Evolving Corporate Strategy and Financial Overview
Strong Product Groups with Efficient Capital Deployment
LC-BG Mix
Low RWA Consumption (*crs)
Notional Amount
Risk Weighted Assets
11,85,631
LC-Sight
4%
0.6%#
1.4%#
77,411
11,169
25,000
Derivatives + FX Contracts +
LC and Guarantees
Options
#CRAR consumption
Below
investment
grade
4%
LC-BG Rating Profile
Cash Backed
11%
Secured by
Counter
Guarantees of
Corresponden
t Bank
Above
investment
grade
78%
*Stressed telecom contributes 1%
7%
LC - Usance
17%
Performance
Guarantees
41%
Financial
Guarantees
38%
FX-Derivatives Exposure Type
One of the largest
treasuries in Indian banks
with best-in-class risk
management systems
Robust framework for
measurement of risks
through Client Suitability
Tests, VaR, PV01, Stop-
loss limits, MTM of
marketable portfolios,
Exposure limits, etc.
Exposures predominantly
to public sector, cash
backed transactions and
strong sponsors
Others
Counterparties
Exposure
against Banks
(Non
Collateralised)
6%
19
25%
Counterparties with Collateralised
Arrangements (CSA)
20%
Central
Counterparty
(Guaranteed
Settlements)
49%
IndusInd BankView entire presentation