised by the bank.
(e)
For exposures securitised losses recognised by the bank during the current period broken by the
exposure type (e.g. Credit cards, housing loans, auto loans etc. detailed by underlying security)
(f )
Amount of assets intended to be securitised within a year
(g)
(h)
Of (f ), amount of assets originated within a year before securitisation.
The total amount of exposures securitised (by exposure type) and unrecognised gain or losses on sale
by exposure type.
Aggregate amount of:
• on-balance sheet securitisation exposures retained or purchased broken down by exposure type
and retained or purchased broken down by exposure type and
• off-balance sheet securitisation exposures broken down by exposure type
• Aggregate amount of securitisation exposures retained or purchased and the associated capital
charges, broken down between exposures and further broken down into different risk
weight bands for each regulatory capital approach
• Exposures that have been deducted entirely from Tier 1 capital, credit enhancing I/Os
deducted from total capital, and other exposures deducted from total capital (by exposure type).
(i)
(j)
Quantitative
Disclosures:
Trading book
The total amount of exposures securitised by the bank.
(k)
(l)
Nil
Nil
Aggregate amount of exposures securitised by the bank for which the bank has retained some
exposures and which is subject to the market risk approach, by exposure type.
Aggregate amount of:
• on-balance sheet securitisation exposures retained or purchased broken down by exposure
type; and
• off-balance sheet securitisation exposures broken down by exposure type.
121
A kUkvr@v#kTk WkyA
(X)
Ym[aV `m IarXo JE à{V^y{V-{Zdoe H s Hw b am{e {ZåZ hoVw AbJ h¡:
· {Z{X©îQ Omo{I_ hoVw ì`mnH Omo{I_ Cnm` Ho AYrZ Ym[aV `m IarXo JE à{V^y{V-{Zdoe; VWm
· {d{^ÝZ Omo{I_ ^m[aV gr_m _| I§{SV {Z{X©îQ Omo{I_ hoVw à{V^y{VH aU g§aMZm Ho AYrZ à{V^y{V-{Zdoe &
(Z) {ZåZ H s Hw b am{e
· {d{^ÝZ Omo{I_ ^m[aV gr_m _| I§{SV à{V^y{VH aU g§aMZm Ho AYrZ à{V^y{V-{Zdoe hoVw ny§°OrJV Anojm &
· Qm`a I ny±Or go nyU©V: H mQo JE à{V^y{V {Zdoe, Hw b ny±Or go H mQo JE Omo F U H mo ~TmVo h¡, VWm Hw b n±Or go H mQo
JE AÝ` {Zdoe ({Zdoe àH ma Ûmam) &
gmaUr SrE\ -8
Am§V[aH Am¡a ~mhar VÏ`m| go CËnÝZ BgH s AmpñV`m| Ed§ Xo`VmAm| Ho
ì`mnm[aH ~hr _| ~mOma Omo{I_
_yë` go h¡ & Am§V[aH VÏ`m| _| ~¢H H s AmpñV`m| Ed§ Xo`VmAm| H m g§KQZ
Jw
UdÎmm, n[anŠdVm, ã`mO Xa VWm O_mAm|, CYma am{e`m|, F Um| VWm
1.1 ~¢H Zo ~mOma Omo{I_ hoVw ny§Or à^ma Ho n[aH bZ hoVw ^maVr`
{Zdo
em| Ho nwZ©_yë`{ZYm©aU Am{X em{_b h¡ & ~mhar VÏ` gm_mÝ` Am{W©H
[aOd© ~¢H Ûmam {ZYm©[aV _mZH sH¥ V Ad{Y ÑpîQH moU AnZm`m h¡ &
n[apñW{V`m| H mo H da H aVo h¢ & ~‹T Vr `m KQVr ã`mO Xa| VwbZ nÌ
~mOma Omo{I_ Ho àm`moOZ Ho {bE EME\ Qr VWm EE\ Eg àdJ© Ho
AdpñW{V Ho AZwgma ~¢H H mo à^m{dV H aVr h¢ & ã`mO Xa Omo{I_ ~¢H
VhV H s à{V^y{V`m| H mo AYmoì`mnma ~hr _mZm J`m h¡ &
Ho VwbZ nÌ Ho AmpñV VWm Xo`Vm XmoZm| nj _| ì`mßV h¢ &
1.2 ~mOma Omo{I_ hoVw ny§OrJV AnojmE§ {ZåZmZwgma h¡:
AmpñV Xo`Vm à~§YZ g{_{V (AmëH mo), VwbZ nÌ Omo{I_m| Ho
Omo{I_ loUr
(é. H amo‹S _|)
nhMmZ Ed§ g_rjm hoVw g_w{MV nÕ{V Ed§ àUm{b`m| H mo V¡`ma H aZo
318.36
i) ã`mO Xa Omo{I_
VWm ~¢H H s AmpñV Xo`Vm à~§YZ Zr{V Ho O[aE BZ Omo{I_m| Ho Xj
109.05
ii) B©pŠdQr pñW{V Omo{I_
à~§YZ hoVw _mZX§S {ZYm©[aV H aZo hoVw CÎmaXm`r h¡ & AV: EEbgrAmo
4.04
iii) {dXoer {d{Z_` Omo{I_ (ñdU© g{hV)
Amd{YH Vm¡a naOmo{I_m| Ed§ à{Vbm^H s{ZJamZrEd§ {Z`§ÌUH aVmh¡,
{Z{Y`Z/A{^{Z`moOZ, ~¢H Ho CYma Ed§ O_m Xam| H m {ZYm©aU H aVm
iv) ~mOma Omo{I_m| hooVw Hw b ny§OrJV à^ma Ho
431.45
h¡
VWm ~¢H Ho {Zdoe {H« `mH bmnm| H mo {ZX}{eV H aVm h¡ & EEbgrAmo
VhV _mZH sH¥ V Ad{Y ÑpîQH moU (i + ii + iii)
{d{eîQ Omo{I_ àH mam| (AWm©V ã`mO Xa, VabVm Am{X) ~Zm_
gmaUr -SrE\ - 9
F Um| H m ñdrH¥ V ñVa ñnîQV: {ZX}{eV H aVo hþE ~mOma Omo{I_
n[aMmbZ Omo{I_
aUZr{V ^r {dH {gV H aVr h¡ & {ZXoeH _§S b Ho Omo{I_ à~§YZ g{_{V
JwUmË_H àH QZ
(AmaE_gr~r) EEbE_ hoVw nÕ{V Ho H m`m©Ýd`Z Ho n`©dojU H aVr
~¢H Zo n[aMmbZ Omo{I_ à~§YZ, gyMZm {gñQ_ gwajm, AnZo J«mhH
h¡ VWm Amd{YH Vm¡a na CgH s H m`m©Ë_H Vm H s g_rjm H aVr h¡ Ed§
H mo OmZ| (Ho dmB©gr) VWm E§Q r _Zr bm§S [a¨J (E E_Eb), ì`mnma {Za§Vg_w{MV {ZX}e XoVr h¡ & `h ~mOma Omo{I_ à~§YZ hoVw AmpñV Xo`Vm
aVm VWm AmnXm [aH dar à~§YZ O¡go _hËdnyU© Zr{V`m| H mo bmJy {H `m
à~§YZ g{_{V (EEbgrAmo) Ûmam {bE JE {d{^ÝZ {ZU©`m| H s g_rjm
h¡ &
H aVr h¡ &
g^r _hËdnyU© H m`m©Ë_H joÌm| na AÚVZ _¡ZwAb g^r emImAm| _|
ã`mO Xa A§Va {díbofU, Ad{Y {díbofU Ho Ûmam ã`mO Xa EŠgnmoOa
n[aMm{bV {H E JE h¢ & Amd{YH Vm¡a na g^r nÕ{V`m| Ed§ àUm{b`m|
ñVa Am§H m OmVm h¡ & ^maVr` [aOd© ~¢H Zo àË`oH _mh Ho A§{V_
na _mñQa n[anÌ Omar {H E OmVo h¢ & Omo{I_ AmYm[aV Am§V[aH boIm[anmo{QªJ ewH« dma Ho AZwgma V¡`ma H s JB© ã`mO Xa g§doXZerbVm
narjm bmJy h¡ VWm g^r emImAm| H s Omo{I_ AmYm[aV Am§V[aH boIm
(nwZ©_yë`{ZYm©aU A§Va) {ddaUr Ho Ûmam _m{gH A§Vambm| _| ã`mO Xa
narjm H s OmVr h¡ &
Omo{I_ H s {ZJamZr H aZo hoVw {ZX}e {X`m h¡ & VXZwgma, EEbgrAmo
n[aMmbZ Omo{I_ à~§YZ Zr{V g§JRZmË_H g§aMZm H s ê naoIm àñVwV
_m{gH AmYma na ã`mO Xa g§doXZerbVm {ddaUr H s g_rjm H aVm
H aVr h¡ VWm Bg_| {d{^ÝZ n[aMmbZ Omo{I_m| H s nhMmZ, {ZYm©aU/
h¡ &
AmH bZ VWm {Z`§ÌU H s à{H« `m em{_b h¡ & n[aMmbZ Omo{I_m| H mo
~¢H Ho AmpñV`m| VWm Xo`VmAm| Ho Am{W©H _yë` na ~XbVo ã`mO Xam|
H _ H aZo VWm {Z`§{ÌV H aZo hoVw Am§V[aH {Z`§ÌU nÕ{V bmJy H s
Ho à^md H m AZw_mZ bJmZo hoVw ~¢H Ad{Y A§Va {díbofU (Ì¡_m{gH
J`r h¡ &
AmYma na) H aVr h¡ VWm Eogo B©pŠdQr H s ~mOma _yë` (E_ dr B©) _|
n[a_mUmË_H àH QrH aU: _yb^yV gyMH ÑpîQH moU Ho VhV
~Xbmd {ZYm©[aV H aVr h¡ &
n[aMmbZ Omo{I_ Ho {bE Ano{jV ny±Or à^ma: é. 304.95 H amoS &
n[a_mUmË_H àH QZ
gmaUr SrE\ -10
1. 100 ~rnrEg ã`mO Xa d¥{Õ hoVw Omo{I_ na Am`: + é. 124.44
~¢qH J ~hr _| ã`mO Xa Omo{I_ (AmB© Ama Ama ~r ~r)
H amo‹S .
JwUmË_H àH QZ
2. 200 ~rnrEg ã`mO Xa AmKmV B©pŠdQr Ho ~mOma _yë` _| ~Xbmd
6.76% h¡ &
ã`mO Xa Omo{I_ go VmËn`© ~¢H Ho {Zdb ã`mO Am` _| CVma M‹T md VWm
122
Corporation Bank
(m)
(n)
Aggregate amount of securitisation exposures retained or purchased separately for:
• securitisation exposures retained or purchased subject to Comprehensive Risk Measure for specific
risk; and
• securitisation exposures subject to the securitisation framework for specific risk broken down
into different risk weight bands.
Aggregate amount of:
• the capital requirements for the securitisation exposures, subject to the securitisation framework
broken down into different risk weight bands.
• securitisation exposures that are deducted entirely from Tier 1 capital, credit enhancing I/Os
deducted from total capital, and other exposures deducted from total capital (by exposure type).
Table DF-8
Market Risk in trading Book
1.1 Bank has adopted the Standardized Duration Approach
as prescribed by RBI for computation of capital charge to
market risk. For the purpose of market Risk, securities held
under HFT and AFS category are treated as under trading
book.
1.2 The capital requirements for market risk are as under:
Risk Category
(Rs. in crores)
i. Interest Rate Risk
318.36
ii. Equity Position Risk
109.05
iii. Foreign Exchange Risk (including Gold )
4.04
iv. Total capital charge for market risks under
431.45
Standardised duration approach (i+ii+iii)
Table DF-9
Operational Risk
Qualitative disclosures
The Bank has put in place important policies like Operational
Risk Management; Information System Security, Know Your
Customer (KYC) and Anti Money Laundering (AML);
Business Continuity and Disaster recovery Management.
The updated manuals on all-important functional areas have
been circulated to the branches. Periodically, master circulars
are issued on all systems and procedures. Risk Based Internal
Audit is in place and all the branches are subjected to Risk
Based Internal Audit
The Operational Risk Management Policy outlines the
Organization Structure and covers the process of identification,
assessment / measurement and control of various operational
risks. Internal control mechanism is in place to control and
minimize the operational risks.
Quantitative Disclosures:
Capital charge required to be maintained for operational Risk
under
Basic Indicator Approach – Rs. 304.95 Crore.
Table DF-10
Interest rate risk in the banking book (IRRBB)
Qualitative Disclosures
Interest rate risk refers to fluctuations in Bank’s Net Interest
Income and the value of its Assets and Liabilities arising
from internal and external factors. Internal factors include the
composition of the Bank’s assets and liabilities, quality, maturity,
interest rate and re-pricing period of deposits, borrowings,
loans and investments. External factors cover general economic
conditions. Rising or falling interest rates impact the Bank
depending on Balance Sheet positioning. Interest rate risk is
prevalent on both the asset as well as the liability sides of the
Bank’s Balance Sheet.
The Asset – Liability Management Committee (ALCO)
which is responsible for evolving appropriate systems
and procedures for ongoing identification and analysis of
Balance Sheet risks and laying down parameters for efficient
management of these risks through Asset Liability Management
Policy of the Bank. ALCO, therefore, periodically monitors and
controls the risks and returns, funding and deployment, setting
Bank’s lending and deposit rates, and directing the investment
activities of the Bank. ALCO also develops the market risk
strategy by clearly articulating the acceptable levels of exposure
to specific risk types (i.e. interest rate, liquidity etc). The Risk
Management Committee of the Board of Directors (RMCB)
oversees the implementation of the system for ALM and review
its functioning periodically and provide direction. It reviews
various decisions taken by the Asset – Liability Management
Committee (ALCO) for managing market risk.
Interest rate risk exposure is measured with Interest Rate
Gap analysis, Duration analysis. RBI has stipulated monitoring
of interest rate risk at monthly intervals through a Statement
of Interest Rate Sensitivity (Repricing Gaps) to be prepared
as the last Reporting Friday of each month. Accordingly,
ALCO reviews Interest Rate Sensitivity statement on monthly
basis.
Bank also carries out Duration Gap analysis (on quarterly basis)
to estimate the impact of change in interest rates on economic
value of Bank’s assets and liabilities and thus arrive at changes in
Market Value of Equity (MVE).
Quantitative Disclosures
1. Earnings at Risk for 100 bps interest rate hike as on assets
and liabilities is (+) Rs.124.44 Crore
2. Change in the Market Value of Equity for 200 bps interest
rate shock is 6.76%
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