Q3 FY22 Financial Highlights
Strong Product Groups with Efficient Capital Deployment
Low RWA Consumption (*Crore)
Notional Amount
Risk Weighted Assets
7,60,248
0.5%#
7,226
86,300
1.9%#
27,091
Derivatives + FX Contracts +
Options
#CRAR consumption
LC and Guarantees
Below
investment
LC-BG Rating Profile
grade*
5%
Above
investment
grade
71%
*Stressed telecom contributes 2%
Cash Backed
17%
Secured by
Counter
Guarantees of
Corresponden
t Bank
6%
LC - Usance
19%
LC - Sight
11%
LC-BG Mix
Performance
Guarantees
34%
FX-Derivatives Exposure Type
Financial
Guarantees
36%
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
Exposure
Others
Counterparties
18%
Central
Counterparty
(Guaranteed
against Banks
(Non
Collateralised)
Settlements)
41%
18
16%
Counterparties with Collateralised
Arrangements (CSA)
25%
IndusInd BankView entire presentation