Quantitative disclosures (b) Capital requirements for credit risk: Portfolios subject to standardized approach @9% Rs. 145363 Mn • Securitization exposures : NIL • (c) Capital requirements for market risk: Standardized duration approach; • - Interest rate risk Rs. 7866 Mn - Foreign exchange risk (including gold) Rs. 41 Mn - Equity risk Rs. 3285 Mn (d) Capital requirements for operational risk: Basic Indicator Approach Rs. 10047 Mn • (e) Common Equity Tier 1, Tier 1and Total Capital ratios: Common Equity Tier 1 6.47% • Tier 1 7.37% Total Capital ratio 9.87% General qualitative disclosure requirement A committee of board of Directors regularly oversees the Bank’s Risk Management policies/practices under various risks viz. credit, operational, market etc. The bank also has separate committees for each risk comprising of top executives of bank headed by Chairman and
Quantitative disclosures (b) Capital requirements for credit risk: • Portfolios subject to standardized approach @9% • Securitization exposures : Rs. 145363 Mn NIL (c) Capital requirements for market risk: • Standardized duration approach; - Interest rate risk - Foreign exchange risk (including gold) - Equity risk Rs. 7866 Mn Rs. 41 Mn Rs. 3285 Mn (d) Capital requirements for operational risk: • Basic Indicator Approach Rs. 10047 Mn (e) Common Equity Tier 1, Tier 1and Total Capital ratios: • Common Equity Tier 1 Tier 1 Total Capital ratio 6.47% 7.37% 9.87% General qualitative disclosure requirement A committee of board of Directors regularly oversees the Bank’s Risk Management policies/practices under various risks viz. credit, operational, market etc. The bank also has separate committees for each risk comprising of top executives of bank headed by Chairman and
BASEL%20III%20Disclosures%20as%20on%2031032014.docx