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Regulatory Reporting by Banks to RBI Introduction XBRL (eXtensible Business Reporting Language) is a revolutionary concept in the world of business and financial information and will have a far reaching impact across the entire financial reporting chain. Worldwide adoption of XBRL as the information standard for business and financial reporting has gathered substantial pace in past two years with regulators in US, Japan, European Union and now in India successfully implementing XBRL based reporting systems. In India, the Reserve Bank of India (RBI) has been a pioneer in the adoption of XBRL for reporting to the regulator by banks. A road map has been created by the RBI to convert all reports into XBRL formats. Starting with Basel II Return (more commonly known as RCA2), Form 'A' & financial reports, all returns submitted to the RBI will be progressively be migrated into the XBRL reporting structure. The XBRL based electronic filing platform will help both the RBI and the reporting banks to ensure high quality of data and in building a host of MIS reports. What banks need to do? Banks first need to login to the RBI portal and download an application. This application will help them prepare data for filing with the RBI. A user in the bank needs to fill in data in an excel sheet and then can create an XBRL instance document using the program embedded in the excel sheet. While this process seems simple, collating data from multiple sources & aggregating it manually to fill the hundreds of cells in the reporting Excel template could be an enormous task. There is hence a need for the banks to gear up to enable smooth reporting into the XBRL reporting formats as specified by the RBI. Banks need a Tool to enable the bank's systems to not only report to the RBI in an XBRL format, but also provide the scope for creating an XBRL data repository to meet internal reporting, monitoring, MIS and auditing requirements. The Automated Data Flow (ADF) guidelines by RBI RBI has classified banks into six clusters depending on their process and technology maturity and recommends a suitable solutions approach. The proposed Automated Data Flow solution comprises four key components as depicted below: Based on their process and technology maturity, forward-thinking banking institutions would need to plan their automated data flow implementation roadmap. OFRS As a part of regulatory and supervisory functions bestowed on it, the Reserve Bank of India collects various fixed format data (called 'Returns') from commercial banks, financial institutions, authorized dealers and non-banking financial institutions. Many of these returns are statutory under Reserve Bank of India Act 1934, Banking Regulation Act 1949, Foreign Exchange Management Act 1999, etc. Submission frequency of these returns varies from daily, weekly, fortnightly, monthly, quarterly, half- yearly and annual.

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Reporting by Banks to Reserve Bank of India

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Page 1: Regulatory reporting by banks to rbi

Regulatory Reporting by Banks to RBI

Introduction XBRL (eXtensible Business Reporting Language) is a revolutionary concept in the world of business and financial information and will have a far reaching impact across the entire financial reporting chain Worldwide adoption of XBRL as the information standard for business and financial reporting has gathered substantial pace in past two years with regulators in US Japan European Union and now in India successfully implementing XBRL based reporting systems In India the Reserve Bank of India (RBI) has been a pioneer in the adoption of XBRL for reporting to the regulator by banks A road map has been created by the RBI to convert all reports into XBRL formats Starting with Basel II Return (more commonly known as RCA2) Form A amp financial reports all returns submitted to the RBI will be progressively be migrated into the XBRL reporting structure The XBRL based electronic filing platform will help both the RBI and the reporting banks to ensure high quality of data and in building a host of MIS reports What banks need to do Banks first need to login to the RBI portal and download an application This application will help them prepare data for filing with the RBI A user in the bank needs to fill in data in an excel sheet and then can create an XBRL instance document using the program embedded in the excel sheet While this process seems simple collating data from multiple sources amp aggregating it manually to fill the hundreds of cells in the reporting Excel template could be an enormous task There is hence a need for the banks to gear up to enable smooth reporting into the XBRL reporting formats as specified by the RBI Banks need a Tool to enable the banks systems to not only report to the RBI in an XBRL format but also provide the scope for creating an XBRL data repository to meet internal reporting monitoring MIS and auditing requirements The Automated Data Flow (ADF) guidelines by RBI RBI has classified banks into six clusters depending on their process and technology maturity and recommends a suitable solutions approach The proposed Automated Data Flow solution comprises four key components as depicted below

Based on their process and technology maturity forward-thinking banking institutions would need to plan their automated data flow implementation roadmap OFRS As a part of regulatory and supervisory functions bestowed on it the Reserve Bank of India collects various fixed format data (called Returns) from commercial banks financial institutions authorized dealers and non-banking financial institutions Many of these returns are statutory under Reserve Bank of India Act 1934 Banking Regulation Act 1949 Foreign Exchange Management Act 1999 etc Submission frequency of these returns varies from daily weekly fortnightly monthly quarterly half-yearly and annual

Regulatory Reporting by Banks to RBI

Conventional form of returns submission follows traditional and non-web based modes of communication viz hard copies send through postal service faxes and PDF files send through e-mails With the evolution of computers some returns are collected through pre-coded software distributed across banks All these modes of returns collection have their own limitations Online Returns Filing System (ORFS) is a single window returns submission system which harnesses the power of internet Incorporating any change in the return template requires modification of the application software hosted centrally and is accessible using web technology thus not require re-distribution of any software to the banks ORFS also has incorporated digital signature for additional data security during data transmission over and above it has exclusive network security implemented on the secured web-server and its peripherals Initially ORFS was developed for one of the most important returns namely Form A return being submitted by banks as per Section 42(2) of the Reserve Bank of India Act 1934 This is a fortnightly return submitted by banks on Reporting Fridays The system has slowly expanded to other returns Currently around 58 returns are at various stages of implementation A list of returns is available here for submission using ORFS

Name of the return Concerned Department Form A

DBOD IX VIII BAL DSIM GPB

FED

FTD FIIS LRS MV FVCI IOFHNI FCTRS CPR

DBS (OSMOS Division)

STL IRS MAP SIR RIS

Under ORFS commercial banks enter data or upload return online through the web based front-end access of which is given to banks through a user based access policy Returns submitted by banks first reaches a central data pool which is then pushed to the user departments in the Reserve Bank ORFS recognizes the power of eXtensible Markup Language (XML) which is the basic communication format between the front-end and central data pool and between central data pool and computer systems used by user departments within the Reserve Bank ORFS has reduced the reporting burden of banks and avoids the need for multiple submissions of returns at various departments of Reserve Bank The online validation checks improved the quality of information to a large extend It also resulted in reducing time lag of data submission by banks and data processing by user departments of RBI considerably

Author Partho H Chakraborty 2

Regulatory Reporting by Banks to RBI

ONLINE REPORTING

Reserve Bank of India receives various returns on daily fortnightly monthly quarterly and annually from scheduled commercial banks During the process the mode of submitting returns by commercial banks to Reserve Bank of India has been dictated mostly with different degrees of technology adopted by banks Hence a need was felt for developing a single electronic returns submission window ndash thus came Online Return Filing System (ORFS)

As a part of online filing of returns the Reserve bank of India also felt the need for adoption of best international technology solution such as eXtensible Business Reporting Language (XBRL) which attempts standardization of business reporting especially financial reporting This evolving standard is likely to bring in significant benefits in the preparation analysis and communication of business information Thus while ORFS has no standardizations across the returns XBRL is capable of implementing global standards across all returns The effort is towards building taxonomy for the entire financial sector irrespective of the financial segments

At present ORFS is implemented for a host of returns such as Section 42(2) Form A of RBI Act 1934 and daily return on Gap Positions and Balances (GPB) XBRL standard is implemented for Returns on Capital Adequacy (RCA2 - a set of regulatory returns designed as per Basel II guidelines)

This website hosts online submission of returns both through ORFS and XBRL which co-exist with other conventional forms of return submission

Taxonomies developed for RCA2 return is given below XRBL The basic idea behind eXtensible Business Reporting Language (XBRL) is simple Instead of treating financial information as a block of text or numeric items attach a unique electronically readable tag for each individual financial term It is not just data or text that floats around these individual items moves along with an electronic tag Thus it is not just content but also the context that is being transmitted Technically XBRL is a specialization of XML in finance and accounting and XBRL is leveraging XML to the maximum extend Within the Reserve Bank XBRL has been viewed as a natural evolution of its existing Online Returns Filing System (ORFS) While ORFS does the job of data capturing and transmission of returns from banks to the Reserve Bank it incorporates no in-built standardization XBRL enables standardization and rationalization of elements of different returns using internationally recognized best practices in electronic transmission In the process XBRL also facilitates rationalization of number of returns to be submitted by the banks thus reducing the reporting burden on banks The Reserve Bank could bring down the number of returns from 291 to 225 (vide RBI press release dated August 14 2008 and December 17 2008 Standardization of data elements is achieved in XBRL by defining a set of taxonomies Taxonomies have to be in sync with the global taxonomy as recognized by XBRL International Inc (XII) which is a consortium of regulators financial standards bodies and technology providers XBRL is an open standard The responsibilities of forming XBRL national jurisdiction and implementation of the standards for financial reporting in India have been entrusted to the Institute of Chartered Accountants of India (ICAI) The Reserve Bank is responsible for implementing the XBRL standard for banks reporting Within the Reserve Bank XBRL implementation is being regularly monitored by a High Level Steering Committee appointed by the Governor Currently besides Form A a statutory return under Sec 42(2) of RBI Act 1934 a return on Gap Positions and Balances GPB) and a set of returns for monitoring capital adequacy (called RCA-2) have been implemented using XBRL

Author Partho H Chakraborty 3

Regulatory Reporting by Banks to RBI

Taxonomies used for the three returns have the core taxonomy as Commerce amp Industry taxonomy developed by ICAI and have been extended appropriately Further the RCA-2 taxonomy is broadly based on CoRep Taxonomy of the European Union and is also in sync with Commerce amp Industry taxonomy

Non XBRL Based Filing

Login Page XRBL

Author Partho H Chakraborty 4

Regulatory Reporting by Banks to RBI

Form A With a view to monitoring compliance with Cash Reserve Ratio (CRR) by the Scheduled Commercial Banks (SCBs) the Reserve Bank has prescribed a statutory return ie Form A return under Section 42 (2) of the Reserve Bank of India Act 1934 All SCBs are required to submit a provisional return in Form A within 7 days from the expiry of the relevant fortnight All SCBs data are then disseminated through a Press Communiqueacute and also through Weekly Statistical Supplement In addition to monitoring of CRR of banks the data from the return are also used for compilation of monetary aggregates The final Form A B is required to be sent to RBI within 20 days from expiry of the relevant fortnight Data from final Form A B are disseminated through the Reserve Bank of India Bulletin The Working Group on Money Supply Analytics and Methodology of Compilation (1998) (Chairman DrYVReddy) suggested some major additions in the return by including a memorandum and two annexure covering data on foreign currency liabilities and assets investments in non-approved securities subscription to shares debentures bonds etc Current format of the return follows these recommendations It uses the underlying XBRL taxonomy for defining the elements This taxonomy will represent the elements with multi-dimensional view using the Dimensions concept as defined in the Specification 10 a part of the XBRL 21 standard

RETURNS ON CAPITAL ADEQUACY

The Capital Adequacy Return (RCA2) is based on Basel II related Capital Measurement framework issued by the Reserve Bank keeping in view its goal to have consistency and harmony with international standards The return is mainly used by RBI for assessing the credit market and operational risk exposures and the capital held vis-agrave-vis those risks by the commercial banks in India The main approaches prescribed by the Reserve Bank include Standardized Approach (SA) for credit risk Basic Indicator Approach (BIA) for operational risk and Standardized Duration Approach (SDA) for market risk The RCA2 reporting system leverages XBRL platform as part of a secured web based Electronic filing system for data submission and reporting

A XBRL taxonomy specific to this return and which enables a multi-dimensional view of the data elements supports a front-end spreadsheet based reporting template for entering relevant data by banks It uses the underlying XBRL taxonomy for defining the elements This taxonomy will represent the elements with multi-dimensional view using the Dimensions concept as defined in the Specification 10 a part of the XBRL 21 standard

RCA2_Taxonomyzip

Sample_Instance_Documents_07-08-09zip

Author Partho H Chakraborty 5

Sample Instance Documents 07-08-09

image1emf

Sample_Instance_Do

cuments_07-08-09zip

Sample_Instance_Documents_07-08-09zip

Sample Instance Documents_07-08-09RCA2_010_31-MAR-2009_04052009223221PMxml

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in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIICounterpartyClient 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIIPurposeTransaction 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIIAssetTypeTransaction 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance in-baselIICounterpartyClient 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance in-baselIIPurposeTransaction 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance in-baselIIAssetTypeTransaction 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIICounterpartyClient 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIIPurposeTransaction 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIIAssetTypeTransaction 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIIOtherCounterparty in-baselIIRiskWeight125Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIINonResidentCorporate in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardGoldContracts 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyFutures 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticNonScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanFiveYears in-baselIIDomesticScheduledBanks in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherForwardForexContracts in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherForwardForexContracts in-baselIIUptoOneYear in-baselIIDomesticSovereign in-baselIIRiskWeight0Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherForwardForexContracts in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherForwardForexContracts in-baselIIMorethanFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherForwardForexContracts 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAllForwardForexContracts 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardRateAgreements in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardRateAgreements 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateOptions in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateOptions in-baselIIMorethanFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateOptions 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateFutures 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIUptoOneYear in-baselIIDomesticNonScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticNonScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherInterestRateContracts in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherInterestRateContracts in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherInterestRateContracts 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateContracts 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualFortySixDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualFortySixDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualFortySixDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure 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in-baselIISecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIRiskWeight400Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOnBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedCommercialRealEstateExposures 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOnBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOnBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOnBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures 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in-baselIIDrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOnBalanceSheet in-baselIIOtherthanOriginator in-baselIIDrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight75Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOnBalanceSheet in-baselIIOtherthanOriginator in-baselIIDrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOnBalanceSheet in-baselIIOtherthanOriginator in-baselIIDrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeBBB 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in-baselIIDrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOnBalanceSheet in-baselIIOtherthanOriginator in-baselIIDrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOnBalanceSheet in-baselIIOtherthanOriginator in-baselIIDrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOnBalanceSheet in-baselIIOtherthanOriginator in-baselIIDrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures 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in-baselIIBackedCommercialRealEstateExposures 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet 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in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet 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in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees in-baselIIOtherPurpose in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees in-baselIIAssetTypeTransaction in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAcceptancesEndorsements in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAcceptancesEndorsements in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAcceptancesEndorsements in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAcceptancesEndorsements in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAcceptancesEndorsements 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnderwritingStandbyCommitments in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnderwritingStandbyCommitments in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnderwritingStandbyCommitments in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnderwritingStandbyCommitments 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIITransactionsAssetsSaleRecourse 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardAssetPurchasesForwardDepositsLiabilityPartlyPaidUpShares in-baselIIAssetTypeTransaction in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardAssetPurchasesForwardDepositsLiabilityPartlyPaidUpShares 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIRepurchasesReverseRepurchaseSecuritiesLendingBorrowingTransactions in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIRepurchasesReverseRepurchaseSecuritiesLendingBorrowingTransactions in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIRepurchasesReverseRepurchaseSecuritiesLendingBorrowingTransactions in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIRepurchasesReverseRepurchaseSecuritiesLendingBorrowingTransactions 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIINoteIssuanceRevolvingNonrevolvingUnderwritingFacilities in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIINoteIssuanceRevolvingNonrevolvingUnderwritingFacilities in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIINoteIssuanceRevolvingNonrevolvingUnderwritingFacilities in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIINoteIssuanceRevolvingNonrevolvingUnderwritingFacilities 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIIOtherCounterparty in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIINinePercentandAbove in-baselIIRiskWeight35Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight10Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardGoldContracts 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyFutures 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight75Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight90Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight90Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight90Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherForwardForexContracts 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAllForwardForexContracts 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardRateAgreements 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateOptions 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateFutures 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIIUnratedType in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIICorporateIncludingAFC in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherInterestRateContracts 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateContracts 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOnBalanceSheet in-baselIIForeignExchangeTransactions in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualFortySixDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualFortySixDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualFortySixDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions 2009-03-31 600 in-baselIICreditRiskforCounterpartyExposures in-baselIIAsBorrower in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskforCounterpartyExposures in-baselIIAsLender in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk 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Sample Instance Documents_07-08-09RCA2_639_31-MAR-2009_07052009201628PMxml

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in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICapitalMarket in-baselIIRiskWeight125Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICommercialRealEstate in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIIPurposeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIIAssetTypeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIICounterpartyClient 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIIPurposeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIIAssetTypeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet 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in-baselIICounterpartyClient 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIIPurposeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIIAssetTypeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIUnratedType in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBandBelow in-baselIIRiskWeight150Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIINonResidentCorporate in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold 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in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIUnratedType in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBandBelow in-baselIIRiskWeight150Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIINonResidentCorporate in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBandBelow in-baselIIRiskWeight150Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet 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in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet 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in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIINonResidentCorporate in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks 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in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure 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in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument 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in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeA 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Partho
File Attachment
Sample Instance Documents 07-08-09docx

RCA2 ndash Taxonomy

image1emf

RCA2_Taxonomyzip

RCA2_Taxonomyzip

TAXONOMYin-baselII-2010-06-30xsd

Risk Weighted Assets linkcalculationLink linkpresentationLink Operational Risk linkpresentationLink linkdefinitionLink Specific Market Risk HFT linkpresentationLink linkdefinitionLink Specific Market Risk AFS linkpresentationLink linkdefinitionLink Specific Market Risk Alternate AFS linkpresentationLink linkdefinitionLink Aggregate Market Risk linkpresentationLink linkdefinitionLink Credit Risk On Balance Sheet Excluding Securitisation linkpresentationLink linkdefinitionLink Securitisation Exposure On Balance Sheet linkpresentationLink linkdefinitionLink Securitisation Exposure Off Balance Sheet linkpresentationLink linkdefinitionLink Credit Risk Off Balance Sheet Non Market Related Exposure linkpresentationLink linkdefinitionLink Credit Risk Off Balance Sheet Market Related Exposure linkcalculationLink linkpresentationLink linkdefinitionLink Failed Transaction On Balance Sheet Exposure linkpresentationLink linkdefinitionLink Failed Transaction Off Balance Sheet Exposure linkpresentationLink linkdefinitionLink Counterpaty Credit Risk As Borrower linkpresentationLink linkdefinitionLink Counterpaty Credit Risk As Lender linkpresentationLink linkdefinitionLink Regulatory Capital Indian Banks linkcalculationLink linkpresentationLink linkdefinitionLink Regulatory Capital Foreign Banks linkcalculationLink linkpresentationLink linkdefinitionLink Deductions from Tier I Capital linkpresentationLink Deductions from Tier II Capital linkpresentationLink Regulatory Capital Hypercubes linkdefinitionLink Dimension Default Relationship linkdefinitionLink Re-Securitisation Exposure On Balance Sheet linkpresentationLink linkdefinitionLink Re-Securitisation Exposure Off Balance Sheet linkpresentationLink linkdefinitionLink

TAXONOMYin-baselII-2010-06-30_calxml

TAXONOMYin-baselII-2010-06-30_defxml

TAXONOMYin-baselII-2010-06-30_labxml

Version Amount of Exposure Adjusted Value of Credit Risk Mitigant Net Exposure Risk Adjusted Value Credit Conversion Factor Credit Equivalent Amount Potential Future Credit Exposure Conversion Factor Notional Principal Amount Potential Exposure Replacement Cost Current Exposure Agreed Settlement Price Current Market Price Risk Multiplier Amount of Capital Charge Exposure Adjusted for Haircut Collateral for Security Lent Collateral Adjusted for Haircut Collateral for Cash Lent Capital Charge Factor Capital Charge for Market Risk Gross Income Capital Charge for Operational Risk Risk Weighted Assets for Operational Risk Risk Weighted Assets for Credit Risk Risk Weighted Assets for Market risk Total Risk Weighted Assets Capital to Risk Weighted Assets Residual Maturity of Security Up to 1 Year More than 1 Year More than 1 Year and less than or equal to 5 Years More than 5 Years Less than or equal to 6 Months More than 6 Months but less than or equal to 24 Months More than 24 Months All Rating Type AAA AA AAA to AA A A to BBB AAA to BBB BBB BBB to BB BB to B BB B Below BBB Below BB Below B BB and below B and Below PR1+ PR1 PR2 PR3 PR 4 and 5 Unrated Unrated and Above Threshold Unrated - Restructured Unrated and Above Threshold - Restructured Unrated and Permitted Risk Weight 0 10 20 30 35 50 75 90 100 115 125 150 190 200 250 290 350 370 400 625 Capital Adequacy Ratio of Banks 9 and above 6 and above but less than 9 3 and above but less than 6 0 and above but less than 3 Negative Ratio Threshold limit Above Threshold Limit Up to Threshold Limit Type of Investee Bank Scheduled Bank Non-Scheduled Bank Limit of Investment in Capital-eligible Instruments in Investee Bank Up to 10 of Investing Banks Capital Funds Above 10 of Investing Banks Capital Funds Exposure Type On Balance Sheet Off Balance Sheet Exposure Class Claims on Domestic Sovereigns Claims on Central Government Claims Guaranteed by Central Government Claims on State Government Claims Guaranteed by State Government Claims on RBI Claims on DICGC Claims on CGTSI Claims on ECGC Claims from All Foreign Sovereigns Claims on Foreign Sovereigns Claims on Foreign Sovereigns Denominated and Funded in Same Currency of that Sovereign Claims on specified MDBs BIS and IMF Claims on Banks Incorporated in India and Foreign Bank Branches in India Claims from All Foreign Banks Claims on Foreign Banks Claims on Foreign Banks Denominated and Funded out of Same Foreign Currency Claims on Domestic Public Sector Entities Claims on Foreign Public Sector Entities Claims on Primary Dealers Claims on Corporate Claims subjected to Re-structuring or Re-scheduling Claims on Non-Resident Corporate Unrated Claims on Non-Resident Corporate Claims on Regulatory Retail Portfolio Claims secured by Residential Property All Other Claims Secured by Residential Property Claims Secured by Commercial Real Estate Non-Performing Assets Unsecured Portion of Non-Performing Assets Net of Specific Provisions and Partial Write-offs Assets Secured by Ineligible CRM NPA Claims Secured by Residential Property Venture Capital Funds Consumer Credit Capital Market Exposures Claims on NBFCs - AFCs and IFCs Investment in Paid-up Equity of Non-Financial Entities Not Consolidated for Capital Purposes Investment in Paid-up Equity of Financial Entities Specifically Exempted from Capital Market Exposure Other Assets Secured Staff advances All other assets Class of Securitization Exposures Securitization Exposures Drawn Portion of Liquidity Facilities for Securitization Exposures Undrawn portion of Liquidity Facilities for Securitization Exposures Provisions for Non-Performing Assets At least 15 Less than 20 At least 20 but less than 50 50 and above Loan to Value Ratio Up to 75 Above 75 Loan Amount Up to Rs30 Lakhs Above Rs30 lakhs and less than Rs 75 lakhs Duration of Claim Long-Term Claims Short-Term Claims Nature of Securitized Exposure Originator Other than Originator Nature of Collateral Backed by Commercial Real Estate Exposures Backed by Other than Commercial Real Estate Exposures Role of Reporting Bank As Borrower As Lender Transaction Class DVP Securities Transactions Non-DVP Securities Transactions Foreign Exchange Transactions Other Transactions Number of Unsettled Days More than or equal to 5 Days but less than or equal to 15 Days More than or equal to 16 Days but less than or equal to 30 Days More than or equal to 31 Days but less than or equal to 45 Days More than or equal to 46 Days Details of Transactions Counterparty Client Domestic Sovereign Foreign Sovereign Domestic Public Sector Entities Foreign Public Sector Entities MDB BIS and IMF Domestic Scheduled Banks Domestic Non-Scheduled Banks Foreign Banks Primary Dealers Corporate including AFC Non-Resident Corporate NBFC - ND-SI Regulatory Retail Other Counterparty Purpose of Transaction Venture Capital Fund Commercial Real Estate Capital Market Consumer Credit Advances Other Purpose Type of Asset in Transaction Market Related Exposures Off Balance Sheet All Forward Forex Contracts Forward Forex Contracts excluding Gold Forward Gold Contracts Currency Futures Currency Options Cross Currency Swaps Other Forward Forex Contracts Interest Rate Contracts Forward Rate Agreements Interest Rate Options Interest Rate Futures Basis Swaps Other Interest Rate Contracts Instrument Type Interest Rate related Instrument Equity Instrument Foreign Exchange and Gold Risk Type General Risk Net Positions Vertical Disallowance Horizontal Disallowance Options Specific Risk Securities Holding category Securities Held For Trade Securities Available For Sale Treated as held in Trading Books Securities Available For Sale Treated as held in Banking Books Interest Rate Related Instruments Type Interest Rate Related Instruments Exposure Derivatives Instruments Exchange Traded Future OTC Forward Derivative Options Nature of Investments Sovereign Securities Issued by Indian Central Government and State Governments Investment in Central and State Government Securities Investment in Other Approved Securities Guaranteed by Central Government Investment in Other Approved Securities Guaranteed by State Government Investment in Other Securities where Payment is Guaranteed by Central Government Investment in Other Securities where Payment is Guaranteed by State Government Sovereign Securities Issued by Foreign Governments Bonds Issued by Banks where CRAR is Available No Capital Adequacy Norms Prescribed by RBI Corporate Bonds Securitised and Re-securitised Debt Instruments Corporate Bonds Securitized Debt Instruments for Other than Commercial Real Estate Exposures Securitized Debt Instruments for Commercial Real Estate Exposures Credit Risk On Balance Sheet Excluding Securitization Credit Risk Non-Market Related Off Balance Sheet Credit Risk Market Related Off Balance Sheet Credit Risk On Balance Sheet Securitization Credit Risk Off Balance Sheet Securitization Failed Transaction On Balance Sheet Failed Transaction Off Balance Sheet Market Risk for Securities under HFT Market Risk for Securities under AFS Market Risk for Securities under Alternate AFS Total Market Risk Exposure Counterparty Credit Risk as Borrower Counterparty Credit Risk as Lender Original Maturity Operational Risk Exposure - Presentation Capital Adequacy - Presentation Total Capital - Presentation Total Risk Weighted Assets - Presentation Non-Market Related Exposures Off Balance Sheet LCs (Documentary) LCs Clean Financial Guarantees Others Guarantees Acceptances and Endorsements Underwriting and Standby Commitments Undrawn Committed Credit Lines Transactions and Assets Sale with Recourse Contingent Liabilities Forward Asset Purchases Forward Deposits and Liability on Partly Paid Shares Repurchases Reverse Repurchase Securities Lending and Securities Borrowing Transactions Note Issuance and Revolving and Non-Revolving Underwriting Facilities Formal Standby Facilities and Credit Lines Commitments Cancellable Due to Deterioration of Borrowers Credit Worthiness Unconditional Take Out Finance in Books of Taking Over Institution Conditional Take Out Finance in Books of Taking Over Institution Other Non-Market Off Balance Sheet Exposure Details of Other Assets Details of Type of Assets Period of Maturity (Domain) Rating Class (Domain) Class of Capital Adequacy Ratio (Domain) Threshold Limit (Domain) Type of Investee Bank (Domain) Percentage of Investment (Domain) Exposure Type (Domain) Exposure Class (Domain) Provisions for Non-Performing Assets (Domain) Loan to Value Ratio (Domain) Loan Amount (Domain) Duration of Claim (Domain) Nature of Securitized Exposure (Domain) Nature of Collateral (Domain) Role of Reporting Bank (Domain) Transaction Class (Domain) Number of Unsettled Days (Domain) Details of Transactions (Domain) Market Related Exposures Off Balance Sheet (Domain) Instrument Type (Domain) Risk Type (Domain) Securities Holding Category (Domain) Interest Rate Related Instruments Type (Domain) Nature of Investments (Domain) Currency of Debt Instrument (Domain) Tier Capital (Domain) Original Maturity (Domain) Risk Weight (Domain) Non-Market Related Exposures Off Balance Sheet (Domain) Paid-Up Equity Capital Statutory and Other Disclosed Free Reserves Capital Reserves of Indian Banks Perpetual Non-Cumulative Preference Shares of Tier I Capital Innovative Perpetual Debt Instruments of Tier I Capital Any Other Instrument Permitted for Tier I Capital Details of Other instruments included in Tier I Capital Surplus in Profit and Loss Account Current Year Surplus Investments in Paid-up Equity of Financial Entities Not Consolidated for Capital Purposes Investments in Other Instruments Eligible for Regulatory Capital Status of Financial Entities Shortfall in Regulatory Capital Requirements of Majority Owned Deconsolidated Financial Entities Investments in Capital Eligible Instruments of Non-Scheduled Banks Investments in Equity Shares Preference Shares Subordinated Debt Instruments Hybrid Debt Capital and any Other Instrument Eligible for Regulatory Capital Status Total Deductible Investment in Subsidiaries Associates and Others Gain from Securitization of Standard Assets Rated Securitization Exposures having Long-Term Rating of BB and Below and Unrated and held by banks as Originator Rated Securitization Exposures Rated B and Below and Unrated and held by Banks as Other than Originator Any Unrated Securitization Exposure Drawn and Undrawn Amount of Off-Balance Sheet Unrated Securitization Exposure Credit Enhancements Securities in Excess of 20 Percent of Original Amount of Issue devolved on Originator through Underwriting Total Deductible Securitization Exposures Accumulated Losses Current Period Losses Deferred Tax Assets relating to Accumulated Losses Deferred Tax Assets Net of Liabilities Goodwill Other Intangible Assets Details of Other Intangible Assets Deducted Total Intangible Assets Deducted Amount of Value Transferred Plus Replacement Cost of Failed Non-Delivery Versus Payment Transactions Other Deductions Details of Other Deductions Total Deductions Innovative Perpetual Debt Instruments of Tier II Capital Revaluation Reserves General Provisions and Loss Reserves Perpetual Non-Cumulative Preference Shares of Tier II Capital Preference Shares Perpetual Cumulative Preference Shares Redeemable Non Cumulative Preference Shares Redeemable Cumulative Preference Shares Upper Tier II Bonds Lower Tier II Instrument Any Other Instrument Permitted for Tier II Capital Details of Other instruments included in Tier II Capital Interest Free Funds from Head Office Kept in Separate Account in Indian Books Specifically for Meeting Capital Adequacy Norms Statutory Reserves Kept in Indian Books Remittable Surplus Retained in Indian Books Capital Reserves of Foreign Banks Interest Free Funds Remitted from Abroad for Acquisition of Property and Held in Separate Account Head Office Borrowings in Foreign Currency Eligible for Tier I Capital Unadjusted Tier I Capital Unadjusted Tier II Capital Adjusted Tier I Capital Adjusted Tier II Capital Total Regulatory Capital Reduction Due to Progressive Discount or Redemption of Subordinated Debt during Rest of Current Financial Year Reduction Due to Progressive Discount or Redemption of Subordinated Debt of which during Next Quarter Reduction Due to Progressive Discount or Redemption of Upper Tier II Bonds during Rest of Current Financial Year Reduction Due to Progressive Discount or Redemption of Upper Tier II Bonds of which during Next Quarter Currency of Debt Instrument Denomination in Indian Currency Denomination in Foreign Currency Tier Capital Tier I Capital Tier II Capital Currency for Debt Instrument Hypercube Deductions from Capital Hypercube Deductible Investment in Subsidiaries Associates Others - Presentation Total Deductible Securitization Exposures - Presentation Total Intangible Assets Deducted - Presentation Regulatory Capital - Presentation Adjusted Tier I Capital - Presentation Unadjusted Tier I Capital - Presentation Adjusted Tier II Capital - Presentation Unadjusted Tier II Capital - Presentation Tier II Bonds and Instruments Headroom Deductions Net Tier II Capital Debit Balance in Head Office Account Single Currency FloatingFloating Interest Rate Swaps Single Currency Other than FloatingFloating Interest Rate Swaps Type of Credit Risk Credit Risk (Domain) Credit Risk for Exposures excluding Securitization Credit Risk for Failed Transactions Credit Risk for Securitization Exposures Credit Risk for Counterparty Exposures Type of Off Balance Sheet Exposure Type of Off Balance Sheet Exposure (Domain) Market Related Exposure Non-Market Related Exposure Total Deductions Tier I - Presentation Total Deductions Tier II - Presentation Net Tier II Capital - Presentation Restructured Housing Loans Credit Risk for Re-Securitization Exposures Class of Re-Securitization Exposures Re-Securitization Exposures Drawn Portion of Liquidity Facilities for Re-Securitization Exposures Undrawn portion of Liquidity Facilities for Re-Securitization Exposures ReSecuritized Debt Instruments for Other than Commercial Real Estate Exposures ReSecuritized Debt Instruments for Commercial Real Estate Exposures Beta Factor Operational Risk Exposure Capital Charge Calculation Approach Capital Charge (Domain) Basic Indicator Approach Standardised Approach Business Lines Business Lines (Domain) Corporate Finance Trading and Sales Payment and Settlement Agency Services Asset Management Retail Brokerage Retail Banking Commercial Banking 40 60 650 Credit Risk Off Balance Sheet ReSecuritization Credit Risk On Balance Sheet ReSecuritization Nature of Re-Securitized Exposure Nature of Re-Securitized Exposure (Domain) Claims on Other NBFCs Rs 75 Lakhs and above Housing Loans not Restructured

TAXONOMYin-baselII-2010-06-30_prexml

TAXONOMYin-baselII-2010-06-30_refxml

Guidelines for Implementation of the New Capital Adequacy Framework April 2007 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 14 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 2 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 21 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 21 (i) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 21 (ii) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 21 (iii) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 21 (iv) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (i) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (ii) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (iii) Banking Regulation Act 1949 29 Third A Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (iv) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (v) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (vi) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 3 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 4 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 10 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 103 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 11 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 12 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 121 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 124 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 126 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 131 (a) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 133 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 134 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 135 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 136 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 14 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 141 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 15 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 152 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 153 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 155 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 155 (i) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 155 (iv) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 155 (v) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 16 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 2 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 3 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 41 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 42 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 5 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 6 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 61 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 61 (i) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 61 (ii) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 62 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 7 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 81 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 83 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 84 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 9 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 6 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 8 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 8 36 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 8 61 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 9 32 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 9 33 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 8 34 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 8 35

Partho
File Attachment
RCA2 ndash Taxonomydocx

Form A ndash Taxonomy

image1emf

FormA_Taxonomyzi

p

FormA_Taxonomyzip

FormA_Taxonomy_1in-rbi-rep-2009-01-15xsd

Form A Main linkcalculationLink linkpresentationLink Memorandum to Form A linkcalculationLink linkpresentationLink Annexure A to Form A linkcalculationLink linkpresentationLink linkdefinitionLink Annexure B to Form A linkcalculationLink linkpresentationLink linkdefinitionLink

FormA_Taxonomy_1in-rbi-rep-2009-01-15_calxml

FormA_Taxonomy_1in-rbi-rep-2009-01-15_defxml

FormA_Taxonomy_1in-rbi-rep-2009-01-15_labxml

Form A Main Presentation Liabilities In India Presentation Liabilities To Banking System In India Presentation Demand And Time Deposits From Banks Borrowings From Banks Other Demand And Time Liabilities Liabilities To Banking System In India Liabilities To Others In India Presentation Deposits Other Than From Banks Demand Deposits Other Than From Banks Time Deposits Other Than From Banks Borrowings Other Than From Banks Other Demand And Time Liabilities From Banks Liabilities To Others In India Liabilities In India Assets In India Presentation Assets With Banking System In India Presentation Balances With Banks In India Balances With Banks In Current Accounts In India Balances With Banks In Other Accounts In India Money at Call and Short Notice in India With Banks Advances to Banks in India Other Assets With Banking System In India Assets With Banking System In India Cash In Hand Investments in Approved Securities in India Presentation Investment in Government Securities in India Investment in Other Approved Securities in India Investments In Approved Securities in India Bank Credit Excluding Inter Bank Advances In India Loans Cash Credit And Overdrafts In India Inland Bills Purchased And Discounted Inland Bills Purchased Inland Bills Discounted Foreign Bills Purchased And Discounted Foreign Bills Purchased Foreign Bills Discounted Bank Credit Excluding Inter Bank Advances In India Presentation Assets In India Net Liabilities For Section 42 Of RBI Act Minimum Deposit Required To Be Kept With RBI Savings Bank Account Demand Portion of Savings Bank Account Time Portion of Savings Bank Account Memorandum Items Presentation Paid up Capital and Reserves Paid up Equity Share Capital Reserves and Surplus Term Deposits Short-Term Time Deposits Long-Term Time Deposits Certificates Of Deposits Net Demand and Time Liabilities after deduction of Zero Reserve Prescriptions Deposits Required to be maintained as per Current Rate of CRR Other Liabilities On Which CRR Is Required Total CRR Required To Be Maintained under Section 42 Annexure A Presentation Liabilities Presentation Non-resident Deposits Non-resident External Rupee Account Non-resident Ordinary Deposits Foreign Currency Non-resident Banks Scheme Short-Term Foreign Currency Non-resident Banks Scheme Long-TermForeign Currency Non-resident Banks Scheme Other Non-resident Deposits Other Deposits And Schemes Exchange Earners Foreign Currency Resident Foreign Currency Accounts Resident Foreign Currency Old Scheme Resident Foreign Currency New Scheme ESCROW Accounts By Indian Exporters Foreign Credit Line For Pre Shipment Credit Account Credit Balances in ACU Account Deposits And Schemes Other Foreign Currency Liabilities To Banking System In India Inter Bank Foreign Currency Deposits Inter Bank Foreign Currency Borrowings Overseas Borrowings Assets Presentation Foreign Curreny Assets With Banking System In India Foreign Currency Lending Assets In India Other Foreign Currency Assets With Banking System In India Foreign Currency Assets With Others In India Foreign Currency Bank Credit In India Other Foreign Currency Assets With Others In India Overseas Foreign Currency Assets External Liabilities To Others Subject To Differential Zero CRR External Liabilities Fully Subject To CRR Prescription Net Inter Bank Liabilities Other Liabilities Under Zero Prescription Collaterised Borrowing and Lending Obligations Offshore Banking Units Liabilities Other Liability under Zero Prescription 1 Other Liability under Zero Prescription 2 Other Liability under Zero Prescription 3 Liabilities Subject To Zero CRR Memo Items of Annexure A Inter-bank Liabilities Presentation Total Interbank Liabilities Liability Having Maturity More Than 15 Days Upto 1 Year Net Long-Term Interbank Liabilities Inter-bank Assets Presentation Total Interbank Assets Assets Having Maturity More Than 15 Days Upto 1 Year Net Long-Term Interbank Assets ACU Dollar Funds Annexure A Hypercube Details of Value Details of Value (Domain) Amount of Revaluation Amount of Interest Accrued Annexure B Hypercube Type of Value Type of Value (Domain) Book Value Revaluation Value Annexure B Presentation Investments in Government Securities Short-Term Investments in Government Securities Long-Term Investments in Non-Approved Securities Investment in Commercial Papers Investment in units of Unit Trust of India or Mutual Funds Investment in Shares in India Investment in Shares of Public Sector Undertakings Investment in Shares of Private Corporate Sector Investment in Shares of Public Financial Institutions Investment in Other Shares Investment in Debentures and Bonds in India Investment in Debentures and Bonds of Public Sector Undertakings Investment in Debentures and Bonds of Private Corporate Sector Investment in Debentures and Bonds of Public Financial Institutions Investment in Other Debentures and Bonds Deposits Towards Priority Sectors Lendings Shortfall Memo Items of Annexure B Subscriptions to SharesDebenturesBonds in Primary Market Subscriptions through Private Placements Cash Reserve Ratio Version

FormA_Taxonomy_1in-rbi-rep-2009-01-15_prexml

Partho
File Attachment
Form A - Taxonomydocx

Regulatory Reporting by Banks to RBI

GAPS POSITIONS AND BALANCES (GPB)

As per extant instructions net overnight open position limit (NOPL) and aggregate gap limit (AGL) of AD Cat-I banks are required to be approved by the Reserve Bank For AD Cat-I banks incorporated in India the exposure limits fixed by the Board should be the aggregate for all branches including their overseas branches and Off-shore Banking Units For AD Cat-I foreign banks the limits will cover only their branches in India The HeadPrincipal Office of each AD Category-I bank should submit daily statement of Gaps Position and Cash Balances in Form GPB through the Online Returns Filing System (ORFS) XBRL as per the format prescribed AD Category-I banks may ensure that the reports are properly compiled on the basis of the prescribed guidelines The data for a particular date has to reach RBI by the close of business of the following working day

It uses the underlying XBRL taxonomy for defining the elements This taxonomy will represent the elements with multi-dimensional view using the Dimensions concept as defined in the Specification 10 a part of the XBRL 21 standard

FormGPB_Taxonomyzip

High Level Overview A new comer needs to develop a Tool which will act as a bridge between the banks internal data systems and RBIs regulatory reports It needs to have a staging database which acts as an intermediate repository of data Broadly the tool should consist of two components

bull One-time configuration and mapping bull Internal Data Extraction Aggregation amp Loading engine

If an ETL Tool is used then it must be able to extract Data and feed it to BI where BI will be used to generate reports The process flow diagram below explains the steps visually

Aggregation Logic for Data Computation

Extract Data for RBI Reporting

Configure the Tool to configure internally with the bankrsquos system

Bankrsquos Internal System

Data Filter to perform Business Validations

Load Processed Data in XBRL Template

RBI Submission

Author Partho H Chakraborty 6

Form GBP ndash Taxonomy

image1emf

FormGPB_Taxonomy

zip

FormGPB_Taxonomyzip

FormGPB_Taxonomy_1in-rbi-rep-2009-02-06xsd

Gaps Position and Balances linkpresentationLink linkdefinitionLink

FormGPB_Taxonomy_1in-rbi-rep-2009-02-06_defxml

FormGPB_Taxonomy_1in-rbi-rep-2009-02-06_labxml

Version Gaps Position and Cash Balances - Presentation Foreign Currency Balances Net Open Exchange Position Net Open Exchange Position in Domestic Currency Aggregate Gap Limit Maintained Value at Risk Maintained Foreign Currency Maturity Mismatch Currency Mismatch Duration of Currency Mismatch Duration of Currency Mismatch (Domain) I Month II Months III Months IV Months V Months VI Months Exceeding VI Months

FormGPB_Taxonomy_1in-rbi-rep-2009-02-06_prexml

Partho
File Attachment
Form GBP ndash Taxonomydocx

Regulatory Reporting by Banks to RBI

Process Flow for ETL Tool and BI Reports Key Features Login based access Only users authenticated would be allowed access to the system making it secure Multiple input data formats The tool should consume data directly from the source systems in various formats such as text csv database etc Integration tool An XTract wizard can be provided which can help to set up the data extraction logic User-friendly environment to map tags It should provide a variety of features with inbuilt validations to make the initial configuration and mapping very user friendly Mirror mappings It is should have a unique user friendly mapping feature Validations All the business validations technical validations as well as XBRL validations should be performed at every step of the processing Aggregation The tool should be intelligent enough to handle and perform all the required categorical aggregation for the related data items Business rules validation Business rule specified by the RBI or the bank can be incorporated in the data extraction process Data loading on RBI templates (say RCA2) Once the data to be reported is in place the compliance officer needs to run the loader which will use all the previously defined configurations and mappings extract the data from the sources run the aggregation logic filter out irrelevant data based on the business rules defined and then load the data directly into the RBI-defined template Dashboard Ideally Dashboard must be provided to get a synopsis of the various reports RBI

Bankrsquos Internal System

ETL Tool

Load Processed Data in XBRL Template

RBI Submission

Validate Reports

Data Store

Business Intelligence

Author Partho H Chakraborty 7

Regulatory Reporting by Banks to RBI

How will banks benefit Banks can get rid of manual extraction computation and filing of the data in these template They can also rely completely on the quality and accuracy of the data generated by the Tool This is a clear time-saver It will help banks in meeting the strict RBI deadlines for filing data This time savings will get more pronounced as and when more reports get added in the XBRL reporting framework Banks can get rid of manual extraction computation and filing of the data in this template They can also rely completely on the quality and accuracy of the data generated This is a clear time-saver It will help banks in meeting the strict RBI deadlines for filing data POC POC should be done ideally on

1 Basic Statistical returns 2 Risk management amp Capital adequacy 3 Recovery Defaulters Bad debt

Methodology This is a classic case of Build Vs Buy Many firms have built a tool to search out the required data collate it validate it and then push it to RBI with Dashboards as Value Add Most of these are tested with various banks and can be replicated easily For a new comer there are 2 options They either build such a tool or develop an expertise to sieve out the correct data from a whole mass of data and use BI to generate reports If done in 1 bank successfully then it can be replicated in other banks given the logic and process remains the same Steps

1 Identify 5 Reports 2 Get Sample Data for 5 Reports 3 Use ETL Tool to pick up the correct data for each Report 4 Push the data to a Data Store 5 Use BI to generate the Reports 6 Validate the Data

Advantages All banks have BI and ETL tool and thus it is more of costs on Man-Hour basis where they do not have to buy anything extra SO it is a cost savings in terms of not purchasing new utilities software etc There is no license cost and the bank is in total control of the reports to be submitted to RBI They can also train people internally to generate reports Dis-advantages Reports are dynamic and with new reports or modification of older reports or combining 2 or more reports completely or partially would mean to re-work on the Logic This might be time consuming Also The BI would be used for other purposes unlike the readymade solutions which are Report Generation only This could prove challenging especially when a lot of reports have to be generated for multiple stake-holders apart from RBI

Author Partho H Chakraborty 8

Regulatory Reporting by Banks to RBI

Another important fact is that if the BI crashes or does not work for any reason whatsoever it could hold them back from generating reports till rectified But if the tool acquired from vendors malfunctions they can always get a replacement to get the work going Actual Test What we are proposing is to show some data manufactured to the likeliness of real data and then to churn it out to give the report I am not too sure if it will not do as our data is in a glass house environment It is very easy to spot it and use it In a real scenario the data will be in various locations and in various formats just imagine in a Jungle We will have to find it out extract it and then churn it to get the required report After we get the report we need to validate it before submitting it to RBI The challenge is immense here The other challenge is to get the required data and the RBI formats Software Requirements The most important component is the Logic to extract data and have it processed under BI to give the desired results Hardware Requirements ETL Tool Data Store BI Other Requirements Information or Template which RBI provides to banks to help them capture and generate reports Time Frame At least 15 days to do a POC for any 5 reports Returns There are 223 Returns to be filed with RBI where some are filed daily fortnightly monthly quarterly and annually A sample is given as follows

bull Basic Statistical returns bull Forex amp International Ops bull Investment in treasury bull DSB Returns bull Advances bull Deposits bull Risk management amp Capital adequacy bull Financial inclusion bull Balance sheet connected returns bull Frauds bull Reconciliation bull Recovery Defaulters Bad debt

Author Partho H Chakraborty 9

Regulatory Reporting by Banks to RBI

List of ReturnsxlsxList of Statistical

Returns to be submitt

Embedded below is comprehensive list of Returns to be filed with RBI Sample Data for Delinquencies This data also has a Dashboard associated with it The Dashboard is a swf file

NPAsxls

Note Names if any are Suggestive only and without any relation to any real entity

whatsoever It is only to give a feel and touch of how transactions can be structured and names are indicative

This article is meant for education purposes only and it is not be reproduced for any commercial purpose by print or electronic medium whatsoever

This case study is written by with inputs from RBI

Partho H Chakraborty

A - 305 DSR Spring Beauty Apts 1241 ITPL Main Road Brookefields Kundalahalli Bangalore - 560 037 India Tel +91 80 420 50293 Cell +91 99863 22504 email parthohcairtelmailin parthohcrediffmailcom Skype parthohc01

Author Partho H Chakraborty 10

returns to be submitted

returns not to be submitted

Partho
File Attachment
List of Returnsxlsx

AnnexureList of Statistical Returns to be submitted to the Reserve Bank of India under the

Basic Statistical Returns (BSR) System

Sr Name Scope of the Return Frequency To be Procedure for forwardingNo of the prepared the Return to the Reserve

Return by Bank of India1 BSR-1A All borrowal accounts with credit Annual as All The branchesoffices of the

limits over Rs2 lakhs are to be on 31st branches banks should forward the BSR-individually listed along with March offices of 1A and BSR-1B returns togetherparticulars of district and population banks and also BSR-2 to theirgroup of the place of utilisation type RegionalHead Offices Theof account organisation RegionalHead Offices of theoccupation nature of borrowal banks should forward theseaccount asset classification rate returns after preliminaryof interest credit limit and amount scrutiny and rectification ofoutstanding in respect each loan or errors if any to the Directoradvance RegionalCentral Office

Department of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia at the centres ChennaiDelhiKolkata Mumbai with two

BSR-1B All borrowal accounts with credit -do- -do- months from the referencelimits of Rs2 lakhs and less are to date In the case of banksbe classified according to submitting data on magneticoccupation and aggregate figures media they should get thefor each occupation should be sample printout of data blocksfurnished in a consolidated form for verified from the respectiveeach branch Regional Offices of Reserve

Bank of India and forward theBSR-2 Category-wise number of staff -do- -do- edited data tapes with proper

number of accounts and amount external labels of Bankingoutstanding according to type of Statistics Division at Mumbaideposits and classification of all term under advice to the concerneddeposits according to maturity Regional Office of Reservebroad interest rate ranges and size Bank of India within fourof deposits months from the reference

date

2 BSR-3 Bankrsquos advance against security of Monthly as Head Office Head Offices of banks shouldselected sensitive commodities on the last of banks collect information from

Friday of branches which account for 80-every 85 of advances and themonth consolidated return should be

sent to the Adviser-in-ChargeMonetary Policy DepartmentReserve Bank of India CentralOffice Bldg Mumbai 400 001

3 BSR-4 Ownership pattern of deposits Annual on The The selected branchesofficessample selected will forward the returns to thebasis as on sample RegionalHead Offices The31st March branches RegionalHead Offices will send

offices of the returns to the Director

banks RegionalCentral OfficeDepartment of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia ChennaiDelhiKolkataMumbai within two monthsfrom the reference date

5 BSR-5 Pattern of Investment of bank in Annual as The Head To be forwarded to the DirectorCentral and State Government on 31st Offices of Banking Statistics DivisionSecurities Other Trustee March banks DESACS Central OfficeSecurities shares etc Reserve Bank of India Mumbai

within two months from thereference date

6 BSR-6 Survey of Debits to Deposit Quinque- The The selected branchesofficesAccounts nnial on selected will forward the returns to the

sample sample RegionalHead Offices Thebasis for branches RegionalHead Offices will sendApril-March offices of the returns to the Directorof the year banks RegionalCentral Office

Department of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia ChennaiDelhiKolkataMumbai within two monthsfrom the reference date

7 BSR-7 Quarterly survey on Aggregate Quarterly Branch- To be forwarded to the DirectorDeposits and Gross Bank Credit as on the wise Banking Statistics Division

31st March information DESACS Central Officeand last to be Reserve Bank of India MumbaiFriday of prepared within one month from theJune by Head reference dateSeptember Offices ofand the banksDecemberof the year

Partho
File Attachment
List of Statistical Returns to be submitted to the Reserve Bank of India under the Basic Statistical Returnspdf

Sheet1

Sheet2

Sheet3

NPA Analysis V10swf

MBD001388A2NPA Analysis V10swf

Partho
File Attachment
NPASxls
Disclosures under Pillar 3 (Market Discipline) in terms of New Capital Adequacy Framework (Basel II) of Reserve Bank of India
NPAs RECOVERIES
Qtr - 1 Qtr - 2 Qtr - 3 Qtr - 4 Qtr - 1 Qtr - 2 Qtr - 3 Qtr - 4
Gross NPAs 65551 52094 49182 35900 Recoveries 18106 19169 16077 15129
Substandard 27437 20629 19620 15246 Substandard 10034 5123 7587 6387
Doubtful -1 15118 14041 13878 9705 Doubtful -1 4010 6865 5556 3145
Doubtful -2 14280 10588 9360 5955 Doubtful -2 2403 1145 1908 3386
Doubtful -3 7486 5765 5368 4462 Doubtful -3 1429 5765 834 2109
Loss 1230 1071 956 532 Loss 230 271 192 102
Gross NPAs Break-up Region wise Recoveries Break-up Region wise
North 17779 13059 14008 9876 North 4977 5451 4363 4289
Substandard 6850 5203 5408 4015 Substandard 2509 1579 2176 1803
Doubtful -1 3879 3299 3376 2578 Doubtful -1 1234 1767 1578 992
Doubtful -2 4570 2647 3637 1532 Doubtful -2 809 307 351 847
Doubtful -3 2071 1541 1342 1516 Doubtful -3 357 1798 208 601
Loss 409 369 245 235 Loss 068 000 050 046
South 17543 15378 13017 10349 South 5007 4799 3812 3764
Substandard 7501 6934 4908 4557 Substandard 2976 1276 1897 1459
Doubtful -1 4234 3562 4678 3209 Doubtful -1 1098 1908 1209 723
Doubtful -2 3565 3003 1586 1389 Doubtful -2 593 286 397 1021
Doubtful -3 1922 1623 1543 1038 Doubtful -3 299 1254 309 527
Loss 321 256 302 156 Loss 041 075 000 034
East 16094 11876 12101 8840 East 5091 4818 4362 3301
Substandard 8023 4593 5272 3590 Substandard 3177 1198 2033 1528
Doubtful -1 3601 2908 3470 2461 Doubtful -1 976 1761 1389 786
Doubtful -2 2309 2587 1797 1673 Doubtful -2 601 350 683 965
Doubtful -3 1809 1456 1365 1029 Doubtful -3 254 1441 209 000
Loss 352 332 197 087 Loss 083 068 048 022
West 14135 11781 10056 6835 West 3031 4101 3540 3775
Substandard 5063 3899 4032 3084 Substandard 1372 107 1481 1597
Doubtful -1 3404 4272 2354 1457 Doubtful -1 702 1429 138 644
Doubtful -2 3836 2351 234 1361 Doubtful -2 400 202 477 553
Doubtful -3 1684 1145 1118 879 Doubtful -3 519 1272 108 981
Loss 148 114 212 054 Loss 038 128 094 000
Net NPAs 3639 22345 21699 20009
Advances
Gross Advances 30631 31008 34635 30684
Net advances 30325 37242 39453 46533
NPA Ratios
Gross NPA to Gross Advances 214 168 142 117
Net NPA to Net Advances 120 060 055 043
Movement of NPAs (Gross)
Opening Gross NPA 62903 56946 53088 40375
Additions to Gross NPAs 20754 14317 12271 10654
Reductions to Gross NPAs 18106 19169 16077 15129
Closing Balance of Gross NPAs 65551 52094 49182 35900
Movement of NPA Provisions
Opening Balance of NPA Provisions held 34844 31259 30640 26443 Gross Profit 109293 132330 139704 142122
Provisions made during the period 15681 12395 10751 9875 Net Profit 78701 80123 86745 90837
Write-offs during the period (Loss) 1000 800 764 430
Write-back of excess provisions during the period 000 000 000 000
Closing Balance of NPA Provisions 49525 42854 40627 35888
Amount of Non-performing Investments (gross) 558 538 434 318
Amount of Provisions held for Non-performing Investments 558 538 434 318
Net NPAs = Gross NPA ndash (Balance in Interest Suspense account + DICGCECGC claims received and held pending adjustment + Part payment received and kept in suspense account + Total provisions held)
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(b) List of returns not to be submitted by SCBs (excluding RRBs) to the RBI
SrNo Return name Description Frequency
1 Details of any shareholdings exceeding 5 of the total equity capital of the bank Details of any shareholdings exceeding 5 of the total equity capital of the bank As and when exceeded
2 Statement showing interest rates of commercial banks for credit limits over Rs2 lakh Item PLR wef 01012004 Max Min and interest rate range in which 60 or more business is contracted Quarterly
3 Details of foreign liabilities and assets of the banking sector Details of foreign liabilities and assets Yearly
4 CIBIL Consent clause Quarterly
5 Particulars of borrowers directors partners furnished in the defaulters lists who have been allowed fresh limits enhancements renewals Particulars of borrowers directors partners furnished in the defaulters lists who have been allowed fresh limits enhancements renewals Quarterly
6 Special Quarterly Return Outstanding credit for NBG broken by circles classified by product and by above and below PLR Quarterly
7 Segment-wise position of advances NPAs provisions and recovery Details like gross advances net advances opening balance of gross NPAs gross recovery provisions held recovery made in written off accounts not parked in AUCA segment-wise Quarterly
8 Report on NPAs in priority sector advances Segment-wise advances to priority sector NPAs in priority sector and NPAs as of priority sector advances and out of above the age-wise classification of NPAs in priority sector NPAs in various Govt sponsored schemes Quarterly
9 List of NPAs for Rs1 crore and above Details include date of original sanction date of identification as NPA position category present status Quarterly
10 P-segment NPAs under priority sector P-segment NPAs under priority sector Quarterly
11 NPA reduction budget All the details concerning NPAs are consolidated in one report for annual budgeting Yearly
12 RBI investment studies Details are date of sanction name of the lead institution and date of sanction institutions share in project cost name of the project paid up capital Particulars of (capacity size units numbers etc) Date of project project cost implementation Quarterly
13 Details of investments by FIIs NRIs in perpetual cumulative preference shares qualifying as Tier I capital To track the FII and NRI investments Quarterly
14 Prudential exposure limits Details for limits on exposure to individual and group borrowers As and when fresh capital is raised and on 1 April every year
15 Progress report under RBI OTS SME Number and amount details for RBI OTS SME out of RBI OTS SME Govt sponsored scheme RBI OTS small loans Quarterly
16 Review of wilful defaulters (Rs 25 lakh and above) Action initiated against the wilful defaulters review of the wilful defaulters- suit filed non-suit filed accounts Half-Yearly
17 Market related returnon forward rate agreement Market related returnon forward rate agreement Fortnightly
18 Review of loss making branches along with category-wise classification Review of loss making branches along with category-wise classification Yearly
19 Review of credit monitoring system under IRAC norms Review of credit monitoring system under IRAC norms Half-Yearly
20 Review of AUCAs AUCA position movement in AUCA segmental analysis age-wise analysis of AUCAs with outstandings of Rs1 crore and above transfer to ARCIL position on filing of suits value wise analysis of AUCAs list of accounts for Rs1 crore and above Quarterly
21 List of top ten good and bad accounts List of top ten good and bad accounts Half-Yearly
22 Performance memorandum submitted to the Board Performance memorandum submitted to the Board Half-Yearly
23 Scheme of amalgamation ndash quarterly returns Return No 679 and progress report Quarterly
24 Concurrent audit reports of retailing of Government securities transactions Concurrent audit reports of retailing of Government securities transactions Monthly
25 R6 Outstanding guarantees wherein default and claim has arisen but payment not made to the beneficiary Quarterly
26 EFTNEFT Non-cashnon-paper transactions Monthly
27 RTGS RTGS Daily
28 Deployment of gross bank credit by major sectors Sector-wise deployment of credit Quarterly
29 Trade-related advances granted outstanding out of funds in EEFC accounts Trade-related advances granted outstanding out of funds in EEFC accounts Half-Yearly
30 Statement I on cross currencies Statement of cross currency Weekly
31 Statement II on cross currencies Statement of cross currency Weekly
32 Statement III on cross currencies Statement of cross currency Monthly
33 REC Reconciliation Half-Yearly
34 Statement of structured liquidity-domestic asset liability management Statement of structured liquidity-domestic asset liability management Weekly
35 BEXI-IA BEXI-IA Monthly
36 IBS-Reporting of derivative transactions IBS-Reporting of derivative transactions Quarterly
37 Soliciting foreign currency deposits at banks outside India Soliciting foreign currency deposits at banks outside India Monthly
38 Progress report on frauds above Rs 1 crore Progress report on frauds above Rs 1 crore Quarterly
39 Review of investment at foreign offices Review of investment at foreign offices Yearly
40 Host countries regulation report Host countries regulation report Ad-hoc
41 Synopsis of frauds reported by foreign offices Synopsis of frauds reported by foreign offices Ad-hoc
42 Compliance with regulatory requirements of host country regulations Compliance with regulatory requirements of host country regulations Quarterly
43 Authorised Dealers Category-II Authorised Dealers details Fortnightly
44 Weekly market access Statement showing market access limit available for undertaking FCY-INR principal only swap (POS) transactions Weekly
45 Special Fortnightly Return ( SFR IIIA) Money market operations-total funds borrowed and lending Fortnightly
46 Special Fortnightly Return ( SFR IIIE) Daily call and short notice money operations Fortnightly
47 IRSFRA-Derivative return no207 Statement of IRSFRA-Derivatives Fortnightly
48 Survey of SSI branches Survey of SSI branches Yearly
49 Seven point programme Seven point programme Yearly
50 Micro credit Micro credit Half-Yearly
51 IBA priority sector (flow of agriculture doubling) Flow of agriculturedoubling Monthly
52 Self Help Group (SHG) Contains state-wise region-wise SHGs maintaining savings accounts with number of SHGs financed during the year alongwith loan outstanding gross NPA and recovery percent with sub sectorwise data and SHGs of Govt sponsored schemes exclusively to women through SHGs Yearly
53 General information(CampISSI)- account reviewrenewals for FBWC Status of reviewrenewal of borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
54 Age wise classification of non-renewed accounts Status of reviewrenewal of borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
55 FFR-1FFR-2 Reports on borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
56 Review of claims lodged with ECGC LTD Review of claims lodged with ECGC LTD Half-Yearly
57 LEC Statement of purchases sales of shares debentures made on behalf of FIIs under portfolio investment scheme As and when occasion arises
58 Monthly statement showing progress made in the issue of Swarojgar Credit Cards Monthly statement showing progress made in the issue of Swarojgar Credit Cards Monthly
59 Service Area Monitoring and Information System (SAMIS) Credit disbursal - semi-urbanurban branches - (non services branches) Monthly
60 Service Area Monitoring and Information System (SAMIS) Credit disbursal - semi-urbanurban branches - (non services branches) Quarterly
61 Service Area Monitoring and Information System (SAMIS) LBR-3U3 - Part A Credit disbursal - semi-urbanurban branches - (non services branches) Quarterly
62 Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part B Credit disbursal - semi-urbanurban branches - (non services branches) Half-Yearly
63 Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part C- as on last day of June Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part C- as on last day of June Yearly
64 Special rural housing scheme of NHB Special rural housing scheme of NHB Quarterly
65 Infrastructure finance for projects with fund-based aggregate limits of Rs 50 crore and above Infrastructure finance for projects with fund-based aggregate limits of Rs 50 crore and above Quarterly
66 Compromise or negotiated settlements of NPAs Compromise or negotiated settlements of NPAs Half-Yearly
67 Service Area Monitoring and Information System (SAMIS) - LBR-1U1 Service Area Monitoring and Information System (SAMIS) - LBR-1U1 Yearly
68 Annual review of frauds- as on 31-Dec Annual review of frauds- as on 31-Dec Yearly
(a) List of returns to be submitted by SCBs (excluding RRBs) to the RBI
SrNo Return name Description Frequency
1 Details of any shareholdings exceeding 050 of the total equity capital of the bank Details of any shareholdings exceeding 050 of the total equity capital of the bank As and when exceeded
2 Opening closing of branches Not later than two weeks after openingshiftingclosingrelocating As and when occasion arises
3 Quarterly returns related to branch banking are required to be forwarded to all the regional offices of DBOD RBI Within 14 days of the end of the quarter to which it relates Quarterly
4 Closing of branches Proforma-II Section 23 of BR Act 1949 - Statement of change in status merger closure etc of existing office branch during the Quarter (Proforma-II) Quarterly
5 DRT statements (suit filed and decreed) The total number of suit filed and decreed accounts before DRT the amount recovered legal expenses etc Quarterly
6 SARFAESI Act 2002 position of action taken Notices issued recovery made recovery through compromise Quarterly
7 Progress made in recovery under the forum of Lok Adalats Eligible cases cases decided and recovery made Quarterly
8 Financial inclusion - number of no frill accounts opened Compilation of data and review Quarterly
9 Report on issue of Subordinated Debt raising of Upper Tier II Capital Perpetual Debts and Equity Capital (Qualified Institutional Placements-QIP Preferential issue to Promoters GDR issue) together with copy of document Report on issue of Subordinated Debt raising of Upper Tier II Capital Perpetual Debts and Equity Capital (Qualified Institutional Placements-QIP Preferential issue to Promoters GDR issue) together with copy of document Within 1 week from date of issue
10 Payment of dividend Details of dividend declared during the financial year and other details as per the circular Within a fortnight after declaration of dividend
11 Quarterly report on progressive use of Hindi Covering details of documents issued under Section 3(3) of OL Act 1963 letters received in Hindi and replied to in Hindi Hindi correspondence Use of Hindi in internal work computers website ATMs Training Establishments Staff related details Quarterly
12 Form - VIII Statement of demand and time liabilities and investments for calculation of SLR Monthly
13 List of defaulters (non suit filed - wilful defaulters Rs25 lakh and above) Data collecteddisseminated on quarterly basis Quarterly
14 List of defaulters (non suit filed - defaulters account Rs1 crore and above) Data collecteddisseminated on half-yearly basis Half-yearly
15 Form IX Statement showing unclaimed deposits required to be listed as statutory list Annual
16 Form-A Provisional (Sec42) Used for compilation of monetary aggregates commercial bank survey compilation of NRI deposits Fortnightly
17 Form-A Final (Sec42) Used for compilation of monetary aggregates commercial bank survey compilation of NRI deposits computation of CRR Fortnightly
18 Data on non SSI sickweak industrial units as of 31st March Industry-wise number of accounts whether sickweak publicprivate Yearly
19 Form C Export finance ndashdisbursement and balance outstanding Quarterly
20 Form A Statement showing limit sanctioned and balance outstanding in the borrower accounts of parties having working capital limits of Rs10 crore or above from the entire banking system Quarterly
21 DSB-O-report on assets liabilities and exposures Break up of assets and liabilities on the basis of residual maturity next repricing date gap off balance sheet exposures unreconciled entries with other branches with other Indian banks branches in same foreign centre and accounts with other banks Quarterly
22 DSB-O-report on structural liquidity Break up of inflows and outflows on the basis of residual maturity mismatch cumulative mismatch and mismatch as per cent of outflows Quarterly
23 DSB-O-report on problem credit and investments Credit including off balance sheet exposure-list of customers of USD 2 million and above investments-list of customers of USD 1million and above Quarterly
24 DSB-O-report on large exposures Details of borrower accounts between USD 1 million to 5 million and above separately Total limits sanctioned divided into funded and non funded limits amount outstanding and security value Quarterly
25 DSB-O-report on country exposure and maturity Country classification due within 6 months between 6 months to 1 year1 year to 5 years and over 5 years Quarterly
26 DSB-O-report on profitability Interest income interest expense net interest income other income total expenses operational surplusdeficit profitloss before tax net profitloss Select productivity ratios Quarterly
27 DSB-O-report on frauds Details of individual fraud cases along with summary of fraud cases Quarterly
28 Balance Sheet Analysis (BSA) Audited accounts of the bank with notes on accounts Yearly
29 DSB return noI - Report on assets liabilities and exposures (Indian offices) Assets - cash loans and advances investments etc liabilities - deposits borrowings provisions etc capital and reserves off balance sheet exposures ndash credit contingents and commitments forex contracts and derivatives and long outstanding un-reconciled entries - accounts with banks inter branch adjustments and sundry debtors Monthly
30 DSB Return noII-report on capital adequacy Computation of capital base computation of risk weighted assets and risk based capital ratios - CRAR Core CRAR Quarterly
31 DSB return noIII- report on quarterly operating results Interest income interest expenses earnings before provisions and taxes interest receivable on NPAs not recognized as income and net profit and retained earnings Quarterly
32 DSB return noIV- report on asset quality Portfolio analysis - loans and advances other interest bearing assets (by delinquency in interest payment) classification of risk assets sectoral analysis of loan assets ndash priority sectors and other sectors top 30 impaired credits quality of securities portfolio - SLR securities non-SLR securities data on industry-wise exposure of banks exposure to sensitive sectors Monthly
33 DSB return noV - report on large credits Large credits to individual borrowers (above 15 per cent of total capital funds to be reported) large credit to borrower groups (above 30 per cent oftotal capital funds to be reported) Quarterly
34 DSB return noVI-report on connected lendings Credit to subsidiaries and associates credit to significant shareholders (holding 5 per cent or more of share capital or voting power) and credit to directorsmanagers Quarterly
35 DSB return no VII -report on ownership and control Top ten shareholders shareholder control - details about significant shareholders composition of board of directors and key executive officers Half-yearly
36 DSB return noVIII-statement of structural liquidity Time bucket wise outflows and inflows bucket wise mismatch cumulative mismatches etc top 20 large deposits and classification of term deposits Fortnightly
37 DSB return noIX-statement of interest rate sensitivity-rupee Time bucket wise liabilities time bucket wise assets and bucket wise gap (assets ndash liabilities) Monthly
38 DSB return no X- report on maturity and position (forex) Time bucket wise off balance sheet exposuresgap time bucket wise balance sheet itemsgaps residual gap aggregate gap limit Monthly
39 DSB return noXI-statement of interest rate sensitivity (forex) Time band exposure of rate sensitive assets time band exposure of rate sensitive liabilities and off balance sheet derivative products like IRS FRAs etc Monthly
40 RBS -1 (risk based supervision) Retail loan portfolio rating wise distribution of standard advances and rating wise distribution of Non-SLR investments Derivatives and loan sales and securitisation Quarterly
41 Return on operations of subsidiariesJVsassociates Informationdata on financial performancecondition of subsidiaries joint ventures associates of banks including contingent liabilities Quarterly
42 Consolidated Prudential Return (CPR) 1 Part-A consolidated balance sheet Part-B details on subsidiariesrelated entities Half-yearly
43 Equity investment in capital markets This is an ad-hoc excel sheet collected from 15 select banks and is not a part of regular returns collected by OSMOS Weekly
44 Return on off-shore banking units Details on off-shore banking units Quarterly
45 Statement on reconciliation of inter-branch accounts To monitor the entries outstanding for more than six months in inter-branch accounts Quarterly
46 Statement on reconciliation of clearing differences To monitor the entries outstanding for more than six months in clearing differences Quarterly
47 Statement on the position of balancing of books To monitor the number of branches where books have been balancednot balanced Quarterly
48 Statement on quick special audit of sundry depositssuspense account To monitor outstanding entries for Rs50000- and above for more than six months in these accounts Quarterly
49 Statement on bad debts written off To monitor the category-wise the amounts of bad debts written off Yearly
50 Reconciliation of outstanding entries in inter-bank (Nostro) accounts Outstanding entries for more than six months in inter-bank accounts and NOSTRO accounts Monthly
51 FMR-I Report on actual or suspected frauds in banks - within three weeks from the date of detection As and when the fraud occurs
52 FMR-II Reported closed and outstanding cases of frauds and IPC classification amount-wise and involvement-wise - within 15 days of the end of the quarter to which it relates Quarterly
53 FMR-III Progress report on frauds of large value - within 15 days of the end of the quarter to which it relates Quarterly
54 FMR-IV (revised name SMR-I) Report on dacoitiesrobberiestheft burglaries - immediately on their occurrence Also submission of quarterly consolidated statement in FMR-4 format within 15 days of the end of the quarter to which it relates Quarterly
55 VMR-I Report on action plan in public sector banks Quarterly
56 VMR-II (revised name SMR-II) Report on the security arrangements in public sector banks Contains information regarding number of branches considered vulnerable branches provided with armed guards alarm system and other security measures provided Quarterly
57 VMR-III (revised name VMR-II) Report on action taken against employees involved in frauds and corrupt practices Quarterly
58 Position of staff side action A statistical statement reporting period-wise pending cases against staff members Quarterly
59 Report on financial conglomerates Capturing the intra-group transactions and exposures amongst the identified FCs Quarterly
60 Statement describing the critical systems their recovery time objectives and the banks strategy to achieve them Statement describing the critical systems their recovery time objectives and the banks strategy to achieve them Yearly
61 Major failures during the period for critical systems customer segmentservices impacted and steps taken to avoid such failures in future Major failures during the period for critical systems customer segmentservices impacted and steps taken to avoid such failures in future Quarterly
62 Progress report on implementation of risk management systems ALM risk based supervision and risk based internal audit Risk management systems ALM Quarterly
63 Risk based supervision-compilation of risk profile templates Assessment of business risk areas and control risk areas Half-yearly
64 Whole bank long form audit report and compliance thereof Whole bank long form audit report and compliance thereof Yearly
65 Quarterly reviewed results Quarterly reviewed results Quarterly
66 Data related to IRS deals Item wise details of principal amount trading book banking book Monthly
67 Half yearly review of investment of portfolio QualitativeQuantitative review of entire investment portfolio of the bank for the half year Half-yearly
68 Progress report on operations of the smartdebit cards Progress report on operations of the smartdebit cards Half-yearly
69 Non-option rupee derivative report Foreign exchange contracts and benchmark wise details of other derivatives position Monthly
70 Capital adequacy statement Calculation of capital adequacy ratio under the new BASEL II (revised framework) Quarterly
71 Exposure towards credit derivatives and other investments Exposure towards credit derivatives and other investments and related MTM losses by overseas operations of Indian banks Monthly
72 Loss assets gt 2 years old where no legal action has been initiated Loss assets gt 2 years old where no legal action has been initiated Half-yearly
73 RBI note refund rules - statement of defective notes adjudicated at currency chests branches Statement of defective notes adjudicated at currency chests branches Quarterly
74 Counterfeit notes detected by banks Part-1 contains StateUnion Territory-wise summary of counterfeit notes detected by bank on an All-India basisPart-2 reflects cases of FIRs lodged by banks Monthly
75 Format for furnishing addresses etc particulars of Forged Note Vigilance Cell (FNVC) to RBI The return conveys the following particulars - Address of FNVCName and designation of officer-in-chargeTelephone numberFax numberE-mail address Annual (as on 1st July)
76 Status report on forged notes The report covers a brief account of the functions discharged by the Forged Note Vigilance Cell of the bank with reference to the points covered in para-7 of the master circular on detection and impounding of forged notes Quarterly
77 PDs call money transactions with commercial banks (Return from PDs) Compilation of new monetary aggregates Fortnightly
78 SBI-outstanding in Government securities by employees provident funds organisation Compilation of ownership of central and state Government securities for the publication Handbook of Statistics on India Economy Annual
79 Form TC Compilation of short term credit extended for imports and payments thereof Monthly
80 Interest rates on NRI deposits Interest rates on NRI deposits Monthly
81 NostroVostro balances of ADs NostroVostro balances of ADs Monthly
82 Investments by FIIs Reconciliation Monthly
83 Yen holdings of Government of India International investment position Monthly
84 Government of India lines of credit monthly statement of accounts BoP compilation Monthly
85 Forward exchange cover for FIIs Forward exchange cover for FIIs Ad hoc
86 Data of Authorised Dealer category branches Category-wise branch list Yearly
87 Statement of permission granted for opening of trading non-trading office posting of representative abroad Statement of permission granted for opening of trading non-trading office posting of representative abroad Yearly
88 Statement indicating the details of remittances made by NRIs PIOforeign nationals Statement indicating the details of remittances made by NRIs PIOforeign nationals Yearly
89 Statement indicating the details of forex utilization of international debit cards for amount exceeding USD 100000 in a calendar year Statement indicating the details of forex utilization of international debit cards for amount exceeding USD 100000 in a calendar year Yearly
90 Daily ADRs GDRs report Submission of contract notes received from broker for re-issuance of ADRGDR Daily
91 FII investment in Government securities Details of investment done by foreign institutional investor in Government securities On demand
92 GDRs release statement Opening balance of ADRGDR underlying shares total cancellation re-issuance of ADRGDR closing balances of ADRGDR underlying shares and balances ADRGDR Monthly
93 ADR GDR cancellation report Cancellation of ADRGDR received from overseas depository body Fortnightly
94 STAT-5 Statement of FCNR deposits (total inflow outflow and outstanding deposits under FCNR accounts) Monthly
95 STAT-8 Statement showing inflowoutflow of deposits under non-resident (external) rupee (NRE) accounts scheme and NRO accounts scheme for the specified month Monthly
96 BAL statement Foreign currency balances of Authorized Dealers and rupee balances of non-resident banks Fortnightly
97 Interest rates on FCNR(B) deposits Interest rates on FCNR(B) deposits Monthly
98 R return Turnover of foreign currency transactions and balances (inward and outward remittances in foreign currencies) Monthly
99 SGLCSGL reconciliation return SGL reconciliation Quarterly
100 MICR cheque clearing return MICR cheque clearing return Monthly
101 Non-MICR cheque clearing return Non-MICR cheque clearing return Monthly
102 ECS ECS Monthly
103 State-wise ATMs data State-wise ATMs data Quarterly
104 Area-wise ATMs data Area-wise ATMs data Quarterly
105 Cards data Cards data Monthly
106 Pre-paid cards Pre-paid cards Quarterly
107 Audited accounts Copy of annual report with audited statements of accounts and published data of accounts Yearly
108 Form-X ndash statement of assets and liabilities Monthly assets and liabilities of domestic operations estimation of household financial savings Monthly
109 Basic Statistical Return - I (1A and 1B) Relates to bank credit as of 31st March (Advance Details) Yearly
110 Basic Statistical Return - II Classification of deposits with scheduled commercial banks Yearly
111 Basic Statistical Return - IV Survey on composition and ownership of deposits as on 31st March Yearly
112 Basic Statistical Return - V Total investment security-wise details as per annual accounts Yearly
113 Basic Statistical Return - VI Survey of debits to deposits and credits Once in two years
114 Basic Statistical Return - VII Aggregate deposit and advances of all branches Quarterly
115 Opening of new branches Proforma-I Section 23 of BR Act 1949 - statement of new office branch opened during the quarter (Proforma-I) Quarterly
116 IBS return International assets and liabilities of banks in India Quarterly
117 CPIS Co-ordinated portfolio investment survey of banks in India Annual
118 NRD-CSR Non-resident deposits comprehensive single return on NRFCNR deposits and their transactions in a month Monthly
119 ECB-2 return External Commercial Borrowings Monthly
120 FETERS (R-return) Foreign exchange transactions of banks in India Fortnightly
121 Banking service price index The statement comprises of data related to fees income and fee charges for banking services provided by the bank and selective data on deposits and loans Monthly Quarterly
122 Change in status (category) of offices branches dealing in forex Change in status (category) of offices branches dealing in forex As and when occasion arises
123 Applying for AD code Immediately on opening of new branches As and when occasion arises
124 Forex Turnover Data (FTD) Forex turnover data Daily
125 Gaps Positions and Balances (GPB) Gaps of foreign currency net open exchange positions and cash balances Daily
126 Overseas foreign currency borrowing by ADs Category-I To monitor the level of overseas foreign currency borrowings by ADs Category-I Monthly
127 Consolidated information relating to exposures of corporates in foreign currency Consolidated information relating to exposures of corporates in foreign currency Quarterly
128 Foreign Currency Rupee (FCR) option To know the volume of option transactions of ADs Category-I Weekly
129 Cross currency derivative transactions statement To know the volume of transactions Half-yearly
130 Booking of forward contract by SMEs and individuals To know the forward contracts booked and cancelled by SMEs and individuals Quarterly
131 Commodity hedging (No format) To know about permission given by ADs Category-I to listed corporates to hedge prices of commodities importedexported in overseas commodity exchanges Yearly
132 Commodity hedging (No format) To know about permission given by ADs Category-I to listed corporates to hedge prices of select metals and ATF in overseas commodity exchanges Monthly
133 Remittances under RDA (E-statement) To know the amount received under RDA Quarterly
134 Vostro list List of Vostro accounts YearlyAs and when account is opened
135 List of officesbranches maintaining (Rupee and ACU Dollar) accounts of non-resident banks and list of Vostro accounts List of officesbranches maintaining (Rupee and ACU dollar) accounts of non-resident banks and list of Vostro accounts Yearly
136 XOS statement Details of overdue export - bills outstanding for more than 6 months and value above USD 25000 Half-yearly
137 BEF statement Bill of entry not received - for value USD 1 lakh and above Half-yearly
138 Advance remittance for import of rough diamonds aboveequal to USD 5 Million Advance remittance for import of rough diamonds aboveequal to USD 5 Million RBI2006-2007278A P (DIR Series) Circular No 34 Half-yearly
139 Statement on guarantees LOULOC Guarantees letter of undertakingletter of comfort issued Quarterly
140 Form ODI (Part I to IV) Form ODI (Part I to IV) As and when occasion arises
141 ESOP reporting ESOP reporting Yearly
142 Investment by mutual fund in overseas securities Investment by mutual fund in overseas securities Monthly
143 Reporting of portfolio investments by Indian companies Reporting of portfolio investments by Indian companies Monthly
144 FII weekly FII inflow and outflow Weekly
145 Liberalised Remittance Scheme of USD 200000 for resident individuals Liberalised Remittance Scheme of USD 200000 for resident individuals Monthly
146 Details of remittances made by NRO account Remittances made out of NRO accounts up to 1 million USD per calendar year - Facilities to NRIsPIOs and foreign nationals - liberalisation Quarterly
147 List of equity and convertible debentures (LECNRI) Statement of purchases sales of shares debentures made on behalf of NRIs persons of Indian origin under portfolio investment scheme Daily
148 List of equity and convertible debentures (LECFII) Statement of purchases sales of shares debentures made on behalf of FIIs under portfolio investment scheme Daily
149 Statement of inflow outflow on account of remittance received made in connection with transfer of shares convertible debentures by way of sale Statement of inflow outflow on account of remittance received made in connection with transfer of shares convertible debentures by way of sale Monthly
150 Inflowoutflow on account of high net worth individuals (IOFHNI) Inflowoutflow on account of high net worth individuals (IOFHNI) Monthly
151 Market value of FIIs Market value of FIIs Monthly
152 Market value of FVCI Market value of FVCI Monthly
153 Statement regarding sale through stock exchanges of shares bonds debentures by Authorised Dealers acquired by NRIs OCBs under the direct investment scheme Statement regarding sale through stock exchanges of shares bonds debentures by Authorised Dealers acquired by NRIs OCBs under the direct investment scheme Yearly
154 Reporting of derivativescurrency swap transactions Reporting of derivativescurrency swap transactions Weekly
155 FLM - 8 (sale and purchase of foreign currency) FLM - 8 (sale and purchase of foreign currency) Monthly
156 OCB return Monitoring of disinvestments by OCB Monthly
157 Statement of deferred credit from ROs Statement of deferred credit from ROs Quarterly
158 Import of gold by EOUs units in SEZEPZ and nominated agencies Import of gold Monthly
159 Statement of commodity hedging - domestic transactions Statement submitted by AD Category I on the domestic hedging - domestic transactions done by corporates Monthly
160 Booking of forward contract on past performance basis Data on forward contracts booked on the basis of past performance bank as a whole Monthly
161 EBW statement Export bills written-off during the half year Half-yearly
162 Data on facilities to NRIPIOS foreign nationals-liberalization Details of persons with Indian origin Quarterly
163 Monitoring of overseas borrowing Monitoring of overseas borrowing Monthly
164 Special Fortnightly Return ( SFR IIID) Issue of certification of deposits Fortnightly
165 Special Fortnightly Return ( SFR IIIF) Investment in commercials papers Fortnightly
166 Statement of chest slips Slips received from currency chests indicate deposits and withdrawals of cash from currency chests on day-to-day basis This helps to arrive at the daily closing balance of currency chests (Submitted online through ICCOMS daily) Daily
167 Statement of link offices These are received by Issue Department from link offices of banks concerned and show currency transfer position of banks The current account of the banks concerned are deleted and credited based on these statements (Submitted online through ICCOMS daily) Daily
168 Statement showing details of counterfeit bank notes detected by the branch during the month The return comprises of two parts -(i) Denomination-wise and StateUnion Territory-wise details of forged notes detected by the branch(ii) Details of cases of FIR filed with police Monthly
169 Special Fortnightly Return ( SFR VIII) Balances held abroad and loan in foreign currency Fortnightly
170 Special Fortnightly Return-II Monitoring of daily CRR balances Fortnightly
171 Special Fortnightly Return-VI-AB Lending rates for various bank groups Fortnightly
172 Special Fortnightly Return-VI-B Monitoring deposits rates of scheduled commercial banks Fortnightly
173 Special Quarterly-VI-A Outstanding sub-BPRL of scheduled commercial banks Quarterly
174 Special Quarterly-VI-AC Monitoring lending rates of scheduled commercial banks Quarterly
175 Basic Statistical Returns-3 Monitoring of bank credit against sensitive commodities Monthly
176 Quick Return on industry - wise bank credit (QIBC) Analyzing trends in industry -wise bank credit Monthly
177 Sector-wise and industry-wise deployment of bank credit (SIBC) Analyzing trends in sector- wise and industry-wise bank credit Monthly
178 Exports credit refinance return Monitoring limits and utilization of export credit refinance Fortnightly
179 Supplementary return on daily SLR Supplementary return on daily SLR Fortnightly
180 Special Fortnightly Return ( SFR IIIC) Money market operations-particulars of interbank participations (IBP) Fortnightly
181 PMRY monthly progress report Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending Monthly
182 PMRY quarterly progress report Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount of which sanctioned and disbursed to SCST women disabled and physically handicapped Quarterly
183 PMRY subsidy utilisation statement PMRY subsidy Quarterly
184 Progress report on SGSY Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SGSY scheme Monthly Press Release 2010-2011206
185 Progress report on SJSRY Contains State-wise Return with Targets application received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SJSRY scheme Monthly
186 Progress report on SRMS Contains State-wise return with targets application received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SRMS scheme Monthly
187 Swarna-Jayanti Gram Swarozgar Yojana (SGSY) - Progress report Progress report of states with state code giving details of applications received up to the previous month during current month and up to the month Loans disbursed to individuals SHGs women disabled Applications received and pending for decision Applications rejected Quarterly
188 Direct agriculture advances recovery Direct agriculture advances recovery Yearly
189 Credit flow to micro small and medium enterprise Position of lending to SME sector -segmentation of advances by specific customer categories (SSI units tiny sectors medium enterprises) Quarterly
190 Debt restructuring mechanism for SMEs - status report Analysis of schemes for debt restructuring considered during quarter for eligible loans Quarterly
191 Position of loans outstanding without collateral security to tiny sector units composite loans sanctioned under the single window scheme Collateral free loans up to Rs 25 lakh to micro enterprises composite loan up to Rs1 crore Quarterly
192 Return on financing under cluster approach Cluster based lending Half-yearly
193 Statement showing the particulars of specialised SME branches operationalised Performance of specialised SME branches Yearly
194 Rehabilitation of sick SSI units Rehabilitation of sick SSI units Yearly
195 Operationalisation of RIDF Operationalisation of RIDF Yearly
196 Interest rate on agriculture loan Interest rate on agriculture loan Half-yearly
197 Half yearly ad-hoc data on priority sector advances as on last reporting Friday Contains outstanding accounts and amount (total as well as under SCST) in various parameters (approx 30) Half-yearly
198 Statement of priority sector advances Outstandings under direct and indirect agriculture total priority sector and weaker section as on last reporting Friday Quarterly
199 Statement of advances to agriculture Statement of advances to agriculture Monthly
200 State-wise data on balance outstanding on priority sector advances as on last reporting Friday of March State-wise outstanding accounts and balance (Total outstanding SC outstanding and ST outstanding separately) under various parameters (approx 50) of priority sector advances Yearly
201 Return on SCST beneficiaries under priority sector advances as on last reporting Friday of March and September Outstanding accounts and balance (SC and ST separately) under various parameters (approx 16) of priority sector advances Half-yearly
202 Statement on DRI Scheme as on last reporting Friday of March Disbursements demand recovery overdues and outstandings under various parameters (approx 8) Yearly
203 Special Return no 1 of RBI (Annual) State-wise return on annual disbursement (July to June) under direct agriculture and allied activities and balance outstanding as on last reporting Friday Yearly
204 Special Return no 2 of RBI (Annual) State-wise return (July to June) on demand recovery overdues and outstandings of direct finance to agriculture (short term loans and term loans separately) Yearly
205 Special Return no 3 of RBI (Annual) State-wise return (July to June) on disbursal of advances under various parameters (approx 40) of priority sector and SCST separately Yearly
206 Provision of credit to agriculture and debt relief to farmers - progress report Provision of credit to agriculture and debt relief to farmers - progress report Monthly
207 Quarterly report on lending to women Quarterly report on lending to women Quarterly
208 Monitoring report on convening of DLRC meetings on quarterly basis Monitoring report on convening of DLRC meetings on quarterly basis Quarterly
209 Progress report on new 20 Point programme Progress report on new 20 Point programme Yearly
210 Target under SACP (district wise break up) Contains lead district-wisenon-lead district-wiseregion-wiseState-wise disbursement under agriculture SSI and OPS alongwith target and achievement position under SACP scheme Yearly
211 Target under ACP (district wise break up) Contains lead district-wisenon-lead district-wiseregion-wiseState-wise disbursement under agriculture SSI and OPS along with target and achievement position under ACP scheme Yearly
212 Statement showing sector-wise achievements Sector-wise achievements under ACP in lead districts with name of the StateUTCircles no of districts agriculture and allied activities small scale industries services Quarterly
213 Priority sector advances sanctioned to members of specified minority communities vis-agrave-vis overall priority sector advances Priority sector advances sanctioned to members of specified minority communities vis-agrave-vis overall priority sector advances Half-yearly
214 29 Column statement for SSI performance 29 column statement for SSI performance Half-yearly
215 PMRY recovery and overdue statement State wise position of outstanding demand recovery overdue and per cent of recovery with number of accounts and amount in PMRY Quarterly Half-yearly
216 SJSRY recovery statement SJSRY recovery statement Half-yearly
217 SGSY recovery statement SGSY recovery statement Half-yearly
218 SRMS recovery statement SRMS recovery statement Half-yearly
219 KCC scheme BKCC cards issued under PAIS State-wise cards issued and amount sanctioned under crop loans and under term loans separately amount sanctioned under PAIS scheme of Kisan Credit cards Quarterly
220 Performance under special agricultural credit plan Disbursements under various parameters (approx 12) of direct and indirect agriculture (total small and marginal farmers and agricultural labourers separately) Half-yearly
221 ACP targets and achievements ACP targets and achievements - bank-wise Half-yearly
222 Education loan and housing loan Education loan and housing loan Half-yearly
223 Foreign banks advances to priority sectors Foreign banks advances to priority sectors Yearly
The Reserve Bank of India has replaced four returns with one reducing the number of returns to be submitted by banks to 222 from the earlier 225
Now banks can file a new Special Monthly Return VI AB which was introduced in July 2010 They will not have to submit the following four returns
i) Special Fortnightly Return VI AB
ii) Special Fortnightly Return VI B
iii) Special Quarterly Return VIA
iv) Special Quarterly Return VI AC
These returns are listed at serial nos 171 to 174 of lsquolist of returns to be submittedrsquo published in the press release dated August 14 2008
The new special return has to be submitted monthly within 15 days from the end of the relevant month The list of 225 returns was published in the press release dated January 20 2009
Alpana Killawala
Chief General Manager
Press Release 2010-2011206
The Reserve Bank of India has today clarified that scheduled commercial banks have to file the returns Statements showing interest rates of commercial banks for credit limits over Rs 2 lakh and IBS-reporting of derivatives transactions Consequently the number of returns banks have to submit to the Reserve Bank of India will be 225
It may be recalled that the Reserve Bank of India had in its press release dated August 14 2008 announced that it would be introducing eXtensible Business Reporting Language (XBRL) based filing of returns As part of XBRL implementation the Reserve Bank had also rationalised the number of returns banks needed to submit to the Reserve Bank reducing them from 291 to 223 It had prepared and published two lists of returns ndash one list of returns to be submitted to the Reserve Bank and the other list of returns not to be submitted to the Reserve Bank It had also asked banks not to submit those returns which were enumerated in the list of returns not to be submitted
Alpana Killawala
Chief General Manager
Page 2: Regulatory reporting by banks to rbi

Regulatory Reporting by Banks to RBI

Conventional form of returns submission follows traditional and non-web based modes of communication viz hard copies send through postal service faxes and PDF files send through e-mails With the evolution of computers some returns are collected through pre-coded software distributed across banks All these modes of returns collection have their own limitations Online Returns Filing System (ORFS) is a single window returns submission system which harnesses the power of internet Incorporating any change in the return template requires modification of the application software hosted centrally and is accessible using web technology thus not require re-distribution of any software to the banks ORFS also has incorporated digital signature for additional data security during data transmission over and above it has exclusive network security implemented on the secured web-server and its peripherals Initially ORFS was developed for one of the most important returns namely Form A return being submitted by banks as per Section 42(2) of the Reserve Bank of India Act 1934 This is a fortnightly return submitted by banks on Reporting Fridays The system has slowly expanded to other returns Currently around 58 returns are at various stages of implementation A list of returns is available here for submission using ORFS

Name of the return Concerned Department Form A

DBOD IX VIII BAL DSIM GPB

FED

FTD FIIS LRS MV FVCI IOFHNI FCTRS CPR

DBS (OSMOS Division)

STL IRS MAP SIR RIS

Under ORFS commercial banks enter data or upload return online through the web based front-end access of which is given to banks through a user based access policy Returns submitted by banks first reaches a central data pool which is then pushed to the user departments in the Reserve Bank ORFS recognizes the power of eXtensible Markup Language (XML) which is the basic communication format between the front-end and central data pool and between central data pool and computer systems used by user departments within the Reserve Bank ORFS has reduced the reporting burden of banks and avoids the need for multiple submissions of returns at various departments of Reserve Bank The online validation checks improved the quality of information to a large extend It also resulted in reducing time lag of data submission by banks and data processing by user departments of RBI considerably

Author Partho H Chakraborty 2

Regulatory Reporting by Banks to RBI

ONLINE REPORTING

Reserve Bank of India receives various returns on daily fortnightly monthly quarterly and annually from scheduled commercial banks During the process the mode of submitting returns by commercial banks to Reserve Bank of India has been dictated mostly with different degrees of technology adopted by banks Hence a need was felt for developing a single electronic returns submission window ndash thus came Online Return Filing System (ORFS)

As a part of online filing of returns the Reserve bank of India also felt the need for adoption of best international technology solution such as eXtensible Business Reporting Language (XBRL) which attempts standardization of business reporting especially financial reporting This evolving standard is likely to bring in significant benefits in the preparation analysis and communication of business information Thus while ORFS has no standardizations across the returns XBRL is capable of implementing global standards across all returns The effort is towards building taxonomy for the entire financial sector irrespective of the financial segments

At present ORFS is implemented for a host of returns such as Section 42(2) Form A of RBI Act 1934 and daily return on Gap Positions and Balances (GPB) XBRL standard is implemented for Returns on Capital Adequacy (RCA2 - a set of regulatory returns designed as per Basel II guidelines)

This website hosts online submission of returns both through ORFS and XBRL which co-exist with other conventional forms of return submission

Taxonomies developed for RCA2 return is given below XRBL The basic idea behind eXtensible Business Reporting Language (XBRL) is simple Instead of treating financial information as a block of text or numeric items attach a unique electronically readable tag for each individual financial term It is not just data or text that floats around these individual items moves along with an electronic tag Thus it is not just content but also the context that is being transmitted Technically XBRL is a specialization of XML in finance and accounting and XBRL is leveraging XML to the maximum extend Within the Reserve Bank XBRL has been viewed as a natural evolution of its existing Online Returns Filing System (ORFS) While ORFS does the job of data capturing and transmission of returns from banks to the Reserve Bank it incorporates no in-built standardization XBRL enables standardization and rationalization of elements of different returns using internationally recognized best practices in electronic transmission In the process XBRL also facilitates rationalization of number of returns to be submitted by the banks thus reducing the reporting burden on banks The Reserve Bank could bring down the number of returns from 291 to 225 (vide RBI press release dated August 14 2008 and December 17 2008 Standardization of data elements is achieved in XBRL by defining a set of taxonomies Taxonomies have to be in sync with the global taxonomy as recognized by XBRL International Inc (XII) which is a consortium of regulators financial standards bodies and technology providers XBRL is an open standard The responsibilities of forming XBRL national jurisdiction and implementation of the standards for financial reporting in India have been entrusted to the Institute of Chartered Accountants of India (ICAI) The Reserve Bank is responsible for implementing the XBRL standard for banks reporting Within the Reserve Bank XBRL implementation is being regularly monitored by a High Level Steering Committee appointed by the Governor Currently besides Form A a statutory return under Sec 42(2) of RBI Act 1934 a return on Gap Positions and Balances GPB) and a set of returns for monitoring capital adequacy (called RCA-2) have been implemented using XBRL

Author Partho H Chakraborty 3

Regulatory Reporting by Banks to RBI

Taxonomies used for the three returns have the core taxonomy as Commerce amp Industry taxonomy developed by ICAI and have been extended appropriately Further the RCA-2 taxonomy is broadly based on CoRep Taxonomy of the European Union and is also in sync with Commerce amp Industry taxonomy

Non XBRL Based Filing

Login Page XRBL

Author Partho H Chakraborty 4

Regulatory Reporting by Banks to RBI

Form A With a view to monitoring compliance with Cash Reserve Ratio (CRR) by the Scheduled Commercial Banks (SCBs) the Reserve Bank has prescribed a statutory return ie Form A return under Section 42 (2) of the Reserve Bank of India Act 1934 All SCBs are required to submit a provisional return in Form A within 7 days from the expiry of the relevant fortnight All SCBs data are then disseminated through a Press Communiqueacute and also through Weekly Statistical Supplement In addition to monitoring of CRR of banks the data from the return are also used for compilation of monetary aggregates The final Form A B is required to be sent to RBI within 20 days from expiry of the relevant fortnight Data from final Form A B are disseminated through the Reserve Bank of India Bulletin The Working Group on Money Supply Analytics and Methodology of Compilation (1998) (Chairman DrYVReddy) suggested some major additions in the return by including a memorandum and two annexure covering data on foreign currency liabilities and assets investments in non-approved securities subscription to shares debentures bonds etc Current format of the return follows these recommendations It uses the underlying XBRL taxonomy for defining the elements This taxonomy will represent the elements with multi-dimensional view using the Dimensions concept as defined in the Specification 10 a part of the XBRL 21 standard

RETURNS ON CAPITAL ADEQUACY

The Capital Adequacy Return (RCA2) is based on Basel II related Capital Measurement framework issued by the Reserve Bank keeping in view its goal to have consistency and harmony with international standards The return is mainly used by RBI for assessing the credit market and operational risk exposures and the capital held vis-agrave-vis those risks by the commercial banks in India The main approaches prescribed by the Reserve Bank include Standardized Approach (SA) for credit risk Basic Indicator Approach (BIA) for operational risk and Standardized Duration Approach (SDA) for market risk The RCA2 reporting system leverages XBRL platform as part of a secured web based Electronic filing system for data submission and reporting

A XBRL taxonomy specific to this return and which enables a multi-dimensional view of the data elements supports a front-end spreadsheet based reporting template for entering relevant data by banks It uses the underlying XBRL taxonomy for defining the elements This taxonomy will represent the elements with multi-dimensional view using the Dimensions concept as defined in the Specification 10 a part of the XBRL 21 standard

RCA2_Taxonomyzip

Sample_Instance_Documents_07-08-09zip

Author Partho H Chakraborty 5

Sample Instance Documents 07-08-09

image1emf

Sample_Instance_Do

cuments_07-08-09zip

Sample_Instance_Documents_07-08-09zip

Sample Instance Documents_07-08-09RCA2_010_31-MAR-2009_04052009223221PMxml

010 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOffBalanceSheet 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOnBalanceSheet 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet 2009-03-31 010 in-baselIICreditRiskFailedTransactions 2009-03-31 010 in-baselIICreditRiskforSecuritisationExposures in-baselIIOnBalanceSheet 2009-03-31 010 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet 2009-03-31 010 in-baselIICreditRiskforSecuritisationExposures 2009-03-31 010 in-baselIICreditRiskforCounterpartyExposures in-baselIIAsBorrower 2009-03-31 010 in-baselIICreditRiskforCounterpartyExposures in-baselIIAsLender 2009-03-31 010 in-baselIICreditRiskforCounterpartyExposures 2009-03-31 010 in-baselIIDenominationForeignCurrency 2009-03-31 010 in-baselIITierICapital 2009-03-31 010 in-baselIIDenominationIndianCurrency 2009-03-31 010 in-baselIITierIICapital 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsCentralGovernment in-baselIIRiskWeight0Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsCentralGovernmentGuaranteed in-baselIIRiskWeight0Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsStateGovernment in-baselIIRiskWeight0Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsStateGovernmentGuaranteed in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsRBI in-baselIIRiskWeight0Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsDICGC in-baselIIRiskWeight0Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsCGTSI in-baselIIRiskWeight0Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsECGC in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsForeignSovereigns in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight0Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsForeignSovereigns in-baselIIRatingTypeA in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsForeignSovereigns in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsForeignSovereigns in-baselIIRatingTypeBBtoB in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsForeignSovereigns in-baselIIRatingTypeBelowB in-baselIIRiskWeight150Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsForeignSovereigns in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsForeignSovereignsDenominatedFundedSameCurrency in-baselIIRiskWeight0Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsSpecifiedMDBBISIMF in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIRiskWeight150Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIRiskWeight150Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIRiskWeight250Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIRiskWeight350Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIRiskWeight625Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIRiskWeight150Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIRiskWeight625Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIRiskWeight150Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIRiskWeight250Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIRiskWeight350Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIRiskWeight625Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation 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in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk 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in-baselIISecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIRiskWeight400Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOnBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedCommercialRealEstateExposures 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOnBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOnBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOnBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures 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in-baselIIDrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOnBalanceSheet in-baselIIOtherthanOriginator in-baselIIDrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight75Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOnBalanceSheet in-baselIIOtherthanOriginator in-baselIIDrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOnBalanceSheet in-baselIIOtherthanOriginator in-baselIIDrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeBBB 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in-baselIIOffBalanceSheet in-baselIILCClean in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCClean in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCClean 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFinancialGuarantees in-baselIICorporateIncludingAFC in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFinancialGuarantees in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFinancialGuarantees in-baselIIOtherPurpose 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in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees in-baselIIOtherPurpose in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees in-baselIIAssetTypeTransaction in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees 2009-03-31 600 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in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIITransactionsAssetsSaleRecourse 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardAssetPurchasesForwardDepositsLiabilityPartlyPaidUpShares in-baselIIAssetTypeTransaction in-baselIIUnratedType 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in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIRepurchasesReverseRepurchaseSecuritiesLendingBorrowingTransactions 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIINoteIssuanceRevolvingNonrevolvingUnderwritingFacilities in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIINoteIssuanceRevolvingNonrevolvingUnderwritingFacilities in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIINoteIssuanceRevolvingNonrevolvingUnderwritingFacilities in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet 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in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIIOtherCounterparty in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet 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2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualFortySixDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions 2009-03-31 600 in-baselIICreditRiskforCounterpartyExposures in-baselIIAsBorrower in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskforCounterpartyExposures in-baselIIAsLender in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk 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in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk 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in-baselIIRatingTypeAAA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskforSecuritisationExposures in-baselIIOnBalanceSheet in-baselIIOtherthanOriginator in-baselIIDrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight75Percent 2009-03-31 639 in-baselIICreditRiskforSecuritisationExposures in-baselIIOnBalanceSheet in-baselIIOtherthanOriginator in-baselIIDrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskforSecuritisationExposures in-baselIIOnBalanceSheet in-baselIIOtherthanOriginator in-baselIIDrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIRiskWeight150Percent 2009-03-31 639 in-baselIICreditRiskforSecuritisationExposures in-baselIIOnBalanceSheet in-baselIIOtherthanOriginator in-baselIIDrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIRiskWeight400Percent 2009-03-31 639 in-baselIICreditRiskforSecuritisationExposures in-baselIIOnBalanceSheet in-baselIIOtherthanOriginator in-baselIIDrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures 2009-03-31 639 in-baselIICreditRiskforSecuritisationExposures in-baselIIOnBalanceSheet in-baselIIOtherthanOriginator in-baselIIDrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskforSecuritisationExposures in-baselIIOnBalanceSheet in-baselIIOtherthanOriginator in-baselIIDrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA 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in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight75Percent 2009-03-31 639 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIRiskWeight150Percent 2009-03-31 639 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures 2009-03-31 639 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 639 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator 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in-baselIISecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight75Percent 2009-03-31 639 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIRiskWeight150Percent 2009-03-31 639 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedCommercialRealEstateExposures 2009-03-31 639 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 639 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet 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in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBandBelow in-baselIIRiskWeight150Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICorporateIncludingAFC 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in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIUnratedType in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBandBelow 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in-baselIINonDVPSecuritiesTransactions in-baselIIOtherCounterparty in-baselIIRiskWeight0Percent 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOnBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIOtherCounterparty in-baselIIRiskWeight0Percent 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualFortySixDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualFortySixDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualFortySixDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions 2009-03-31 639 in-baselIICreditRiskforCounterpartyExposures in-baselIIAsBorrower in-baselIIUptoOneYear in-baselIIForeignSovereign in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskforCounterpartyExposures in-baselIIAsBorrower in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticSovereign in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskforCounterpartyExposures in-baselIIAsLender in-baselIIUptoOneYear in-baselIIForeignSovereign in-baselIIRatingTypeBBtoB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeA in-baselIIAll 2009-03-31 639 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Partho
File Attachment
Sample Instance Documents 07-08-09docx

RCA2 ndash Taxonomy

image1emf

RCA2_Taxonomyzip

RCA2_Taxonomyzip

TAXONOMYin-baselII-2010-06-30xsd

Risk Weighted Assets linkcalculationLink linkpresentationLink Operational Risk linkpresentationLink linkdefinitionLink Specific Market Risk HFT linkpresentationLink linkdefinitionLink Specific Market Risk AFS linkpresentationLink linkdefinitionLink Specific Market Risk Alternate AFS linkpresentationLink linkdefinitionLink Aggregate Market Risk linkpresentationLink linkdefinitionLink Credit Risk On Balance Sheet Excluding Securitisation linkpresentationLink linkdefinitionLink Securitisation Exposure On Balance Sheet linkpresentationLink linkdefinitionLink Securitisation Exposure Off Balance Sheet linkpresentationLink linkdefinitionLink Credit Risk Off Balance Sheet Non Market Related Exposure linkpresentationLink linkdefinitionLink Credit Risk Off Balance Sheet Market Related Exposure linkcalculationLink linkpresentationLink linkdefinitionLink Failed Transaction On Balance Sheet Exposure linkpresentationLink linkdefinitionLink Failed Transaction Off Balance Sheet Exposure linkpresentationLink linkdefinitionLink Counterpaty Credit Risk As Borrower linkpresentationLink linkdefinitionLink Counterpaty Credit Risk As Lender linkpresentationLink linkdefinitionLink Regulatory Capital Indian Banks linkcalculationLink linkpresentationLink linkdefinitionLink Regulatory Capital Foreign Banks linkcalculationLink linkpresentationLink linkdefinitionLink Deductions from Tier I Capital linkpresentationLink Deductions from Tier II Capital linkpresentationLink Regulatory Capital Hypercubes linkdefinitionLink Dimension Default Relationship linkdefinitionLink Re-Securitisation Exposure On Balance Sheet linkpresentationLink linkdefinitionLink Re-Securitisation Exposure Off Balance Sheet linkpresentationLink linkdefinitionLink

TAXONOMYin-baselII-2010-06-30_calxml

TAXONOMYin-baselII-2010-06-30_defxml

TAXONOMYin-baselII-2010-06-30_labxml

Version Amount of Exposure Adjusted Value of Credit Risk Mitigant Net Exposure Risk Adjusted Value Credit Conversion Factor Credit Equivalent Amount Potential Future Credit Exposure Conversion Factor Notional Principal Amount Potential Exposure Replacement Cost Current Exposure Agreed Settlement Price Current Market Price Risk Multiplier Amount of Capital Charge Exposure Adjusted for Haircut Collateral for Security Lent Collateral Adjusted for Haircut Collateral for Cash Lent Capital Charge Factor Capital Charge for Market Risk Gross Income Capital Charge for Operational Risk Risk Weighted Assets for Operational Risk Risk Weighted Assets for Credit Risk Risk Weighted Assets for Market risk Total Risk Weighted Assets Capital to Risk Weighted Assets Residual Maturity of Security Up to 1 Year More than 1 Year More than 1 Year and less than or equal to 5 Years More than 5 Years Less than or equal to 6 Months More than 6 Months but less than or equal to 24 Months More than 24 Months All Rating Type AAA AA AAA to AA A A to BBB AAA to BBB BBB BBB to BB BB to B BB B Below BBB Below BB Below B BB and below B and Below PR1+ PR1 PR2 PR3 PR 4 and 5 Unrated Unrated and Above Threshold Unrated - Restructured Unrated and Above Threshold - Restructured Unrated and Permitted Risk Weight 0 10 20 30 35 50 75 90 100 115 125 150 190 200 250 290 350 370 400 625 Capital Adequacy Ratio of Banks 9 and above 6 and above but less than 9 3 and above but less than 6 0 and above but less than 3 Negative Ratio Threshold limit Above Threshold Limit Up to Threshold Limit Type of Investee Bank Scheduled Bank Non-Scheduled Bank Limit of Investment in Capital-eligible Instruments in Investee Bank Up to 10 of Investing Banks Capital Funds Above 10 of Investing Banks Capital Funds Exposure Type On Balance Sheet Off Balance Sheet Exposure Class Claims on Domestic Sovereigns Claims on Central Government Claims Guaranteed by Central Government Claims on State Government Claims Guaranteed by State Government Claims on RBI Claims on DICGC Claims on CGTSI Claims on ECGC Claims from All Foreign Sovereigns Claims on Foreign Sovereigns Claims on Foreign Sovereigns Denominated and Funded in Same Currency of that Sovereign Claims on specified MDBs BIS and IMF Claims on Banks Incorporated in India and Foreign Bank Branches in India Claims from All Foreign Banks Claims on Foreign Banks Claims on Foreign Banks Denominated and Funded out of Same Foreign Currency Claims on Domestic Public Sector Entities Claims on Foreign Public Sector Entities Claims on Primary Dealers Claims on Corporate Claims subjected to Re-structuring or Re-scheduling Claims on Non-Resident Corporate Unrated Claims on Non-Resident Corporate Claims on Regulatory Retail Portfolio Claims secured by Residential Property All Other Claims Secured by Residential Property Claims Secured by Commercial Real Estate Non-Performing Assets Unsecured Portion of Non-Performing Assets Net of Specific Provisions and Partial Write-offs Assets Secured by Ineligible CRM NPA Claims Secured by Residential Property Venture Capital Funds Consumer Credit Capital Market Exposures Claims on NBFCs - AFCs and IFCs Investment in Paid-up Equity of Non-Financial Entities Not Consolidated for Capital Purposes Investment in Paid-up Equity of Financial Entities Specifically Exempted from Capital Market Exposure Other Assets Secured Staff advances All other assets Class of Securitization Exposures Securitization Exposures Drawn Portion of Liquidity Facilities for Securitization Exposures Undrawn portion of Liquidity Facilities for Securitization Exposures Provisions for Non-Performing Assets At least 15 Less than 20 At least 20 but less than 50 50 and above Loan to Value Ratio Up to 75 Above 75 Loan Amount Up to Rs30 Lakhs Above Rs30 lakhs and less than Rs 75 lakhs Duration of Claim Long-Term Claims Short-Term Claims Nature of Securitized Exposure Originator Other than Originator Nature of Collateral Backed by Commercial Real Estate Exposures Backed by Other than Commercial Real Estate Exposures Role of Reporting Bank As Borrower As Lender Transaction Class DVP Securities Transactions Non-DVP Securities Transactions Foreign Exchange Transactions Other Transactions Number of Unsettled Days More than or equal to 5 Days but less than or equal to 15 Days More than or equal to 16 Days but less than or equal to 30 Days More than or equal to 31 Days but less than or equal to 45 Days More than or equal to 46 Days Details of Transactions Counterparty Client Domestic Sovereign Foreign Sovereign Domestic Public Sector Entities Foreign Public Sector Entities MDB BIS and IMF Domestic Scheduled Banks Domestic Non-Scheduled Banks Foreign Banks Primary Dealers Corporate including AFC Non-Resident Corporate NBFC - ND-SI Regulatory Retail Other Counterparty Purpose of Transaction Venture Capital Fund Commercial Real Estate Capital Market Consumer Credit Advances Other Purpose Type of Asset in Transaction Market Related Exposures Off Balance Sheet All Forward Forex Contracts Forward Forex Contracts excluding Gold Forward Gold Contracts Currency Futures Currency Options Cross Currency Swaps Other Forward Forex Contracts Interest Rate Contracts Forward Rate Agreements Interest Rate Options Interest Rate Futures Basis Swaps Other Interest Rate Contracts Instrument Type Interest Rate related Instrument Equity Instrument Foreign Exchange and Gold Risk Type General Risk Net Positions Vertical Disallowance Horizontal Disallowance Options Specific Risk Securities Holding category Securities Held For Trade Securities Available For Sale Treated as held in Trading Books Securities Available For Sale Treated as held in Banking Books Interest Rate Related Instruments Type Interest Rate Related Instruments Exposure Derivatives Instruments Exchange Traded Future OTC Forward Derivative Options Nature of Investments Sovereign Securities Issued by Indian Central Government and State Governments Investment in Central and State Government Securities Investment in Other Approved Securities Guaranteed by Central Government Investment in Other Approved Securities Guaranteed by State Government Investment in Other Securities where Payment is Guaranteed by Central Government Investment in Other Securities where Payment is Guaranteed by State Government Sovereign Securities Issued by Foreign Governments Bonds Issued by Banks where CRAR is Available No Capital Adequacy Norms Prescribed by RBI Corporate Bonds Securitised and Re-securitised Debt Instruments Corporate Bonds Securitized Debt Instruments for Other than Commercial Real Estate Exposures Securitized Debt Instruments for Commercial Real Estate Exposures Credit Risk On Balance Sheet Excluding Securitization Credit Risk Non-Market Related Off Balance Sheet Credit Risk Market Related Off Balance Sheet Credit Risk On Balance Sheet Securitization Credit Risk Off Balance Sheet Securitization Failed Transaction On Balance Sheet Failed Transaction Off Balance Sheet Market Risk for Securities under HFT Market Risk for Securities under AFS Market Risk for Securities under Alternate AFS Total Market Risk Exposure Counterparty Credit Risk as Borrower Counterparty Credit Risk as Lender Original Maturity Operational Risk Exposure - Presentation Capital Adequacy - Presentation Total Capital - Presentation Total Risk Weighted Assets - Presentation Non-Market Related Exposures Off Balance Sheet LCs (Documentary) LCs Clean Financial Guarantees Others Guarantees Acceptances and Endorsements Underwriting and Standby Commitments Undrawn Committed Credit Lines Transactions and Assets Sale with Recourse Contingent Liabilities Forward Asset Purchases Forward Deposits and Liability on Partly Paid Shares Repurchases Reverse Repurchase Securities Lending and Securities Borrowing Transactions Note Issuance and Revolving and Non-Revolving Underwriting Facilities Formal Standby Facilities and Credit Lines Commitments Cancellable Due to Deterioration of Borrowers Credit Worthiness Unconditional Take Out Finance in Books of Taking Over Institution Conditional Take Out Finance in Books of Taking Over Institution Other Non-Market Off Balance Sheet Exposure Details of Other Assets Details of Type of Assets Period of Maturity (Domain) Rating Class (Domain) Class of Capital Adequacy Ratio (Domain) Threshold Limit (Domain) Type of Investee Bank (Domain) Percentage of Investment (Domain) Exposure Type (Domain) Exposure Class (Domain) Provisions for Non-Performing Assets (Domain) Loan to Value Ratio (Domain) Loan Amount (Domain) Duration of Claim (Domain) Nature of Securitized Exposure (Domain) Nature of Collateral (Domain) Role of Reporting Bank (Domain) Transaction Class (Domain) Number of Unsettled Days (Domain) Details of Transactions (Domain) Market Related Exposures Off Balance Sheet (Domain) Instrument Type (Domain) Risk Type (Domain) Securities Holding Category (Domain) Interest Rate Related Instruments Type (Domain) Nature of Investments (Domain) Currency of Debt Instrument (Domain) Tier Capital (Domain) Original Maturity (Domain) Risk Weight (Domain) Non-Market Related Exposures Off Balance Sheet (Domain) Paid-Up Equity Capital Statutory and Other Disclosed Free Reserves Capital Reserves of Indian Banks Perpetual Non-Cumulative Preference Shares of Tier I Capital Innovative Perpetual Debt Instruments of Tier I Capital Any Other Instrument Permitted for Tier I Capital Details of Other instruments included in Tier I Capital Surplus in Profit and Loss Account Current Year Surplus Investments in Paid-up Equity of Financial Entities Not Consolidated for Capital Purposes Investments in Other Instruments Eligible for Regulatory Capital Status of Financial Entities Shortfall in Regulatory Capital Requirements of Majority Owned Deconsolidated Financial Entities Investments in Capital Eligible Instruments of Non-Scheduled Banks Investments in Equity Shares Preference Shares Subordinated Debt Instruments Hybrid Debt Capital and any Other Instrument Eligible for Regulatory Capital Status Total Deductible Investment in Subsidiaries Associates and Others Gain from Securitization of Standard Assets Rated Securitization Exposures having Long-Term Rating of BB and Below and Unrated and held by banks as Originator Rated Securitization Exposures Rated B and Below and Unrated and held by Banks as Other than Originator Any Unrated Securitization Exposure Drawn and Undrawn Amount of Off-Balance Sheet Unrated Securitization Exposure Credit Enhancements Securities in Excess of 20 Percent of Original Amount of Issue devolved on Originator through Underwriting Total Deductible Securitization Exposures Accumulated Losses Current Period Losses Deferred Tax Assets relating to Accumulated Losses Deferred Tax Assets Net of Liabilities Goodwill Other Intangible Assets Details of Other Intangible Assets Deducted Total Intangible Assets Deducted Amount of Value Transferred Plus Replacement Cost of Failed Non-Delivery Versus Payment Transactions Other Deductions Details of Other Deductions Total Deductions Innovative Perpetual Debt Instruments of Tier II Capital Revaluation Reserves General Provisions and Loss Reserves Perpetual Non-Cumulative Preference Shares of Tier II Capital Preference Shares Perpetual Cumulative Preference Shares Redeemable Non Cumulative Preference Shares Redeemable Cumulative Preference Shares Upper Tier II Bonds Lower Tier II Instrument Any Other Instrument Permitted for Tier II Capital Details of Other instruments included in Tier II Capital Interest Free Funds from Head Office Kept in Separate Account in Indian Books Specifically for Meeting Capital Adequacy Norms Statutory Reserves Kept in Indian Books Remittable Surplus Retained in Indian Books Capital Reserves of Foreign Banks Interest Free Funds Remitted from Abroad for Acquisition of Property and Held in Separate Account Head Office Borrowings in Foreign Currency Eligible for Tier I Capital Unadjusted Tier I Capital Unadjusted Tier II Capital Adjusted Tier I Capital Adjusted Tier II Capital Total Regulatory Capital Reduction Due to Progressive Discount or Redemption of Subordinated Debt during Rest of Current Financial Year Reduction Due to Progressive Discount or Redemption of Subordinated Debt of which during Next Quarter Reduction Due to Progressive Discount or Redemption of Upper Tier II Bonds during Rest of Current Financial Year Reduction Due to Progressive Discount or Redemption of Upper Tier II Bonds of which during Next Quarter Currency of Debt Instrument Denomination in Indian Currency Denomination in Foreign Currency Tier Capital Tier I Capital Tier II Capital Currency for Debt Instrument Hypercube Deductions from Capital Hypercube Deductible Investment in Subsidiaries Associates Others - Presentation Total Deductible Securitization Exposures - Presentation Total Intangible Assets Deducted - Presentation Regulatory Capital - Presentation Adjusted Tier I Capital - Presentation Unadjusted Tier I Capital - Presentation Adjusted Tier II Capital - Presentation Unadjusted Tier II Capital - Presentation Tier II Bonds and Instruments Headroom Deductions Net Tier II Capital Debit Balance in Head Office Account Single Currency FloatingFloating Interest Rate Swaps Single Currency Other than FloatingFloating Interest Rate Swaps Type of Credit Risk Credit Risk (Domain) Credit Risk for Exposures excluding Securitization Credit Risk for Failed Transactions Credit Risk for Securitization Exposures Credit Risk for Counterparty Exposures Type of Off Balance Sheet Exposure Type of Off Balance Sheet Exposure (Domain) Market Related Exposure Non-Market Related Exposure Total Deductions Tier I - Presentation Total Deductions Tier II - Presentation Net Tier II Capital - Presentation Restructured Housing Loans Credit Risk for Re-Securitization Exposures Class of Re-Securitization Exposures Re-Securitization Exposures Drawn Portion of Liquidity Facilities for Re-Securitization Exposures Undrawn portion of Liquidity Facilities for Re-Securitization Exposures ReSecuritized Debt Instruments for Other than Commercial Real Estate Exposures ReSecuritized Debt Instruments for Commercial Real Estate Exposures Beta Factor Operational Risk Exposure Capital Charge Calculation Approach Capital Charge (Domain) Basic Indicator Approach Standardised Approach Business Lines Business Lines (Domain) Corporate Finance Trading and Sales Payment and Settlement Agency Services Asset Management Retail Brokerage Retail Banking Commercial Banking 40 60 650 Credit Risk Off Balance Sheet ReSecuritization Credit Risk On Balance Sheet ReSecuritization Nature of Re-Securitized Exposure Nature of Re-Securitized Exposure (Domain) Claims on Other NBFCs Rs 75 Lakhs and above Housing Loans not Restructured

TAXONOMYin-baselII-2010-06-30_prexml

TAXONOMYin-baselII-2010-06-30_refxml

Guidelines for Implementation of the New Capital Adequacy Framework April 2007 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 14 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 2 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 21 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 21 (i) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 21 (ii) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 21 (iii) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 21 (iv) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (i) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (ii) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (iii) Banking Regulation Act 1949 29 Third A Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (iv) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (v) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (vi) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 3 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 4 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 10 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 103 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 11 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 12 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 121 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 124 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 126 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 131 (a) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 133 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 134 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 135 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 136 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 14 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 141 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 15 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 152 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 153 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 155 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 155 (i) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 155 (iv) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 155 (v) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 16 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 2 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 3 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 41 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 42 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 5 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 6 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 61 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 61 (i) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 61 (ii) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 62 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 7 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 81 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 83 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 84 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 9 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 6 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 8 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 8 36 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 8 61 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 9 32 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 9 33 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 8 34 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 8 35

Partho
File Attachment
RCA2 ndash Taxonomydocx

Form A ndash Taxonomy

image1emf

FormA_Taxonomyzi

p

FormA_Taxonomyzip

FormA_Taxonomy_1in-rbi-rep-2009-01-15xsd

Form A Main linkcalculationLink linkpresentationLink Memorandum to Form A linkcalculationLink linkpresentationLink Annexure A to Form A linkcalculationLink linkpresentationLink linkdefinitionLink Annexure B to Form A linkcalculationLink linkpresentationLink linkdefinitionLink

FormA_Taxonomy_1in-rbi-rep-2009-01-15_calxml

FormA_Taxonomy_1in-rbi-rep-2009-01-15_defxml

FormA_Taxonomy_1in-rbi-rep-2009-01-15_labxml

Form A Main Presentation Liabilities In India Presentation Liabilities To Banking System In India Presentation Demand And Time Deposits From Banks Borrowings From Banks Other Demand And Time Liabilities Liabilities To Banking System In India Liabilities To Others In India Presentation Deposits Other Than From Banks Demand Deposits Other Than From Banks Time Deposits Other Than From Banks Borrowings Other Than From Banks Other Demand And Time Liabilities From Banks Liabilities To Others In India Liabilities In India Assets In India Presentation Assets With Banking System In India Presentation Balances With Banks In India Balances With Banks In Current Accounts In India Balances With Banks In Other Accounts In India Money at Call and Short Notice in India With Banks Advances to Banks in India Other Assets With Banking System In India Assets With Banking System In India Cash In Hand Investments in Approved Securities in India Presentation Investment in Government Securities in India Investment in Other Approved Securities in India Investments In Approved Securities in India Bank Credit Excluding Inter Bank Advances In India Loans Cash Credit And Overdrafts In India Inland Bills Purchased And Discounted Inland Bills Purchased Inland Bills Discounted Foreign Bills Purchased And Discounted Foreign Bills Purchased Foreign Bills Discounted Bank Credit Excluding Inter Bank Advances In India Presentation Assets In India Net Liabilities For Section 42 Of RBI Act Minimum Deposit Required To Be Kept With RBI Savings Bank Account Demand Portion of Savings Bank Account Time Portion of Savings Bank Account Memorandum Items Presentation Paid up Capital and Reserves Paid up Equity Share Capital Reserves and Surplus Term Deposits Short-Term Time Deposits Long-Term Time Deposits Certificates Of Deposits Net Demand and Time Liabilities after deduction of Zero Reserve Prescriptions Deposits Required to be maintained as per Current Rate of CRR Other Liabilities On Which CRR Is Required Total CRR Required To Be Maintained under Section 42 Annexure A Presentation Liabilities Presentation Non-resident Deposits Non-resident External Rupee Account Non-resident Ordinary Deposits Foreign Currency Non-resident Banks Scheme Short-Term Foreign Currency Non-resident Banks Scheme Long-TermForeign Currency Non-resident Banks Scheme Other Non-resident Deposits Other Deposits And Schemes Exchange Earners Foreign Currency Resident Foreign Currency Accounts Resident Foreign Currency Old Scheme Resident Foreign Currency New Scheme ESCROW Accounts By Indian Exporters Foreign Credit Line For Pre Shipment Credit Account Credit Balances in ACU Account Deposits And Schemes Other Foreign Currency Liabilities To Banking System In India Inter Bank Foreign Currency Deposits Inter Bank Foreign Currency Borrowings Overseas Borrowings Assets Presentation Foreign Curreny Assets With Banking System In India Foreign Currency Lending Assets In India Other Foreign Currency Assets With Banking System In India Foreign Currency Assets With Others In India Foreign Currency Bank Credit In India Other Foreign Currency Assets With Others In India Overseas Foreign Currency Assets External Liabilities To Others Subject To Differential Zero CRR External Liabilities Fully Subject To CRR Prescription Net Inter Bank Liabilities Other Liabilities Under Zero Prescription Collaterised Borrowing and Lending Obligations Offshore Banking Units Liabilities Other Liability under Zero Prescription 1 Other Liability under Zero Prescription 2 Other Liability under Zero Prescription 3 Liabilities Subject To Zero CRR Memo Items of Annexure A Inter-bank Liabilities Presentation Total Interbank Liabilities Liability Having Maturity More Than 15 Days Upto 1 Year Net Long-Term Interbank Liabilities Inter-bank Assets Presentation Total Interbank Assets Assets Having Maturity More Than 15 Days Upto 1 Year Net Long-Term Interbank Assets ACU Dollar Funds Annexure A Hypercube Details of Value Details of Value (Domain) Amount of Revaluation Amount of Interest Accrued Annexure B Hypercube Type of Value Type of Value (Domain) Book Value Revaluation Value Annexure B Presentation Investments in Government Securities Short-Term Investments in Government Securities Long-Term Investments in Non-Approved Securities Investment in Commercial Papers Investment in units of Unit Trust of India or Mutual Funds Investment in Shares in India Investment in Shares of Public Sector Undertakings Investment in Shares of Private Corporate Sector Investment in Shares of Public Financial Institutions Investment in Other Shares Investment in Debentures and Bonds in India Investment in Debentures and Bonds of Public Sector Undertakings Investment in Debentures and Bonds of Private Corporate Sector Investment in Debentures and Bonds of Public Financial Institutions Investment in Other Debentures and Bonds Deposits Towards Priority Sectors Lendings Shortfall Memo Items of Annexure B Subscriptions to SharesDebenturesBonds in Primary Market Subscriptions through Private Placements Cash Reserve Ratio Version

FormA_Taxonomy_1in-rbi-rep-2009-01-15_prexml

Partho
File Attachment
Form A - Taxonomydocx

Regulatory Reporting by Banks to RBI

GAPS POSITIONS AND BALANCES (GPB)

As per extant instructions net overnight open position limit (NOPL) and aggregate gap limit (AGL) of AD Cat-I banks are required to be approved by the Reserve Bank For AD Cat-I banks incorporated in India the exposure limits fixed by the Board should be the aggregate for all branches including their overseas branches and Off-shore Banking Units For AD Cat-I foreign banks the limits will cover only their branches in India The HeadPrincipal Office of each AD Category-I bank should submit daily statement of Gaps Position and Cash Balances in Form GPB through the Online Returns Filing System (ORFS) XBRL as per the format prescribed AD Category-I banks may ensure that the reports are properly compiled on the basis of the prescribed guidelines The data for a particular date has to reach RBI by the close of business of the following working day

It uses the underlying XBRL taxonomy for defining the elements This taxonomy will represent the elements with multi-dimensional view using the Dimensions concept as defined in the Specification 10 a part of the XBRL 21 standard

FormGPB_Taxonomyzip

High Level Overview A new comer needs to develop a Tool which will act as a bridge between the banks internal data systems and RBIs regulatory reports It needs to have a staging database which acts as an intermediate repository of data Broadly the tool should consist of two components

bull One-time configuration and mapping bull Internal Data Extraction Aggregation amp Loading engine

If an ETL Tool is used then it must be able to extract Data and feed it to BI where BI will be used to generate reports The process flow diagram below explains the steps visually

Aggregation Logic for Data Computation

Extract Data for RBI Reporting

Configure the Tool to configure internally with the bankrsquos system

Bankrsquos Internal System

Data Filter to perform Business Validations

Load Processed Data in XBRL Template

RBI Submission

Author Partho H Chakraborty 6

Form GBP ndash Taxonomy

image1emf

FormGPB_Taxonomy

zip

FormGPB_Taxonomyzip

FormGPB_Taxonomy_1in-rbi-rep-2009-02-06xsd

Gaps Position and Balances linkpresentationLink linkdefinitionLink

FormGPB_Taxonomy_1in-rbi-rep-2009-02-06_defxml

FormGPB_Taxonomy_1in-rbi-rep-2009-02-06_labxml

Version Gaps Position and Cash Balances - Presentation Foreign Currency Balances Net Open Exchange Position Net Open Exchange Position in Domestic Currency Aggregate Gap Limit Maintained Value at Risk Maintained Foreign Currency Maturity Mismatch Currency Mismatch Duration of Currency Mismatch Duration of Currency Mismatch (Domain) I Month II Months III Months IV Months V Months VI Months Exceeding VI Months

FormGPB_Taxonomy_1in-rbi-rep-2009-02-06_prexml

Partho
File Attachment
Form GBP ndash Taxonomydocx

Regulatory Reporting by Banks to RBI

Process Flow for ETL Tool and BI Reports Key Features Login based access Only users authenticated would be allowed access to the system making it secure Multiple input data formats The tool should consume data directly from the source systems in various formats such as text csv database etc Integration tool An XTract wizard can be provided which can help to set up the data extraction logic User-friendly environment to map tags It should provide a variety of features with inbuilt validations to make the initial configuration and mapping very user friendly Mirror mappings It is should have a unique user friendly mapping feature Validations All the business validations technical validations as well as XBRL validations should be performed at every step of the processing Aggregation The tool should be intelligent enough to handle and perform all the required categorical aggregation for the related data items Business rules validation Business rule specified by the RBI or the bank can be incorporated in the data extraction process Data loading on RBI templates (say RCA2) Once the data to be reported is in place the compliance officer needs to run the loader which will use all the previously defined configurations and mappings extract the data from the sources run the aggregation logic filter out irrelevant data based on the business rules defined and then load the data directly into the RBI-defined template Dashboard Ideally Dashboard must be provided to get a synopsis of the various reports RBI

Bankrsquos Internal System

ETL Tool

Load Processed Data in XBRL Template

RBI Submission

Validate Reports

Data Store

Business Intelligence

Author Partho H Chakraborty 7

Regulatory Reporting by Banks to RBI

How will banks benefit Banks can get rid of manual extraction computation and filing of the data in these template They can also rely completely on the quality and accuracy of the data generated by the Tool This is a clear time-saver It will help banks in meeting the strict RBI deadlines for filing data This time savings will get more pronounced as and when more reports get added in the XBRL reporting framework Banks can get rid of manual extraction computation and filing of the data in this template They can also rely completely on the quality and accuracy of the data generated This is a clear time-saver It will help banks in meeting the strict RBI deadlines for filing data POC POC should be done ideally on

1 Basic Statistical returns 2 Risk management amp Capital adequacy 3 Recovery Defaulters Bad debt

Methodology This is a classic case of Build Vs Buy Many firms have built a tool to search out the required data collate it validate it and then push it to RBI with Dashboards as Value Add Most of these are tested with various banks and can be replicated easily For a new comer there are 2 options They either build such a tool or develop an expertise to sieve out the correct data from a whole mass of data and use BI to generate reports If done in 1 bank successfully then it can be replicated in other banks given the logic and process remains the same Steps

1 Identify 5 Reports 2 Get Sample Data for 5 Reports 3 Use ETL Tool to pick up the correct data for each Report 4 Push the data to a Data Store 5 Use BI to generate the Reports 6 Validate the Data

Advantages All banks have BI and ETL tool and thus it is more of costs on Man-Hour basis where they do not have to buy anything extra SO it is a cost savings in terms of not purchasing new utilities software etc There is no license cost and the bank is in total control of the reports to be submitted to RBI They can also train people internally to generate reports Dis-advantages Reports are dynamic and with new reports or modification of older reports or combining 2 or more reports completely or partially would mean to re-work on the Logic This might be time consuming Also The BI would be used for other purposes unlike the readymade solutions which are Report Generation only This could prove challenging especially when a lot of reports have to be generated for multiple stake-holders apart from RBI

Author Partho H Chakraborty 8

Regulatory Reporting by Banks to RBI

Another important fact is that if the BI crashes or does not work for any reason whatsoever it could hold them back from generating reports till rectified But if the tool acquired from vendors malfunctions they can always get a replacement to get the work going Actual Test What we are proposing is to show some data manufactured to the likeliness of real data and then to churn it out to give the report I am not too sure if it will not do as our data is in a glass house environment It is very easy to spot it and use it In a real scenario the data will be in various locations and in various formats just imagine in a Jungle We will have to find it out extract it and then churn it to get the required report After we get the report we need to validate it before submitting it to RBI The challenge is immense here The other challenge is to get the required data and the RBI formats Software Requirements The most important component is the Logic to extract data and have it processed under BI to give the desired results Hardware Requirements ETL Tool Data Store BI Other Requirements Information or Template which RBI provides to banks to help them capture and generate reports Time Frame At least 15 days to do a POC for any 5 reports Returns There are 223 Returns to be filed with RBI where some are filed daily fortnightly monthly quarterly and annually A sample is given as follows

bull Basic Statistical returns bull Forex amp International Ops bull Investment in treasury bull DSB Returns bull Advances bull Deposits bull Risk management amp Capital adequacy bull Financial inclusion bull Balance sheet connected returns bull Frauds bull Reconciliation bull Recovery Defaulters Bad debt

Author Partho H Chakraborty 9

Regulatory Reporting by Banks to RBI

List of ReturnsxlsxList of Statistical

Returns to be submitt

Embedded below is comprehensive list of Returns to be filed with RBI Sample Data for Delinquencies This data also has a Dashboard associated with it The Dashboard is a swf file

NPAsxls

Note Names if any are Suggestive only and without any relation to any real entity

whatsoever It is only to give a feel and touch of how transactions can be structured and names are indicative

This article is meant for education purposes only and it is not be reproduced for any commercial purpose by print or electronic medium whatsoever

This case study is written by with inputs from RBI

Partho H Chakraborty

A - 305 DSR Spring Beauty Apts 1241 ITPL Main Road Brookefields Kundalahalli Bangalore - 560 037 India Tel +91 80 420 50293 Cell +91 99863 22504 email parthohcairtelmailin parthohcrediffmailcom Skype parthohc01

Author Partho H Chakraborty 10

returns to be submitted

returns not to be submitted

Partho
File Attachment
List of Returnsxlsx

AnnexureList of Statistical Returns to be submitted to the Reserve Bank of India under the

Basic Statistical Returns (BSR) System

Sr Name Scope of the Return Frequency To be Procedure for forwardingNo of the prepared the Return to the Reserve

Return by Bank of India1 BSR-1A All borrowal accounts with credit Annual as All The branchesoffices of the

limits over Rs2 lakhs are to be on 31st branches banks should forward the BSR-individually listed along with March offices of 1A and BSR-1B returns togetherparticulars of district and population banks and also BSR-2 to theirgroup of the place of utilisation type RegionalHead Offices Theof account organisation RegionalHead Offices of theoccupation nature of borrowal banks should forward theseaccount asset classification rate returns after preliminaryof interest credit limit and amount scrutiny and rectification ofoutstanding in respect each loan or errors if any to the Directoradvance RegionalCentral Office

Department of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia at the centres ChennaiDelhiKolkata Mumbai with two

BSR-1B All borrowal accounts with credit -do- -do- months from the referencelimits of Rs2 lakhs and less are to date In the case of banksbe classified according to submitting data on magneticoccupation and aggregate figures media they should get thefor each occupation should be sample printout of data blocksfurnished in a consolidated form for verified from the respectiveeach branch Regional Offices of Reserve

Bank of India and forward theBSR-2 Category-wise number of staff -do- -do- edited data tapes with proper

number of accounts and amount external labels of Bankingoutstanding according to type of Statistics Division at Mumbaideposits and classification of all term under advice to the concerneddeposits according to maturity Regional Office of Reservebroad interest rate ranges and size Bank of India within fourof deposits months from the reference

date

2 BSR-3 Bankrsquos advance against security of Monthly as Head Office Head Offices of banks shouldselected sensitive commodities on the last of banks collect information from

Friday of branches which account for 80-every 85 of advances and themonth consolidated return should be

sent to the Adviser-in-ChargeMonetary Policy DepartmentReserve Bank of India CentralOffice Bldg Mumbai 400 001

3 BSR-4 Ownership pattern of deposits Annual on The The selected branchesofficessample selected will forward the returns to thebasis as on sample RegionalHead Offices The31st March branches RegionalHead Offices will send

offices of the returns to the Director

banks RegionalCentral OfficeDepartment of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia ChennaiDelhiKolkataMumbai within two monthsfrom the reference date

5 BSR-5 Pattern of Investment of bank in Annual as The Head To be forwarded to the DirectorCentral and State Government on 31st Offices of Banking Statistics DivisionSecurities Other Trustee March banks DESACS Central OfficeSecurities shares etc Reserve Bank of India Mumbai

within two months from thereference date

6 BSR-6 Survey of Debits to Deposit Quinque- The The selected branchesofficesAccounts nnial on selected will forward the returns to the

sample sample RegionalHead Offices Thebasis for branches RegionalHead Offices will sendApril-March offices of the returns to the Directorof the year banks RegionalCentral Office

Department of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia ChennaiDelhiKolkataMumbai within two monthsfrom the reference date

7 BSR-7 Quarterly survey on Aggregate Quarterly Branch- To be forwarded to the DirectorDeposits and Gross Bank Credit as on the wise Banking Statistics Division

31st March information DESACS Central Officeand last to be Reserve Bank of India MumbaiFriday of prepared within one month from theJune by Head reference dateSeptember Offices ofand the banksDecemberof the year

Partho
File Attachment
List of Statistical Returns to be submitted to the Reserve Bank of India under the Basic Statistical Returnspdf

Sheet1

Sheet2

Sheet3

NPA Analysis V10swf

MBD001388A2NPA Analysis V10swf

Partho
File Attachment
NPASxls
Disclosures under Pillar 3 (Market Discipline) in terms of New Capital Adequacy Framework (Basel II) of Reserve Bank of India
NPAs RECOVERIES
Qtr - 1 Qtr - 2 Qtr - 3 Qtr - 4 Qtr - 1 Qtr - 2 Qtr - 3 Qtr - 4
Gross NPAs 65551 52094 49182 35900 Recoveries 18106 19169 16077 15129
Substandard 27437 20629 19620 15246 Substandard 10034 5123 7587 6387
Doubtful -1 15118 14041 13878 9705 Doubtful -1 4010 6865 5556 3145
Doubtful -2 14280 10588 9360 5955 Doubtful -2 2403 1145 1908 3386
Doubtful -3 7486 5765 5368 4462 Doubtful -3 1429 5765 834 2109
Loss 1230 1071 956 532 Loss 230 271 192 102
Gross NPAs Break-up Region wise Recoveries Break-up Region wise
North 17779 13059 14008 9876 North 4977 5451 4363 4289
Substandard 6850 5203 5408 4015 Substandard 2509 1579 2176 1803
Doubtful -1 3879 3299 3376 2578 Doubtful -1 1234 1767 1578 992
Doubtful -2 4570 2647 3637 1532 Doubtful -2 809 307 351 847
Doubtful -3 2071 1541 1342 1516 Doubtful -3 357 1798 208 601
Loss 409 369 245 235 Loss 068 000 050 046
South 17543 15378 13017 10349 South 5007 4799 3812 3764
Substandard 7501 6934 4908 4557 Substandard 2976 1276 1897 1459
Doubtful -1 4234 3562 4678 3209 Doubtful -1 1098 1908 1209 723
Doubtful -2 3565 3003 1586 1389 Doubtful -2 593 286 397 1021
Doubtful -3 1922 1623 1543 1038 Doubtful -3 299 1254 309 527
Loss 321 256 302 156 Loss 041 075 000 034
East 16094 11876 12101 8840 East 5091 4818 4362 3301
Substandard 8023 4593 5272 3590 Substandard 3177 1198 2033 1528
Doubtful -1 3601 2908 3470 2461 Doubtful -1 976 1761 1389 786
Doubtful -2 2309 2587 1797 1673 Doubtful -2 601 350 683 965
Doubtful -3 1809 1456 1365 1029 Doubtful -3 254 1441 209 000
Loss 352 332 197 087 Loss 083 068 048 022
West 14135 11781 10056 6835 West 3031 4101 3540 3775
Substandard 5063 3899 4032 3084 Substandard 1372 107 1481 1597
Doubtful -1 3404 4272 2354 1457 Doubtful -1 702 1429 138 644
Doubtful -2 3836 2351 234 1361 Doubtful -2 400 202 477 553
Doubtful -3 1684 1145 1118 879 Doubtful -3 519 1272 108 981
Loss 148 114 212 054 Loss 038 128 094 000
Net NPAs 3639 22345 21699 20009
Advances
Gross Advances 30631 31008 34635 30684
Net advances 30325 37242 39453 46533
NPA Ratios
Gross NPA to Gross Advances 214 168 142 117
Net NPA to Net Advances 120 060 055 043
Movement of NPAs (Gross)
Opening Gross NPA 62903 56946 53088 40375
Additions to Gross NPAs 20754 14317 12271 10654
Reductions to Gross NPAs 18106 19169 16077 15129
Closing Balance of Gross NPAs 65551 52094 49182 35900
Movement of NPA Provisions
Opening Balance of NPA Provisions held 34844 31259 30640 26443 Gross Profit 109293 132330 139704 142122
Provisions made during the period 15681 12395 10751 9875 Net Profit 78701 80123 86745 90837
Write-offs during the period (Loss) 1000 800 764 430
Write-back of excess provisions during the period 000 000 000 000
Closing Balance of NPA Provisions 49525 42854 40627 35888
Amount of Non-performing Investments (gross) 558 538 434 318
Amount of Provisions held for Non-performing Investments 558 538 434 318
Net NPAs = Gross NPA ndash (Balance in Interest Suspense account + DICGCECGC claims received and held pending adjustment + Part payment received and kept in suspense account + Total provisions held)
NPA Dashboard
To see the dashboard do the following
1 Right Click on the box
2 Click on Package Object
3 Click on Activate Contents
(b) List of returns not to be submitted by SCBs (excluding RRBs) to the RBI
SrNo Return name Description Frequency
1 Details of any shareholdings exceeding 5 of the total equity capital of the bank Details of any shareholdings exceeding 5 of the total equity capital of the bank As and when exceeded
2 Statement showing interest rates of commercial banks for credit limits over Rs2 lakh Item PLR wef 01012004 Max Min and interest rate range in which 60 or more business is contracted Quarterly
3 Details of foreign liabilities and assets of the banking sector Details of foreign liabilities and assets Yearly
4 CIBIL Consent clause Quarterly
5 Particulars of borrowers directors partners furnished in the defaulters lists who have been allowed fresh limits enhancements renewals Particulars of borrowers directors partners furnished in the defaulters lists who have been allowed fresh limits enhancements renewals Quarterly
6 Special Quarterly Return Outstanding credit for NBG broken by circles classified by product and by above and below PLR Quarterly
7 Segment-wise position of advances NPAs provisions and recovery Details like gross advances net advances opening balance of gross NPAs gross recovery provisions held recovery made in written off accounts not parked in AUCA segment-wise Quarterly
8 Report on NPAs in priority sector advances Segment-wise advances to priority sector NPAs in priority sector and NPAs as of priority sector advances and out of above the age-wise classification of NPAs in priority sector NPAs in various Govt sponsored schemes Quarterly
9 List of NPAs for Rs1 crore and above Details include date of original sanction date of identification as NPA position category present status Quarterly
10 P-segment NPAs under priority sector P-segment NPAs under priority sector Quarterly
11 NPA reduction budget All the details concerning NPAs are consolidated in one report for annual budgeting Yearly
12 RBI investment studies Details are date of sanction name of the lead institution and date of sanction institutions share in project cost name of the project paid up capital Particulars of (capacity size units numbers etc) Date of project project cost implementation Quarterly
13 Details of investments by FIIs NRIs in perpetual cumulative preference shares qualifying as Tier I capital To track the FII and NRI investments Quarterly
14 Prudential exposure limits Details for limits on exposure to individual and group borrowers As and when fresh capital is raised and on 1 April every year
15 Progress report under RBI OTS SME Number and amount details for RBI OTS SME out of RBI OTS SME Govt sponsored scheme RBI OTS small loans Quarterly
16 Review of wilful defaulters (Rs 25 lakh and above) Action initiated against the wilful defaulters review of the wilful defaulters- suit filed non-suit filed accounts Half-Yearly
17 Market related returnon forward rate agreement Market related returnon forward rate agreement Fortnightly
18 Review of loss making branches along with category-wise classification Review of loss making branches along with category-wise classification Yearly
19 Review of credit monitoring system under IRAC norms Review of credit monitoring system under IRAC norms Half-Yearly
20 Review of AUCAs AUCA position movement in AUCA segmental analysis age-wise analysis of AUCAs with outstandings of Rs1 crore and above transfer to ARCIL position on filing of suits value wise analysis of AUCAs list of accounts for Rs1 crore and above Quarterly
21 List of top ten good and bad accounts List of top ten good and bad accounts Half-Yearly
22 Performance memorandum submitted to the Board Performance memorandum submitted to the Board Half-Yearly
23 Scheme of amalgamation ndash quarterly returns Return No 679 and progress report Quarterly
24 Concurrent audit reports of retailing of Government securities transactions Concurrent audit reports of retailing of Government securities transactions Monthly
25 R6 Outstanding guarantees wherein default and claim has arisen but payment not made to the beneficiary Quarterly
26 EFTNEFT Non-cashnon-paper transactions Monthly
27 RTGS RTGS Daily
28 Deployment of gross bank credit by major sectors Sector-wise deployment of credit Quarterly
29 Trade-related advances granted outstanding out of funds in EEFC accounts Trade-related advances granted outstanding out of funds in EEFC accounts Half-Yearly
30 Statement I on cross currencies Statement of cross currency Weekly
31 Statement II on cross currencies Statement of cross currency Weekly
32 Statement III on cross currencies Statement of cross currency Monthly
33 REC Reconciliation Half-Yearly
34 Statement of structured liquidity-domestic asset liability management Statement of structured liquidity-domestic asset liability management Weekly
35 BEXI-IA BEXI-IA Monthly
36 IBS-Reporting of derivative transactions IBS-Reporting of derivative transactions Quarterly
37 Soliciting foreign currency deposits at banks outside India Soliciting foreign currency deposits at banks outside India Monthly
38 Progress report on frauds above Rs 1 crore Progress report on frauds above Rs 1 crore Quarterly
39 Review of investment at foreign offices Review of investment at foreign offices Yearly
40 Host countries regulation report Host countries regulation report Ad-hoc
41 Synopsis of frauds reported by foreign offices Synopsis of frauds reported by foreign offices Ad-hoc
42 Compliance with regulatory requirements of host country regulations Compliance with regulatory requirements of host country regulations Quarterly
43 Authorised Dealers Category-II Authorised Dealers details Fortnightly
44 Weekly market access Statement showing market access limit available for undertaking FCY-INR principal only swap (POS) transactions Weekly
45 Special Fortnightly Return ( SFR IIIA) Money market operations-total funds borrowed and lending Fortnightly
46 Special Fortnightly Return ( SFR IIIE) Daily call and short notice money operations Fortnightly
47 IRSFRA-Derivative return no207 Statement of IRSFRA-Derivatives Fortnightly
48 Survey of SSI branches Survey of SSI branches Yearly
49 Seven point programme Seven point programme Yearly
50 Micro credit Micro credit Half-Yearly
51 IBA priority sector (flow of agriculture doubling) Flow of agriculturedoubling Monthly
52 Self Help Group (SHG) Contains state-wise region-wise SHGs maintaining savings accounts with number of SHGs financed during the year alongwith loan outstanding gross NPA and recovery percent with sub sectorwise data and SHGs of Govt sponsored schemes exclusively to women through SHGs Yearly
53 General information(CampISSI)- account reviewrenewals for FBWC Status of reviewrenewal of borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
54 Age wise classification of non-renewed accounts Status of reviewrenewal of borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
55 FFR-1FFR-2 Reports on borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
56 Review of claims lodged with ECGC LTD Review of claims lodged with ECGC LTD Half-Yearly
57 LEC Statement of purchases sales of shares debentures made on behalf of FIIs under portfolio investment scheme As and when occasion arises
58 Monthly statement showing progress made in the issue of Swarojgar Credit Cards Monthly statement showing progress made in the issue of Swarojgar Credit Cards Monthly
59 Service Area Monitoring and Information System (SAMIS) Credit disbursal - semi-urbanurban branches - (non services branches) Monthly
60 Service Area Monitoring and Information System (SAMIS) Credit disbursal - semi-urbanurban branches - (non services branches) Quarterly
61 Service Area Monitoring and Information System (SAMIS) LBR-3U3 - Part A Credit disbursal - semi-urbanurban branches - (non services branches) Quarterly
62 Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part B Credit disbursal - semi-urbanurban branches - (non services branches) Half-Yearly
63 Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part C- as on last day of June Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part C- as on last day of June Yearly
64 Special rural housing scheme of NHB Special rural housing scheme of NHB Quarterly
65 Infrastructure finance for projects with fund-based aggregate limits of Rs 50 crore and above Infrastructure finance for projects with fund-based aggregate limits of Rs 50 crore and above Quarterly
66 Compromise or negotiated settlements of NPAs Compromise or negotiated settlements of NPAs Half-Yearly
67 Service Area Monitoring and Information System (SAMIS) - LBR-1U1 Service Area Monitoring and Information System (SAMIS) - LBR-1U1 Yearly
68 Annual review of frauds- as on 31-Dec Annual review of frauds- as on 31-Dec Yearly
(a) List of returns to be submitted by SCBs (excluding RRBs) to the RBI
SrNo Return name Description Frequency
1 Details of any shareholdings exceeding 050 of the total equity capital of the bank Details of any shareholdings exceeding 050 of the total equity capital of the bank As and when exceeded
2 Opening closing of branches Not later than two weeks after openingshiftingclosingrelocating As and when occasion arises
3 Quarterly returns related to branch banking are required to be forwarded to all the regional offices of DBOD RBI Within 14 days of the end of the quarter to which it relates Quarterly
4 Closing of branches Proforma-II Section 23 of BR Act 1949 - Statement of change in status merger closure etc of existing office branch during the Quarter (Proforma-II) Quarterly
5 DRT statements (suit filed and decreed) The total number of suit filed and decreed accounts before DRT the amount recovered legal expenses etc Quarterly
6 SARFAESI Act 2002 position of action taken Notices issued recovery made recovery through compromise Quarterly
7 Progress made in recovery under the forum of Lok Adalats Eligible cases cases decided and recovery made Quarterly
8 Financial inclusion - number of no frill accounts opened Compilation of data and review Quarterly
9 Report on issue of Subordinated Debt raising of Upper Tier II Capital Perpetual Debts and Equity Capital (Qualified Institutional Placements-QIP Preferential issue to Promoters GDR issue) together with copy of document Report on issue of Subordinated Debt raising of Upper Tier II Capital Perpetual Debts and Equity Capital (Qualified Institutional Placements-QIP Preferential issue to Promoters GDR issue) together with copy of document Within 1 week from date of issue
10 Payment of dividend Details of dividend declared during the financial year and other details as per the circular Within a fortnight after declaration of dividend
11 Quarterly report on progressive use of Hindi Covering details of documents issued under Section 3(3) of OL Act 1963 letters received in Hindi and replied to in Hindi Hindi correspondence Use of Hindi in internal work computers website ATMs Training Establishments Staff related details Quarterly
12 Form - VIII Statement of demand and time liabilities and investments for calculation of SLR Monthly
13 List of defaulters (non suit filed - wilful defaulters Rs25 lakh and above) Data collecteddisseminated on quarterly basis Quarterly
14 List of defaulters (non suit filed - defaulters account Rs1 crore and above) Data collecteddisseminated on half-yearly basis Half-yearly
15 Form IX Statement showing unclaimed deposits required to be listed as statutory list Annual
16 Form-A Provisional (Sec42) Used for compilation of monetary aggregates commercial bank survey compilation of NRI deposits Fortnightly
17 Form-A Final (Sec42) Used for compilation of monetary aggregates commercial bank survey compilation of NRI deposits computation of CRR Fortnightly
18 Data on non SSI sickweak industrial units as of 31st March Industry-wise number of accounts whether sickweak publicprivate Yearly
19 Form C Export finance ndashdisbursement and balance outstanding Quarterly
20 Form A Statement showing limit sanctioned and balance outstanding in the borrower accounts of parties having working capital limits of Rs10 crore or above from the entire banking system Quarterly
21 DSB-O-report on assets liabilities and exposures Break up of assets and liabilities on the basis of residual maturity next repricing date gap off balance sheet exposures unreconciled entries with other branches with other Indian banks branches in same foreign centre and accounts with other banks Quarterly
22 DSB-O-report on structural liquidity Break up of inflows and outflows on the basis of residual maturity mismatch cumulative mismatch and mismatch as per cent of outflows Quarterly
23 DSB-O-report on problem credit and investments Credit including off balance sheet exposure-list of customers of USD 2 million and above investments-list of customers of USD 1million and above Quarterly
24 DSB-O-report on large exposures Details of borrower accounts between USD 1 million to 5 million and above separately Total limits sanctioned divided into funded and non funded limits amount outstanding and security value Quarterly
25 DSB-O-report on country exposure and maturity Country classification due within 6 months between 6 months to 1 year1 year to 5 years and over 5 years Quarterly
26 DSB-O-report on profitability Interest income interest expense net interest income other income total expenses operational surplusdeficit profitloss before tax net profitloss Select productivity ratios Quarterly
27 DSB-O-report on frauds Details of individual fraud cases along with summary of fraud cases Quarterly
28 Balance Sheet Analysis (BSA) Audited accounts of the bank with notes on accounts Yearly
29 DSB return noI - Report on assets liabilities and exposures (Indian offices) Assets - cash loans and advances investments etc liabilities - deposits borrowings provisions etc capital and reserves off balance sheet exposures ndash credit contingents and commitments forex contracts and derivatives and long outstanding un-reconciled entries - accounts with banks inter branch adjustments and sundry debtors Monthly
30 DSB Return noII-report on capital adequacy Computation of capital base computation of risk weighted assets and risk based capital ratios - CRAR Core CRAR Quarterly
31 DSB return noIII- report on quarterly operating results Interest income interest expenses earnings before provisions and taxes interest receivable on NPAs not recognized as income and net profit and retained earnings Quarterly
32 DSB return noIV- report on asset quality Portfolio analysis - loans and advances other interest bearing assets (by delinquency in interest payment) classification of risk assets sectoral analysis of loan assets ndash priority sectors and other sectors top 30 impaired credits quality of securities portfolio - SLR securities non-SLR securities data on industry-wise exposure of banks exposure to sensitive sectors Monthly
33 DSB return noV - report on large credits Large credits to individual borrowers (above 15 per cent of total capital funds to be reported) large credit to borrower groups (above 30 per cent oftotal capital funds to be reported) Quarterly
34 DSB return noVI-report on connected lendings Credit to subsidiaries and associates credit to significant shareholders (holding 5 per cent or more of share capital or voting power) and credit to directorsmanagers Quarterly
35 DSB return no VII -report on ownership and control Top ten shareholders shareholder control - details about significant shareholders composition of board of directors and key executive officers Half-yearly
36 DSB return noVIII-statement of structural liquidity Time bucket wise outflows and inflows bucket wise mismatch cumulative mismatches etc top 20 large deposits and classification of term deposits Fortnightly
37 DSB return noIX-statement of interest rate sensitivity-rupee Time bucket wise liabilities time bucket wise assets and bucket wise gap (assets ndash liabilities) Monthly
38 DSB return no X- report on maturity and position (forex) Time bucket wise off balance sheet exposuresgap time bucket wise balance sheet itemsgaps residual gap aggregate gap limit Monthly
39 DSB return noXI-statement of interest rate sensitivity (forex) Time band exposure of rate sensitive assets time band exposure of rate sensitive liabilities and off balance sheet derivative products like IRS FRAs etc Monthly
40 RBS -1 (risk based supervision) Retail loan portfolio rating wise distribution of standard advances and rating wise distribution of Non-SLR investments Derivatives and loan sales and securitisation Quarterly
41 Return on operations of subsidiariesJVsassociates Informationdata on financial performancecondition of subsidiaries joint ventures associates of banks including contingent liabilities Quarterly
42 Consolidated Prudential Return (CPR) 1 Part-A consolidated balance sheet Part-B details on subsidiariesrelated entities Half-yearly
43 Equity investment in capital markets This is an ad-hoc excel sheet collected from 15 select banks and is not a part of regular returns collected by OSMOS Weekly
44 Return on off-shore banking units Details on off-shore banking units Quarterly
45 Statement on reconciliation of inter-branch accounts To monitor the entries outstanding for more than six months in inter-branch accounts Quarterly
46 Statement on reconciliation of clearing differences To monitor the entries outstanding for more than six months in clearing differences Quarterly
47 Statement on the position of balancing of books To monitor the number of branches where books have been balancednot balanced Quarterly
48 Statement on quick special audit of sundry depositssuspense account To monitor outstanding entries for Rs50000- and above for more than six months in these accounts Quarterly
49 Statement on bad debts written off To monitor the category-wise the amounts of bad debts written off Yearly
50 Reconciliation of outstanding entries in inter-bank (Nostro) accounts Outstanding entries for more than six months in inter-bank accounts and NOSTRO accounts Monthly
51 FMR-I Report on actual or suspected frauds in banks - within three weeks from the date of detection As and when the fraud occurs
52 FMR-II Reported closed and outstanding cases of frauds and IPC classification amount-wise and involvement-wise - within 15 days of the end of the quarter to which it relates Quarterly
53 FMR-III Progress report on frauds of large value - within 15 days of the end of the quarter to which it relates Quarterly
54 FMR-IV (revised name SMR-I) Report on dacoitiesrobberiestheft burglaries - immediately on their occurrence Also submission of quarterly consolidated statement in FMR-4 format within 15 days of the end of the quarter to which it relates Quarterly
55 VMR-I Report on action plan in public sector banks Quarterly
56 VMR-II (revised name SMR-II) Report on the security arrangements in public sector banks Contains information regarding number of branches considered vulnerable branches provided with armed guards alarm system and other security measures provided Quarterly
57 VMR-III (revised name VMR-II) Report on action taken against employees involved in frauds and corrupt practices Quarterly
58 Position of staff side action A statistical statement reporting period-wise pending cases against staff members Quarterly
59 Report on financial conglomerates Capturing the intra-group transactions and exposures amongst the identified FCs Quarterly
60 Statement describing the critical systems their recovery time objectives and the banks strategy to achieve them Statement describing the critical systems their recovery time objectives and the banks strategy to achieve them Yearly
61 Major failures during the period for critical systems customer segmentservices impacted and steps taken to avoid such failures in future Major failures during the period for critical systems customer segmentservices impacted and steps taken to avoid such failures in future Quarterly
62 Progress report on implementation of risk management systems ALM risk based supervision and risk based internal audit Risk management systems ALM Quarterly
63 Risk based supervision-compilation of risk profile templates Assessment of business risk areas and control risk areas Half-yearly
64 Whole bank long form audit report and compliance thereof Whole bank long form audit report and compliance thereof Yearly
65 Quarterly reviewed results Quarterly reviewed results Quarterly
66 Data related to IRS deals Item wise details of principal amount trading book banking book Monthly
67 Half yearly review of investment of portfolio QualitativeQuantitative review of entire investment portfolio of the bank for the half year Half-yearly
68 Progress report on operations of the smartdebit cards Progress report on operations of the smartdebit cards Half-yearly
69 Non-option rupee derivative report Foreign exchange contracts and benchmark wise details of other derivatives position Monthly
70 Capital adequacy statement Calculation of capital adequacy ratio under the new BASEL II (revised framework) Quarterly
71 Exposure towards credit derivatives and other investments Exposure towards credit derivatives and other investments and related MTM losses by overseas operations of Indian banks Monthly
72 Loss assets gt 2 years old where no legal action has been initiated Loss assets gt 2 years old where no legal action has been initiated Half-yearly
73 RBI note refund rules - statement of defective notes adjudicated at currency chests branches Statement of defective notes adjudicated at currency chests branches Quarterly
74 Counterfeit notes detected by banks Part-1 contains StateUnion Territory-wise summary of counterfeit notes detected by bank on an All-India basisPart-2 reflects cases of FIRs lodged by banks Monthly
75 Format for furnishing addresses etc particulars of Forged Note Vigilance Cell (FNVC) to RBI The return conveys the following particulars - Address of FNVCName and designation of officer-in-chargeTelephone numberFax numberE-mail address Annual (as on 1st July)
76 Status report on forged notes The report covers a brief account of the functions discharged by the Forged Note Vigilance Cell of the bank with reference to the points covered in para-7 of the master circular on detection and impounding of forged notes Quarterly
77 PDs call money transactions with commercial banks (Return from PDs) Compilation of new monetary aggregates Fortnightly
78 SBI-outstanding in Government securities by employees provident funds organisation Compilation of ownership of central and state Government securities for the publication Handbook of Statistics on India Economy Annual
79 Form TC Compilation of short term credit extended for imports and payments thereof Monthly
80 Interest rates on NRI deposits Interest rates on NRI deposits Monthly
81 NostroVostro balances of ADs NostroVostro balances of ADs Monthly
82 Investments by FIIs Reconciliation Monthly
83 Yen holdings of Government of India International investment position Monthly
84 Government of India lines of credit monthly statement of accounts BoP compilation Monthly
85 Forward exchange cover for FIIs Forward exchange cover for FIIs Ad hoc
86 Data of Authorised Dealer category branches Category-wise branch list Yearly
87 Statement of permission granted for opening of trading non-trading office posting of representative abroad Statement of permission granted for opening of trading non-trading office posting of representative abroad Yearly
88 Statement indicating the details of remittances made by NRIs PIOforeign nationals Statement indicating the details of remittances made by NRIs PIOforeign nationals Yearly
89 Statement indicating the details of forex utilization of international debit cards for amount exceeding USD 100000 in a calendar year Statement indicating the details of forex utilization of international debit cards for amount exceeding USD 100000 in a calendar year Yearly
90 Daily ADRs GDRs report Submission of contract notes received from broker for re-issuance of ADRGDR Daily
91 FII investment in Government securities Details of investment done by foreign institutional investor in Government securities On demand
92 GDRs release statement Opening balance of ADRGDR underlying shares total cancellation re-issuance of ADRGDR closing balances of ADRGDR underlying shares and balances ADRGDR Monthly
93 ADR GDR cancellation report Cancellation of ADRGDR received from overseas depository body Fortnightly
94 STAT-5 Statement of FCNR deposits (total inflow outflow and outstanding deposits under FCNR accounts) Monthly
95 STAT-8 Statement showing inflowoutflow of deposits under non-resident (external) rupee (NRE) accounts scheme and NRO accounts scheme for the specified month Monthly
96 BAL statement Foreign currency balances of Authorized Dealers and rupee balances of non-resident banks Fortnightly
97 Interest rates on FCNR(B) deposits Interest rates on FCNR(B) deposits Monthly
98 R return Turnover of foreign currency transactions and balances (inward and outward remittances in foreign currencies) Monthly
99 SGLCSGL reconciliation return SGL reconciliation Quarterly
100 MICR cheque clearing return MICR cheque clearing return Monthly
101 Non-MICR cheque clearing return Non-MICR cheque clearing return Monthly
102 ECS ECS Monthly
103 State-wise ATMs data State-wise ATMs data Quarterly
104 Area-wise ATMs data Area-wise ATMs data Quarterly
105 Cards data Cards data Monthly
106 Pre-paid cards Pre-paid cards Quarterly
107 Audited accounts Copy of annual report with audited statements of accounts and published data of accounts Yearly
108 Form-X ndash statement of assets and liabilities Monthly assets and liabilities of domestic operations estimation of household financial savings Monthly
109 Basic Statistical Return - I (1A and 1B) Relates to bank credit as of 31st March (Advance Details) Yearly
110 Basic Statistical Return - II Classification of deposits with scheduled commercial banks Yearly
111 Basic Statistical Return - IV Survey on composition and ownership of deposits as on 31st March Yearly
112 Basic Statistical Return - V Total investment security-wise details as per annual accounts Yearly
113 Basic Statistical Return - VI Survey of debits to deposits and credits Once in two years
114 Basic Statistical Return - VII Aggregate deposit and advances of all branches Quarterly
115 Opening of new branches Proforma-I Section 23 of BR Act 1949 - statement of new office branch opened during the quarter (Proforma-I) Quarterly
116 IBS return International assets and liabilities of banks in India Quarterly
117 CPIS Co-ordinated portfolio investment survey of banks in India Annual
118 NRD-CSR Non-resident deposits comprehensive single return on NRFCNR deposits and their transactions in a month Monthly
119 ECB-2 return External Commercial Borrowings Monthly
120 FETERS (R-return) Foreign exchange transactions of banks in India Fortnightly
121 Banking service price index The statement comprises of data related to fees income and fee charges for banking services provided by the bank and selective data on deposits and loans Monthly Quarterly
122 Change in status (category) of offices branches dealing in forex Change in status (category) of offices branches dealing in forex As and when occasion arises
123 Applying for AD code Immediately on opening of new branches As and when occasion arises
124 Forex Turnover Data (FTD) Forex turnover data Daily
125 Gaps Positions and Balances (GPB) Gaps of foreign currency net open exchange positions and cash balances Daily
126 Overseas foreign currency borrowing by ADs Category-I To monitor the level of overseas foreign currency borrowings by ADs Category-I Monthly
127 Consolidated information relating to exposures of corporates in foreign currency Consolidated information relating to exposures of corporates in foreign currency Quarterly
128 Foreign Currency Rupee (FCR) option To know the volume of option transactions of ADs Category-I Weekly
129 Cross currency derivative transactions statement To know the volume of transactions Half-yearly
130 Booking of forward contract by SMEs and individuals To know the forward contracts booked and cancelled by SMEs and individuals Quarterly
131 Commodity hedging (No format) To know about permission given by ADs Category-I to listed corporates to hedge prices of commodities importedexported in overseas commodity exchanges Yearly
132 Commodity hedging (No format) To know about permission given by ADs Category-I to listed corporates to hedge prices of select metals and ATF in overseas commodity exchanges Monthly
133 Remittances under RDA (E-statement) To know the amount received under RDA Quarterly
134 Vostro list List of Vostro accounts YearlyAs and when account is opened
135 List of officesbranches maintaining (Rupee and ACU Dollar) accounts of non-resident banks and list of Vostro accounts List of officesbranches maintaining (Rupee and ACU dollar) accounts of non-resident banks and list of Vostro accounts Yearly
136 XOS statement Details of overdue export - bills outstanding for more than 6 months and value above USD 25000 Half-yearly
137 BEF statement Bill of entry not received - for value USD 1 lakh and above Half-yearly
138 Advance remittance for import of rough diamonds aboveequal to USD 5 Million Advance remittance for import of rough diamonds aboveequal to USD 5 Million RBI2006-2007278A P (DIR Series) Circular No 34 Half-yearly
139 Statement on guarantees LOULOC Guarantees letter of undertakingletter of comfort issued Quarterly
140 Form ODI (Part I to IV) Form ODI (Part I to IV) As and when occasion arises
141 ESOP reporting ESOP reporting Yearly
142 Investment by mutual fund in overseas securities Investment by mutual fund in overseas securities Monthly
143 Reporting of portfolio investments by Indian companies Reporting of portfolio investments by Indian companies Monthly
144 FII weekly FII inflow and outflow Weekly
145 Liberalised Remittance Scheme of USD 200000 for resident individuals Liberalised Remittance Scheme of USD 200000 for resident individuals Monthly
146 Details of remittances made by NRO account Remittances made out of NRO accounts up to 1 million USD per calendar year - Facilities to NRIsPIOs and foreign nationals - liberalisation Quarterly
147 List of equity and convertible debentures (LECNRI) Statement of purchases sales of shares debentures made on behalf of NRIs persons of Indian origin under portfolio investment scheme Daily
148 List of equity and convertible debentures (LECFII) Statement of purchases sales of shares debentures made on behalf of FIIs under portfolio investment scheme Daily
149 Statement of inflow outflow on account of remittance received made in connection with transfer of shares convertible debentures by way of sale Statement of inflow outflow on account of remittance received made in connection with transfer of shares convertible debentures by way of sale Monthly
150 Inflowoutflow on account of high net worth individuals (IOFHNI) Inflowoutflow on account of high net worth individuals (IOFHNI) Monthly
151 Market value of FIIs Market value of FIIs Monthly
152 Market value of FVCI Market value of FVCI Monthly
153 Statement regarding sale through stock exchanges of shares bonds debentures by Authorised Dealers acquired by NRIs OCBs under the direct investment scheme Statement regarding sale through stock exchanges of shares bonds debentures by Authorised Dealers acquired by NRIs OCBs under the direct investment scheme Yearly
154 Reporting of derivativescurrency swap transactions Reporting of derivativescurrency swap transactions Weekly
155 FLM - 8 (sale and purchase of foreign currency) FLM - 8 (sale and purchase of foreign currency) Monthly
156 OCB return Monitoring of disinvestments by OCB Monthly
157 Statement of deferred credit from ROs Statement of deferred credit from ROs Quarterly
158 Import of gold by EOUs units in SEZEPZ and nominated agencies Import of gold Monthly
159 Statement of commodity hedging - domestic transactions Statement submitted by AD Category I on the domestic hedging - domestic transactions done by corporates Monthly
160 Booking of forward contract on past performance basis Data on forward contracts booked on the basis of past performance bank as a whole Monthly
161 EBW statement Export bills written-off during the half year Half-yearly
162 Data on facilities to NRIPIOS foreign nationals-liberalization Details of persons with Indian origin Quarterly
163 Monitoring of overseas borrowing Monitoring of overseas borrowing Monthly
164 Special Fortnightly Return ( SFR IIID) Issue of certification of deposits Fortnightly
165 Special Fortnightly Return ( SFR IIIF) Investment in commercials papers Fortnightly
166 Statement of chest slips Slips received from currency chests indicate deposits and withdrawals of cash from currency chests on day-to-day basis This helps to arrive at the daily closing balance of currency chests (Submitted online through ICCOMS daily) Daily
167 Statement of link offices These are received by Issue Department from link offices of banks concerned and show currency transfer position of banks The current account of the banks concerned are deleted and credited based on these statements (Submitted online through ICCOMS daily) Daily
168 Statement showing details of counterfeit bank notes detected by the branch during the month The return comprises of two parts -(i) Denomination-wise and StateUnion Territory-wise details of forged notes detected by the branch(ii) Details of cases of FIR filed with police Monthly
169 Special Fortnightly Return ( SFR VIII) Balances held abroad and loan in foreign currency Fortnightly
170 Special Fortnightly Return-II Monitoring of daily CRR balances Fortnightly
171 Special Fortnightly Return-VI-AB Lending rates for various bank groups Fortnightly
172 Special Fortnightly Return-VI-B Monitoring deposits rates of scheduled commercial banks Fortnightly
173 Special Quarterly-VI-A Outstanding sub-BPRL of scheduled commercial banks Quarterly
174 Special Quarterly-VI-AC Monitoring lending rates of scheduled commercial banks Quarterly
175 Basic Statistical Returns-3 Monitoring of bank credit against sensitive commodities Monthly
176 Quick Return on industry - wise bank credit (QIBC) Analyzing trends in industry -wise bank credit Monthly
177 Sector-wise and industry-wise deployment of bank credit (SIBC) Analyzing trends in sector- wise and industry-wise bank credit Monthly
178 Exports credit refinance return Monitoring limits and utilization of export credit refinance Fortnightly
179 Supplementary return on daily SLR Supplementary return on daily SLR Fortnightly
180 Special Fortnightly Return ( SFR IIIC) Money market operations-particulars of interbank participations (IBP) Fortnightly
181 PMRY monthly progress report Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending Monthly
182 PMRY quarterly progress report Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount of which sanctioned and disbursed to SCST women disabled and physically handicapped Quarterly
183 PMRY subsidy utilisation statement PMRY subsidy Quarterly
184 Progress report on SGSY Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SGSY scheme Monthly Press Release 2010-2011206
185 Progress report on SJSRY Contains State-wise Return with Targets application received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SJSRY scheme Monthly
186 Progress report on SRMS Contains State-wise return with targets application received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SRMS scheme Monthly
187 Swarna-Jayanti Gram Swarozgar Yojana (SGSY) - Progress report Progress report of states with state code giving details of applications received up to the previous month during current month and up to the month Loans disbursed to individuals SHGs women disabled Applications received and pending for decision Applications rejected Quarterly
188 Direct agriculture advances recovery Direct agriculture advances recovery Yearly
189 Credit flow to micro small and medium enterprise Position of lending to SME sector -segmentation of advances by specific customer categories (SSI units tiny sectors medium enterprises) Quarterly
190 Debt restructuring mechanism for SMEs - status report Analysis of schemes for debt restructuring considered during quarter for eligible loans Quarterly
191 Position of loans outstanding without collateral security to tiny sector units composite loans sanctioned under the single window scheme Collateral free loans up to Rs 25 lakh to micro enterprises composite loan up to Rs1 crore Quarterly
192 Return on financing under cluster approach Cluster based lending Half-yearly
193 Statement showing the particulars of specialised SME branches operationalised Performance of specialised SME branches Yearly
194 Rehabilitation of sick SSI units Rehabilitation of sick SSI units Yearly
195 Operationalisation of RIDF Operationalisation of RIDF Yearly
196 Interest rate on agriculture loan Interest rate on agriculture loan Half-yearly
197 Half yearly ad-hoc data on priority sector advances as on last reporting Friday Contains outstanding accounts and amount (total as well as under SCST) in various parameters (approx 30) Half-yearly
198 Statement of priority sector advances Outstandings under direct and indirect agriculture total priority sector and weaker section as on last reporting Friday Quarterly
199 Statement of advances to agriculture Statement of advances to agriculture Monthly
200 State-wise data on balance outstanding on priority sector advances as on last reporting Friday of March State-wise outstanding accounts and balance (Total outstanding SC outstanding and ST outstanding separately) under various parameters (approx 50) of priority sector advances Yearly
201 Return on SCST beneficiaries under priority sector advances as on last reporting Friday of March and September Outstanding accounts and balance (SC and ST separately) under various parameters (approx 16) of priority sector advances Half-yearly
202 Statement on DRI Scheme as on last reporting Friday of March Disbursements demand recovery overdues and outstandings under various parameters (approx 8) Yearly
203 Special Return no 1 of RBI (Annual) State-wise return on annual disbursement (July to June) under direct agriculture and allied activities and balance outstanding as on last reporting Friday Yearly
204 Special Return no 2 of RBI (Annual) State-wise return (July to June) on demand recovery overdues and outstandings of direct finance to agriculture (short term loans and term loans separately) Yearly
205 Special Return no 3 of RBI (Annual) State-wise return (July to June) on disbursal of advances under various parameters (approx 40) of priority sector and SCST separately Yearly
206 Provision of credit to agriculture and debt relief to farmers - progress report Provision of credit to agriculture and debt relief to farmers - progress report Monthly
207 Quarterly report on lending to women Quarterly report on lending to women Quarterly
208 Monitoring report on convening of DLRC meetings on quarterly basis Monitoring report on convening of DLRC meetings on quarterly basis Quarterly
209 Progress report on new 20 Point programme Progress report on new 20 Point programme Yearly
210 Target under SACP (district wise break up) Contains lead district-wisenon-lead district-wiseregion-wiseState-wise disbursement under agriculture SSI and OPS alongwith target and achievement position under SACP scheme Yearly
211 Target under ACP (district wise break up) Contains lead district-wisenon-lead district-wiseregion-wiseState-wise disbursement under agriculture SSI and OPS along with target and achievement position under ACP scheme Yearly
212 Statement showing sector-wise achievements Sector-wise achievements under ACP in lead districts with name of the StateUTCircles no of districts agriculture and allied activities small scale industries services Quarterly
213 Priority sector advances sanctioned to members of specified minority communities vis-agrave-vis overall priority sector advances Priority sector advances sanctioned to members of specified minority communities vis-agrave-vis overall priority sector advances Half-yearly
214 29 Column statement for SSI performance 29 column statement for SSI performance Half-yearly
215 PMRY recovery and overdue statement State wise position of outstanding demand recovery overdue and per cent of recovery with number of accounts and amount in PMRY Quarterly Half-yearly
216 SJSRY recovery statement SJSRY recovery statement Half-yearly
217 SGSY recovery statement SGSY recovery statement Half-yearly
218 SRMS recovery statement SRMS recovery statement Half-yearly
219 KCC scheme BKCC cards issued under PAIS State-wise cards issued and amount sanctioned under crop loans and under term loans separately amount sanctioned under PAIS scheme of Kisan Credit cards Quarterly
220 Performance under special agricultural credit plan Disbursements under various parameters (approx 12) of direct and indirect agriculture (total small and marginal farmers and agricultural labourers separately) Half-yearly
221 ACP targets and achievements ACP targets and achievements - bank-wise Half-yearly
222 Education loan and housing loan Education loan and housing loan Half-yearly
223 Foreign banks advances to priority sectors Foreign banks advances to priority sectors Yearly
The Reserve Bank of India has replaced four returns with one reducing the number of returns to be submitted by banks to 222 from the earlier 225
Now banks can file a new Special Monthly Return VI AB which was introduced in July 2010 They will not have to submit the following four returns
i) Special Fortnightly Return VI AB
ii) Special Fortnightly Return VI B
iii) Special Quarterly Return VIA
iv) Special Quarterly Return VI AC
These returns are listed at serial nos 171 to 174 of lsquolist of returns to be submittedrsquo published in the press release dated August 14 2008
The new special return has to be submitted monthly within 15 days from the end of the relevant month The list of 225 returns was published in the press release dated January 20 2009
Alpana Killawala
Chief General Manager
Press Release 2010-2011206
The Reserve Bank of India has today clarified that scheduled commercial banks have to file the returns Statements showing interest rates of commercial banks for credit limits over Rs 2 lakh and IBS-reporting of derivatives transactions Consequently the number of returns banks have to submit to the Reserve Bank of India will be 225
It may be recalled that the Reserve Bank of India had in its press release dated August 14 2008 announced that it would be introducing eXtensible Business Reporting Language (XBRL) based filing of returns As part of XBRL implementation the Reserve Bank had also rationalised the number of returns banks needed to submit to the Reserve Bank reducing them from 291 to 223 It had prepared and published two lists of returns ndash one list of returns to be submitted to the Reserve Bank and the other list of returns not to be submitted to the Reserve Bank It had also asked banks not to submit those returns which were enumerated in the list of returns not to be submitted
Alpana Killawala
Chief General Manager
Page 3: Regulatory reporting by banks to rbi

Regulatory Reporting by Banks to RBI

ONLINE REPORTING

Reserve Bank of India receives various returns on daily fortnightly monthly quarterly and annually from scheduled commercial banks During the process the mode of submitting returns by commercial banks to Reserve Bank of India has been dictated mostly with different degrees of technology adopted by banks Hence a need was felt for developing a single electronic returns submission window ndash thus came Online Return Filing System (ORFS)

As a part of online filing of returns the Reserve bank of India also felt the need for adoption of best international technology solution such as eXtensible Business Reporting Language (XBRL) which attempts standardization of business reporting especially financial reporting This evolving standard is likely to bring in significant benefits in the preparation analysis and communication of business information Thus while ORFS has no standardizations across the returns XBRL is capable of implementing global standards across all returns The effort is towards building taxonomy for the entire financial sector irrespective of the financial segments

At present ORFS is implemented for a host of returns such as Section 42(2) Form A of RBI Act 1934 and daily return on Gap Positions and Balances (GPB) XBRL standard is implemented for Returns on Capital Adequacy (RCA2 - a set of regulatory returns designed as per Basel II guidelines)

This website hosts online submission of returns both through ORFS and XBRL which co-exist with other conventional forms of return submission

Taxonomies developed for RCA2 return is given below XRBL The basic idea behind eXtensible Business Reporting Language (XBRL) is simple Instead of treating financial information as a block of text or numeric items attach a unique electronically readable tag for each individual financial term It is not just data or text that floats around these individual items moves along with an electronic tag Thus it is not just content but also the context that is being transmitted Technically XBRL is a specialization of XML in finance and accounting and XBRL is leveraging XML to the maximum extend Within the Reserve Bank XBRL has been viewed as a natural evolution of its existing Online Returns Filing System (ORFS) While ORFS does the job of data capturing and transmission of returns from banks to the Reserve Bank it incorporates no in-built standardization XBRL enables standardization and rationalization of elements of different returns using internationally recognized best practices in electronic transmission In the process XBRL also facilitates rationalization of number of returns to be submitted by the banks thus reducing the reporting burden on banks The Reserve Bank could bring down the number of returns from 291 to 225 (vide RBI press release dated August 14 2008 and December 17 2008 Standardization of data elements is achieved in XBRL by defining a set of taxonomies Taxonomies have to be in sync with the global taxonomy as recognized by XBRL International Inc (XII) which is a consortium of regulators financial standards bodies and technology providers XBRL is an open standard The responsibilities of forming XBRL national jurisdiction and implementation of the standards for financial reporting in India have been entrusted to the Institute of Chartered Accountants of India (ICAI) The Reserve Bank is responsible for implementing the XBRL standard for banks reporting Within the Reserve Bank XBRL implementation is being regularly monitored by a High Level Steering Committee appointed by the Governor Currently besides Form A a statutory return under Sec 42(2) of RBI Act 1934 a return on Gap Positions and Balances GPB) and a set of returns for monitoring capital adequacy (called RCA-2) have been implemented using XBRL

Author Partho H Chakraborty 3

Regulatory Reporting by Banks to RBI

Taxonomies used for the three returns have the core taxonomy as Commerce amp Industry taxonomy developed by ICAI and have been extended appropriately Further the RCA-2 taxonomy is broadly based on CoRep Taxonomy of the European Union and is also in sync with Commerce amp Industry taxonomy

Non XBRL Based Filing

Login Page XRBL

Author Partho H Chakraborty 4

Regulatory Reporting by Banks to RBI

Form A With a view to monitoring compliance with Cash Reserve Ratio (CRR) by the Scheduled Commercial Banks (SCBs) the Reserve Bank has prescribed a statutory return ie Form A return under Section 42 (2) of the Reserve Bank of India Act 1934 All SCBs are required to submit a provisional return in Form A within 7 days from the expiry of the relevant fortnight All SCBs data are then disseminated through a Press Communiqueacute and also through Weekly Statistical Supplement In addition to monitoring of CRR of banks the data from the return are also used for compilation of monetary aggregates The final Form A B is required to be sent to RBI within 20 days from expiry of the relevant fortnight Data from final Form A B are disseminated through the Reserve Bank of India Bulletin The Working Group on Money Supply Analytics and Methodology of Compilation (1998) (Chairman DrYVReddy) suggested some major additions in the return by including a memorandum and two annexure covering data on foreign currency liabilities and assets investments in non-approved securities subscription to shares debentures bonds etc Current format of the return follows these recommendations It uses the underlying XBRL taxonomy for defining the elements This taxonomy will represent the elements with multi-dimensional view using the Dimensions concept as defined in the Specification 10 a part of the XBRL 21 standard

RETURNS ON CAPITAL ADEQUACY

The Capital Adequacy Return (RCA2) is based on Basel II related Capital Measurement framework issued by the Reserve Bank keeping in view its goal to have consistency and harmony with international standards The return is mainly used by RBI for assessing the credit market and operational risk exposures and the capital held vis-agrave-vis those risks by the commercial banks in India The main approaches prescribed by the Reserve Bank include Standardized Approach (SA) for credit risk Basic Indicator Approach (BIA) for operational risk and Standardized Duration Approach (SDA) for market risk The RCA2 reporting system leverages XBRL platform as part of a secured web based Electronic filing system for data submission and reporting

A XBRL taxonomy specific to this return and which enables a multi-dimensional view of the data elements supports a front-end spreadsheet based reporting template for entering relevant data by banks It uses the underlying XBRL taxonomy for defining the elements This taxonomy will represent the elements with multi-dimensional view using the Dimensions concept as defined in the Specification 10 a part of the XBRL 21 standard

RCA2_Taxonomyzip

Sample_Instance_Documents_07-08-09zip

Author Partho H Chakraborty 5

Sample Instance Documents 07-08-09

image1emf

Sample_Instance_Do

cuments_07-08-09zip

Sample_Instance_Documents_07-08-09zip

Sample Instance Documents_07-08-09RCA2_010_31-MAR-2009_04052009223221PMxml

010 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOffBalanceSheet 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOnBalanceSheet 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet 2009-03-31 010 in-baselIICreditRiskFailedTransactions 2009-03-31 010 in-baselIICreditRiskforSecuritisationExposures in-baselIIOnBalanceSheet 2009-03-31 010 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet 2009-03-31 010 in-baselIICreditRiskforSecuritisationExposures 2009-03-31 010 in-baselIICreditRiskforCounterpartyExposures in-baselIIAsBorrower 2009-03-31 010 in-baselIICreditRiskforCounterpartyExposures in-baselIIAsLender 2009-03-31 010 in-baselIICreditRiskforCounterpartyExposures 2009-03-31 010 in-baselIIDenominationForeignCurrency 2009-03-31 010 in-baselIITierICapital 2009-03-31 010 in-baselIIDenominationIndianCurrency 2009-03-31 010 in-baselIITierIICapital 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsCentralGovernment in-baselIIRiskWeight0Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsCentralGovernmentGuaranteed in-baselIIRiskWeight0Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsStateGovernment in-baselIIRiskWeight0Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsStateGovernmentGuaranteed in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsRBI in-baselIIRiskWeight0Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsDICGC in-baselIIRiskWeight0Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsCGTSI in-baselIIRiskWeight0Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsECGC in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsForeignSovereigns in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight0Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsForeignSovereigns in-baselIIRatingTypeA in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation 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in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherInterestRateContracts in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherInterestRateContracts in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherInterestRateContracts 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateContracts 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualFortySixDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualFortySixDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualFortySixDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks 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Sample Instance Documents_07-08-09RCA2_600_31-MAR-2009_20052009160623PMxml

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in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsForeignSovereigns in-baselIIRatingTypeBBtoB in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsForeignSovereigns in-baselIIRatingTypeBelowB in-baselIIRiskWeight150Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsForeignSovereigns in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsForeignSovereignsDenominatedFundedSameCurrency in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsSpecifiedMDBBISIMF in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIRiskWeight150Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIRiskWeight150Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIRiskWeight250Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIRiskWeight350Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIRiskWeight625Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIRiskWeight150Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIRiskWeight625Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIRiskWeight150Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIRiskWeight250Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIRiskWeight350Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIRiskWeight625Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIRiskWeight150Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIRiskWeight250Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIRiskWeight350Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsBanksIncorporatedIndiaForeignBankBranchesIndia in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIRiskWeight625Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsForeignBanks in-baselIIRatingTypeBBtoB in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsForeignBanks in-baselIIRatingTypeBelowB in-baselIIRiskWeight150Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsForeignBanks in-baselIIUnratedType in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsDomesticPublicSectorEntities in-baselIILongTermClaims in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsDomesticPublicSectorEntities in-baselIILongTermClaims in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsDomesticPublicSectorEntities in-baselIILongTermClaims in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsDomesticPublicSectorEntities in-baselIILongTermClaims in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsDomesticPublicSectorEntities in-baselIILongTermClaims in-baselIIRatingTypeBBandBelow in-baselIIRiskWeight150Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsDomesticPublicSectorEntities in-baselIILongTermClaims in-baselIIUnratedTypeAboveThreshold in-baselIIRiskWeight150Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsDomesticPublicSectorEntities in-baselIILongTermClaims in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsDomesticPublicSectorEntities in-baselIIShortTermClaims in-baselIIRatingTypePROnePlus in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsDomesticPublicSectorEntities in-baselIIShortTermClaims in-baselIIRatingTypePROne in-baselIIRiskWeight30Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsDomesticPublicSectorEntities in-baselIIShortTermClaims in-baselIIRatingTypePRTwo in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIOnBalanceSheet in-baselIIClaimsDomesticPublicSectorEntities in-baselIIShortTermClaims in-baselIIRatingTypePRThree 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in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight75Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIRiskWeight150Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIUnratedType 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCDocumentary in-baselIIDomesticSovereign in-baselIIRiskWeight0Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCDocumentary in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCDocumentary in-baselIIOtherPurpose in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCDocumentary in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCDocumentary in-baselIIAssetTypeTransaction in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCDocumentary in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCDocumentary 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCClean in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCClean in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCClean in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCClean in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCClean 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFinancialGuarantees in-baselIICorporateIncludingAFC in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFinancialGuarantees in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFinancialGuarantees in-baselIIOtherPurpose in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFinancialGuarantees in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFinancialGuarantees in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFinancialGuarantees 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees in-baselIIDomesticSovereign in-baselIIRiskWeight0Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees in-baselIIOtherPurpose in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees in-baselIIAssetTypeTransaction in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAcceptancesEndorsements in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAcceptancesEndorsements in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAcceptancesEndorsements in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAcceptancesEndorsements in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAcceptancesEndorsements 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnderwritingStandbyCommitments in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnderwritingStandbyCommitments in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnderwritingStandbyCommitments in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnderwritingStandbyCommitments 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIITransactionsAssetsSaleRecourse 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardAssetPurchasesForwardDepositsLiabilityPartlyPaidUpShares in-baselIIAssetTypeTransaction in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardAssetPurchasesForwardDepositsLiabilityPartlyPaidUpShares 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIRepurchasesReverseRepurchaseSecuritiesLendingBorrowingTransactions in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIRepurchasesReverseRepurchaseSecuritiesLendingBorrowingTransactions in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIRepurchasesReverseRepurchaseSecuritiesLendingBorrowingTransactions in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIRepurchasesReverseRepurchaseSecuritiesLendingBorrowingTransactions 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIINoteIssuanceRevolvingNonrevolvingUnderwritingFacilities in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIINoteIssuanceRevolvingNonrevolvingUnderwritingFacilities in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIINoteIssuanceRevolvingNonrevolvingUnderwritingFacilities in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIINoteIssuanceRevolvingNonrevolvingUnderwritingFacilities 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIIOtherCounterparty in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIINinePercentandAbove in-baselIIRiskWeight35Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight10Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardGoldContracts 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyFutures 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight75Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight90Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight90Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight90Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherForwardForexContracts 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAllForwardForexContracts 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardRateAgreements 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateOptions 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateFutures 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIIUnratedType in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIICorporateIncludingAFC in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherInterestRateContracts 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateContracts 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOnBalanceSheet in-baselIIForeignExchangeTransactions in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualFortySixDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualFortySixDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualFortySixDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions 2009-03-31 600 in-baselIICreditRiskforCounterpartyExposures in-baselIIAsBorrower in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskforCounterpartyExposures in-baselIIAsLender in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk 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in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBandBelow in-baselIIRiskWeight150Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIINonResidentCorporate in-baselIIRatingTypeBBBtoBB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIINonResidentCorporate in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIDomesticNonScheduledBanks in-baselIINegativeRatio in-baselIIRiskWeight625Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeBBtoB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIUnratedType in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIINBFCNDSI in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIOtherCounterparty in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIOtherCounterparty in-baselIIRiskWeight125Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICounterpartyClient 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICapitalMarket in-baselIIRiskWeight125Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICommercialRealEstate in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIPurposeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIAssetTypeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBandBelow in-baselIIRiskWeight150Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIINonResidentCorporate in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIINBFCNDSI in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIIOtherCounterparty in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIIOtherCounterparty in-baselIIRiskWeight75Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIIOtherCounterparty in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICounterpartyClient 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICapitalMarket in-baselIIRiskWeight125Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICommercialRealEstate in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIIPurposeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIIAssetTypeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIICounterpartyClient 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIIPurposeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIIAssetTypeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance in-baselIICounterpartyClient 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance in-baselIIPurposeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance in-baselIIAssetTypeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIICounterpartyClient 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIIPurposeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIIAssetTypeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIUnratedType in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBandBelow in-baselIIRiskWeight150Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIINonResidentCorporate in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold 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in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIUnratedType in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBandBelow 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in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIINonResidentCorporate in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIIForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIIForeignBanks in-baselIIUnratedType in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIINonResidentCorporate in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIMorethanFiveYears in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIMorethanFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherInterestRateContracts 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateContracts 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOnBalanceSheet in-baselIINonDVPSecuritiesTransactions in-baselIIOtherCounterparty in-baselIIRiskWeight0Percent 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOnBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIOtherCounterparty in-baselIIRiskWeight0Percent 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualFortySixDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualFortySixDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualFortySixDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions 2009-03-31 639 in-baselIICreditRiskforCounterpartyExposures in-baselIIAsBorrower in-baselIIUptoOneYear in-baselIIForeignSovereign in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskforCounterpartyExposures in-baselIIAsBorrower in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticSovereign in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskforCounterpartyExposures in-baselIIAsLender in-baselIIUptoOneYear in-baselIIForeignSovereign in-baselIIRatingTypeBBtoB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure 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Partho
File Attachment
Sample Instance Documents 07-08-09docx

RCA2 ndash Taxonomy

image1emf

RCA2_Taxonomyzip

RCA2_Taxonomyzip

TAXONOMYin-baselII-2010-06-30xsd

Risk Weighted Assets linkcalculationLink linkpresentationLink Operational Risk linkpresentationLink linkdefinitionLink Specific Market Risk HFT linkpresentationLink linkdefinitionLink Specific Market Risk AFS linkpresentationLink linkdefinitionLink Specific Market Risk Alternate AFS linkpresentationLink linkdefinitionLink Aggregate Market Risk linkpresentationLink linkdefinitionLink Credit Risk On Balance Sheet Excluding Securitisation linkpresentationLink linkdefinitionLink Securitisation Exposure On Balance Sheet linkpresentationLink linkdefinitionLink Securitisation Exposure Off Balance Sheet linkpresentationLink linkdefinitionLink Credit Risk Off Balance Sheet Non Market Related Exposure linkpresentationLink linkdefinitionLink Credit Risk Off Balance Sheet Market Related Exposure linkcalculationLink linkpresentationLink linkdefinitionLink Failed Transaction On Balance Sheet Exposure linkpresentationLink linkdefinitionLink Failed Transaction Off Balance Sheet Exposure linkpresentationLink linkdefinitionLink Counterpaty Credit Risk As Borrower linkpresentationLink linkdefinitionLink Counterpaty Credit Risk As Lender linkpresentationLink linkdefinitionLink Regulatory Capital Indian Banks linkcalculationLink linkpresentationLink linkdefinitionLink Regulatory Capital Foreign Banks linkcalculationLink linkpresentationLink linkdefinitionLink Deductions from Tier I Capital linkpresentationLink Deductions from Tier II Capital linkpresentationLink Regulatory Capital Hypercubes linkdefinitionLink Dimension Default Relationship linkdefinitionLink Re-Securitisation Exposure On Balance Sheet linkpresentationLink linkdefinitionLink Re-Securitisation Exposure Off Balance Sheet linkpresentationLink linkdefinitionLink

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Version Amount of Exposure Adjusted Value of Credit Risk Mitigant Net Exposure Risk Adjusted Value Credit Conversion Factor Credit Equivalent Amount Potential Future Credit Exposure Conversion Factor Notional Principal Amount Potential Exposure Replacement Cost Current Exposure Agreed Settlement Price Current Market Price Risk Multiplier Amount of Capital Charge Exposure Adjusted for Haircut Collateral for Security Lent Collateral Adjusted for Haircut Collateral for Cash Lent Capital Charge Factor Capital Charge for Market Risk Gross Income Capital Charge for Operational Risk Risk Weighted Assets for Operational Risk Risk Weighted Assets for Credit Risk Risk Weighted Assets for Market risk Total Risk Weighted Assets Capital to Risk Weighted Assets Residual Maturity of Security Up to 1 Year More than 1 Year More than 1 Year and less than or equal to 5 Years More than 5 Years Less than or equal to 6 Months More than 6 Months but less than or equal to 24 Months More than 24 Months All Rating Type AAA AA AAA to AA A A to BBB AAA to BBB BBB BBB to BB BB to B BB B Below BBB Below BB Below B BB and below B and Below PR1+ PR1 PR2 PR3 PR 4 and 5 Unrated Unrated and Above Threshold Unrated - Restructured Unrated and Above Threshold - Restructured Unrated and Permitted Risk Weight 0 10 20 30 35 50 75 90 100 115 125 150 190 200 250 290 350 370 400 625 Capital Adequacy Ratio of Banks 9 and above 6 and above but less than 9 3 and above but less than 6 0 and above but less than 3 Negative Ratio Threshold limit Above Threshold Limit Up to Threshold Limit Type of Investee Bank Scheduled Bank Non-Scheduled Bank Limit of Investment in Capital-eligible Instruments in Investee Bank Up to 10 of Investing Banks Capital Funds Above 10 of Investing Banks Capital Funds Exposure Type On Balance Sheet Off Balance Sheet Exposure Class Claims on Domestic Sovereigns Claims on Central Government Claims Guaranteed by Central Government Claims on State Government Claims Guaranteed by State Government Claims on RBI Claims on DICGC Claims on CGTSI Claims on ECGC Claims from All Foreign Sovereigns Claims on Foreign Sovereigns Claims on Foreign Sovereigns Denominated and Funded in Same Currency of that Sovereign Claims on specified MDBs BIS and IMF Claims on Banks Incorporated in India and Foreign Bank Branches in India Claims from All Foreign Banks Claims on Foreign Banks Claims on Foreign Banks Denominated and Funded out of Same Foreign Currency Claims on Domestic Public Sector Entities Claims on Foreign Public Sector Entities Claims on Primary Dealers Claims on Corporate Claims subjected to Re-structuring or Re-scheduling Claims on Non-Resident Corporate Unrated Claims on Non-Resident Corporate Claims on Regulatory Retail Portfolio Claims secured by Residential Property All Other Claims Secured by Residential Property Claims Secured by Commercial Real Estate Non-Performing Assets Unsecured Portion of Non-Performing Assets Net of Specific Provisions and Partial Write-offs Assets Secured by Ineligible CRM NPA Claims Secured by Residential Property Venture Capital Funds Consumer Credit Capital Market Exposures Claims on NBFCs - AFCs and IFCs Investment in Paid-up Equity of Non-Financial Entities Not Consolidated for Capital Purposes Investment in Paid-up Equity of Financial Entities Specifically Exempted from Capital Market Exposure Other Assets Secured Staff advances All other assets Class of Securitization Exposures Securitization Exposures Drawn Portion of Liquidity Facilities for Securitization Exposures Undrawn portion of Liquidity Facilities for Securitization Exposures Provisions for Non-Performing Assets At least 15 Less than 20 At least 20 but less than 50 50 and above Loan to Value Ratio Up to 75 Above 75 Loan Amount Up to Rs30 Lakhs Above Rs30 lakhs and less than Rs 75 lakhs Duration of Claim Long-Term Claims Short-Term Claims Nature of Securitized Exposure Originator Other than Originator Nature of Collateral Backed by Commercial Real Estate Exposures Backed by Other than Commercial Real Estate Exposures Role of Reporting Bank As Borrower As Lender Transaction Class DVP Securities Transactions Non-DVP Securities Transactions Foreign Exchange Transactions Other Transactions Number of Unsettled Days More than or equal to 5 Days but less than or equal to 15 Days More than or equal to 16 Days but less than or equal to 30 Days More than or equal to 31 Days but less than or equal to 45 Days More than or equal to 46 Days Details of Transactions Counterparty Client Domestic Sovereign Foreign Sovereign Domestic Public Sector Entities Foreign Public Sector Entities MDB BIS and IMF Domestic Scheduled Banks Domestic Non-Scheduled Banks Foreign Banks Primary Dealers Corporate including AFC Non-Resident Corporate NBFC - ND-SI Regulatory Retail Other Counterparty Purpose of Transaction Venture Capital Fund Commercial Real Estate Capital Market Consumer Credit Advances Other Purpose Type of Asset in Transaction Market Related Exposures Off Balance Sheet All Forward Forex Contracts Forward Forex Contracts excluding Gold Forward Gold Contracts Currency Futures Currency Options Cross Currency Swaps Other Forward Forex Contracts Interest Rate Contracts Forward Rate Agreements Interest Rate Options Interest Rate Futures Basis Swaps Other Interest Rate Contracts Instrument Type Interest Rate related Instrument Equity Instrument Foreign Exchange and Gold Risk Type General Risk Net Positions Vertical Disallowance Horizontal Disallowance Options Specific Risk Securities Holding category Securities Held For Trade Securities Available For Sale Treated as held in Trading Books Securities Available For Sale Treated as held in Banking Books Interest Rate Related Instruments Type Interest Rate Related Instruments Exposure Derivatives Instruments Exchange Traded Future OTC Forward Derivative Options Nature of Investments Sovereign Securities Issued by Indian Central Government and State Governments Investment in Central and State Government Securities Investment in Other Approved Securities Guaranteed by Central Government Investment in Other Approved Securities Guaranteed by State Government Investment in Other Securities where Payment is Guaranteed by Central Government Investment in Other Securities where Payment is Guaranteed by State Government Sovereign Securities Issued by Foreign Governments Bonds Issued by Banks where CRAR is Available No Capital Adequacy Norms Prescribed by RBI Corporate Bonds Securitised and Re-securitised Debt Instruments Corporate Bonds Securitized Debt Instruments for Other than Commercial Real Estate Exposures Securitized Debt Instruments for Commercial Real Estate Exposures Credit Risk On Balance Sheet Excluding Securitization Credit Risk Non-Market Related Off Balance Sheet Credit Risk Market Related Off Balance Sheet Credit Risk On Balance Sheet Securitization Credit Risk Off Balance Sheet Securitization Failed Transaction On Balance Sheet Failed Transaction Off Balance Sheet Market Risk for Securities under HFT Market Risk for Securities under AFS Market Risk for Securities under Alternate AFS Total Market Risk Exposure Counterparty Credit Risk as Borrower Counterparty Credit Risk as Lender Original Maturity Operational Risk Exposure - Presentation Capital Adequacy - Presentation Total Capital - Presentation Total Risk Weighted Assets - Presentation Non-Market Related Exposures Off Balance Sheet LCs (Documentary) LCs Clean Financial Guarantees Others Guarantees Acceptances and Endorsements Underwriting and Standby Commitments Undrawn Committed Credit Lines Transactions and Assets Sale with Recourse Contingent Liabilities Forward Asset Purchases Forward Deposits and Liability on Partly Paid Shares Repurchases Reverse Repurchase Securities Lending and Securities Borrowing Transactions Note Issuance and Revolving and Non-Revolving Underwriting Facilities Formal Standby Facilities and Credit Lines Commitments Cancellable Due to Deterioration of Borrowers Credit Worthiness Unconditional Take Out Finance in Books of Taking Over Institution Conditional Take Out Finance in Books of Taking Over Institution Other Non-Market Off Balance Sheet Exposure Details of Other Assets Details of Type of Assets Period of Maturity (Domain) Rating Class (Domain) Class of Capital Adequacy Ratio (Domain) Threshold Limit (Domain) Type of Investee Bank (Domain) Percentage of Investment (Domain) Exposure Type (Domain) Exposure Class (Domain) Provisions for Non-Performing Assets (Domain) Loan to Value Ratio (Domain) Loan Amount (Domain) Duration of Claim (Domain) Nature of Securitized Exposure (Domain) Nature of Collateral (Domain) Role of Reporting Bank (Domain) Transaction Class (Domain) Number of Unsettled Days (Domain) Details of Transactions (Domain) Market Related Exposures Off Balance Sheet (Domain) Instrument Type (Domain) Risk Type (Domain) Securities Holding Category (Domain) Interest Rate Related Instruments Type (Domain) Nature of Investments (Domain) Currency of Debt Instrument (Domain) Tier Capital (Domain) Original Maturity (Domain) Risk Weight (Domain) Non-Market Related Exposures Off Balance Sheet (Domain) Paid-Up Equity Capital Statutory and Other Disclosed Free Reserves Capital Reserves of Indian Banks Perpetual Non-Cumulative Preference Shares of Tier I Capital Innovative Perpetual Debt Instruments of Tier I Capital Any Other Instrument Permitted for Tier I Capital Details of Other instruments included in Tier I Capital Surplus in Profit and Loss Account Current Year Surplus Investments in Paid-up Equity of Financial Entities Not Consolidated for Capital Purposes Investments in Other Instruments Eligible for Regulatory Capital Status of Financial Entities Shortfall in Regulatory Capital Requirements of Majority Owned Deconsolidated Financial Entities Investments in Capital Eligible Instruments of Non-Scheduled Banks Investments in Equity Shares Preference Shares Subordinated Debt Instruments Hybrid Debt Capital and any Other Instrument Eligible for Regulatory Capital Status Total Deductible Investment in Subsidiaries Associates and Others Gain from Securitization of Standard Assets Rated Securitization Exposures having Long-Term Rating of BB and Below and Unrated and held by banks as Originator Rated Securitization Exposures Rated B and Below and Unrated and held by Banks as Other than Originator Any Unrated Securitization Exposure Drawn and Undrawn Amount of Off-Balance Sheet Unrated Securitization Exposure Credit Enhancements Securities in Excess of 20 Percent of Original Amount of Issue devolved on Originator through Underwriting Total Deductible Securitization Exposures Accumulated Losses Current Period Losses Deferred Tax Assets relating to Accumulated Losses Deferred Tax Assets Net of Liabilities Goodwill Other Intangible Assets Details of Other Intangible Assets Deducted Total Intangible Assets Deducted Amount of Value Transferred Plus Replacement Cost of Failed Non-Delivery Versus Payment Transactions Other Deductions Details of Other Deductions Total Deductions Innovative Perpetual Debt Instruments of Tier II Capital Revaluation Reserves General Provisions and Loss Reserves Perpetual Non-Cumulative Preference Shares of Tier II Capital Preference Shares Perpetual Cumulative Preference Shares Redeemable Non Cumulative Preference Shares Redeemable Cumulative Preference Shares Upper Tier II Bonds Lower Tier II Instrument Any Other Instrument Permitted for Tier II Capital Details of Other instruments included in Tier II Capital Interest Free Funds from Head Office Kept in Separate Account in Indian Books Specifically for Meeting Capital Adequacy Norms Statutory Reserves Kept in Indian Books Remittable Surplus Retained in Indian Books Capital Reserves of Foreign Banks Interest Free Funds Remitted from Abroad for Acquisition of Property and Held in Separate Account Head Office Borrowings in Foreign Currency Eligible for Tier I Capital Unadjusted Tier I Capital Unadjusted Tier II Capital Adjusted Tier I Capital Adjusted Tier II Capital Total Regulatory Capital Reduction Due to Progressive Discount or Redemption of Subordinated Debt during Rest of Current Financial Year Reduction Due to Progressive Discount or Redemption of Subordinated Debt of which during Next Quarter Reduction Due to Progressive Discount or Redemption of Upper Tier II Bonds during Rest of Current Financial Year Reduction Due to Progressive Discount or Redemption of Upper Tier II Bonds of which during Next Quarter Currency of Debt Instrument Denomination in Indian Currency Denomination in Foreign Currency Tier Capital Tier I Capital Tier II Capital Currency for Debt Instrument Hypercube Deductions from Capital Hypercube Deductible Investment in Subsidiaries Associates Others - Presentation Total Deductible Securitization Exposures - Presentation Total Intangible Assets Deducted - Presentation Regulatory Capital - Presentation Adjusted Tier I Capital - Presentation Unadjusted Tier I Capital - Presentation Adjusted Tier II Capital - Presentation Unadjusted Tier II Capital - Presentation Tier II Bonds and Instruments Headroom Deductions Net Tier II Capital Debit Balance in Head Office Account Single Currency FloatingFloating Interest Rate Swaps Single Currency Other than FloatingFloating Interest Rate Swaps Type of Credit Risk Credit Risk (Domain) Credit Risk for Exposures excluding Securitization Credit Risk for Failed Transactions Credit Risk for Securitization Exposures Credit Risk for Counterparty Exposures Type of Off Balance Sheet Exposure Type of Off Balance Sheet Exposure (Domain) Market Related Exposure Non-Market Related Exposure Total Deductions Tier I - Presentation Total Deductions Tier II - Presentation Net Tier II Capital - Presentation Restructured Housing Loans Credit Risk for Re-Securitization Exposures Class of Re-Securitization Exposures Re-Securitization Exposures Drawn Portion of Liquidity Facilities for Re-Securitization Exposures Undrawn portion of Liquidity Facilities for Re-Securitization Exposures ReSecuritized Debt Instruments for Other than Commercial Real Estate Exposures ReSecuritized Debt Instruments for Commercial Real Estate Exposures Beta Factor Operational Risk Exposure Capital Charge Calculation Approach Capital Charge (Domain) Basic Indicator Approach Standardised Approach Business Lines Business Lines (Domain) Corporate Finance Trading and Sales Payment and Settlement Agency Services Asset Management Retail Brokerage Retail Banking Commercial Banking 40 60 650 Credit Risk Off Balance Sheet ReSecuritization Credit Risk On Balance Sheet ReSecuritization Nature of Re-Securitized Exposure Nature of Re-Securitized Exposure (Domain) Claims on Other NBFCs Rs 75 Lakhs and above Housing Loans not Restructured

TAXONOMYin-baselII-2010-06-30_prexml

TAXONOMYin-baselII-2010-06-30_refxml

Guidelines for Implementation of the New Capital Adequacy Framework April 2007 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 14 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 2 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 21 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 21 (i) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 21 (ii) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 21 (iii) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 21 (iv) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (i) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (ii) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (iii) Banking Regulation Act 1949 29 Third A Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (iv) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (v) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (vi) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 3 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 4 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 10 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 103 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 11 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 12 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 121 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 124 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 126 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 131 (a) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 133 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 134 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 135 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 136 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 14 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 141 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 15 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 152 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 153 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 155 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 155 (i) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 155 (iv) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 155 (v) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 16 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 2 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 3 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 41 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 42 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 5 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 6 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 61 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 61 (i) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 61 (ii) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 62 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 7 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 81 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 83 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 84 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 9 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 6 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 8 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 8 36 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 8 61 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 9 32 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 9 33 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 8 34 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 8 35

Partho
File Attachment
RCA2 ndash Taxonomydocx

Form A ndash Taxonomy

image1emf

FormA_Taxonomyzi

p

FormA_Taxonomyzip

FormA_Taxonomy_1in-rbi-rep-2009-01-15xsd

Form A Main linkcalculationLink linkpresentationLink Memorandum to Form A linkcalculationLink linkpresentationLink Annexure A to Form A linkcalculationLink linkpresentationLink linkdefinitionLink Annexure B to Form A linkcalculationLink linkpresentationLink linkdefinitionLink

FormA_Taxonomy_1in-rbi-rep-2009-01-15_calxml

FormA_Taxonomy_1in-rbi-rep-2009-01-15_defxml

FormA_Taxonomy_1in-rbi-rep-2009-01-15_labxml

Form A Main Presentation Liabilities In India Presentation Liabilities To Banking System In India Presentation Demand And Time Deposits From Banks Borrowings From Banks Other Demand And Time Liabilities Liabilities To Banking System In India Liabilities To Others In India Presentation Deposits Other Than From Banks Demand Deposits Other Than From Banks Time Deposits Other Than From Banks Borrowings Other Than From Banks Other Demand And Time Liabilities From Banks Liabilities To Others In India Liabilities In India Assets In India Presentation Assets With Banking System In India Presentation Balances With Banks In India Balances With Banks In Current Accounts In India Balances With Banks In Other Accounts In India Money at Call and Short Notice in India With Banks Advances to Banks in India Other Assets With Banking System In India Assets With Banking System In India Cash In Hand Investments in Approved Securities in India Presentation Investment in Government Securities in India Investment in Other Approved Securities in India Investments In Approved Securities in India Bank Credit Excluding Inter Bank Advances In India Loans Cash Credit And Overdrafts In India Inland Bills Purchased And Discounted Inland Bills Purchased Inland Bills Discounted Foreign Bills Purchased And Discounted Foreign Bills Purchased Foreign Bills Discounted Bank Credit Excluding Inter Bank Advances In India Presentation Assets In India Net Liabilities For Section 42 Of RBI Act Minimum Deposit Required To Be Kept With RBI Savings Bank Account Demand Portion of Savings Bank Account Time Portion of Savings Bank Account Memorandum Items Presentation Paid up Capital and Reserves Paid up Equity Share Capital Reserves and Surplus Term Deposits Short-Term Time Deposits Long-Term Time Deposits Certificates Of Deposits Net Demand and Time Liabilities after deduction of Zero Reserve Prescriptions Deposits Required to be maintained as per Current Rate of CRR Other Liabilities On Which CRR Is Required Total CRR Required To Be Maintained under Section 42 Annexure A Presentation Liabilities Presentation Non-resident Deposits Non-resident External Rupee Account Non-resident Ordinary Deposits Foreign Currency Non-resident Banks Scheme Short-Term Foreign Currency Non-resident Banks Scheme Long-TermForeign Currency Non-resident Banks Scheme Other Non-resident Deposits Other Deposits And Schemes Exchange Earners Foreign Currency Resident Foreign Currency Accounts Resident Foreign Currency Old Scheme Resident Foreign Currency New Scheme ESCROW Accounts By Indian Exporters Foreign Credit Line For Pre Shipment Credit Account Credit Balances in ACU Account Deposits And Schemes Other Foreign Currency Liabilities To Banking System In India Inter Bank Foreign Currency Deposits Inter Bank Foreign Currency Borrowings Overseas Borrowings Assets Presentation Foreign Curreny Assets With Banking System In India Foreign Currency Lending Assets In India Other Foreign Currency Assets With Banking System In India Foreign Currency Assets With Others In India Foreign Currency Bank Credit In India Other Foreign Currency Assets With Others In India Overseas Foreign Currency Assets External Liabilities To Others Subject To Differential Zero CRR External Liabilities Fully Subject To CRR Prescription Net Inter Bank Liabilities Other Liabilities Under Zero Prescription Collaterised Borrowing and Lending Obligations Offshore Banking Units Liabilities Other Liability under Zero Prescription 1 Other Liability under Zero Prescription 2 Other Liability under Zero Prescription 3 Liabilities Subject To Zero CRR Memo Items of Annexure A Inter-bank Liabilities Presentation Total Interbank Liabilities Liability Having Maturity More Than 15 Days Upto 1 Year Net Long-Term Interbank Liabilities Inter-bank Assets Presentation Total Interbank Assets Assets Having Maturity More Than 15 Days Upto 1 Year Net Long-Term Interbank Assets ACU Dollar Funds Annexure A Hypercube Details of Value Details of Value (Domain) Amount of Revaluation Amount of Interest Accrued Annexure B Hypercube Type of Value Type of Value (Domain) Book Value Revaluation Value Annexure B Presentation Investments in Government Securities Short-Term Investments in Government Securities Long-Term Investments in Non-Approved Securities Investment in Commercial Papers Investment in units of Unit Trust of India or Mutual Funds Investment in Shares in India Investment in Shares of Public Sector Undertakings Investment in Shares of Private Corporate Sector Investment in Shares of Public Financial Institutions Investment in Other Shares Investment in Debentures and Bonds in India Investment in Debentures and Bonds of Public Sector Undertakings Investment in Debentures and Bonds of Private Corporate Sector Investment in Debentures and Bonds of Public Financial Institutions Investment in Other Debentures and Bonds Deposits Towards Priority Sectors Lendings Shortfall Memo Items of Annexure B Subscriptions to SharesDebenturesBonds in Primary Market Subscriptions through Private Placements Cash Reserve Ratio Version

FormA_Taxonomy_1in-rbi-rep-2009-01-15_prexml

Partho
File Attachment
Form A - Taxonomydocx

Regulatory Reporting by Banks to RBI

GAPS POSITIONS AND BALANCES (GPB)

As per extant instructions net overnight open position limit (NOPL) and aggregate gap limit (AGL) of AD Cat-I banks are required to be approved by the Reserve Bank For AD Cat-I banks incorporated in India the exposure limits fixed by the Board should be the aggregate for all branches including their overseas branches and Off-shore Banking Units For AD Cat-I foreign banks the limits will cover only their branches in India The HeadPrincipal Office of each AD Category-I bank should submit daily statement of Gaps Position and Cash Balances in Form GPB through the Online Returns Filing System (ORFS) XBRL as per the format prescribed AD Category-I banks may ensure that the reports are properly compiled on the basis of the prescribed guidelines The data for a particular date has to reach RBI by the close of business of the following working day

It uses the underlying XBRL taxonomy for defining the elements This taxonomy will represent the elements with multi-dimensional view using the Dimensions concept as defined in the Specification 10 a part of the XBRL 21 standard

FormGPB_Taxonomyzip

High Level Overview A new comer needs to develop a Tool which will act as a bridge between the banks internal data systems and RBIs regulatory reports It needs to have a staging database which acts as an intermediate repository of data Broadly the tool should consist of two components

bull One-time configuration and mapping bull Internal Data Extraction Aggregation amp Loading engine

If an ETL Tool is used then it must be able to extract Data and feed it to BI where BI will be used to generate reports The process flow diagram below explains the steps visually

Aggregation Logic for Data Computation

Extract Data for RBI Reporting

Configure the Tool to configure internally with the bankrsquos system

Bankrsquos Internal System

Data Filter to perform Business Validations

Load Processed Data in XBRL Template

RBI Submission

Author Partho H Chakraborty 6

Form GBP ndash Taxonomy

image1emf

FormGPB_Taxonomy

zip

FormGPB_Taxonomyzip

FormGPB_Taxonomy_1in-rbi-rep-2009-02-06xsd

Gaps Position and Balances linkpresentationLink linkdefinitionLink

FormGPB_Taxonomy_1in-rbi-rep-2009-02-06_defxml

FormGPB_Taxonomy_1in-rbi-rep-2009-02-06_labxml

Version Gaps Position and Cash Balances - Presentation Foreign Currency Balances Net Open Exchange Position Net Open Exchange Position in Domestic Currency Aggregate Gap Limit Maintained Value at Risk Maintained Foreign Currency Maturity Mismatch Currency Mismatch Duration of Currency Mismatch Duration of Currency Mismatch (Domain) I Month II Months III Months IV Months V Months VI Months Exceeding VI Months

FormGPB_Taxonomy_1in-rbi-rep-2009-02-06_prexml

Partho
File Attachment
Form GBP ndash Taxonomydocx

Regulatory Reporting by Banks to RBI

Process Flow for ETL Tool and BI Reports Key Features Login based access Only users authenticated would be allowed access to the system making it secure Multiple input data formats The tool should consume data directly from the source systems in various formats such as text csv database etc Integration tool An XTract wizard can be provided which can help to set up the data extraction logic User-friendly environment to map tags It should provide a variety of features with inbuilt validations to make the initial configuration and mapping very user friendly Mirror mappings It is should have a unique user friendly mapping feature Validations All the business validations technical validations as well as XBRL validations should be performed at every step of the processing Aggregation The tool should be intelligent enough to handle and perform all the required categorical aggregation for the related data items Business rules validation Business rule specified by the RBI or the bank can be incorporated in the data extraction process Data loading on RBI templates (say RCA2) Once the data to be reported is in place the compliance officer needs to run the loader which will use all the previously defined configurations and mappings extract the data from the sources run the aggregation logic filter out irrelevant data based on the business rules defined and then load the data directly into the RBI-defined template Dashboard Ideally Dashboard must be provided to get a synopsis of the various reports RBI

Bankrsquos Internal System

ETL Tool

Load Processed Data in XBRL Template

RBI Submission

Validate Reports

Data Store

Business Intelligence

Author Partho H Chakraborty 7

Regulatory Reporting by Banks to RBI

How will banks benefit Banks can get rid of manual extraction computation and filing of the data in these template They can also rely completely on the quality and accuracy of the data generated by the Tool This is a clear time-saver It will help banks in meeting the strict RBI deadlines for filing data This time savings will get more pronounced as and when more reports get added in the XBRL reporting framework Banks can get rid of manual extraction computation and filing of the data in this template They can also rely completely on the quality and accuracy of the data generated This is a clear time-saver It will help banks in meeting the strict RBI deadlines for filing data POC POC should be done ideally on

1 Basic Statistical returns 2 Risk management amp Capital adequacy 3 Recovery Defaulters Bad debt

Methodology This is a classic case of Build Vs Buy Many firms have built a tool to search out the required data collate it validate it and then push it to RBI with Dashboards as Value Add Most of these are tested with various banks and can be replicated easily For a new comer there are 2 options They either build such a tool or develop an expertise to sieve out the correct data from a whole mass of data and use BI to generate reports If done in 1 bank successfully then it can be replicated in other banks given the logic and process remains the same Steps

1 Identify 5 Reports 2 Get Sample Data for 5 Reports 3 Use ETL Tool to pick up the correct data for each Report 4 Push the data to a Data Store 5 Use BI to generate the Reports 6 Validate the Data

Advantages All banks have BI and ETL tool and thus it is more of costs on Man-Hour basis where they do not have to buy anything extra SO it is a cost savings in terms of not purchasing new utilities software etc There is no license cost and the bank is in total control of the reports to be submitted to RBI They can also train people internally to generate reports Dis-advantages Reports are dynamic and with new reports or modification of older reports or combining 2 or more reports completely or partially would mean to re-work on the Logic This might be time consuming Also The BI would be used for other purposes unlike the readymade solutions which are Report Generation only This could prove challenging especially when a lot of reports have to be generated for multiple stake-holders apart from RBI

Author Partho H Chakraborty 8

Regulatory Reporting by Banks to RBI

Another important fact is that if the BI crashes or does not work for any reason whatsoever it could hold them back from generating reports till rectified But if the tool acquired from vendors malfunctions they can always get a replacement to get the work going Actual Test What we are proposing is to show some data manufactured to the likeliness of real data and then to churn it out to give the report I am not too sure if it will not do as our data is in a glass house environment It is very easy to spot it and use it In a real scenario the data will be in various locations and in various formats just imagine in a Jungle We will have to find it out extract it and then churn it to get the required report After we get the report we need to validate it before submitting it to RBI The challenge is immense here The other challenge is to get the required data and the RBI formats Software Requirements The most important component is the Logic to extract data and have it processed under BI to give the desired results Hardware Requirements ETL Tool Data Store BI Other Requirements Information or Template which RBI provides to banks to help them capture and generate reports Time Frame At least 15 days to do a POC for any 5 reports Returns There are 223 Returns to be filed with RBI where some are filed daily fortnightly monthly quarterly and annually A sample is given as follows

bull Basic Statistical returns bull Forex amp International Ops bull Investment in treasury bull DSB Returns bull Advances bull Deposits bull Risk management amp Capital adequacy bull Financial inclusion bull Balance sheet connected returns bull Frauds bull Reconciliation bull Recovery Defaulters Bad debt

Author Partho H Chakraborty 9

Regulatory Reporting by Banks to RBI

List of ReturnsxlsxList of Statistical

Returns to be submitt

Embedded below is comprehensive list of Returns to be filed with RBI Sample Data for Delinquencies This data also has a Dashboard associated with it The Dashboard is a swf file

NPAsxls

Note Names if any are Suggestive only and without any relation to any real entity

whatsoever It is only to give a feel and touch of how transactions can be structured and names are indicative

This article is meant for education purposes only and it is not be reproduced for any commercial purpose by print or electronic medium whatsoever

This case study is written by with inputs from RBI

Partho H Chakraborty

A - 305 DSR Spring Beauty Apts 1241 ITPL Main Road Brookefields Kundalahalli Bangalore - 560 037 India Tel +91 80 420 50293 Cell +91 99863 22504 email parthohcairtelmailin parthohcrediffmailcom Skype parthohc01

Author Partho H Chakraborty 10

returns to be submitted

returns not to be submitted

Partho
File Attachment
List of Returnsxlsx

AnnexureList of Statistical Returns to be submitted to the Reserve Bank of India under the

Basic Statistical Returns (BSR) System

Sr Name Scope of the Return Frequency To be Procedure for forwardingNo of the prepared the Return to the Reserve

Return by Bank of India1 BSR-1A All borrowal accounts with credit Annual as All The branchesoffices of the

limits over Rs2 lakhs are to be on 31st branches banks should forward the BSR-individually listed along with March offices of 1A and BSR-1B returns togetherparticulars of district and population banks and also BSR-2 to theirgroup of the place of utilisation type RegionalHead Offices Theof account organisation RegionalHead Offices of theoccupation nature of borrowal banks should forward theseaccount asset classification rate returns after preliminaryof interest credit limit and amount scrutiny and rectification ofoutstanding in respect each loan or errors if any to the Directoradvance RegionalCentral Office

Department of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia at the centres ChennaiDelhiKolkata Mumbai with two

BSR-1B All borrowal accounts with credit -do- -do- months from the referencelimits of Rs2 lakhs and less are to date In the case of banksbe classified according to submitting data on magneticoccupation and aggregate figures media they should get thefor each occupation should be sample printout of data blocksfurnished in a consolidated form for verified from the respectiveeach branch Regional Offices of Reserve

Bank of India and forward theBSR-2 Category-wise number of staff -do- -do- edited data tapes with proper

number of accounts and amount external labels of Bankingoutstanding according to type of Statistics Division at Mumbaideposits and classification of all term under advice to the concerneddeposits according to maturity Regional Office of Reservebroad interest rate ranges and size Bank of India within fourof deposits months from the reference

date

2 BSR-3 Bankrsquos advance against security of Monthly as Head Office Head Offices of banks shouldselected sensitive commodities on the last of banks collect information from

Friday of branches which account for 80-every 85 of advances and themonth consolidated return should be

sent to the Adviser-in-ChargeMonetary Policy DepartmentReserve Bank of India CentralOffice Bldg Mumbai 400 001

3 BSR-4 Ownership pattern of deposits Annual on The The selected branchesofficessample selected will forward the returns to thebasis as on sample RegionalHead Offices The31st March branches RegionalHead Offices will send

offices of the returns to the Director

banks RegionalCentral OfficeDepartment of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia ChennaiDelhiKolkataMumbai within two monthsfrom the reference date

5 BSR-5 Pattern of Investment of bank in Annual as The Head To be forwarded to the DirectorCentral and State Government on 31st Offices of Banking Statistics DivisionSecurities Other Trustee March banks DESACS Central OfficeSecurities shares etc Reserve Bank of India Mumbai

within two months from thereference date

6 BSR-6 Survey of Debits to Deposit Quinque- The The selected branchesofficesAccounts nnial on selected will forward the returns to the

sample sample RegionalHead Offices Thebasis for branches RegionalHead Offices will sendApril-March offices of the returns to the Directorof the year banks RegionalCentral Office

Department of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia ChennaiDelhiKolkataMumbai within two monthsfrom the reference date

7 BSR-7 Quarterly survey on Aggregate Quarterly Branch- To be forwarded to the DirectorDeposits and Gross Bank Credit as on the wise Banking Statistics Division

31st March information DESACS Central Officeand last to be Reserve Bank of India MumbaiFriday of prepared within one month from theJune by Head reference dateSeptember Offices ofand the banksDecemberof the year

Partho
File Attachment
List of Statistical Returns to be submitted to the Reserve Bank of India under the Basic Statistical Returnspdf

Sheet1

Sheet2

Sheet3

NPA Analysis V10swf

MBD001388A2NPA Analysis V10swf

Partho
File Attachment
NPASxls
Disclosures under Pillar 3 (Market Discipline) in terms of New Capital Adequacy Framework (Basel II) of Reserve Bank of India
NPAs RECOVERIES
Qtr - 1 Qtr - 2 Qtr - 3 Qtr - 4 Qtr - 1 Qtr - 2 Qtr - 3 Qtr - 4
Gross NPAs 65551 52094 49182 35900 Recoveries 18106 19169 16077 15129
Substandard 27437 20629 19620 15246 Substandard 10034 5123 7587 6387
Doubtful -1 15118 14041 13878 9705 Doubtful -1 4010 6865 5556 3145
Doubtful -2 14280 10588 9360 5955 Doubtful -2 2403 1145 1908 3386
Doubtful -3 7486 5765 5368 4462 Doubtful -3 1429 5765 834 2109
Loss 1230 1071 956 532 Loss 230 271 192 102
Gross NPAs Break-up Region wise Recoveries Break-up Region wise
North 17779 13059 14008 9876 North 4977 5451 4363 4289
Substandard 6850 5203 5408 4015 Substandard 2509 1579 2176 1803
Doubtful -1 3879 3299 3376 2578 Doubtful -1 1234 1767 1578 992
Doubtful -2 4570 2647 3637 1532 Doubtful -2 809 307 351 847
Doubtful -3 2071 1541 1342 1516 Doubtful -3 357 1798 208 601
Loss 409 369 245 235 Loss 068 000 050 046
South 17543 15378 13017 10349 South 5007 4799 3812 3764
Substandard 7501 6934 4908 4557 Substandard 2976 1276 1897 1459
Doubtful -1 4234 3562 4678 3209 Doubtful -1 1098 1908 1209 723
Doubtful -2 3565 3003 1586 1389 Doubtful -2 593 286 397 1021
Doubtful -3 1922 1623 1543 1038 Doubtful -3 299 1254 309 527
Loss 321 256 302 156 Loss 041 075 000 034
East 16094 11876 12101 8840 East 5091 4818 4362 3301
Substandard 8023 4593 5272 3590 Substandard 3177 1198 2033 1528
Doubtful -1 3601 2908 3470 2461 Doubtful -1 976 1761 1389 786
Doubtful -2 2309 2587 1797 1673 Doubtful -2 601 350 683 965
Doubtful -3 1809 1456 1365 1029 Doubtful -3 254 1441 209 000
Loss 352 332 197 087 Loss 083 068 048 022
West 14135 11781 10056 6835 West 3031 4101 3540 3775
Substandard 5063 3899 4032 3084 Substandard 1372 107 1481 1597
Doubtful -1 3404 4272 2354 1457 Doubtful -1 702 1429 138 644
Doubtful -2 3836 2351 234 1361 Doubtful -2 400 202 477 553
Doubtful -3 1684 1145 1118 879 Doubtful -3 519 1272 108 981
Loss 148 114 212 054 Loss 038 128 094 000
Net NPAs 3639 22345 21699 20009
Advances
Gross Advances 30631 31008 34635 30684
Net advances 30325 37242 39453 46533
NPA Ratios
Gross NPA to Gross Advances 214 168 142 117
Net NPA to Net Advances 120 060 055 043
Movement of NPAs (Gross)
Opening Gross NPA 62903 56946 53088 40375
Additions to Gross NPAs 20754 14317 12271 10654
Reductions to Gross NPAs 18106 19169 16077 15129
Closing Balance of Gross NPAs 65551 52094 49182 35900
Movement of NPA Provisions
Opening Balance of NPA Provisions held 34844 31259 30640 26443 Gross Profit 109293 132330 139704 142122
Provisions made during the period 15681 12395 10751 9875 Net Profit 78701 80123 86745 90837
Write-offs during the period (Loss) 1000 800 764 430
Write-back of excess provisions during the period 000 000 000 000
Closing Balance of NPA Provisions 49525 42854 40627 35888
Amount of Non-performing Investments (gross) 558 538 434 318
Amount of Provisions held for Non-performing Investments 558 538 434 318
Net NPAs = Gross NPA ndash (Balance in Interest Suspense account + DICGCECGC claims received and held pending adjustment + Part payment received and kept in suspense account + Total provisions held)
NPA Dashboard
To see the dashboard do the following
1 Right Click on the box
2 Click on Package Object
3 Click on Activate Contents
(b) List of returns not to be submitted by SCBs (excluding RRBs) to the RBI
SrNo Return name Description Frequency
1 Details of any shareholdings exceeding 5 of the total equity capital of the bank Details of any shareholdings exceeding 5 of the total equity capital of the bank As and when exceeded
2 Statement showing interest rates of commercial banks for credit limits over Rs2 lakh Item PLR wef 01012004 Max Min and interest rate range in which 60 or more business is contracted Quarterly
3 Details of foreign liabilities and assets of the banking sector Details of foreign liabilities and assets Yearly
4 CIBIL Consent clause Quarterly
5 Particulars of borrowers directors partners furnished in the defaulters lists who have been allowed fresh limits enhancements renewals Particulars of borrowers directors partners furnished in the defaulters lists who have been allowed fresh limits enhancements renewals Quarterly
6 Special Quarterly Return Outstanding credit for NBG broken by circles classified by product and by above and below PLR Quarterly
7 Segment-wise position of advances NPAs provisions and recovery Details like gross advances net advances opening balance of gross NPAs gross recovery provisions held recovery made in written off accounts not parked in AUCA segment-wise Quarterly
8 Report on NPAs in priority sector advances Segment-wise advances to priority sector NPAs in priority sector and NPAs as of priority sector advances and out of above the age-wise classification of NPAs in priority sector NPAs in various Govt sponsored schemes Quarterly
9 List of NPAs for Rs1 crore and above Details include date of original sanction date of identification as NPA position category present status Quarterly
10 P-segment NPAs under priority sector P-segment NPAs under priority sector Quarterly
11 NPA reduction budget All the details concerning NPAs are consolidated in one report for annual budgeting Yearly
12 RBI investment studies Details are date of sanction name of the lead institution and date of sanction institutions share in project cost name of the project paid up capital Particulars of (capacity size units numbers etc) Date of project project cost implementation Quarterly
13 Details of investments by FIIs NRIs in perpetual cumulative preference shares qualifying as Tier I capital To track the FII and NRI investments Quarterly
14 Prudential exposure limits Details for limits on exposure to individual and group borrowers As and when fresh capital is raised and on 1 April every year
15 Progress report under RBI OTS SME Number and amount details for RBI OTS SME out of RBI OTS SME Govt sponsored scheme RBI OTS small loans Quarterly
16 Review of wilful defaulters (Rs 25 lakh and above) Action initiated against the wilful defaulters review of the wilful defaulters- suit filed non-suit filed accounts Half-Yearly
17 Market related returnon forward rate agreement Market related returnon forward rate agreement Fortnightly
18 Review of loss making branches along with category-wise classification Review of loss making branches along with category-wise classification Yearly
19 Review of credit monitoring system under IRAC norms Review of credit monitoring system under IRAC norms Half-Yearly
20 Review of AUCAs AUCA position movement in AUCA segmental analysis age-wise analysis of AUCAs with outstandings of Rs1 crore and above transfer to ARCIL position on filing of suits value wise analysis of AUCAs list of accounts for Rs1 crore and above Quarterly
21 List of top ten good and bad accounts List of top ten good and bad accounts Half-Yearly
22 Performance memorandum submitted to the Board Performance memorandum submitted to the Board Half-Yearly
23 Scheme of amalgamation ndash quarterly returns Return No 679 and progress report Quarterly
24 Concurrent audit reports of retailing of Government securities transactions Concurrent audit reports of retailing of Government securities transactions Monthly
25 R6 Outstanding guarantees wherein default and claim has arisen but payment not made to the beneficiary Quarterly
26 EFTNEFT Non-cashnon-paper transactions Monthly
27 RTGS RTGS Daily
28 Deployment of gross bank credit by major sectors Sector-wise deployment of credit Quarterly
29 Trade-related advances granted outstanding out of funds in EEFC accounts Trade-related advances granted outstanding out of funds in EEFC accounts Half-Yearly
30 Statement I on cross currencies Statement of cross currency Weekly
31 Statement II on cross currencies Statement of cross currency Weekly
32 Statement III on cross currencies Statement of cross currency Monthly
33 REC Reconciliation Half-Yearly
34 Statement of structured liquidity-domestic asset liability management Statement of structured liquidity-domestic asset liability management Weekly
35 BEXI-IA BEXI-IA Monthly
36 IBS-Reporting of derivative transactions IBS-Reporting of derivative transactions Quarterly
37 Soliciting foreign currency deposits at banks outside India Soliciting foreign currency deposits at banks outside India Monthly
38 Progress report on frauds above Rs 1 crore Progress report on frauds above Rs 1 crore Quarterly
39 Review of investment at foreign offices Review of investment at foreign offices Yearly
40 Host countries regulation report Host countries regulation report Ad-hoc
41 Synopsis of frauds reported by foreign offices Synopsis of frauds reported by foreign offices Ad-hoc
42 Compliance with regulatory requirements of host country regulations Compliance with regulatory requirements of host country regulations Quarterly
43 Authorised Dealers Category-II Authorised Dealers details Fortnightly
44 Weekly market access Statement showing market access limit available for undertaking FCY-INR principal only swap (POS) transactions Weekly
45 Special Fortnightly Return ( SFR IIIA) Money market operations-total funds borrowed and lending Fortnightly
46 Special Fortnightly Return ( SFR IIIE) Daily call and short notice money operations Fortnightly
47 IRSFRA-Derivative return no207 Statement of IRSFRA-Derivatives Fortnightly
48 Survey of SSI branches Survey of SSI branches Yearly
49 Seven point programme Seven point programme Yearly
50 Micro credit Micro credit Half-Yearly
51 IBA priority sector (flow of agriculture doubling) Flow of agriculturedoubling Monthly
52 Self Help Group (SHG) Contains state-wise region-wise SHGs maintaining savings accounts with number of SHGs financed during the year alongwith loan outstanding gross NPA and recovery percent with sub sectorwise data and SHGs of Govt sponsored schemes exclusively to women through SHGs Yearly
53 General information(CampISSI)- account reviewrenewals for FBWC Status of reviewrenewal of borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
54 Age wise classification of non-renewed accounts Status of reviewrenewal of borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
55 FFR-1FFR-2 Reports on borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
56 Review of claims lodged with ECGC LTD Review of claims lodged with ECGC LTD Half-Yearly
57 LEC Statement of purchases sales of shares debentures made on behalf of FIIs under portfolio investment scheme As and when occasion arises
58 Monthly statement showing progress made in the issue of Swarojgar Credit Cards Monthly statement showing progress made in the issue of Swarojgar Credit Cards Monthly
59 Service Area Monitoring and Information System (SAMIS) Credit disbursal - semi-urbanurban branches - (non services branches) Monthly
60 Service Area Monitoring and Information System (SAMIS) Credit disbursal - semi-urbanurban branches - (non services branches) Quarterly
61 Service Area Monitoring and Information System (SAMIS) LBR-3U3 - Part A Credit disbursal - semi-urbanurban branches - (non services branches) Quarterly
62 Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part B Credit disbursal - semi-urbanurban branches - (non services branches) Half-Yearly
63 Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part C- as on last day of June Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part C- as on last day of June Yearly
64 Special rural housing scheme of NHB Special rural housing scheme of NHB Quarterly
65 Infrastructure finance for projects with fund-based aggregate limits of Rs 50 crore and above Infrastructure finance for projects with fund-based aggregate limits of Rs 50 crore and above Quarterly
66 Compromise or negotiated settlements of NPAs Compromise or negotiated settlements of NPAs Half-Yearly
67 Service Area Monitoring and Information System (SAMIS) - LBR-1U1 Service Area Monitoring and Information System (SAMIS) - LBR-1U1 Yearly
68 Annual review of frauds- as on 31-Dec Annual review of frauds- as on 31-Dec Yearly
(a) List of returns to be submitted by SCBs (excluding RRBs) to the RBI
SrNo Return name Description Frequency
1 Details of any shareholdings exceeding 050 of the total equity capital of the bank Details of any shareholdings exceeding 050 of the total equity capital of the bank As and when exceeded
2 Opening closing of branches Not later than two weeks after openingshiftingclosingrelocating As and when occasion arises
3 Quarterly returns related to branch banking are required to be forwarded to all the regional offices of DBOD RBI Within 14 days of the end of the quarter to which it relates Quarterly
4 Closing of branches Proforma-II Section 23 of BR Act 1949 - Statement of change in status merger closure etc of existing office branch during the Quarter (Proforma-II) Quarterly
5 DRT statements (suit filed and decreed) The total number of suit filed and decreed accounts before DRT the amount recovered legal expenses etc Quarterly
6 SARFAESI Act 2002 position of action taken Notices issued recovery made recovery through compromise Quarterly
7 Progress made in recovery under the forum of Lok Adalats Eligible cases cases decided and recovery made Quarterly
8 Financial inclusion - number of no frill accounts opened Compilation of data and review Quarterly
9 Report on issue of Subordinated Debt raising of Upper Tier II Capital Perpetual Debts and Equity Capital (Qualified Institutional Placements-QIP Preferential issue to Promoters GDR issue) together with copy of document Report on issue of Subordinated Debt raising of Upper Tier II Capital Perpetual Debts and Equity Capital (Qualified Institutional Placements-QIP Preferential issue to Promoters GDR issue) together with copy of document Within 1 week from date of issue
10 Payment of dividend Details of dividend declared during the financial year and other details as per the circular Within a fortnight after declaration of dividend
11 Quarterly report on progressive use of Hindi Covering details of documents issued under Section 3(3) of OL Act 1963 letters received in Hindi and replied to in Hindi Hindi correspondence Use of Hindi in internal work computers website ATMs Training Establishments Staff related details Quarterly
12 Form - VIII Statement of demand and time liabilities and investments for calculation of SLR Monthly
13 List of defaulters (non suit filed - wilful defaulters Rs25 lakh and above) Data collecteddisseminated on quarterly basis Quarterly
14 List of defaulters (non suit filed - defaulters account Rs1 crore and above) Data collecteddisseminated on half-yearly basis Half-yearly
15 Form IX Statement showing unclaimed deposits required to be listed as statutory list Annual
16 Form-A Provisional (Sec42) Used for compilation of monetary aggregates commercial bank survey compilation of NRI deposits Fortnightly
17 Form-A Final (Sec42) Used for compilation of monetary aggregates commercial bank survey compilation of NRI deposits computation of CRR Fortnightly
18 Data on non SSI sickweak industrial units as of 31st March Industry-wise number of accounts whether sickweak publicprivate Yearly
19 Form C Export finance ndashdisbursement and balance outstanding Quarterly
20 Form A Statement showing limit sanctioned and balance outstanding in the borrower accounts of parties having working capital limits of Rs10 crore or above from the entire banking system Quarterly
21 DSB-O-report on assets liabilities and exposures Break up of assets and liabilities on the basis of residual maturity next repricing date gap off balance sheet exposures unreconciled entries with other branches with other Indian banks branches in same foreign centre and accounts with other banks Quarterly
22 DSB-O-report on structural liquidity Break up of inflows and outflows on the basis of residual maturity mismatch cumulative mismatch and mismatch as per cent of outflows Quarterly
23 DSB-O-report on problem credit and investments Credit including off balance sheet exposure-list of customers of USD 2 million and above investments-list of customers of USD 1million and above Quarterly
24 DSB-O-report on large exposures Details of borrower accounts between USD 1 million to 5 million and above separately Total limits sanctioned divided into funded and non funded limits amount outstanding and security value Quarterly
25 DSB-O-report on country exposure and maturity Country classification due within 6 months between 6 months to 1 year1 year to 5 years and over 5 years Quarterly
26 DSB-O-report on profitability Interest income interest expense net interest income other income total expenses operational surplusdeficit profitloss before tax net profitloss Select productivity ratios Quarterly
27 DSB-O-report on frauds Details of individual fraud cases along with summary of fraud cases Quarterly
28 Balance Sheet Analysis (BSA) Audited accounts of the bank with notes on accounts Yearly
29 DSB return noI - Report on assets liabilities and exposures (Indian offices) Assets - cash loans and advances investments etc liabilities - deposits borrowings provisions etc capital and reserves off balance sheet exposures ndash credit contingents and commitments forex contracts and derivatives and long outstanding un-reconciled entries - accounts with banks inter branch adjustments and sundry debtors Monthly
30 DSB Return noII-report on capital adequacy Computation of capital base computation of risk weighted assets and risk based capital ratios - CRAR Core CRAR Quarterly
31 DSB return noIII- report on quarterly operating results Interest income interest expenses earnings before provisions and taxes interest receivable on NPAs not recognized as income and net profit and retained earnings Quarterly
32 DSB return noIV- report on asset quality Portfolio analysis - loans and advances other interest bearing assets (by delinquency in interest payment) classification of risk assets sectoral analysis of loan assets ndash priority sectors and other sectors top 30 impaired credits quality of securities portfolio - SLR securities non-SLR securities data on industry-wise exposure of banks exposure to sensitive sectors Monthly
33 DSB return noV - report on large credits Large credits to individual borrowers (above 15 per cent of total capital funds to be reported) large credit to borrower groups (above 30 per cent oftotal capital funds to be reported) Quarterly
34 DSB return noVI-report on connected lendings Credit to subsidiaries and associates credit to significant shareholders (holding 5 per cent or more of share capital or voting power) and credit to directorsmanagers Quarterly
35 DSB return no VII -report on ownership and control Top ten shareholders shareholder control - details about significant shareholders composition of board of directors and key executive officers Half-yearly
36 DSB return noVIII-statement of structural liquidity Time bucket wise outflows and inflows bucket wise mismatch cumulative mismatches etc top 20 large deposits and classification of term deposits Fortnightly
37 DSB return noIX-statement of interest rate sensitivity-rupee Time bucket wise liabilities time bucket wise assets and bucket wise gap (assets ndash liabilities) Monthly
38 DSB return no X- report on maturity and position (forex) Time bucket wise off balance sheet exposuresgap time bucket wise balance sheet itemsgaps residual gap aggregate gap limit Monthly
39 DSB return noXI-statement of interest rate sensitivity (forex) Time band exposure of rate sensitive assets time band exposure of rate sensitive liabilities and off balance sheet derivative products like IRS FRAs etc Monthly
40 RBS -1 (risk based supervision) Retail loan portfolio rating wise distribution of standard advances and rating wise distribution of Non-SLR investments Derivatives and loan sales and securitisation Quarterly
41 Return on operations of subsidiariesJVsassociates Informationdata on financial performancecondition of subsidiaries joint ventures associates of banks including contingent liabilities Quarterly
42 Consolidated Prudential Return (CPR) 1 Part-A consolidated balance sheet Part-B details on subsidiariesrelated entities Half-yearly
43 Equity investment in capital markets This is an ad-hoc excel sheet collected from 15 select banks and is not a part of regular returns collected by OSMOS Weekly
44 Return on off-shore banking units Details on off-shore banking units Quarterly
45 Statement on reconciliation of inter-branch accounts To monitor the entries outstanding for more than six months in inter-branch accounts Quarterly
46 Statement on reconciliation of clearing differences To monitor the entries outstanding for more than six months in clearing differences Quarterly
47 Statement on the position of balancing of books To monitor the number of branches where books have been balancednot balanced Quarterly
48 Statement on quick special audit of sundry depositssuspense account To monitor outstanding entries for Rs50000- and above for more than six months in these accounts Quarterly
49 Statement on bad debts written off To monitor the category-wise the amounts of bad debts written off Yearly
50 Reconciliation of outstanding entries in inter-bank (Nostro) accounts Outstanding entries for more than six months in inter-bank accounts and NOSTRO accounts Monthly
51 FMR-I Report on actual or suspected frauds in banks - within three weeks from the date of detection As and when the fraud occurs
52 FMR-II Reported closed and outstanding cases of frauds and IPC classification amount-wise and involvement-wise - within 15 days of the end of the quarter to which it relates Quarterly
53 FMR-III Progress report on frauds of large value - within 15 days of the end of the quarter to which it relates Quarterly
54 FMR-IV (revised name SMR-I) Report on dacoitiesrobberiestheft burglaries - immediately on their occurrence Also submission of quarterly consolidated statement in FMR-4 format within 15 days of the end of the quarter to which it relates Quarterly
55 VMR-I Report on action plan in public sector banks Quarterly
56 VMR-II (revised name SMR-II) Report on the security arrangements in public sector banks Contains information regarding number of branches considered vulnerable branches provided with armed guards alarm system and other security measures provided Quarterly
57 VMR-III (revised name VMR-II) Report on action taken against employees involved in frauds and corrupt practices Quarterly
58 Position of staff side action A statistical statement reporting period-wise pending cases against staff members Quarterly
59 Report on financial conglomerates Capturing the intra-group transactions and exposures amongst the identified FCs Quarterly
60 Statement describing the critical systems their recovery time objectives and the banks strategy to achieve them Statement describing the critical systems their recovery time objectives and the banks strategy to achieve them Yearly
61 Major failures during the period for critical systems customer segmentservices impacted and steps taken to avoid such failures in future Major failures during the period for critical systems customer segmentservices impacted and steps taken to avoid such failures in future Quarterly
62 Progress report on implementation of risk management systems ALM risk based supervision and risk based internal audit Risk management systems ALM Quarterly
63 Risk based supervision-compilation of risk profile templates Assessment of business risk areas and control risk areas Half-yearly
64 Whole bank long form audit report and compliance thereof Whole bank long form audit report and compliance thereof Yearly
65 Quarterly reviewed results Quarterly reviewed results Quarterly
66 Data related to IRS deals Item wise details of principal amount trading book banking book Monthly
67 Half yearly review of investment of portfolio QualitativeQuantitative review of entire investment portfolio of the bank for the half year Half-yearly
68 Progress report on operations of the smartdebit cards Progress report on operations of the smartdebit cards Half-yearly
69 Non-option rupee derivative report Foreign exchange contracts and benchmark wise details of other derivatives position Monthly
70 Capital adequacy statement Calculation of capital adequacy ratio under the new BASEL II (revised framework) Quarterly
71 Exposure towards credit derivatives and other investments Exposure towards credit derivatives and other investments and related MTM losses by overseas operations of Indian banks Monthly
72 Loss assets gt 2 years old where no legal action has been initiated Loss assets gt 2 years old where no legal action has been initiated Half-yearly
73 RBI note refund rules - statement of defective notes adjudicated at currency chests branches Statement of defective notes adjudicated at currency chests branches Quarterly
74 Counterfeit notes detected by banks Part-1 contains StateUnion Territory-wise summary of counterfeit notes detected by bank on an All-India basisPart-2 reflects cases of FIRs lodged by banks Monthly
75 Format for furnishing addresses etc particulars of Forged Note Vigilance Cell (FNVC) to RBI The return conveys the following particulars - Address of FNVCName and designation of officer-in-chargeTelephone numberFax numberE-mail address Annual (as on 1st July)
76 Status report on forged notes The report covers a brief account of the functions discharged by the Forged Note Vigilance Cell of the bank with reference to the points covered in para-7 of the master circular on detection and impounding of forged notes Quarterly
77 PDs call money transactions with commercial banks (Return from PDs) Compilation of new monetary aggregates Fortnightly
78 SBI-outstanding in Government securities by employees provident funds organisation Compilation of ownership of central and state Government securities for the publication Handbook of Statistics on India Economy Annual
79 Form TC Compilation of short term credit extended for imports and payments thereof Monthly
80 Interest rates on NRI deposits Interest rates on NRI deposits Monthly
81 NostroVostro balances of ADs NostroVostro balances of ADs Monthly
82 Investments by FIIs Reconciliation Monthly
83 Yen holdings of Government of India International investment position Monthly
84 Government of India lines of credit monthly statement of accounts BoP compilation Monthly
85 Forward exchange cover for FIIs Forward exchange cover for FIIs Ad hoc
86 Data of Authorised Dealer category branches Category-wise branch list Yearly
87 Statement of permission granted for opening of trading non-trading office posting of representative abroad Statement of permission granted for opening of trading non-trading office posting of representative abroad Yearly
88 Statement indicating the details of remittances made by NRIs PIOforeign nationals Statement indicating the details of remittances made by NRIs PIOforeign nationals Yearly
89 Statement indicating the details of forex utilization of international debit cards for amount exceeding USD 100000 in a calendar year Statement indicating the details of forex utilization of international debit cards for amount exceeding USD 100000 in a calendar year Yearly
90 Daily ADRs GDRs report Submission of contract notes received from broker for re-issuance of ADRGDR Daily
91 FII investment in Government securities Details of investment done by foreign institutional investor in Government securities On demand
92 GDRs release statement Opening balance of ADRGDR underlying shares total cancellation re-issuance of ADRGDR closing balances of ADRGDR underlying shares and balances ADRGDR Monthly
93 ADR GDR cancellation report Cancellation of ADRGDR received from overseas depository body Fortnightly
94 STAT-5 Statement of FCNR deposits (total inflow outflow and outstanding deposits under FCNR accounts) Monthly
95 STAT-8 Statement showing inflowoutflow of deposits under non-resident (external) rupee (NRE) accounts scheme and NRO accounts scheme for the specified month Monthly
96 BAL statement Foreign currency balances of Authorized Dealers and rupee balances of non-resident banks Fortnightly
97 Interest rates on FCNR(B) deposits Interest rates on FCNR(B) deposits Monthly
98 R return Turnover of foreign currency transactions and balances (inward and outward remittances in foreign currencies) Monthly
99 SGLCSGL reconciliation return SGL reconciliation Quarterly
100 MICR cheque clearing return MICR cheque clearing return Monthly
101 Non-MICR cheque clearing return Non-MICR cheque clearing return Monthly
102 ECS ECS Monthly
103 State-wise ATMs data State-wise ATMs data Quarterly
104 Area-wise ATMs data Area-wise ATMs data Quarterly
105 Cards data Cards data Monthly
106 Pre-paid cards Pre-paid cards Quarterly
107 Audited accounts Copy of annual report with audited statements of accounts and published data of accounts Yearly
108 Form-X ndash statement of assets and liabilities Monthly assets and liabilities of domestic operations estimation of household financial savings Monthly
109 Basic Statistical Return - I (1A and 1B) Relates to bank credit as of 31st March (Advance Details) Yearly
110 Basic Statistical Return - II Classification of deposits with scheduled commercial banks Yearly
111 Basic Statistical Return - IV Survey on composition and ownership of deposits as on 31st March Yearly
112 Basic Statistical Return - V Total investment security-wise details as per annual accounts Yearly
113 Basic Statistical Return - VI Survey of debits to deposits and credits Once in two years
114 Basic Statistical Return - VII Aggregate deposit and advances of all branches Quarterly
115 Opening of new branches Proforma-I Section 23 of BR Act 1949 - statement of new office branch opened during the quarter (Proforma-I) Quarterly
116 IBS return International assets and liabilities of banks in India Quarterly
117 CPIS Co-ordinated portfolio investment survey of banks in India Annual
118 NRD-CSR Non-resident deposits comprehensive single return on NRFCNR deposits and their transactions in a month Monthly
119 ECB-2 return External Commercial Borrowings Monthly
120 FETERS (R-return) Foreign exchange transactions of banks in India Fortnightly
121 Banking service price index The statement comprises of data related to fees income and fee charges for banking services provided by the bank and selective data on deposits and loans Monthly Quarterly
122 Change in status (category) of offices branches dealing in forex Change in status (category) of offices branches dealing in forex As and when occasion arises
123 Applying for AD code Immediately on opening of new branches As and when occasion arises
124 Forex Turnover Data (FTD) Forex turnover data Daily
125 Gaps Positions and Balances (GPB) Gaps of foreign currency net open exchange positions and cash balances Daily
126 Overseas foreign currency borrowing by ADs Category-I To monitor the level of overseas foreign currency borrowings by ADs Category-I Monthly
127 Consolidated information relating to exposures of corporates in foreign currency Consolidated information relating to exposures of corporates in foreign currency Quarterly
128 Foreign Currency Rupee (FCR) option To know the volume of option transactions of ADs Category-I Weekly
129 Cross currency derivative transactions statement To know the volume of transactions Half-yearly
130 Booking of forward contract by SMEs and individuals To know the forward contracts booked and cancelled by SMEs and individuals Quarterly
131 Commodity hedging (No format) To know about permission given by ADs Category-I to listed corporates to hedge prices of commodities importedexported in overseas commodity exchanges Yearly
132 Commodity hedging (No format) To know about permission given by ADs Category-I to listed corporates to hedge prices of select metals and ATF in overseas commodity exchanges Monthly
133 Remittances under RDA (E-statement) To know the amount received under RDA Quarterly
134 Vostro list List of Vostro accounts YearlyAs and when account is opened
135 List of officesbranches maintaining (Rupee and ACU Dollar) accounts of non-resident banks and list of Vostro accounts List of officesbranches maintaining (Rupee and ACU dollar) accounts of non-resident banks and list of Vostro accounts Yearly
136 XOS statement Details of overdue export - bills outstanding for more than 6 months and value above USD 25000 Half-yearly
137 BEF statement Bill of entry not received - for value USD 1 lakh and above Half-yearly
138 Advance remittance for import of rough diamonds aboveequal to USD 5 Million Advance remittance for import of rough diamonds aboveequal to USD 5 Million RBI2006-2007278A P (DIR Series) Circular No 34 Half-yearly
139 Statement on guarantees LOULOC Guarantees letter of undertakingletter of comfort issued Quarterly
140 Form ODI (Part I to IV) Form ODI (Part I to IV) As and when occasion arises
141 ESOP reporting ESOP reporting Yearly
142 Investment by mutual fund in overseas securities Investment by mutual fund in overseas securities Monthly
143 Reporting of portfolio investments by Indian companies Reporting of portfolio investments by Indian companies Monthly
144 FII weekly FII inflow and outflow Weekly
145 Liberalised Remittance Scheme of USD 200000 for resident individuals Liberalised Remittance Scheme of USD 200000 for resident individuals Monthly
146 Details of remittances made by NRO account Remittances made out of NRO accounts up to 1 million USD per calendar year - Facilities to NRIsPIOs and foreign nationals - liberalisation Quarterly
147 List of equity and convertible debentures (LECNRI) Statement of purchases sales of shares debentures made on behalf of NRIs persons of Indian origin under portfolio investment scheme Daily
148 List of equity and convertible debentures (LECFII) Statement of purchases sales of shares debentures made on behalf of FIIs under portfolio investment scheme Daily
149 Statement of inflow outflow on account of remittance received made in connection with transfer of shares convertible debentures by way of sale Statement of inflow outflow on account of remittance received made in connection with transfer of shares convertible debentures by way of sale Monthly
150 Inflowoutflow on account of high net worth individuals (IOFHNI) Inflowoutflow on account of high net worth individuals (IOFHNI) Monthly
151 Market value of FIIs Market value of FIIs Monthly
152 Market value of FVCI Market value of FVCI Monthly
153 Statement regarding sale through stock exchanges of shares bonds debentures by Authorised Dealers acquired by NRIs OCBs under the direct investment scheme Statement regarding sale through stock exchanges of shares bonds debentures by Authorised Dealers acquired by NRIs OCBs under the direct investment scheme Yearly
154 Reporting of derivativescurrency swap transactions Reporting of derivativescurrency swap transactions Weekly
155 FLM - 8 (sale and purchase of foreign currency) FLM - 8 (sale and purchase of foreign currency) Monthly
156 OCB return Monitoring of disinvestments by OCB Monthly
157 Statement of deferred credit from ROs Statement of deferred credit from ROs Quarterly
158 Import of gold by EOUs units in SEZEPZ and nominated agencies Import of gold Monthly
159 Statement of commodity hedging - domestic transactions Statement submitted by AD Category I on the domestic hedging - domestic transactions done by corporates Monthly
160 Booking of forward contract on past performance basis Data on forward contracts booked on the basis of past performance bank as a whole Monthly
161 EBW statement Export bills written-off during the half year Half-yearly
162 Data on facilities to NRIPIOS foreign nationals-liberalization Details of persons with Indian origin Quarterly
163 Monitoring of overseas borrowing Monitoring of overseas borrowing Monthly
164 Special Fortnightly Return ( SFR IIID) Issue of certification of deposits Fortnightly
165 Special Fortnightly Return ( SFR IIIF) Investment in commercials papers Fortnightly
166 Statement of chest slips Slips received from currency chests indicate deposits and withdrawals of cash from currency chests on day-to-day basis This helps to arrive at the daily closing balance of currency chests (Submitted online through ICCOMS daily) Daily
167 Statement of link offices These are received by Issue Department from link offices of banks concerned and show currency transfer position of banks The current account of the banks concerned are deleted and credited based on these statements (Submitted online through ICCOMS daily) Daily
168 Statement showing details of counterfeit bank notes detected by the branch during the month The return comprises of two parts -(i) Denomination-wise and StateUnion Territory-wise details of forged notes detected by the branch(ii) Details of cases of FIR filed with police Monthly
169 Special Fortnightly Return ( SFR VIII) Balances held abroad and loan in foreign currency Fortnightly
170 Special Fortnightly Return-II Monitoring of daily CRR balances Fortnightly
171 Special Fortnightly Return-VI-AB Lending rates for various bank groups Fortnightly
172 Special Fortnightly Return-VI-B Monitoring deposits rates of scheduled commercial banks Fortnightly
173 Special Quarterly-VI-A Outstanding sub-BPRL of scheduled commercial banks Quarterly
174 Special Quarterly-VI-AC Monitoring lending rates of scheduled commercial banks Quarterly
175 Basic Statistical Returns-3 Monitoring of bank credit against sensitive commodities Monthly
176 Quick Return on industry - wise bank credit (QIBC) Analyzing trends in industry -wise bank credit Monthly
177 Sector-wise and industry-wise deployment of bank credit (SIBC) Analyzing trends in sector- wise and industry-wise bank credit Monthly
178 Exports credit refinance return Monitoring limits and utilization of export credit refinance Fortnightly
179 Supplementary return on daily SLR Supplementary return on daily SLR Fortnightly
180 Special Fortnightly Return ( SFR IIIC) Money market operations-particulars of interbank participations (IBP) Fortnightly
181 PMRY monthly progress report Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending Monthly
182 PMRY quarterly progress report Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount of which sanctioned and disbursed to SCST women disabled and physically handicapped Quarterly
183 PMRY subsidy utilisation statement PMRY subsidy Quarterly
184 Progress report on SGSY Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SGSY scheme Monthly Press Release 2010-2011206
185 Progress report on SJSRY Contains State-wise Return with Targets application received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SJSRY scheme Monthly
186 Progress report on SRMS Contains State-wise return with targets application received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SRMS scheme Monthly
187 Swarna-Jayanti Gram Swarozgar Yojana (SGSY) - Progress report Progress report of states with state code giving details of applications received up to the previous month during current month and up to the month Loans disbursed to individuals SHGs women disabled Applications received and pending for decision Applications rejected Quarterly
188 Direct agriculture advances recovery Direct agriculture advances recovery Yearly
189 Credit flow to micro small and medium enterprise Position of lending to SME sector -segmentation of advances by specific customer categories (SSI units tiny sectors medium enterprises) Quarterly
190 Debt restructuring mechanism for SMEs - status report Analysis of schemes for debt restructuring considered during quarter for eligible loans Quarterly
191 Position of loans outstanding without collateral security to tiny sector units composite loans sanctioned under the single window scheme Collateral free loans up to Rs 25 lakh to micro enterprises composite loan up to Rs1 crore Quarterly
192 Return on financing under cluster approach Cluster based lending Half-yearly
193 Statement showing the particulars of specialised SME branches operationalised Performance of specialised SME branches Yearly
194 Rehabilitation of sick SSI units Rehabilitation of sick SSI units Yearly
195 Operationalisation of RIDF Operationalisation of RIDF Yearly
196 Interest rate on agriculture loan Interest rate on agriculture loan Half-yearly
197 Half yearly ad-hoc data on priority sector advances as on last reporting Friday Contains outstanding accounts and amount (total as well as under SCST) in various parameters (approx 30) Half-yearly
198 Statement of priority sector advances Outstandings under direct and indirect agriculture total priority sector and weaker section as on last reporting Friday Quarterly
199 Statement of advances to agriculture Statement of advances to agriculture Monthly
200 State-wise data on balance outstanding on priority sector advances as on last reporting Friday of March State-wise outstanding accounts and balance (Total outstanding SC outstanding and ST outstanding separately) under various parameters (approx 50) of priority sector advances Yearly
201 Return on SCST beneficiaries under priority sector advances as on last reporting Friday of March and September Outstanding accounts and balance (SC and ST separately) under various parameters (approx 16) of priority sector advances Half-yearly
202 Statement on DRI Scheme as on last reporting Friday of March Disbursements demand recovery overdues and outstandings under various parameters (approx 8) Yearly
203 Special Return no 1 of RBI (Annual) State-wise return on annual disbursement (July to June) under direct agriculture and allied activities and balance outstanding as on last reporting Friday Yearly
204 Special Return no 2 of RBI (Annual) State-wise return (July to June) on demand recovery overdues and outstandings of direct finance to agriculture (short term loans and term loans separately) Yearly
205 Special Return no 3 of RBI (Annual) State-wise return (July to June) on disbursal of advances under various parameters (approx 40) of priority sector and SCST separately Yearly
206 Provision of credit to agriculture and debt relief to farmers - progress report Provision of credit to agriculture and debt relief to farmers - progress report Monthly
207 Quarterly report on lending to women Quarterly report on lending to women Quarterly
208 Monitoring report on convening of DLRC meetings on quarterly basis Monitoring report on convening of DLRC meetings on quarterly basis Quarterly
209 Progress report on new 20 Point programme Progress report on new 20 Point programme Yearly
210 Target under SACP (district wise break up) Contains lead district-wisenon-lead district-wiseregion-wiseState-wise disbursement under agriculture SSI and OPS alongwith target and achievement position under SACP scheme Yearly
211 Target under ACP (district wise break up) Contains lead district-wisenon-lead district-wiseregion-wiseState-wise disbursement under agriculture SSI and OPS along with target and achievement position under ACP scheme Yearly
212 Statement showing sector-wise achievements Sector-wise achievements under ACP in lead districts with name of the StateUTCircles no of districts agriculture and allied activities small scale industries services Quarterly
213 Priority sector advances sanctioned to members of specified minority communities vis-agrave-vis overall priority sector advances Priority sector advances sanctioned to members of specified minority communities vis-agrave-vis overall priority sector advances Half-yearly
214 29 Column statement for SSI performance 29 column statement for SSI performance Half-yearly
215 PMRY recovery and overdue statement State wise position of outstanding demand recovery overdue and per cent of recovery with number of accounts and amount in PMRY Quarterly Half-yearly
216 SJSRY recovery statement SJSRY recovery statement Half-yearly
217 SGSY recovery statement SGSY recovery statement Half-yearly
218 SRMS recovery statement SRMS recovery statement Half-yearly
219 KCC scheme BKCC cards issued under PAIS State-wise cards issued and amount sanctioned under crop loans and under term loans separately amount sanctioned under PAIS scheme of Kisan Credit cards Quarterly
220 Performance under special agricultural credit plan Disbursements under various parameters (approx 12) of direct and indirect agriculture (total small and marginal farmers and agricultural labourers separately) Half-yearly
221 ACP targets and achievements ACP targets and achievements - bank-wise Half-yearly
222 Education loan and housing loan Education loan and housing loan Half-yearly
223 Foreign banks advances to priority sectors Foreign banks advances to priority sectors Yearly
The Reserve Bank of India has replaced four returns with one reducing the number of returns to be submitted by banks to 222 from the earlier 225
Now banks can file a new Special Monthly Return VI AB which was introduced in July 2010 They will not have to submit the following four returns
i) Special Fortnightly Return VI AB
ii) Special Fortnightly Return VI B
iii) Special Quarterly Return VIA
iv) Special Quarterly Return VI AC
These returns are listed at serial nos 171 to 174 of lsquolist of returns to be submittedrsquo published in the press release dated August 14 2008
The new special return has to be submitted monthly within 15 days from the end of the relevant month The list of 225 returns was published in the press release dated January 20 2009
Alpana Killawala
Chief General Manager
Press Release 2010-2011206
The Reserve Bank of India has today clarified that scheduled commercial banks have to file the returns Statements showing interest rates of commercial banks for credit limits over Rs 2 lakh and IBS-reporting of derivatives transactions Consequently the number of returns banks have to submit to the Reserve Bank of India will be 225
It may be recalled that the Reserve Bank of India had in its press release dated August 14 2008 announced that it would be introducing eXtensible Business Reporting Language (XBRL) based filing of returns As part of XBRL implementation the Reserve Bank had also rationalised the number of returns banks needed to submit to the Reserve Bank reducing them from 291 to 223 It had prepared and published two lists of returns ndash one list of returns to be submitted to the Reserve Bank and the other list of returns not to be submitted to the Reserve Bank It had also asked banks not to submit those returns which were enumerated in the list of returns not to be submitted
Alpana Killawala
Chief General Manager
Page 4: Regulatory reporting by banks to rbi

Regulatory Reporting by Banks to RBI

Taxonomies used for the three returns have the core taxonomy as Commerce amp Industry taxonomy developed by ICAI and have been extended appropriately Further the RCA-2 taxonomy is broadly based on CoRep Taxonomy of the European Union and is also in sync with Commerce amp Industry taxonomy

Non XBRL Based Filing

Login Page XRBL

Author Partho H Chakraborty 4

Regulatory Reporting by Banks to RBI

Form A With a view to monitoring compliance with Cash Reserve Ratio (CRR) by the Scheduled Commercial Banks (SCBs) the Reserve Bank has prescribed a statutory return ie Form A return under Section 42 (2) of the Reserve Bank of India Act 1934 All SCBs are required to submit a provisional return in Form A within 7 days from the expiry of the relevant fortnight All SCBs data are then disseminated through a Press Communiqueacute and also through Weekly Statistical Supplement In addition to monitoring of CRR of banks the data from the return are also used for compilation of monetary aggregates The final Form A B is required to be sent to RBI within 20 days from expiry of the relevant fortnight Data from final Form A B are disseminated through the Reserve Bank of India Bulletin The Working Group on Money Supply Analytics and Methodology of Compilation (1998) (Chairman DrYVReddy) suggested some major additions in the return by including a memorandum and two annexure covering data on foreign currency liabilities and assets investments in non-approved securities subscription to shares debentures bonds etc Current format of the return follows these recommendations It uses the underlying XBRL taxonomy for defining the elements This taxonomy will represent the elements with multi-dimensional view using the Dimensions concept as defined in the Specification 10 a part of the XBRL 21 standard

RETURNS ON CAPITAL ADEQUACY

The Capital Adequacy Return (RCA2) is based on Basel II related Capital Measurement framework issued by the Reserve Bank keeping in view its goal to have consistency and harmony with international standards The return is mainly used by RBI for assessing the credit market and operational risk exposures and the capital held vis-agrave-vis those risks by the commercial banks in India The main approaches prescribed by the Reserve Bank include Standardized Approach (SA) for credit risk Basic Indicator Approach (BIA) for operational risk and Standardized Duration Approach (SDA) for market risk The RCA2 reporting system leverages XBRL platform as part of a secured web based Electronic filing system for data submission and reporting

A XBRL taxonomy specific to this return and which enables a multi-dimensional view of the data elements supports a front-end spreadsheet based reporting template for entering relevant data by banks It uses the underlying XBRL taxonomy for defining the elements This taxonomy will represent the elements with multi-dimensional view using the Dimensions concept as defined in the Specification 10 a part of the XBRL 21 standard

RCA2_Taxonomyzip

Sample_Instance_Documents_07-08-09zip

Author Partho H Chakraborty 5

Sample Instance Documents 07-08-09

image1emf

Sample_Instance_Do

cuments_07-08-09zip

Sample_Instance_Documents_07-08-09zip

Sample Instance Documents_07-08-09RCA2_010_31-MAR-2009_04052009223221PMxml

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in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIDomesticPublicSectorEntities in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIDomesticPublicSectorEntities in-baselIIRatingTypeBBandBelow in-baselIIRiskWeight150Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIDomesticPublicSectorEntities in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIOtherCounterparty in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIOtherCounterparty in-baselIIRiskWeight75Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIOtherCounterparty in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIINBFCNDSI in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIRegulatoryRetail in-baselIIRiskWeight75Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet 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in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIINonResidentCorporate in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIINonResidentCorporate in-baselIIRatingTypeBBBtoBB in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIINonResidentCorporate in-baselIIRatingTypeBelowBB in-baselIIRiskWeight150Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICounterpartyClient 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICommercialRealEstate in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICapitalMarket in-baselIIRiskWeight125Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIPurposeTransaction 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIAssetTypeTransaction 2009-03-31 010 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in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAllForwardForexContracts 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardRateAgreements in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardRateAgreements 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateOptions in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateOptions in-baselIIMorethanFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateOptions 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateFutures 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIUptoOneYear in-baselIIDomesticNonScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticNonScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherInterestRateContracts in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherInterestRateContracts in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherInterestRateContracts 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateContracts 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualFortySixDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualFortySixDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualFortySixDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure 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Sample Instance Documents_07-08-09RCA2_600_31-MAR-2009_20052009160623PMxml

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in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight75Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIRiskWeight150Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIUnratedType 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight75Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIRiskWeight150Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedCommercialRealEstateExposures 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight75Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIRiskWeight150Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIUnratedType 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCDocumentary in-baselIIDomesticSovereign in-baselIIRiskWeight0Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCDocumentary in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCDocumentary in-baselIIOtherPurpose in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCDocumentary in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCDocumentary in-baselIIAssetTypeTransaction in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCDocumentary in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCDocumentary 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCClean in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCClean in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCClean in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCClean in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCClean 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFinancialGuarantees in-baselIICorporateIncludingAFC in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFinancialGuarantees in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFinancialGuarantees in-baselIIOtherPurpose in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFinancialGuarantees in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFinancialGuarantees in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFinancialGuarantees 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees in-baselIIDomesticSovereign in-baselIIRiskWeight0Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees in-baselIIOtherPurpose in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees in-baselIIAssetTypeTransaction in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAcceptancesEndorsements in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAcceptancesEndorsements in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAcceptancesEndorsements in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAcceptancesEndorsements in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAcceptancesEndorsements 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnderwritingStandbyCommitments in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnderwritingStandbyCommitments in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnderwritingStandbyCommitments in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnderwritingStandbyCommitments 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIITransactionsAssetsSaleRecourse 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardAssetPurchasesForwardDepositsLiabilityPartlyPaidUpShares in-baselIIAssetTypeTransaction in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardAssetPurchasesForwardDepositsLiabilityPartlyPaidUpShares 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIRepurchasesReverseRepurchaseSecuritiesLendingBorrowingTransactions in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIRepurchasesReverseRepurchaseSecuritiesLendingBorrowingTransactions in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIRepurchasesReverseRepurchaseSecuritiesLendingBorrowingTransactions in-baselIIAssetTypeTransaction 2009-03-31 600 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in-baselIINoteIssuanceRevolvingNonrevolvingUnderwritingFacilities 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIIOtherCounterparty in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIINinePercentandAbove in-baselIIRiskWeight35Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight10Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardGoldContracts 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyFutures 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight75Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight90Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight90Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight90Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherForwardForexContracts 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAllForwardForexContracts 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardRateAgreements 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateOptions 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateFutures 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIIUnratedType in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIICorporateIncludingAFC in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherInterestRateContracts 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateContracts 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOnBalanceSheet in-baselIIForeignExchangeTransactions in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualFortySixDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualFortySixDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualFortySixDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions 2009-03-31 600 in-baselIICreditRiskforCounterpartyExposures in-baselIIAsBorrower in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskforCounterpartyExposures in-baselIIAsLender in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument 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in-baselIIUnderwritingStandbyCommitments in-baselIIAssetTypeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnderwritingStandbyCommitments 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines in-baselIICounterpartyClient 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines in-baselIIPurposeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines in-baselIIAssetTypeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIITransactionsAssetsSaleRecourse 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIIOtherCounterparty in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIICounterpartyClient 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIIPurposeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIIAssetTypeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardAssetPurchasesForwardDepositsLiabilityPartlyPaidUpShares in-baselIIAssetTypeTransaction in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardAssetPurchasesForwardDepositsLiabilityPartlyPaidUpShares 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIRepurchasesReverseRepurchaseSecuritiesLendingBorrowingTransactions in-baselIICounterpartyClient 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet 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2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIINoteIssuanceRevolvingNonrevolvingUnderwritingFacilities in-baselIIAssetTypeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIINoteIssuanceRevolvingNonrevolvingUnderwritingFacilities 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBandBelow in-baselIIRiskWeight150Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIINonResidentCorporate in-baselIIRatingTypeBBBtoBB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIINonResidentCorporate in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIDomesticNonScheduledBanks in-baselIINegativeRatio in-baselIIRiskWeight625Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeBBtoB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet 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in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICounterpartyClient 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICapitalMarket in-baselIIRiskWeight125Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICommercialRealEstate in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIPurposeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIAssetTypeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBandBelow in-baselIIRiskWeight150Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICorporateIncludingAFC 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in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICapitalMarket in-baselIIRiskWeight125Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICommercialRealEstate in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIIPurposeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIIAssetTypeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIICounterpartyClient 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIIPurposeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIIAssetTypeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance in-baselIICounterpartyClient 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance in-baselIIPurposeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance in-baselIIAssetTypeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIICounterpartyClient 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIIPurposeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIIAssetTypeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIUnratedType in-baselIIRiskWeight50Percent 2009-03-31 639 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in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBandBelow in-baselIIRiskWeight150Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIINonResidentCorporate in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIINonResidentCorporate in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardGoldContracts 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyFutures 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIUnratedType in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBandBelow 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in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBandBelow in-baselIIRiskWeight150Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBandBelow in-baselIIRiskWeight150Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIINonResidentCorporate in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks 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in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC 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in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeBelowB in-baselIIRiskWeight150Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIUnratedType in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIINonResidentCorporate in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIIForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIIForeignBanks in-baselIIUnratedType in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIINonResidentCorporate in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIMorethanFiveYears in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIMorethanFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherInterestRateContracts 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateContracts 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOnBalanceSheet in-baselIINonDVPSecuritiesTransactions in-baselIIOtherCounterparty in-baselIIRiskWeight0Percent 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOnBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIOtherCounterparty in-baselIIRiskWeight0Percent 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualFortySixDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualFortySixDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualFortySixDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions 2009-03-31 639 in-baselIICreditRiskforCounterpartyExposures in-baselIIAsBorrower in-baselIIUptoOneYear in-baselIIForeignSovereign in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskforCounterpartyExposures in-baselIIAsBorrower in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticSovereign in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskforCounterpartyExposures in-baselIIAsLender in-baselIIUptoOneYear in-baselIIForeignSovereign in-baselIIRatingTypeBBtoB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument 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Partho
File Attachment
Sample Instance Documents 07-08-09docx

RCA2 ndash Taxonomy

image1emf

RCA2_Taxonomyzip

RCA2_Taxonomyzip

TAXONOMYin-baselII-2010-06-30xsd

Risk Weighted Assets linkcalculationLink linkpresentationLink Operational Risk linkpresentationLink linkdefinitionLink Specific Market Risk HFT linkpresentationLink linkdefinitionLink Specific Market Risk AFS linkpresentationLink linkdefinitionLink Specific Market Risk Alternate AFS linkpresentationLink linkdefinitionLink Aggregate Market Risk linkpresentationLink linkdefinitionLink Credit Risk On Balance Sheet Excluding Securitisation linkpresentationLink linkdefinitionLink Securitisation Exposure On Balance Sheet linkpresentationLink linkdefinitionLink Securitisation Exposure Off Balance Sheet linkpresentationLink linkdefinitionLink Credit Risk Off Balance Sheet Non Market Related Exposure linkpresentationLink linkdefinitionLink Credit Risk Off Balance Sheet Market Related Exposure linkcalculationLink linkpresentationLink linkdefinitionLink Failed Transaction On Balance Sheet Exposure linkpresentationLink linkdefinitionLink Failed Transaction Off Balance Sheet Exposure linkpresentationLink linkdefinitionLink Counterpaty Credit Risk As Borrower linkpresentationLink linkdefinitionLink Counterpaty Credit Risk As Lender linkpresentationLink linkdefinitionLink Regulatory Capital Indian Banks linkcalculationLink linkpresentationLink linkdefinitionLink Regulatory Capital Foreign Banks linkcalculationLink linkpresentationLink linkdefinitionLink Deductions from Tier I Capital linkpresentationLink Deductions from Tier II Capital linkpresentationLink Regulatory Capital Hypercubes linkdefinitionLink Dimension Default Relationship linkdefinitionLink Re-Securitisation Exposure On Balance Sheet linkpresentationLink linkdefinitionLink Re-Securitisation Exposure Off Balance Sheet linkpresentationLink linkdefinitionLink

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TAXONOMYin-baselII-2010-06-30_prexml

TAXONOMYin-baselII-2010-06-30_refxml

Guidelines for Implementation of the New Capital Adequacy Framework April 2007 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 14 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 2 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 21 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 21 (i) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 21 (ii) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 21 (iii) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 21 (iv) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (i) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (ii) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (iii) Banking Regulation Act 1949 29 Third A Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (iv) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (v) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (vi) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 3 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 4 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 10 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 103 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 11 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 12 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 121 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 124 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 126 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 131 (a) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 133 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 134 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 135 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 136 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 14 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 141 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 15 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 152 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 153 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 155 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 155 (i) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 155 (iv) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 155 (v) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 16 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 2 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 3 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 41 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 42 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 5 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 6 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 61 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 61 (i) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 61 (ii) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 62 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 7 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 81 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 83 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 84 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 9 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 6 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 8 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 8 36 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 8 61 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 9 32 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 9 33 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 8 34 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 8 35

Partho
File Attachment
RCA2 ndash Taxonomydocx

Form A ndash Taxonomy

image1emf

FormA_Taxonomyzi

p

FormA_Taxonomyzip

FormA_Taxonomy_1in-rbi-rep-2009-01-15xsd

Form A Main linkcalculationLink linkpresentationLink Memorandum to Form A linkcalculationLink linkpresentationLink Annexure A to Form A linkcalculationLink linkpresentationLink linkdefinitionLink Annexure B to Form A linkcalculationLink linkpresentationLink linkdefinitionLink

FormA_Taxonomy_1in-rbi-rep-2009-01-15_calxml

FormA_Taxonomy_1in-rbi-rep-2009-01-15_defxml

FormA_Taxonomy_1in-rbi-rep-2009-01-15_labxml

Form A Main Presentation Liabilities In India Presentation Liabilities To Banking System In India Presentation Demand And Time Deposits From Banks Borrowings From Banks Other Demand And Time Liabilities Liabilities To Banking System In India Liabilities To Others In India Presentation Deposits Other Than From Banks Demand Deposits Other Than From Banks Time Deposits Other Than From Banks Borrowings Other Than From Banks Other Demand And Time Liabilities From Banks Liabilities To Others In India Liabilities In India Assets In India Presentation Assets With Banking System In India Presentation Balances With Banks In India Balances With Banks In Current Accounts In India Balances With Banks In Other Accounts In India Money at Call and Short Notice in India With Banks Advances to Banks in India Other Assets With Banking System In India Assets With Banking System In India Cash In Hand Investments in Approved Securities in India Presentation Investment in Government Securities in India Investment in Other Approved Securities in India Investments In Approved Securities in India Bank Credit Excluding Inter Bank Advances In India Loans Cash Credit And Overdrafts In India Inland Bills Purchased And Discounted Inland Bills Purchased Inland Bills Discounted Foreign Bills Purchased And Discounted Foreign Bills Purchased Foreign Bills Discounted Bank Credit Excluding Inter Bank Advances In India Presentation Assets In India Net Liabilities For Section 42 Of RBI Act Minimum Deposit Required To Be Kept With RBI Savings Bank Account Demand Portion of Savings Bank Account Time Portion of Savings Bank Account Memorandum Items Presentation Paid up Capital and Reserves Paid up Equity Share Capital Reserves and Surplus Term Deposits Short-Term Time Deposits Long-Term Time Deposits Certificates Of Deposits Net Demand and Time Liabilities after deduction of Zero Reserve Prescriptions Deposits Required to be maintained as per Current Rate of CRR Other Liabilities On Which CRR Is Required Total CRR Required To Be Maintained under Section 42 Annexure A Presentation Liabilities Presentation Non-resident Deposits Non-resident External Rupee Account Non-resident Ordinary Deposits Foreign Currency Non-resident Banks Scheme Short-Term Foreign Currency Non-resident Banks Scheme Long-TermForeign Currency Non-resident Banks Scheme Other Non-resident Deposits Other Deposits And Schemes Exchange Earners Foreign Currency Resident Foreign Currency Accounts Resident Foreign Currency Old Scheme Resident Foreign Currency New Scheme ESCROW Accounts By Indian Exporters Foreign Credit Line For Pre Shipment Credit Account Credit Balances in ACU Account Deposits And Schemes Other Foreign Currency Liabilities To Banking System In India Inter Bank Foreign Currency Deposits Inter Bank Foreign Currency Borrowings Overseas Borrowings Assets Presentation Foreign Curreny Assets With Banking System In India Foreign Currency Lending Assets In India Other Foreign Currency Assets With Banking System In India Foreign Currency Assets With Others In India Foreign Currency Bank Credit In India Other Foreign Currency Assets With Others In India Overseas Foreign Currency Assets External Liabilities To Others Subject To Differential Zero CRR External Liabilities Fully Subject To CRR Prescription Net Inter Bank Liabilities Other Liabilities Under Zero Prescription Collaterised Borrowing and Lending Obligations Offshore Banking Units Liabilities Other Liability under Zero Prescription 1 Other Liability under Zero Prescription 2 Other Liability under Zero Prescription 3 Liabilities Subject To Zero CRR Memo Items of Annexure A Inter-bank Liabilities Presentation Total Interbank Liabilities Liability Having Maturity More Than 15 Days Upto 1 Year Net Long-Term Interbank Liabilities Inter-bank Assets Presentation Total Interbank Assets Assets Having Maturity More Than 15 Days Upto 1 Year Net Long-Term Interbank Assets ACU Dollar Funds Annexure A Hypercube Details of Value Details of Value (Domain) Amount of Revaluation Amount of Interest Accrued Annexure B Hypercube Type of Value Type of Value (Domain) Book Value Revaluation Value Annexure B Presentation Investments in Government Securities Short-Term Investments in Government Securities Long-Term Investments in Non-Approved Securities Investment in Commercial Papers Investment in units of Unit Trust of India or Mutual Funds Investment in Shares in India Investment in Shares of Public Sector Undertakings Investment in Shares of Private Corporate Sector Investment in Shares of Public Financial Institutions Investment in Other Shares Investment in Debentures and Bonds in India Investment in Debentures and Bonds of Public Sector Undertakings Investment in Debentures and Bonds of Private Corporate Sector Investment in Debentures and Bonds of Public Financial Institutions Investment in Other Debentures and Bonds Deposits Towards Priority Sectors Lendings Shortfall Memo Items of Annexure B Subscriptions to SharesDebenturesBonds in Primary Market Subscriptions through Private Placements Cash Reserve Ratio Version

FormA_Taxonomy_1in-rbi-rep-2009-01-15_prexml

Partho
File Attachment
Form A - Taxonomydocx

Regulatory Reporting by Banks to RBI

GAPS POSITIONS AND BALANCES (GPB)

As per extant instructions net overnight open position limit (NOPL) and aggregate gap limit (AGL) of AD Cat-I banks are required to be approved by the Reserve Bank For AD Cat-I banks incorporated in India the exposure limits fixed by the Board should be the aggregate for all branches including their overseas branches and Off-shore Banking Units For AD Cat-I foreign banks the limits will cover only their branches in India The HeadPrincipal Office of each AD Category-I bank should submit daily statement of Gaps Position and Cash Balances in Form GPB through the Online Returns Filing System (ORFS) XBRL as per the format prescribed AD Category-I banks may ensure that the reports are properly compiled on the basis of the prescribed guidelines The data for a particular date has to reach RBI by the close of business of the following working day

It uses the underlying XBRL taxonomy for defining the elements This taxonomy will represent the elements with multi-dimensional view using the Dimensions concept as defined in the Specification 10 a part of the XBRL 21 standard

FormGPB_Taxonomyzip

High Level Overview A new comer needs to develop a Tool which will act as a bridge between the banks internal data systems and RBIs regulatory reports It needs to have a staging database which acts as an intermediate repository of data Broadly the tool should consist of two components

bull One-time configuration and mapping bull Internal Data Extraction Aggregation amp Loading engine

If an ETL Tool is used then it must be able to extract Data and feed it to BI where BI will be used to generate reports The process flow diagram below explains the steps visually

Aggregation Logic for Data Computation

Extract Data for RBI Reporting

Configure the Tool to configure internally with the bankrsquos system

Bankrsquos Internal System

Data Filter to perform Business Validations

Load Processed Data in XBRL Template

RBI Submission

Author Partho H Chakraborty 6

Form GBP ndash Taxonomy

image1emf

FormGPB_Taxonomy

zip

FormGPB_Taxonomyzip

FormGPB_Taxonomy_1in-rbi-rep-2009-02-06xsd

Gaps Position and Balances linkpresentationLink linkdefinitionLink

FormGPB_Taxonomy_1in-rbi-rep-2009-02-06_defxml

FormGPB_Taxonomy_1in-rbi-rep-2009-02-06_labxml

Version Gaps Position and Cash Balances - Presentation Foreign Currency Balances Net Open Exchange Position Net Open Exchange Position in Domestic Currency Aggregate Gap Limit Maintained Value at Risk Maintained Foreign Currency Maturity Mismatch Currency Mismatch Duration of Currency Mismatch Duration of Currency Mismatch (Domain) I Month II Months III Months IV Months V Months VI Months Exceeding VI Months

FormGPB_Taxonomy_1in-rbi-rep-2009-02-06_prexml

Partho
File Attachment
Form GBP ndash Taxonomydocx

Regulatory Reporting by Banks to RBI

Process Flow for ETL Tool and BI Reports Key Features Login based access Only users authenticated would be allowed access to the system making it secure Multiple input data formats The tool should consume data directly from the source systems in various formats such as text csv database etc Integration tool An XTract wizard can be provided which can help to set up the data extraction logic User-friendly environment to map tags It should provide a variety of features with inbuilt validations to make the initial configuration and mapping very user friendly Mirror mappings It is should have a unique user friendly mapping feature Validations All the business validations technical validations as well as XBRL validations should be performed at every step of the processing Aggregation The tool should be intelligent enough to handle and perform all the required categorical aggregation for the related data items Business rules validation Business rule specified by the RBI or the bank can be incorporated in the data extraction process Data loading on RBI templates (say RCA2) Once the data to be reported is in place the compliance officer needs to run the loader which will use all the previously defined configurations and mappings extract the data from the sources run the aggregation logic filter out irrelevant data based on the business rules defined and then load the data directly into the RBI-defined template Dashboard Ideally Dashboard must be provided to get a synopsis of the various reports RBI

Bankrsquos Internal System

ETL Tool

Load Processed Data in XBRL Template

RBI Submission

Validate Reports

Data Store

Business Intelligence

Author Partho H Chakraborty 7

Regulatory Reporting by Banks to RBI

How will banks benefit Banks can get rid of manual extraction computation and filing of the data in these template They can also rely completely on the quality and accuracy of the data generated by the Tool This is a clear time-saver It will help banks in meeting the strict RBI deadlines for filing data This time savings will get more pronounced as and when more reports get added in the XBRL reporting framework Banks can get rid of manual extraction computation and filing of the data in this template They can also rely completely on the quality and accuracy of the data generated This is a clear time-saver It will help banks in meeting the strict RBI deadlines for filing data POC POC should be done ideally on

1 Basic Statistical returns 2 Risk management amp Capital adequacy 3 Recovery Defaulters Bad debt

Methodology This is a classic case of Build Vs Buy Many firms have built a tool to search out the required data collate it validate it and then push it to RBI with Dashboards as Value Add Most of these are tested with various banks and can be replicated easily For a new comer there are 2 options They either build such a tool or develop an expertise to sieve out the correct data from a whole mass of data and use BI to generate reports If done in 1 bank successfully then it can be replicated in other banks given the logic and process remains the same Steps

1 Identify 5 Reports 2 Get Sample Data for 5 Reports 3 Use ETL Tool to pick up the correct data for each Report 4 Push the data to a Data Store 5 Use BI to generate the Reports 6 Validate the Data

Advantages All banks have BI and ETL tool and thus it is more of costs on Man-Hour basis where they do not have to buy anything extra SO it is a cost savings in terms of not purchasing new utilities software etc There is no license cost and the bank is in total control of the reports to be submitted to RBI They can also train people internally to generate reports Dis-advantages Reports are dynamic and with new reports or modification of older reports or combining 2 or more reports completely or partially would mean to re-work on the Logic This might be time consuming Also The BI would be used for other purposes unlike the readymade solutions which are Report Generation only This could prove challenging especially when a lot of reports have to be generated for multiple stake-holders apart from RBI

Author Partho H Chakraborty 8

Regulatory Reporting by Banks to RBI

Another important fact is that if the BI crashes or does not work for any reason whatsoever it could hold them back from generating reports till rectified But if the tool acquired from vendors malfunctions they can always get a replacement to get the work going Actual Test What we are proposing is to show some data manufactured to the likeliness of real data and then to churn it out to give the report I am not too sure if it will not do as our data is in a glass house environment It is very easy to spot it and use it In a real scenario the data will be in various locations and in various formats just imagine in a Jungle We will have to find it out extract it and then churn it to get the required report After we get the report we need to validate it before submitting it to RBI The challenge is immense here The other challenge is to get the required data and the RBI formats Software Requirements The most important component is the Logic to extract data and have it processed under BI to give the desired results Hardware Requirements ETL Tool Data Store BI Other Requirements Information or Template which RBI provides to banks to help them capture and generate reports Time Frame At least 15 days to do a POC for any 5 reports Returns There are 223 Returns to be filed with RBI where some are filed daily fortnightly monthly quarterly and annually A sample is given as follows

bull Basic Statistical returns bull Forex amp International Ops bull Investment in treasury bull DSB Returns bull Advances bull Deposits bull Risk management amp Capital adequacy bull Financial inclusion bull Balance sheet connected returns bull Frauds bull Reconciliation bull Recovery Defaulters Bad debt

Author Partho H Chakraborty 9

Regulatory Reporting by Banks to RBI

List of ReturnsxlsxList of Statistical

Returns to be submitt

Embedded below is comprehensive list of Returns to be filed with RBI Sample Data for Delinquencies This data also has a Dashboard associated with it The Dashboard is a swf file

NPAsxls

Note Names if any are Suggestive only and without any relation to any real entity

whatsoever It is only to give a feel and touch of how transactions can be structured and names are indicative

This article is meant for education purposes only and it is not be reproduced for any commercial purpose by print or electronic medium whatsoever

This case study is written by with inputs from RBI

Partho H Chakraborty

A - 305 DSR Spring Beauty Apts 1241 ITPL Main Road Brookefields Kundalahalli Bangalore - 560 037 India Tel +91 80 420 50293 Cell +91 99863 22504 email parthohcairtelmailin parthohcrediffmailcom Skype parthohc01

Author Partho H Chakraborty 10

returns to be submitted

returns not to be submitted

Partho
File Attachment
List of Returnsxlsx

AnnexureList of Statistical Returns to be submitted to the Reserve Bank of India under the

Basic Statistical Returns (BSR) System

Sr Name Scope of the Return Frequency To be Procedure for forwardingNo of the prepared the Return to the Reserve

Return by Bank of India1 BSR-1A All borrowal accounts with credit Annual as All The branchesoffices of the

limits over Rs2 lakhs are to be on 31st branches banks should forward the BSR-individually listed along with March offices of 1A and BSR-1B returns togetherparticulars of district and population banks and also BSR-2 to theirgroup of the place of utilisation type RegionalHead Offices Theof account organisation RegionalHead Offices of theoccupation nature of borrowal banks should forward theseaccount asset classification rate returns after preliminaryof interest credit limit and amount scrutiny and rectification ofoutstanding in respect each loan or errors if any to the Directoradvance RegionalCentral Office

Department of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia at the centres ChennaiDelhiKolkata Mumbai with two

BSR-1B All borrowal accounts with credit -do- -do- months from the referencelimits of Rs2 lakhs and less are to date In the case of banksbe classified according to submitting data on magneticoccupation and aggregate figures media they should get thefor each occupation should be sample printout of data blocksfurnished in a consolidated form for verified from the respectiveeach branch Regional Offices of Reserve

Bank of India and forward theBSR-2 Category-wise number of staff -do- -do- edited data tapes with proper

number of accounts and amount external labels of Bankingoutstanding according to type of Statistics Division at Mumbaideposits and classification of all term under advice to the concerneddeposits according to maturity Regional Office of Reservebroad interest rate ranges and size Bank of India within fourof deposits months from the reference

date

2 BSR-3 Bankrsquos advance against security of Monthly as Head Office Head Offices of banks shouldselected sensitive commodities on the last of banks collect information from

Friday of branches which account for 80-every 85 of advances and themonth consolidated return should be

sent to the Adviser-in-ChargeMonetary Policy DepartmentReserve Bank of India CentralOffice Bldg Mumbai 400 001

3 BSR-4 Ownership pattern of deposits Annual on The The selected branchesofficessample selected will forward the returns to thebasis as on sample RegionalHead Offices The31st March branches RegionalHead Offices will send

offices of the returns to the Director

banks RegionalCentral OfficeDepartment of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia ChennaiDelhiKolkataMumbai within two monthsfrom the reference date

5 BSR-5 Pattern of Investment of bank in Annual as The Head To be forwarded to the DirectorCentral and State Government on 31st Offices of Banking Statistics DivisionSecurities Other Trustee March banks DESACS Central OfficeSecurities shares etc Reserve Bank of India Mumbai

within two months from thereference date

6 BSR-6 Survey of Debits to Deposit Quinque- The The selected branchesofficesAccounts nnial on selected will forward the returns to the

sample sample RegionalHead Offices Thebasis for branches RegionalHead Offices will sendApril-March offices of the returns to the Directorof the year banks RegionalCentral Office

Department of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia ChennaiDelhiKolkataMumbai within two monthsfrom the reference date

7 BSR-7 Quarterly survey on Aggregate Quarterly Branch- To be forwarded to the DirectorDeposits and Gross Bank Credit as on the wise Banking Statistics Division

31st March information DESACS Central Officeand last to be Reserve Bank of India MumbaiFriday of prepared within one month from theJune by Head reference dateSeptember Offices ofand the banksDecemberof the year

Partho
File Attachment
List of Statistical Returns to be submitted to the Reserve Bank of India under the Basic Statistical Returnspdf

Sheet1

Sheet2

Sheet3

NPA Analysis V10swf

MBD001388A2NPA Analysis V10swf

Partho
File Attachment
NPASxls
Disclosures under Pillar 3 (Market Discipline) in terms of New Capital Adequacy Framework (Basel II) of Reserve Bank of India
NPAs RECOVERIES
Qtr - 1 Qtr - 2 Qtr - 3 Qtr - 4 Qtr - 1 Qtr - 2 Qtr - 3 Qtr - 4
Gross NPAs 65551 52094 49182 35900 Recoveries 18106 19169 16077 15129
Substandard 27437 20629 19620 15246 Substandard 10034 5123 7587 6387
Doubtful -1 15118 14041 13878 9705 Doubtful -1 4010 6865 5556 3145
Doubtful -2 14280 10588 9360 5955 Doubtful -2 2403 1145 1908 3386
Doubtful -3 7486 5765 5368 4462 Doubtful -3 1429 5765 834 2109
Loss 1230 1071 956 532 Loss 230 271 192 102
Gross NPAs Break-up Region wise Recoveries Break-up Region wise
North 17779 13059 14008 9876 North 4977 5451 4363 4289
Substandard 6850 5203 5408 4015 Substandard 2509 1579 2176 1803
Doubtful -1 3879 3299 3376 2578 Doubtful -1 1234 1767 1578 992
Doubtful -2 4570 2647 3637 1532 Doubtful -2 809 307 351 847
Doubtful -3 2071 1541 1342 1516 Doubtful -3 357 1798 208 601
Loss 409 369 245 235 Loss 068 000 050 046
South 17543 15378 13017 10349 South 5007 4799 3812 3764
Substandard 7501 6934 4908 4557 Substandard 2976 1276 1897 1459
Doubtful -1 4234 3562 4678 3209 Doubtful -1 1098 1908 1209 723
Doubtful -2 3565 3003 1586 1389 Doubtful -2 593 286 397 1021
Doubtful -3 1922 1623 1543 1038 Doubtful -3 299 1254 309 527
Loss 321 256 302 156 Loss 041 075 000 034
East 16094 11876 12101 8840 East 5091 4818 4362 3301
Substandard 8023 4593 5272 3590 Substandard 3177 1198 2033 1528
Doubtful -1 3601 2908 3470 2461 Doubtful -1 976 1761 1389 786
Doubtful -2 2309 2587 1797 1673 Doubtful -2 601 350 683 965
Doubtful -3 1809 1456 1365 1029 Doubtful -3 254 1441 209 000
Loss 352 332 197 087 Loss 083 068 048 022
West 14135 11781 10056 6835 West 3031 4101 3540 3775
Substandard 5063 3899 4032 3084 Substandard 1372 107 1481 1597
Doubtful -1 3404 4272 2354 1457 Doubtful -1 702 1429 138 644
Doubtful -2 3836 2351 234 1361 Doubtful -2 400 202 477 553
Doubtful -3 1684 1145 1118 879 Doubtful -3 519 1272 108 981
Loss 148 114 212 054 Loss 038 128 094 000
Net NPAs 3639 22345 21699 20009
Advances
Gross Advances 30631 31008 34635 30684
Net advances 30325 37242 39453 46533
NPA Ratios
Gross NPA to Gross Advances 214 168 142 117
Net NPA to Net Advances 120 060 055 043
Movement of NPAs (Gross)
Opening Gross NPA 62903 56946 53088 40375
Additions to Gross NPAs 20754 14317 12271 10654
Reductions to Gross NPAs 18106 19169 16077 15129
Closing Balance of Gross NPAs 65551 52094 49182 35900
Movement of NPA Provisions
Opening Balance of NPA Provisions held 34844 31259 30640 26443 Gross Profit 109293 132330 139704 142122
Provisions made during the period 15681 12395 10751 9875 Net Profit 78701 80123 86745 90837
Write-offs during the period (Loss) 1000 800 764 430
Write-back of excess provisions during the period 000 000 000 000
Closing Balance of NPA Provisions 49525 42854 40627 35888
Amount of Non-performing Investments (gross) 558 538 434 318
Amount of Provisions held for Non-performing Investments 558 538 434 318
Net NPAs = Gross NPA ndash (Balance in Interest Suspense account + DICGCECGC claims received and held pending adjustment + Part payment received and kept in suspense account + Total provisions held)
NPA Dashboard
To see the dashboard do the following
1 Right Click on the box
2 Click on Package Object
3 Click on Activate Contents
(b) List of returns not to be submitted by SCBs (excluding RRBs) to the RBI
SrNo Return name Description Frequency
1 Details of any shareholdings exceeding 5 of the total equity capital of the bank Details of any shareholdings exceeding 5 of the total equity capital of the bank As and when exceeded
2 Statement showing interest rates of commercial banks for credit limits over Rs2 lakh Item PLR wef 01012004 Max Min and interest rate range in which 60 or more business is contracted Quarterly
3 Details of foreign liabilities and assets of the banking sector Details of foreign liabilities and assets Yearly
4 CIBIL Consent clause Quarterly
5 Particulars of borrowers directors partners furnished in the defaulters lists who have been allowed fresh limits enhancements renewals Particulars of borrowers directors partners furnished in the defaulters lists who have been allowed fresh limits enhancements renewals Quarterly
6 Special Quarterly Return Outstanding credit for NBG broken by circles classified by product and by above and below PLR Quarterly
7 Segment-wise position of advances NPAs provisions and recovery Details like gross advances net advances opening balance of gross NPAs gross recovery provisions held recovery made in written off accounts not parked in AUCA segment-wise Quarterly
8 Report on NPAs in priority sector advances Segment-wise advances to priority sector NPAs in priority sector and NPAs as of priority sector advances and out of above the age-wise classification of NPAs in priority sector NPAs in various Govt sponsored schemes Quarterly
9 List of NPAs for Rs1 crore and above Details include date of original sanction date of identification as NPA position category present status Quarterly
10 P-segment NPAs under priority sector P-segment NPAs under priority sector Quarterly
11 NPA reduction budget All the details concerning NPAs are consolidated in one report for annual budgeting Yearly
12 RBI investment studies Details are date of sanction name of the lead institution and date of sanction institutions share in project cost name of the project paid up capital Particulars of (capacity size units numbers etc) Date of project project cost implementation Quarterly
13 Details of investments by FIIs NRIs in perpetual cumulative preference shares qualifying as Tier I capital To track the FII and NRI investments Quarterly
14 Prudential exposure limits Details for limits on exposure to individual and group borrowers As and when fresh capital is raised and on 1 April every year
15 Progress report under RBI OTS SME Number and amount details for RBI OTS SME out of RBI OTS SME Govt sponsored scheme RBI OTS small loans Quarterly
16 Review of wilful defaulters (Rs 25 lakh and above) Action initiated against the wilful defaulters review of the wilful defaulters- suit filed non-suit filed accounts Half-Yearly
17 Market related returnon forward rate agreement Market related returnon forward rate agreement Fortnightly
18 Review of loss making branches along with category-wise classification Review of loss making branches along with category-wise classification Yearly
19 Review of credit monitoring system under IRAC norms Review of credit monitoring system under IRAC norms Half-Yearly
20 Review of AUCAs AUCA position movement in AUCA segmental analysis age-wise analysis of AUCAs with outstandings of Rs1 crore and above transfer to ARCIL position on filing of suits value wise analysis of AUCAs list of accounts for Rs1 crore and above Quarterly
21 List of top ten good and bad accounts List of top ten good and bad accounts Half-Yearly
22 Performance memorandum submitted to the Board Performance memorandum submitted to the Board Half-Yearly
23 Scheme of amalgamation ndash quarterly returns Return No 679 and progress report Quarterly
24 Concurrent audit reports of retailing of Government securities transactions Concurrent audit reports of retailing of Government securities transactions Monthly
25 R6 Outstanding guarantees wherein default and claim has arisen but payment not made to the beneficiary Quarterly
26 EFTNEFT Non-cashnon-paper transactions Monthly
27 RTGS RTGS Daily
28 Deployment of gross bank credit by major sectors Sector-wise deployment of credit Quarterly
29 Trade-related advances granted outstanding out of funds in EEFC accounts Trade-related advances granted outstanding out of funds in EEFC accounts Half-Yearly
30 Statement I on cross currencies Statement of cross currency Weekly
31 Statement II on cross currencies Statement of cross currency Weekly
32 Statement III on cross currencies Statement of cross currency Monthly
33 REC Reconciliation Half-Yearly
34 Statement of structured liquidity-domestic asset liability management Statement of structured liquidity-domestic asset liability management Weekly
35 BEXI-IA BEXI-IA Monthly
36 IBS-Reporting of derivative transactions IBS-Reporting of derivative transactions Quarterly
37 Soliciting foreign currency deposits at banks outside India Soliciting foreign currency deposits at banks outside India Monthly
38 Progress report on frauds above Rs 1 crore Progress report on frauds above Rs 1 crore Quarterly
39 Review of investment at foreign offices Review of investment at foreign offices Yearly
40 Host countries regulation report Host countries regulation report Ad-hoc
41 Synopsis of frauds reported by foreign offices Synopsis of frauds reported by foreign offices Ad-hoc
42 Compliance with regulatory requirements of host country regulations Compliance with regulatory requirements of host country regulations Quarterly
43 Authorised Dealers Category-II Authorised Dealers details Fortnightly
44 Weekly market access Statement showing market access limit available for undertaking FCY-INR principal only swap (POS) transactions Weekly
45 Special Fortnightly Return ( SFR IIIA) Money market operations-total funds borrowed and lending Fortnightly
46 Special Fortnightly Return ( SFR IIIE) Daily call and short notice money operations Fortnightly
47 IRSFRA-Derivative return no207 Statement of IRSFRA-Derivatives Fortnightly
48 Survey of SSI branches Survey of SSI branches Yearly
49 Seven point programme Seven point programme Yearly
50 Micro credit Micro credit Half-Yearly
51 IBA priority sector (flow of agriculture doubling) Flow of agriculturedoubling Monthly
52 Self Help Group (SHG) Contains state-wise region-wise SHGs maintaining savings accounts with number of SHGs financed during the year alongwith loan outstanding gross NPA and recovery percent with sub sectorwise data and SHGs of Govt sponsored schemes exclusively to women through SHGs Yearly
53 General information(CampISSI)- account reviewrenewals for FBWC Status of reviewrenewal of borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
54 Age wise classification of non-renewed accounts Status of reviewrenewal of borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
55 FFR-1FFR-2 Reports on borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
56 Review of claims lodged with ECGC LTD Review of claims lodged with ECGC LTD Half-Yearly
57 LEC Statement of purchases sales of shares debentures made on behalf of FIIs under portfolio investment scheme As and when occasion arises
58 Monthly statement showing progress made in the issue of Swarojgar Credit Cards Monthly statement showing progress made in the issue of Swarojgar Credit Cards Monthly
59 Service Area Monitoring and Information System (SAMIS) Credit disbursal - semi-urbanurban branches - (non services branches) Monthly
60 Service Area Monitoring and Information System (SAMIS) Credit disbursal - semi-urbanurban branches - (non services branches) Quarterly
61 Service Area Monitoring and Information System (SAMIS) LBR-3U3 - Part A Credit disbursal - semi-urbanurban branches - (non services branches) Quarterly
62 Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part B Credit disbursal - semi-urbanurban branches - (non services branches) Half-Yearly
63 Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part C- as on last day of June Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part C- as on last day of June Yearly
64 Special rural housing scheme of NHB Special rural housing scheme of NHB Quarterly
65 Infrastructure finance for projects with fund-based aggregate limits of Rs 50 crore and above Infrastructure finance for projects with fund-based aggregate limits of Rs 50 crore and above Quarterly
66 Compromise or negotiated settlements of NPAs Compromise or negotiated settlements of NPAs Half-Yearly
67 Service Area Monitoring and Information System (SAMIS) - LBR-1U1 Service Area Monitoring and Information System (SAMIS) - LBR-1U1 Yearly
68 Annual review of frauds- as on 31-Dec Annual review of frauds- as on 31-Dec Yearly
(a) List of returns to be submitted by SCBs (excluding RRBs) to the RBI
SrNo Return name Description Frequency
1 Details of any shareholdings exceeding 050 of the total equity capital of the bank Details of any shareholdings exceeding 050 of the total equity capital of the bank As and when exceeded
2 Opening closing of branches Not later than two weeks after openingshiftingclosingrelocating As and when occasion arises
3 Quarterly returns related to branch banking are required to be forwarded to all the regional offices of DBOD RBI Within 14 days of the end of the quarter to which it relates Quarterly
4 Closing of branches Proforma-II Section 23 of BR Act 1949 - Statement of change in status merger closure etc of existing office branch during the Quarter (Proforma-II) Quarterly
5 DRT statements (suit filed and decreed) The total number of suit filed and decreed accounts before DRT the amount recovered legal expenses etc Quarterly
6 SARFAESI Act 2002 position of action taken Notices issued recovery made recovery through compromise Quarterly
7 Progress made in recovery under the forum of Lok Adalats Eligible cases cases decided and recovery made Quarterly
8 Financial inclusion - number of no frill accounts opened Compilation of data and review Quarterly
9 Report on issue of Subordinated Debt raising of Upper Tier II Capital Perpetual Debts and Equity Capital (Qualified Institutional Placements-QIP Preferential issue to Promoters GDR issue) together with copy of document Report on issue of Subordinated Debt raising of Upper Tier II Capital Perpetual Debts and Equity Capital (Qualified Institutional Placements-QIP Preferential issue to Promoters GDR issue) together with copy of document Within 1 week from date of issue
10 Payment of dividend Details of dividend declared during the financial year and other details as per the circular Within a fortnight after declaration of dividend
11 Quarterly report on progressive use of Hindi Covering details of documents issued under Section 3(3) of OL Act 1963 letters received in Hindi and replied to in Hindi Hindi correspondence Use of Hindi in internal work computers website ATMs Training Establishments Staff related details Quarterly
12 Form - VIII Statement of demand and time liabilities and investments for calculation of SLR Monthly
13 List of defaulters (non suit filed - wilful defaulters Rs25 lakh and above) Data collecteddisseminated on quarterly basis Quarterly
14 List of defaulters (non suit filed - defaulters account Rs1 crore and above) Data collecteddisseminated on half-yearly basis Half-yearly
15 Form IX Statement showing unclaimed deposits required to be listed as statutory list Annual
16 Form-A Provisional (Sec42) Used for compilation of monetary aggregates commercial bank survey compilation of NRI deposits Fortnightly
17 Form-A Final (Sec42) Used for compilation of monetary aggregates commercial bank survey compilation of NRI deposits computation of CRR Fortnightly
18 Data on non SSI sickweak industrial units as of 31st March Industry-wise number of accounts whether sickweak publicprivate Yearly
19 Form C Export finance ndashdisbursement and balance outstanding Quarterly
20 Form A Statement showing limit sanctioned and balance outstanding in the borrower accounts of parties having working capital limits of Rs10 crore or above from the entire banking system Quarterly
21 DSB-O-report on assets liabilities and exposures Break up of assets and liabilities on the basis of residual maturity next repricing date gap off balance sheet exposures unreconciled entries with other branches with other Indian banks branches in same foreign centre and accounts with other banks Quarterly
22 DSB-O-report on structural liquidity Break up of inflows and outflows on the basis of residual maturity mismatch cumulative mismatch and mismatch as per cent of outflows Quarterly
23 DSB-O-report on problem credit and investments Credit including off balance sheet exposure-list of customers of USD 2 million and above investments-list of customers of USD 1million and above Quarterly
24 DSB-O-report on large exposures Details of borrower accounts between USD 1 million to 5 million and above separately Total limits sanctioned divided into funded and non funded limits amount outstanding and security value Quarterly
25 DSB-O-report on country exposure and maturity Country classification due within 6 months between 6 months to 1 year1 year to 5 years and over 5 years Quarterly
26 DSB-O-report on profitability Interest income interest expense net interest income other income total expenses operational surplusdeficit profitloss before tax net profitloss Select productivity ratios Quarterly
27 DSB-O-report on frauds Details of individual fraud cases along with summary of fraud cases Quarterly
28 Balance Sheet Analysis (BSA) Audited accounts of the bank with notes on accounts Yearly
29 DSB return noI - Report on assets liabilities and exposures (Indian offices) Assets - cash loans and advances investments etc liabilities - deposits borrowings provisions etc capital and reserves off balance sheet exposures ndash credit contingents and commitments forex contracts and derivatives and long outstanding un-reconciled entries - accounts with banks inter branch adjustments and sundry debtors Monthly
30 DSB Return noII-report on capital adequacy Computation of capital base computation of risk weighted assets and risk based capital ratios - CRAR Core CRAR Quarterly
31 DSB return noIII- report on quarterly operating results Interest income interest expenses earnings before provisions and taxes interest receivable on NPAs not recognized as income and net profit and retained earnings Quarterly
32 DSB return noIV- report on asset quality Portfolio analysis - loans and advances other interest bearing assets (by delinquency in interest payment) classification of risk assets sectoral analysis of loan assets ndash priority sectors and other sectors top 30 impaired credits quality of securities portfolio - SLR securities non-SLR securities data on industry-wise exposure of banks exposure to sensitive sectors Monthly
33 DSB return noV - report on large credits Large credits to individual borrowers (above 15 per cent of total capital funds to be reported) large credit to borrower groups (above 30 per cent oftotal capital funds to be reported) Quarterly
34 DSB return noVI-report on connected lendings Credit to subsidiaries and associates credit to significant shareholders (holding 5 per cent or more of share capital or voting power) and credit to directorsmanagers Quarterly
35 DSB return no VII -report on ownership and control Top ten shareholders shareholder control - details about significant shareholders composition of board of directors and key executive officers Half-yearly
36 DSB return noVIII-statement of structural liquidity Time bucket wise outflows and inflows bucket wise mismatch cumulative mismatches etc top 20 large deposits and classification of term deposits Fortnightly
37 DSB return noIX-statement of interest rate sensitivity-rupee Time bucket wise liabilities time bucket wise assets and bucket wise gap (assets ndash liabilities) Monthly
38 DSB return no X- report on maturity and position (forex) Time bucket wise off balance sheet exposuresgap time bucket wise balance sheet itemsgaps residual gap aggregate gap limit Monthly
39 DSB return noXI-statement of interest rate sensitivity (forex) Time band exposure of rate sensitive assets time band exposure of rate sensitive liabilities and off balance sheet derivative products like IRS FRAs etc Monthly
40 RBS -1 (risk based supervision) Retail loan portfolio rating wise distribution of standard advances and rating wise distribution of Non-SLR investments Derivatives and loan sales and securitisation Quarterly
41 Return on operations of subsidiariesJVsassociates Informationdata on financial performancecondition of subsidiaries joint ventures associates of banks including contingent liabilities Quarterly
42 Consolidated Prudential Return (CPR) 1 Part-A consolidated balance sheet Part-B details on subsidiariesrelated entities Half-yearly
43 Equity investment in capital markets This is an ad-hoc excel sheet collected from 15 select banks and is not a part of regular returns collected by OSMOS Weekly
44 Return on off-shore banking units Details on off-shore banking units Quarterly
45 Statement on reconciliation of inter-branch accounts To monitor the entries outstanding for more than six months in inter-branch accounts Quarterly
46 Statement on reconciliation of clearing differences To monitor the entries outstanding for more than six months in clearing differences Quarterly
47 Statement on the position of balancing of books To monitor the number of branches where books have been balancednot balanced Quarterly
48 Statement on quick special audit of sundry depositssuspense account To monitor outstanding entries for Rs50000- and above for more than six months in these accounts Quarterly
49 Statement on bad debts written off To monitor the category-wise the amounts of bad debts written off Yearly
50 Reconciliation of outstanding entries in inter-bank (Nostro) accounts Outstanding entries for more than six months in inter-bank accounts and NOSTRO accounts Monthly
51 FMR-I Report on actual or suspected frauds in banks - within three weeks from the date of detection As and when the fraud occurs
52 FMR-II Reported closed and outstanding cases of frauds and IPC classification amount-wise and involvement-wise - within 15 days of the end of the quarter to which it relates Quarterly
53 FMR-III Progress report on frauds of large value - within 15 days of the end of the quarter to which it relates Quarterly
54 FMR-IV (revised name SMR-I) Report on dacoitiesrobberiestheft burglaries - immediately on their occurrence Also submission of quarterly consolidated statement in FMR-4 format within 15 days of the end of the quarter to which it relates Quarterly
55 VMR-I Report on action plan in public sector banks Quarterly
56 VMR-II (revised name SMR-II) Report on the security arrangements in public sector banks Contains information regarding number of branches considered vulnerable branches provided with armed guards alarm system and other security measures provided Quarterly
57 VMR-III (revised name VMR-II) Report on action taken against employees involved in frauds and corrupt practices Quarterly
58 Position of staff side action A statistical statement reporting period-wise pending cases against staff members Quarterly
59 Report on financial conglomerates Capturing the intra-group transactions and exposures amongst the identified FCs Quarterly
60 Statement describing the critical systems their recovery time objectives and the banks strategy to achieve them Statement describing the critical systems their recovery time objectives and the banks strategy to achieve them Yearly
61 Major failures during the period for critical systems customer segmentservices impacted and steps taken to avoid such failures in future Major failures during the period for critical systems customer segmentservices impacted and steps taken to avoid such failures in future Quarterly
62 Progress report on implementation of risk management systems ALM risk based supervision and risk based internal audit Risk management systems ALM Quarterly
63 Risk based supervision-compilation of risk profile templates Assessment of business risk areas and control risk areas Half-yearly
64 Whole bank long form audit report and compliance thereof Whole bank long form audit report and compliance thereof Yearly
65 Quarterly reviewed results Quarterly reviewed results Quarterly
66 Data related to IRS deals Item wise details of principal amount trading book banking book Monthly
67 Half yearly review of investment of portfolio QualitativeQuantitative review of entire investment portfolio of the bank for the half year Half-yearly
68 Progress report on operations of the smartdebit cards Progress report on operations of the smartdebit cards Half-yearly
69 Non-option rupee derivative report Foreign exchange contracts and benchmark wise details of other derivatives position Monthly
70 Capital adequacy statement Calculation of capital adequacy ratio under the new BASEL II (revised framework) Quarterly
71 Exposure towards credit derivatives and other investments Exposure towards credit derivatives and other investments and related MTM losses by overseas operations of Indian banks Monthly
72 Loss assets gt 2 years old where no legal action has been initiated Loss assets gt 2 years old where no legal action has been initiated Half-yearly
73 RBI note refund rules - statement of defective notes adjudicated at currency chests branches Statement of defective notes adjudicated at currency chests branches Quarterly
74 Counterfeit notes detected by banks Part-1 contains StateUnion Territory-wise summary of counterfeit notes detected by bank on an All-India basisPart-2 reflects cases of FIRs lodged by banks Monthly
75 Format for furnishing addresses etc particulars of Forged Note Vigilance Cell (FNVC) to RBI The return conveys the following particulars - Address of FNVCName and designation of officer-in-chargeTelephone numberFax numberE-mail address Annual (as on 1st July)
76 Status report on forged notes The report covers a brief account of the functions discharged by the Forged Note Vigilance Cell of the bank with reference to the points covered in para-7 of the master circular on detection and impounding of forged notes Quarterly
77 PDs call money transactions with commercial banks (Return from PDs) Compilation of new monetary aggregates Fortnightly
78 SBI-outstanding in Government securities by employees provident funds organisation Compilation of ownership of central and state Government securities for the publication Handbook of Statistics on India Economy Annual
79 Form TC Compilation of short term credit extended for imports and payments thereof Monthly
80 Interest rates on NRI deposits Interest rates on NRI deposits Monthly
81 NostroVostro balances of ADs NostroVostro balances of ADs Monthly
82 Investments by FIIs Reconciliation Monthly
83 Yen holdings of Government of India International investment position Monthly
84 Government of India lines of credit monthly statement of accounts BoP compilation Monthly
85 Forward exchange cover for FIIs Forward exchange cover for FIIs Ad hoc
86 Data of Authorised Dealer category branches Category-wise branch list Yearly
87 Statement of permission granted for opening of trading non-trading office posting of representative abroad Statement of permission granted for opening of trading non-trading office posting of representative abroad Yearly
88 Statement indicating the details of remittances made by NRIs PIOforeign nationals Statement indicating the details of remittances made by NRIs PIOforeign nationals Yearly
89 Statement indicating the details of forex utilization of international debit cards for amount exceeding USD 100000 in a calendar year Statement indicating the details of forex utilization of international debit cards for amount exceeding USD 100000 in a calendar year Yearly
90 Daily ADRs GDRs report Submission of contract notes received from broker for re-issuance of ADRGDR Daily
91 FII investment in Government securities Details of investment done by foreign institutional investor in Government securities On demand
92 GDRs release statement Opening balance of ADRGDR underlying shares total cancellation re-issuance of ADRGDR closing balances of ADRGDR underlying shares and balances ADRGDR Monthly
93 ADR GDR cancellation report Cancellation of ADRGDR received from overseas depository body Fortnightly
94 STAT-5 Statement of FCNR deposits (total inflow outflow and outstanding deposits under FCNR accounts) Monthly
95 STAT-8 Statement showing inflowoutflow of deposits under non-resident (external) rupee (NRE) accounts scheme and NRO accounts scheme for the specified month Monthly
96 BAL statement Foreign currency balances of Authorized Dealers and rupee balances of non-resident banks Fortnightly
97 Interest rates on FCNR(B) deposits Interest rates on FCNR(B) deposits Monthly
98 R return Turnover of foreign currency transactions and balances (inward and outward remittances in foreign currencies) Monthly
99 SGLCSGL reconciliation return SGL reconciliation Quarterly
100 MICR cheque clearing return MICR cheque clearing return Monthly
101 Non-MICR cheque clearing return Non-MICR cheque clearing return Monthly
102 ECS ECS Monthly
103 State-wise ATMs data State-wise ATMs data Quarterly
104 Area-wise ATMs data Area-wise ATMs data Quarterly
105 Cards data Cards data Monthly
106 Pre-paid cards Pre-paid cards Quarterly
107 Audited accounts Copy of annual report with audited statements of accounts and published data of accounts Yearly
108 Form-X ndash statement of assets and liabilities Monthly assets and liabilities of domestic operations estimation of household financial savings Monthly
109 Basic Statistical Return - I (1A and 1B) Relates to bank credit as of 31st March (Advance Details) Yearly
110 Basic Statistical Return - II Classification of deposits with scheduled commercial banks Yearly
111 Basic Statistical Return - IV Survey on composition and ownership of deposits as on 31st March Yearly
112 Basic Statistical Return - V Total investment security-wise details as per annual accounts Yearly
113 Basic Statistical Return - VI Survey of debits to deposits and credits Once in two years
114 Basic Statistical Return - VII Aggregate deposit and advances of all branches Quarterly
115 Opening of new branches Proforma-I Section 23 of BR Act 1949 - statement of new office branch opened during the quarter (Proforma-I) Quarterly
116 IBS return International assets and liabilities of banks in India Quarterly
117 CPIS Co-ordinated portfolio investment survey of banks in India Annual
118 NRD-CSR Non-resident deposits comprehensive single return on NRFCNR deposits and their transactions in a month Monthly
119 ECB-2 return External Commercial Borrowings Monthly
120 FETERS (R-return) Foreign exchange transactions of banks in India Fortnightly
121 Banking service price index The statement comprises of data related to fees income and fee charges for banking services provided by the bank and selective data on deposits and loans Monthly Quarterly
122 Change in status (category) of offices branches dealing in forex Change in status (category) of offices branches dealing in forex As and when occasion arises
123 Applying for AD code Immediately on opening of new branches As and when occasion arises
124 Forex Turnover Data (FTD) Forex turnover data Daily
125 Gaps Positions and Balances (GPB) Gaps of foreign currency net open exchange positions and cash balances Daily
126 Overseas foreign currency borrowing by ADs Category-I To monitor the level of overseas foreign currency borrowings by ADs Category-I Monthly
127 Consolidated information relating to exposures of corporates in foreign currency Consolidated information relating to exposures of corporates in foreign currency Quarterly
128 Foreign Currency Rupee (FCR) option To know the volume of option transactions of ADs Category-I Weekly
129 Cross currency derivative transactions statement To know the volume of transactions Half-yearly
130 Booking of forward contract by SMEs and individuals To know the forward contracts booked and cancelled by SMEs and individuals Quarterly
131 Commodity hedging (No format) To know about permission given by ADs Category-I to listed corporates to hedge prices of commodities importedexported in overseas commodity exchanges Yearly
132 Commodity hedging (No format) To know about permission given by ADs Category-I to listed corporates to hedge prices of select metals and ATF in overseas commodity exchanges Monthly
133 Remittances under RDA (E-statement) To know the amount received under RDA Quarterly
134 Vostro list List of Vostro accounts YearlyAs and when account is opened
135 List of officesbranches maintaining (Rupee and ACU Dollar) accounts of non-resident banks and list of Vostro accounts List of officesbranches maintaining (Rupee and ACU dollar) accounts of non-resident banks and list of Vostro accounts Yearly
136 XOS statement Details of overdue export - bills outstanding for more than 6 months and value above USD 25000 Half-yearly
137 BEF statement Bill of entry not received - for value USD 1 lakh and above Half-yearly
138 Advance remittance for import of rough diamonds aboveequal to USD 5 Million Advance remittance for import of rough diamonds aboveequal to USD 5 Million RBI2006-2007278A P (DIR Series) Circular No 34 Half-yearly
139 Statement on guarantees LOULOC Guarantees letter of undertakingletter of comfort issued Quarterly
140 Form ODI (Part I to IV) Form ODI (Part I to IV) As and when occasion arises
141 ESOP reporting ESOP reporting Yearly
142 Investment by mutual fund in overseas securities Investment by mutual fund in overseas securities Monthly
143 Reporting of portfolio investments by Indian companies Reporting of portfolio investments by Indian companies Monthly
144 FII weekly FII inflow and outflow Weekly
145 Liberalised Remittance Scheme of USD 200000 for resident individuals Liberalised Remittance Scheme of USD 200000 for resident individuals Monthly
146 Details of remittances made by NRO account Remittances made out of NRO accounts up to 1 million USD per calendar year - Facilities to NRIsPIOs and foreign nationals - liberalisation Quarterly
147 List of equity and convertible debentures (LECNRI) Statement of purchases sales of shares debentures made on behalf of NRIs persons of Indian origin under portfolio investment scheme Daily
148 List of equity and convertible debentures (LECFII) Statement of purchases sales of shares debentures made on behalf of FIIs under portfolio investment scheme Daily
149 Statement of inflow outflow on account of remittance received made in connection with transfer of shares convertible debentures by way of sale Statement of inflow outflow on account of remittance received made in connection with transfer of shares convertible debentures by way of sale Monthly
150 Inflowoutflow on account of high net worth individuals (IOFHNI) Inflowoutflow on account of high net worth individuals (IOFHNI) Monthly
151 Market value of FIIs Market value of FIIs Monthly
152 Market value of FVCI Market value of FVCI Monthly
153 Statement regarding sale through stock exchanges of shares bonds debentures by Authorised Dealers acquired by NRIs OCBs under the direct investment scheme Statement regarding sale through stock exchanges of shares bonds debentures by Authorised Dealers acquired by NRIs OCBs under the direct investment scheme Yearly
154 Reporting of derivativescurrency swap transactions Reporting of derivativescurrency swap transactions Weekly
155 FLM - 8 (sale and purchase of foreign currency) FLM - 8 (sale and purchase of foreign currency) Monthly
156 OCB return Monitoring of disinvestments by OCB Monthly
157 Statement of deferred credit from ROs Statement of deferred credit from ROs Quarterly
158 Import of gold by EOUs units in SEZEPZ and nominated agencies Import of gold Monthly
159 Statement of commodity hedging - domestic transactions Statement submitted by AD Category I on the domestic hedging - domestic transactions done by corporates Monthly
160 Booking of forward contract on past performance basis Data on forward contracts booked on the basis of past performance bank as a whole Monthly
161 EBW statement Export bills written-off during the half year Half-yearly
162 Data on facilities to NRIPIOS foreign nationals-liberalization Details of persons with Indian origin Quarterly
163 Monitoring of overseas borrowing Monitoring of overseas borrowing Monthly
164 Special Fortnightly Return ( SFR IIID) Issue of certification of deposits Fortnightly
165 Special Fortnightly Return ( SFR IIIF) Investment in commercials papers Fortnightly
166 Statement of chest slips Slips received from currency chests indicate deposits and withdrawals of cash from currency chests on day-to-day basis This helps to arrive at the daily closing balance of currency chests (Submitted online through ICCOMS daily) Daily
167 Statement of link offices These are received by Issue Department from link offices of banks concerned and show currency transfer position of banks The current account of the banks concerned are deleted and credited based on these statements (Submitted online through ICCOMS daily) Daily
168 Statement showing details of counterfeit bank notes detected by the branch during the month The return comprises of two parts -(i) Denomination-wise and StateUnion Territory-wise details of forged notes detected by the branch(ii) Details of cases of FIR filed with police Monthly
169 Special Fortnightly Return ( SFR VIII) Balances held abroad and loan in foreign currency Fortnightly
170 Special Fortnightly Return-II Monitoring of daily CRR balances Fortnightly
171 Special Fortnightly Return-VI-AB Lending rates for various bank groups Fortnightly
172 Special Fortnightly Return-VI-B Monitoring deposits rates of scheduled commercial banks Fortnightly
173 Special Quarterly-VI-A Outstanding sub-BPRL of scheduled commercial banks Quarterly
174 Special Quarterly-VI-AC Monitoring lending rates of scheduled commercial banks Quarterly
175 Basic Statistical Returns-3 Monitoring of bank credit against sensitive commodities Monthly
176 Quick Return on industry - wise bank credit (QIBC) Analyzing trends in industry -wise bank credit Monthly
177 Sector-wise and industry-wise deployment of bank credit (SIBC) Analyzing trends in sector- wise and industry-wise bank credit Monthly
178 Exports credit refinance return Monitoring limits and utilization of export credit refinance Fortnightly
179 Supplementary return on daily SLR Supplementary return on daily SLR Fortnightly
180 Special Fortnightly Return ( SFR IIIC) Money market operations-particulars of interbank participations (IBP) Fortnightly
181 PMRY monthly progress report Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending Monthly
182 PMRY quarterly progress report Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount of which sanctioned and disbursed to SCST women disabled and physically handicapped Quarterly
183 PMRY subsidy utilisation statement PMRY subsidy Quarterly
184 Progress report on SGSY Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SGSY scheme Monthly Press Release 2010-2011206
185 Progress report on SJSRY Contains State-wise Return with Targets application received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SJSRY scheme Monthly
186 Progress report on SRMS Contains State-wise return with targets application received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SRMS scheme Monthly
187 Swarna-Jayanti Gram Swarozgar Yojana (SGSY) - Progress report Progress report of states with state code giving details of applications received up to the previous month during current month and up to the month Loans disbursed to individuals SHGs women disabled Applications received and pending for decision Applications rejected Quarterly
188 Direct agriculture advances recovery Direct agriculture advances recovery Yearly
189 Credit flow to micro small and medium enterprise Position of lending to SME sector -segmentation of advances by specific customer categories (SSI units tiny sectors medium enterprises) Quarterly
190 Debt restructuring mechanism for SMEs - status report Analysis of schemes for debt restructuring considered during quarter for eligible loans Quarterly
191 Position of loans outstanding without collateral security to tiny sector units composite loans sanctioned under the single window scheme Collateral free loans up to Rs 25 lakh to micro enterprises composite loan up to Rs1 crore Quarterly
192 Return on financing under cluster approach Cluster based lending Half-yearly
193 Statement showing the particulars of specialised SME branches operationalised Performance of specialised SME branches Yearly
194 Rehabilitation of sick SSI units Rehabilitation of sick SSI units Yearly
195 Operationalisation of RIDF Operationalisation of RIDF Yearly
196 Interest rate on agriculture loan Interest rate on agriculture loan Half-yearly
197 Half yearly ad-hoc data on priority sector advances as on last reporting Friday Contains outstanding accounts and amount (total as well as under SCST) in various parameters (approx 30) Half-yearly
198 Statement of priority sector advances Outstandings under direct and indirect agriculture total priority sector and weaker section as on last reporting Friday Quarterly
199 Statement of advances to agriculture Statement of advances to agriculture Monthly
200 State-wise data on balance outstanding on priority sector advances as on last reporting Friday of March State-wise outstanding accounts and balance (Total outstanding SC outstanding and ST outstanding separately) under various parameters (approx 50) of priority sector advances Yearly
201 Return on SCST beneficiaries under priority sector advances as on last reporting Friday of March and September Outstanding accounts and balance (SC and ST separately) under various parameters (approx 16) of priority sector advances Half-yearly
202 Statement on DRI Scheme as on last reporting Friday of March Disbursements demand recovery overdues and outstandings under various parameters (approx 8) Yearly
203 Special Return no 1 of RBI (Annual) State-wise return on annual disbursement (July to June) under direct agriculture and allied activities and balance outstanding as on last reporting Friday Yearly
204 Special Return no 2 of RBI (Annual) State-wise return (July to June) on demand recovery overdues and outstandings of direct finance to agriculture (short term loans and term loans separately) Yearly
205 Special Return no 3 of RBI (Annual) State-wise return (July to June) on disbursal of advances under various parameters (approx 40) of priority sector and SCST separately Yearly
206 Provision of credit to agriculture and debt relief to farmers - progress report Provision of credit to agriculture and debt relief to farmers - progress report Monthly
207 Quarterly report on lending to women Quarterly report on lending to women Quarterly
208 Monitoring report on convening of DLRC meetings on quarterly basis Monitoring report on convening of DLRC meetings on quarterly basis Quarterly
209 Progress report on new 20 Point programme Progress report on new 20 Point programme Yearly
210 Target under SACP (district wise break up) Contains lead district-wisenon-lead district-wiseregion-wiseState-wise disbursement under agriculture SSI and OPS alongwith target and achievement position under SACP scheme Yearly
211 Target under ACP (district wise break up) Contains lead district-wisenon-lead district-wiseregion-wiseState-wise disbursement under agriculture SSI and OPS along with target and achievement position under ACP scheme Yearly
212 Statement showing sector-wise achievements Sector-wise achievements under ACP in lead districts with name of the StateUTCircles no of districts agriculture and allied activities small scale industries services Quarterly
213 Priority sector advances sanctioned to members of specified minority communities vis-agrave-vis overall priority sector advances Priority sector advances sanctioned to members of specified minority communities vis-agrave-vis overall priority sector advances Half-yearly
214 29 Column statement for SSI performance 29 column statement for SSI performance Half-yearly
215 PMRY recovery and overdue statement State wise position of outstanding demand recovery overdue and per cent of recovery with number of accounts and amount in PMRY Quarterly Half-yearly
216 SJSRY recovery statement SJSRY recovery statement Half-yearly
217 SGSY recovery statement SGSY recovery statement Half-yearly
218 SRMS recovery statement SRMS recovery statement Half-yearly
219 KCC scheme BKCC cards issued under PAIS State-wise cards issued and amount sanctioned under crop loans and under term loans separately amount sanctioned under PAIS scheme of Kisan Credit cards Quarterly
220 Performance under special agricultural credit plan Disbursements under various parameters (approx 12) of direct and indirect agriculture (total small and marginal farmers and agricultural labourers separately) Half-yearly
221 ACP targets and achievements ACP targets and achievements - bank-wise Half-yearly
222 Education loan and housing loan Education loan and housing loan Half-yearly
223 Foreign banks advances to priority sectors Foreign banks advances to priority sectors Yearly
The Reserve Bank of India has replaced four returns with one reducing the number of returns to be submitted by banks to 222 from the earlier 225
Now banks can file a new Special Monthly Return VI AB which was introduced in July 2010 They will not have to submit the following four returns
i) Special Fortnightly Return VI AB
ii) Special Fortnightly Return VI B
iii) Special Quarterly Return VIA
iv) Special Quarterly Return VI AC
These returns are listed at serial nos 171 to 174 of lsquolist of returns to be submittedrsquo published in the press release dated August 14 2008
The new special return has to be submitted monthly within 15 days from the end of the relevant month The list of 225 returns was published in the press release dated January 20 2009
Alpana Killawala
Chief General Manager
Press Release 2010-2011206
The Reserve Bank of India has today clarified that scheduled commercial banks have to file the returns Statements showing interest rates of commercial banks for credit limits over Rs 2 lakh and IBS-reporting of derivatives transactions Consequently the number of returns banks have to submit to the Reserve Bank of India will be 225
It may be recalled that the Reserve Bank of India had in its press release dated August 14 2008 announced that it would be introducing eXtensible Business Reporting Language (XBRL) based filing of returns As part of XBRL implementation the Reserve Bank had also rationalised the number of returns banks needed to submit to the Reserve Bank reducing them from 291 to 223 It had prepared and published two lists of returns ndash one list of returns to be submitted to the Reserve Bank and the other list of returns not to be submitted to the Reserve Bank It had also asked banks not to submit those returns which were enumerated in the list of returns not to be submitted
Alpana Killawala
Chief General Manager
Page 5: Regulatory reporting by banks to rbi

Regulatory Reporting by Banks to RBI

Form A With a view to monitoring compliance with Cash Reserve Ratio (CRR) by the Scheduled Commercial Banks (SCBs) the Reserve Bank has prescribed a statutory return ie Form A return under Section 42 (2) of the Reserve Bank of India Act 1934 All SCBs are required to submit a provisional return in Form A within 7 days from the expiry of the relevant fortnight All SCBs data are then disseminated through a Press Communiqueacute and also through Weekly Statistical Supplement In addition to monitoring of CRR of banks the data from the return are also used for compilation of monetary aggregates The final Form A B is required to be sent to RBI within 20 days from expiry of the relevant fortnight Data from final Form A B are disseminated through the Reserve Bank of India Bulletin The Working Group on Money Supply Analytics and Methodology of Compilation (1998) (Chairman DrYVReddy) suggested some major additions in the return by including a memorandum and two annexure covering data on foreign currency liabilities and assets investments in non-approved securities subscription to shares debentures bonds etc Current format of the return follows these recommendations It uses the underlying XBRL taxonomy for defining the elements This taxonomy will represent the elements with multi-dimensional view using the Dimensions concept as defined in the Specification 10 a part of the XBRL 21 standard

RETURNS ON CAPITAL ADEQUACY

The Capital Adequacy Return (RCA2) is based on Basel II related Capital Measurement framework issued by the Reserve Bank keeping in view its goal to have consistency and harmony with international standards The return is mainly used by RBI for assessing the credit market and operational risk exposures and the capital held vis-agrave-vis those risks by the commercial banks in India The main approaches prescribed by the Reserve Bank include Standardized Approach (SA) for credit risk Basic Indicator Approach (BIA) for operational risk and Standardized Duration Approach (SDA) for market risk The RCA2 reporting system leverages XBRL platform as part of a secured web based Electronic filing system for data submission and reporting

A XBRL taxonomy specific to this return and which enables a multi-dimensional view of the data elements supports a front-end spreadsheet based reporting template for entering relevant data by banks It uses the underlying XBRL taxonomy for defining the elements This taxonomy will represent the elements with multi-dimensional view using the Dimensions concept as defined in the Specification 10 a part of the XBRL 21 standard

RCA2_Taxonomyzip

Sample_Instance_Documents_07-08-09zip

Author Partho H Chakraborty 5

Sample Instance Documents 07-08-09

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Sample_Instance_Do

cuments_07-08-09zip

Sample_Instance_Documents_07-08-09zip

Sample Instance Documents_07-08-09RCA2_010_31-MAR-2009_04052009223221PMxml

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010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIINoteIssuanceRevolvingNonrevolvingUnderwritingFacilities in-baselIICounterpartyClient 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIINoteIssuanceRevolvingNonrevolvingUnderwritingFacilities in-baselIIPurposeTransaction 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIINoteIssuanceRevolvingNonrevolvingUnderwritingFacilities in-baselIIAssetTypeTransaction 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIINoteIssuanceRevolvingNonrevolvingUnderwritingFacilities 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet 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in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIDomesticPublicSectorEntities in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIDomesticPublicSectorEntities in-baselIIRatingTypeBBandBelow in-baselIIRiskWeight150Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIDomesticPublicSectorEntities in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIOtherCounterparty in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIOtherCounterparty in-baselIIRiskWeight75Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIOtherCounterparty in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIINBFCNDSI in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIRegulatoryRetail in-baselIIRiskWeight75Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBandBelow in-baselIIRiskWeight150Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedTypeandRestructured in-baselIIRiskWeight125Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypePRFourFive in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIForeignSovereign in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight0Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIINonResidentCorporate in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIINonResidentCorporate in-baselIIRatingTypeBBBtoBB in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIINonResidentCorporate in-baselIIRatingTypeBelowBB in-baselIIRiskWeight150Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICounterpartyClient 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICommercialRealEstate in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICapitalMarket in-baselIIRiskWeight125Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIPurposeTransaction 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIAssetTypeTransaction 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIINonResidentCorporate in-baselIIRatingTypeBBBtoBB in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIINonResidentCorporate in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICounterpartyClient 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIIPurposeTransaction 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIIAssetTypeTransaction 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear 2009-03-31 010 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in-baselIIPurposeTransaction 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIIAssetTypeTransaction 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIIOtherCounterparty in-baselIIRiskWeight125Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIINonResidentCorporate in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardGoldContracts 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyFutures 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet 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2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanFiveYears in-baselIIDomesticScheduledBanks in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherForwardForexContracts in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherForwardForexContracts in-baselIIUptoOneYear in-baselIIDomesticSovereign in-baselIIRiskWeight0Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherForwardForexContracts in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherForwardForexContracts in-baselIIMorethanFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherForwardForexContracts 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAllForwardForexContracts 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardRateAgreements in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardRateAgreements 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateOptions in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateOptions in-baselIIMorethanFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateOptions 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateFutures 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIUptoOneYear in-baselIIDomesticNonScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticNonScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherInterestRateContracts in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherInterestRateContracts in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherInterestRateContracts 2009-03-31 010 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateContracts 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualFortySixDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualFortySixDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualFortySixDays 2009-03-31 010 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 010 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure 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Sample Instance Documents_07-08-09RCA2_600_31-MAR-2009_20052009160623PMxml

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in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight75Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIRiskWeight150Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIUnratedType 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight75Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIRiskWeight150Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedCommercialRealEstateExposures 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIISecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight75Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIRiskWeight150Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedCommercialRealEstateExposures 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIBackedOtherthanCommercialRealEstateExposures 2009-03-31 600 in-baselIICreditRiskforSecuritisationExposures in-baselIIOffBalanceSheet in-baselIIOtherthanOriginator in-baselIIUndrawnPortionLiquidityFacilitiesSecuritisationExposures in-baselIIUnratedType 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCDocumentary in-baselIIDomesticSovereign in-baselIIRiskWeight0Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCDocumentary in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCDocumentary in-baselIIOtherPurpose in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCDocumentary in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCDocumentary in-baselIIAssetTypeTransaction in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCDocumentary in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCDocumentary 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCClean in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCClean in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCClean in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCClean in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIILCClean 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFinancialGuarantees in-baselIICorporateIncludingAFC in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFinancialGuarantees in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFinancialGuarantees in-baselIIOtherPurpose in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFinancialGuarantees in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFinancialGuarantees in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFinancialGuarantees 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees in-baselIIDomesticSovereign in-baselIIRiskWeight0Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees in-baselIIOtherPurpose in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees in-baselIIAssetTypeTransaction in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOthersGuarantees 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAcceptancesEndorsements in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAcceptancesEndorsements in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAcceptancesEndorsements in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAcceptancesEndorsements in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAcceptancesEndorsements 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnderwritingStandbyCommitments in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnderwritingStandbyCommitments in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnderwritingStandbyCommitments in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnderwritingStandbyCommitments 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIITransactionsAssetsSaleRecourse 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardAssetPurchasesForwardDepositsLiabilityPartlyPaidUpShares in-baselIIAssetTypeTransaction in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardAssetPurchasesForwardDepositsLiabilityPartlyPaidUpShares 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIRepurchasesReverseRepurchaseSecuritiesLendingBorrowingTransactions in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIRepurchasesReverseRepurchaseSecuritiesLendingBorrowingTransactions in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIRepurchasesReverseRepurchaseSecuritiesLendingBorrowingTransactions in-baselIIAssetTypeTransaction 2009-03-31 600 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in-baselIINoteIssuanceRevolvingNonrevolvingUnderwritingFacilities 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIIOtherCounterparty in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIICounterpartyClient 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIIPurposeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIIAssetTypeTransaction 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIINinePercentandAbove in-baselIIRiskWeight35Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight10Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardGoldContracts 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyFutures 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight75Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight90Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight90Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight90Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherForwardForexContracts 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIAllForwardForexContracts 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardRateAgreements 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateOptions 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateFutures 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyFloatingFloatingInterestRateSwaps 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIIUnratedType in-baselIIRiskWeight20Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIICorporateIncludingAFC in-baselIIRiskWeight50Percent 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherInterestRateContracts 2009-03-31 600 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateContracts 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOnBalanceSheet in-baselIIForeignExchangeTransactions in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualFortySixDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualFortySixDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualFortySixDays 2009-03-31 600 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions 2009-03-31 600 in-baselIICreditRiskforCounterpartyExposures in-baselIIAsBorrower in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIICreditRiskforCounterpartyExposures in-baselIIAsLender in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRiskWeight100Percent 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 600 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument 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in-baselIIUnderwritingStandbyCommitments in-baselIIAssetTypeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnderwritingStandbyCommitments 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines in-baselIICounterpartyClient 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines in-baselIIPurposeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines in-baselIIAssetTypeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUndrawnCommittedCreditLines 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIITransactionsAssetsSaleRecourse 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIIOtherCounterparty in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIICounterpartyClient 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIIPurposeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities in-baselIIAssetTypeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIContingentLiabilities 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardAssetPurchasesForwardDepositsLiabilityPartlyPaidUpShares in-baselIIAssetTypeTransaction in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardAssetPurchasesForwardDepositsLiabilityPartlyPaidUpShares 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIRepurchasesReverseRepurchaseSecuritiesLendingBorrowingTransactions in-baselIICounterpartyClient 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet 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2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIINoteIssuanceRevolvingNonrevolvingUnderwritingFacilities in-baselIIAssetTypeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIINoteIssuanceRevolvingNonrevolvingUnderwritingFacilities 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBandBelow in-baselIIRiskWeight150Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIINonResidentCorporate in-baselIIRatingTypeBBBtoBB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIINonResidentCorporate in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIDomesticNonScheduledBanks in-baselIINegativeRatio in-baselIIRiskWeight625Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeBBtoB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet 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in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICounterpartyClient 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICapitalMarket in-baselIIRiskWeight125Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIICommercialRealEstate in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIPurposeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear in-baselIIAssetTypeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIUptoOneYear 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBandBelow in-baselIIRiskWeight150Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICorporateIncludingAFC 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in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICapitalMarket in-baselIIRiskWeight125Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIICommercialRealEstate in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIIPurposeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear in-baselIIAssetTypeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIFormalStandbyFacilitiesCreditLines in-baselIIMorethanOneYear 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIICounterpartyClient 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIIPurposeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness in-baselIIAssetTypeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICommitmentsCancellableDeteriorationBorrowerCreditworthiness 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance in-baselIICounterpartyClient 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance in-baselIIPurposeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance in-baselIIAssetTypeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIUnconditionalTakeoutFinance 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIICounterpartyClient 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIIPurposeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance in-baselIIAssetTypeTransaction 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIINonMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIConditionalTakeoutFinance 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIUnratedType in-baselIIRiskWeight50Percent 2009-03-31 639 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in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBandBelow in-baselIIRiskWeight150Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIUptoOneYear in-baselIINonResidentCorporate in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIINonResidentCorporate in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardForexContractsExcludingGold 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIForwardGoldContracts 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyFutures 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIUnratedType in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBandBelow 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in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBandBelow in-baselIIRiskWeight150Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions in-baselIIMorethanFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICurrencyOptions 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBandBelow in-baselIIRiskWeight150Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIUptoOneYear in-baselIINonResidentCorporate in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks 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in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIICrossCurrencySwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC 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in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIUptoOneYear in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeBelowB in-baselIIRiskWeight150Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIUnratedType in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeAAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeAA in-baselIIRiskWeight30Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeBBB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIINonResidentCorporate in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIIForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIIForeignBanks in-baselIIUnratedType in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIICorporateIncludingAFC in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps in-baselIIMorethanFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIISingleCurrencyOtherThanFloatingFloatingInterestRateSwaps 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIUptoOneYear in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIUptoOneYear in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticScheduledBanks in-baselIINinePercentandAbove in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeA in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIForeignBanks in-baselIIRatingTypeBBB in-baselIIRiskWeight50Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIINonResidentCorporate in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIMorethanFiveYears in-baselIIForeignBanks in-baselIIRatingTypeAAAtoAA in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps in-baselIIMorethanFiveYears in-baselIICorporateIncludingAFC in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIBasisSwaps 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIOtherInterestRateContracts 2009-03-31 639 in-baselIICreditRiskExposuresExcludingSecuritisation in-baselIIMarketRelatedExposure in-baselIIOffBalanceSheet in-baselIIInterestRateContracts 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOnBalanceSheet in-baselIINonDVPSecuritiesTransactions in-baselIIOtherCounterparty in-baselIIRiskWeight0Percent 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOnBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIOtherCounterparty in-baselIIRiskWeight0Percent 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions in-baselIIMorethanEqualFortySixDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIDVPSecuritiesTransactions 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions in-baselIIMorethanEqualFortySixDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIForeignExchangeTransactions 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualFiveDaysLessthanEqualFifteenDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualSixteenDaysLessthanEqualThirtyDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualThirtyoneDaysLessthanEqualFortyFiveDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions in-baselIIMorethanEqualFortySixDays in-baselIIOtherCounterparty 2009-03-31 639 in-baselIICreditRiskFailedTransactions in-baselIIOffBalanceSheet in-baselIIOtherTransactions 2009-03-31 639 in-baselIICreditRiskforCounterpartyExposures in-baselIIAsBorrower in-baselIIUptoOneYear in-baselIIForeignSovereign in-baselIIUnratedType in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIICreditRiskforCounterpartyExposures in-baselIIAsBorrower in-baselIIMorethanOneYearLessthanEqualFiveYears in-baselIIDomesticSovereign in-baselIIRiskWeight20Percent 2009-03-31 639 in-baselIICreditRiskforCounterpartyExposures in-baselIIAsLender in-baselIIUptoOneYear in-baselIIForeignSovereign in-baselIIRatingTypeBBtoB in-baselIIRiskWeight100Percent 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesHeldTrade in-baselIIInterestRateRelatedInstrument 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsOtherthanCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISecuritisedDebtInstrumentsCommercialRealEstateExposures in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIExchangeTradedFuture in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIOTCForward in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIILessthanEqualSixMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanSixMonthsButLessthanEqualTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeAAAtoBBB in-baselIIMorethanTwentyfourMonths 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument in-baselIIDerivativesOptions in-baselIICorporateBonds in-baselIIUnratedPermittedType in-baselIIAll in-baselIIUptoThresholdLimit 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldTradingBooks in-baselIIInterestRateRelatedInstrument 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentCentralStateGovernmentSecurities in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherApprovedSecuritiesStateGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentCentralGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIInvestmentOtherSecuritiesPaymentStateGovernmentGuaranteed in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeAAAtoAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBBtoB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIRatingTypeBelowB in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIISovereignSecuritiesForeignGovernments in-baselIIUnratedType in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIIScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIUptoTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINinePercentandAbove in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIISixPercentandAboveLessthanNinePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIThreePercentandAboveLessthanSixPercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIIZeroPercentandAboveLessthanThreePercent in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIIBondsCRARAvailable in-baselIINonScheduledBank in-baselIIAboveTenPercentInvestingBankCapitalFunds in-baselIINegativeRatio in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIINoCapitalAdequacyNormsPrescribedRBI in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument in-baselIIInterestRateRelatedInstrumentsExposure in-baselIICorporateBonds in-baselIIRatingTypeAA in-baselIIAll 2009-03-31 639 in-baselIISpecificRisk in-baselIISecuritiesAvailableSaleTreatedasHeldBankingBooks in-baselIIInterestRateRelatedInstrument 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Partho
File Attachment
Sample Instance Documents 07-08-09docx

RCA2 ndash Taxonomy

image1emf

RCA2_Taxonomyzip

RCA2_Taxonomyzip

TAXONOMYin-baselII-2010-06-30xsd

Risk Weighted Assets linkcalculationLink linkpresentationLink Operational Risk linkpresentationLink linkdefinitionLink Specific Market Risk HFT linkpresentationLink linkdefinitionLink Specific Market Risk AFS linkpresentationLink linkdefinitionLink Specific Market Risk Alternate AFS linkpresentationLink linkdefinitionLink Aggregate Market Risk linkpresentationLink linkdefinitionLink Credit Risk On Balance Sheet Excluding Securitisation linkpresentationLink linkdefinitionLink Securitisation Exposure On Balance Sheet linkpresentationLink linkdefinitionLink Securitisation Exposure Off Balance Sheet linkpresentationLink linkdefinitionLink Credit Risk Off Balance Sheet Non Market Related Exposure linkpresentationLink linkdefinitionLink Credit Risk Off Balance Sheet Market Related Exposure linkcalculationLink linkpresentationLink linkdefinitionLink Failed Transaction On Balance Sheet Exposure linkpresentationLink linkdefinitionLink Failed Transaction Off Balance Sheet Exposure linkpresentationLink linkdefinitionLink Counterpaty Credit Risk As Borrower linkpresentationLink linkdefinitionLink Counterpaty Credit Risk As Lender linkpresentationLink linkdefinitionLink Regulatory Capital Indian Banks linkcalculationLink linkpresentationLink linkdefinitionLink Regulatory Capital Foreign Banks linkcalculationLink linkpresentationLink linkdefinitionLink Deductions from Tier I Capital linkpresentationLink Deductions from Tier II Capital linkpresentationLink Regulatory Capital Hypercubes linkdefinitionLink Dimension Default Relationship linkdefinitionLink Re-Securitisation Exposure On Balance Sheet linkpresentationLink linkdefinitionLink Re-Securitisation Exposure Off Balance Sheet linkpresentationLink linkdefinitionLink

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TAXONOMYin-baselII-2010-06-30_prexml

TAXONOMYin-baselII-2010-06-30_refxml

Guidelines for Implementation of the New Capital Adequacy Framework April 2007 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 14 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 2 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 21 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 21 (i) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 21 (ii) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 21 (iii) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 21 (iv) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (i) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (ii) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (iii) Banking Regulation Act 1949 29 Third A Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (iv) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (v) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 23 (vi) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 3 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 4 4 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 10 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 103 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 11 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 12 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 121 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 124 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 126 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 131 (a) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 133 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 134 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 135 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 136 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 14 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 141 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 15 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 152 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 153 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 155 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 155 (i) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 155 (iv) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 155 (v) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 16 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 2 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 3 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 41 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 42 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 5 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 6 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 61 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 61 (i) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 61 (ii) Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 62 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 7 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 81 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 83 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 84 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 5 9 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 6 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 8 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 8 36 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 8 61 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 9 32 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 9 33 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 8 34 Guidelines for Implementation of the New Capital Adequacy Framework April 2007 8 35

Partho
File Attachment
RCA2 ndash Taxonomydocx

Form A ndash Taxonomy

image1emf

FormA_Taxonomyzi

p

FormA_Taxonomyzip

FormA_Taxonomy_1in-rbi-rep-2009-01-15xsd

Form A Main linkcalculationLink linkpresentationLink Memorandum to Form A linkcalculationLink linkpresentationLink Annexure A to Form A linkcalculationLink linkpresentationLink linkdefinitionLink Annexure B to Form A linkcalculationLink linkpresentationLink linkdefinitionLink

FormA_Taxonomy_1in-rbi-rep-2009-01-15_calxml

FormA_Taxonomy_1in-rbi-rep-2009-01-15_defxml

FormA_Taxonomy_1in-rbi-rep-2009-01-15_labxml

Form A Main Presentation Liabilities In India Presentation Liabilities To Banking System In India Presentation Demand And Time Deposits From Banks Borrowings From Banks Other Demand And Time Liabilities Liabilities To Banking System In India Liabilities To Others In India Presentation Deposits Other Than From Banks Demand Deposits Other Than From Banks Time Deposits Other Than From Banks Borrowings Other Than From Banks Other Demand And Time Liabilities From Banks Liabilities To Others In India Liabilities In India Assets In India Presentation Assets With Banking System In India Presentation Balances With Banks In India Balances With Banks In Current Accounts In India Balances With Banks In Other Accounts In India Money at Call and Short Notice in India With Banks Advances to Banks in India Other Assets With Banking System In India Assets With Banking System In India Cash In Hand Investments in Approved Securities in India Presentation Investment in Government Securities in India Investment in Other Approved Securities in India Investments In Approved Securities in India Bank Credit Excluding Inter Bank Advances In India Loans Cash Credit And Overdrafts In India Inland Bills Purchased And Discounted Inland Bills Purchased Inland Bills Discounted Foreign Bills Purchased And Discounted Foreign Bills Purchased Foreign Bills Discounted Bank Credit Excluding Inter Bank Advances In India Presentation Assets In India Net Liabilities For Section 42 Of RBI Act Minimum Deposit Required To Be Kept With RBI Savings Bank Account Demand Portion of Savings Bank Account Time Portion of Savings Bank Account Memorandum Items Presentation Paid up Capital and Reserves Paid up Equity Share Capital Reserves and Surplus Term Deposits Short-Term Time Deposits Long-Term Time Deposits Certificates Of Deposits Net Demand and Time Liabilities after deduction of Zero Reserve Prescriptions Deposits Required to be maintained as per Current Rate of CRR Other Liabilities On Which CRR Is Required Total CRR Required To Be Maintained under Section 42 Annexure A Presentation Liabilities Presentation Non-resident Deposits Non-resident External Rupee Account Non-resident Ordinary Deposits Foreign Currency Non-resident Banks Scheme Short-Term Foreign Currency Non-resident Banks Scheme Long-TermForeign Currency Non-resident Banks Scheme Other Non-resident Deposits Other Deposits And Schemes Exchange Earners Foreign Currency Resident Foreign Currency Accounts Resident Foreign Currency Old Scheme Resident Foreign Currency New Scheme ESCROW Accounts By Indian Exporters Foreign Credit Line For Pre Shipment Credit Account Credit Balances in ACU Account Deposits And Schemes Other Foreign Currency Liabilities To Banking System In India Inter Bank Foreign Currency Deposits Inter Bank Foreign Currency Borrowings Overseas Borrowings Assets Presentation Foreign Curreny Assets With Banking System In India Foreign Currency Lending Assets In India Other Foreign Currency Assets With Banking System In India Foreign Currency Assets With Others In India Foreign Currency Bank Credit In India Other Foreign Currency Assets With Others In India Overseas Foreign Currency Assets External Liabilities To Others Subject To Differential Zero CRR External Liabilities Fully Subject To CRR Prescription Net Inter Bank Liabilities Other Liabilities Under Zero Prescription Collaterised Borrowing and Lending Obligations Offshore Banking Units Liabilities Other Liability under Zero Prescription 1 Other Liability under Zero Prescription 2 Other Liability under Zero Prescription 3 Liabilities Subject To Zero CRR Memo Items of Annexure A Inter-bank Liabilities Presentation Total Interbank Liabilities Liability Having Maturity More Than 15 Days Upto 1 Year Net Long-Term Interbank Liabilities Inter-bank Assets Presentation Total Interbank Assets Assets Having Maturity More Than 15 Days Upto 1 Year Net Long-Term Interbank Assets ACU Dollar Funds Annexure A Hypercube Details of Value Details of Value (Domain) Amount of Revaluation Amount of Interest Accrued Annexure B Hypercube Type of Value Type of Value (Domain) Book Value Revaluation Value Annexure B Presentation Investments in Government Securities Short-Term Investments in Government Securities Long-Term Investments in Non-Approved Securities Investment in Commercial Papers Investment in units of Unit Trust of India or Mutual Funds Investment in Shares in India Investment in Shares of Public Sector Undertakings Investment in Shares of Private Corporate Sector Investment in Shares of Public Financial Institutions Investment in Other Shares Investment in Debentures and Bonds in India Investment in Debentures and Bonds of Public Sector Undertakings Investment in Debentures and Bonds of Private Corporate Sector Investment in Debentures and Bonds of Public Financial Institutions Investment in Other Debentures and Bonds Deposits Towards Priority Sectors Lendings Shortfall Memo Items of Annexure B Subscriptions to SharesDebenturesBonds in Primary Market Subscriptions through Private Placements Cash Reserve Ratio Version

FormA_Taxonomy_1in-rbi-rep-2009-01-15_prexml

Partho
File Attachment
Form A - Taxonomydocx

Regulatory Reporting by Banks to RBI

GAPS POSITIONS AND BALANCES (GPB)

As per extant instructions net overnight open position limit (NOPL) and aggregate gap limit (AGL) of AD Cat-I banks are required to be approved by the Reserve Bank For AD Cat-I banks incorporated in India the exposure limits fixed by the Board should be the aggregate for all branches including their overseas branches and Off-shore Banking Units For AD Cat-I foreign banks the limits will cover only their branches in India The HeadPrincipal Office of each AD Category-I bank should submit daily statement of Gaps Position and Cash Balances in Form GPB through the Online Returns Filing System (ORFS) XBRL as per the format prescribed AD Category-I banks may ensure that the reports are properly compiled on the basis of the prescribed guidelines The data for a particular date has to reach RBI by the close of business of the following working day

It uses the underlying XBRL taxonomy for defining the elements This taxonomy will represent the elements with multi-dimensional view using the Dimensions concept as defined in the Specification 10 a part of the XBRL 21 standard

FormGPB_Taxonomyzip

High Level Overview A new comer needs to develop a Tool which will act as a bridge between the banks internal data systems and RBIs regulatory reports It needs to have a staging database which acts as an intermediate repository of data Broadly the tool should consist of two components

bull One-time configuration and mapping bull Internal Data Extraction Aggregation amp Loading engine

If an ETL Tool is used then it must be able to extract Data and feed it to BI where BI will be used to generate reports The process flow diagram below explains the steps visually

Aggregation Logic for Data Computation

Extract Data for RBI Reporting

Configure the Tool to configure internally with the bankrsquos system

Bankrsquos Internal System

Data Filter to perform Business Validations

Load Processed Data in XBRL Template

RBI Submission

Author Partho H Chakraborty 6

Form GBP ndash Taxonomy

image1emf

FormGPB_Taxonomy

zip

FormGPB_Taxonomyzip

FormGPB_Taxonomy_1in-rbi-rep-2009-02-06xsd

Gaps Position and Balances linkpresentationLink linkdefinitionLink

FormGPB_Taxonomy_1in-rbi-rep-2009-02-06_defxml

FormGPB_Taxonomy_1in-rbi-rep-2009-02-06_labxml

Version Gaps Position and Cash Balances - Presentation Foreign Currency Balances Net Open Exchange Position Net Open Exchange Position in Domestic Currency Aggregate Gap Limit Maintained Value at Risk Maintained Foreign Currency Maturity Mismatch Currency Mismatch Duration of Currency Mismatch Duration of Currency Mismatch (Domain) I Month II Months III Months IV Months V Months VI Months Exceeding VI Months

FormGPB_Taxonomy_1in-rbi-rep-2009-02-06_prexml

Partho
File Attachment
Form GBP ndash Taxonomydocx

Regulatory Reporting by Banks to RBI

Process Flow for ETL Tool and BI Reports Key Features Login based access Only users authenticated would be allowed access to the system making it secure Multiple input data formats The tool should consume data directly from the source systems in various formats such as text csv database etc Integration tool An XTract wizard can be provided which can help to set up the data extraction logic User-friendly environment to map tags It should provide a variety of features with inbuilt validations to make the initial configuration and mapping very user friendly Mirror mappings It is should have a unique user friendly mapping feature Validations All the business validations technical validations as well as XBRL validations should be performed at every step of the processing Aggregation The tool should be intelligent enough to handle and perform all the required categorical aggregation for the related data items Business rules validation Business rule specified by the RBI or the bank can be incorporated in the data extraction process Data loading on RBI templates (say RCA2) Once the data to be reported is in place the compliance officer needs to run the loader which will use all the previously defined configurations and mappings extract the data from the sources run the aggregation logic filter out irrelevant data based on the business rules defined and then load the data directly into the RBI-defined template Dashboard Ideally Dashboard must be provided to get a synopsis of the various reports RBI

Bankrsquos Internal System

ETL Tool

Load Processed Data in XBRL Template

RBI Submission

Validate Reports

Data Store

Business Intelligence

Author Partho H Chakraborty 7

Regulatory Reporting by Banks to RBI

How will banks benefit Banks can get rid of manual extraction computation and filing of the data in these template They can also rely completely on the quality and accuracy of the data generated by the Tool This is a clear time-saver It will help banks in meeting the strict RBI deadlines for filing data This time savings will get more pronounced as and when more reports get added in the XBRL reporting framework Banks can get rid of manual extraction computation and filing of the data in this template They can also rely completely on the quality and accuracy of the data generated This is a clear time-saver It will help banks in meeting the strict RBI deadlines for filing data POC POC should be done ideally on

1 Basic Statistical returns 2 Risk management amp Capital adequacy 3 Recovery Defaulters Bad debt

Methodology This is a classic case of Build Vs Buy Many firms have built a tool to search out the required data collate it validate it and then push it to RBI with Dashboards as Value Add Most of these are tested with various banks and can be replicated easily For a new comer there are 2 options They either build such a tool or develop an expertise to sieve out the correct data from a whole mass of data and use BI to generate reports If done in 1 bank successfully then it can be replicated in other banks given the logic and process remains the same Steps

1 Identify 5 Reports 2 Get Sample Data for 5 Reports 3 Use ETL Tool to pick up the correct data for each Report 4 Push the data to a Data Store 5 Use BI to generate the Reports 6 Validate the Data

Advantages All banks have BI and ETL tool and thus it is more of costs on Man-Hour basis where they do not have to buy anything extra SO it is a cost savings in terms of not purchasing new utilities software etc There is no license cost and the bank is in total control of the reports to be submitted to RBI They can also train people internally to generate reports Dis-advantages Reports are dynamic and with new reports or modification of older reports or combining 2 or more reports completely or partially would mean to re-work on the Logic This might be time consuming Also The BI would be used for other purposes unlike the readymade solutions which are Report Generation only This could prove challenging especially when a lot of reports have to be generated for multiple stake-holders apart from RBI

Author Partho H Chakraborty 8

Regulatory Reporting by Banks to RBI

Another important fact is that if the BI crashes or does not work for any reason whatsoever it could hold them back from generating reports till rectified But if the tool acquired from vendors malfunctions they can always get a replacement to get the work going Actual Test What we are proposing is to show some data manufactured to the likeliness of real data and then to churn it out to give the report I am not too sure if it will not do as our data is in a glass house environment It is very easy to spot it and use it In a real scenario the data will be in various locations and in various formats just imagine in a Jungle We will have to find it out extract it and then churn it to get the required report After we get the report we need to validate it before submitting it to RBI The challenge is immense here The other challenge is to get the required data and the RBI formats Software Requirements The most important component is the Logic to extract data and have it processed under BI to give the desired results Hardware Requirements ETL Tool Data Store BI Other Requirements Information or Template which RBI provides to banks to help them capture and generate reports Time Frame At least 15 days to do a POC for any 5 reports Returns There are 223 Returns to be filed with RBI where some are filed daily fortnightly monthly quarterly and annually A sample is given as follows

bull Basic Statistical returns bull Forex amp International Ops bull Investment in treasury bull DSB Returns bull Advances bull Deposits bull Risk management amp Capital adequacy bull Financial inclusion bull Balance sheet connected returns bull Frauds bull Reconciliation bull Recovery Defaulters Bad debt

Author Partho H Chakraborty 9

Regulatory Reporting by Banks to RBI

List of ReturnsxlsxList of Statistical

Returns to be submitt

Embedded below is comprehensive list of Returns to be filed with RBI Sample Data for Delinquencies This data also has a Dashboard associated with it The Dashboard is a swf file

NPAsxls

Note Names if any are Suggestive only and without any relation to any real entity

whatsoever It is only to give a feel and touch of how transactions can be structured and names are indicative

This article is meant for education purposes only and it is not be reproduced for any commercial purpose by print or electronic medium whatsoever

This case study is written by with inputs from RBI

Partho H Chakraborty

A - 305 DSR Spring Beauty Apts 1241 ITPL Main Road Brookefields Kundalahalli Bangalore - 560 037 India Tel +91 80 420 50293 Cell +91 99863 22504 email parthohcairtelmailin parthohcrediffmailcom Skype parthohc01

Author Partho H Chakraborty 10

returns to be submitted

returns not to be submitted

Partho
File Attachment
List of Returnsxlsx

AnnexureList of Statistical Returns to be submitted to the Reserve Bank of India under the

Basic Statistical Returns (BSR) System

Sr Name Scope of the Return Frequency To be Procedure for forwardingNo of the prepared the Return to the Reserve

Return by Bank of India1 BSR-1A All borrowal accounts with credit Annual as All The branchesoffices of the

limits over Rs2 lakhs are to be on 31st branches banks should forward the BSR-individually listed along with March offices of 1A and BSR-1B returns togetherparticulars of district and population banks and also BSR-2 to theirgroup of the place of utilisation type RegionalHead Offices Theof account organisation RegionalHead Offices of theoccupation nature of borrowal banks should forward theseaccount asset classification rate returns after preliminaryof interest credit limit and amount scrutiny and rectification ofoutstanding in respect each loan or errors if any to the Directoradvance RegionalCentral Office

Department of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia at the centres ChennaiDelhiKolkata Mumbai with two

BSR-1B All borrowal accounts with credit -do- -do- months from the referencelimits of Rs2 lakhs and less are to date In the case of banksbe classified according to submitting data on magneticoccupation and aggregate figures media they should get thefor each occupation should be sample printout of data blocksfurnished in a consolidated form for verified from the respectiveeach branch Regional Offices of Reserve

Bank of India and forward theBSR-2 Category-wise number of staff -do- -do- edited data tapes with proper

number of accounts and amount external labels of Bankingoutstanding according to type of Statistics Division at Mumbaideposits and classification of all term under advice to the concerneddeposits according to maturity Regional Office of Reservebroad interest rate ranges and size Bank of India within fourof deposits months from the reference

date

2 BSR-3 Bankrsquos advance against security of Monthly as Head Office Head Offices of banks shouldselected sensitive commodities on the last of banks collect information from

Friday of branches which account for 80-every 85 of advances and themonth consolidated return should be

sent to the Adviser-in-ChargeMonetary Policy DepartmentReserve Bank of India CentralOffice Bldg Mumbai 400 001

3 BSR-4 Ownership pattern of deposits Annual on The The selected branchesofficessample selected will forward the returns to thebasis as on sample RegionalHead Offices The31st March branches RegionalHead Offices will send

offices of the returns to the Director

banks RegionalCentral OfficeDepartment of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia ChennaiDelhiKolkataMumbai within two monthsfrom the reference date

5 BSR-5 Pattern of Investment of bank in Annual as The Head To be forwarded to the DirectorCentral and State Government on 31st Offices of Banking Statistics DivisionSecurities Other Trustee March banks DESACS Central OfficeSecurities shares etc Reserve Bank of India Mumbai

within two months from thereference date

6 BSR-6 Survey of Debits to Deposit Quinque- The The selected branchesofficesAccounts nnial on selected will forward the returns to the

sample sample RegionalHead Offices Thebasis for branches RegionalHead Offices will sendApril-March offices of the returns to the Directorof the year banks RegionalCentral Office

Department of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia ChennaiDelhiKolkataMumbai within two monthsfrom the reference date

7 BSR-7 Quarterly survey on Aggregate Quarterly Branch- To be forwarded to the DirectorDeposits and Gross Bank Credit as on the wise Banking Statistics Division

31st March information DESACS Central Officeand last to be Reserve Bank of India MumbaiFriday of prepared within one month from theJune by Head reference dateSeptember Offices ofand the banksDecemberof the year

Partho
File Attachment
List of Statistical Returns to be submitted to the Reserve Bank of India under the Basic Statistical Returnspdf

Sheet1

Sheet2

Sheet3

NPA Analysis V10swf

MBD001388A2NPA Analysis V10swf

Partho
File Attachment
NPASxls
Disclosures under Pillar 3 (Market Discipline) in terms of New Capital Adequacy Framework (Basel II) of Reserve Bank of India
NPAs RECOVERIES
Qtr - 1 Qtr - 2 Qtr - 3 Qtr - 4 Qtr - 1 Qtr - 2 Qtr - 3 Qtr - 4
Gross NPAs 65551 52094 49182 35900 Recoveries 18106 19169 16077 15129
Substandard 27437 20629 19620 15246 Substandard 10034 5123 7587 6387
Doubtful -1 15118 14041 13878 9705 Doubtful -1 4010 6865 5556 3145
Doubtful -2 14280 10588 9360 5955 Doubtful -2 2403 1145 1908 3386
Doubtful -3 7486 5765 5368 4462 Doubtful -3 1429 5765 834 2109
Loss 1230 1071 956 532 Loss 230 271 192 102
Gross NPAs Break-up Region wise Recoveries Break-up Region wise
North 17779 13059 14008 9876 North 4977 5451 4363 4289
Substandard 6850 5203 5408 4015 Substandard 2509 1579 2176 1803
Doubtful -1 3879 3299 3376 2578 Doubtful -1 1234 1767 1578 992
Doubtful -2 4570 2647 3637 1532 Doubtful -2 809 307 351 847
Doubtful -3 2071 1541 1342 1516 Doubtful -3 357 1798 208 601
Loss 409 369 245 235 Loss 068 000 050 046
South 17543 15378 13017 10349 South 5007 4799 3812 3764
Substandard 7501 6934 4908 4557 Substandard 2976 1276 1897 1459
Doubtful -1 4234 3562 4678 3209 Doubtful -1 1098 1908 1209 723
Doubtful -2 3565 3003 1586 1389 Doubtful -2 593 286 397 1021
Doubtful -3 1922 1623 1543 1038 Doubtful -3 299 1254 309 527
Loss 321 256 302 156 Loss 041 075 000 034
East 16094 11876 12101 8840 East 5091 4818 4362 3301
Substandard 8023 4593 5272 3590 Substandard 3177 1198 2033 1528
Doubtful -1 3601 2908 3470 2461 Doubtful -1 976 1761 1389 786
Doubtful -2 2309 2587 1797 1673 Doubtful -2 601 350 683 965
Doubtful -3 1809 1456 1365 1029 Doubtful -3 254 1441 209 000
Loss 352 332 197 087 Loss 083 068 048 022
West 14135 11781 10056 6835 West 3031 4101 3540 3775
Substandard 5063 3899 4032 3084 Substandard 1372 107 1481 1597
Doubtful -1 3404 4272 2354 1457 Doubtful -1 702 1429 138 644
Doubtful -2 3836 2351 234 1361 Doubtful -2 400 202 477 553
Doubtful -3 1684 1145 1118 879 Doubtful -3 519 1272 108 981
Loss 148 114 212 054 Loss 038 128 094 000
Net NPAs 3639 22345 21699 20009
Advances
Gross Advances 30631 31008 34635 30684
Net advances 30325 37242 39453 46533
NPA Ratios
Gross NPA to Gross Advances 214 168 142 117
Net NPA to Net Advances 120 060 055 043
Movement of NPAs (Gross)
Opening Gross NPA 62903 56946 53088 40375
Additions to Gross NPAs 20754 14317 12271 10654
Reductions to Gross NPAs 18106 19169 16077 15129
Closing Balance of Gross NPAs 65551 52094 49182 35900
Movement of NPA Provisions
Opening Balance of NPA Provisions held 34844 31259 30640 26443 Gross Profit 109293 132330 139704 142122
Provisions made during the period 15681 12395 10751 9875 Net Profit 78701 80123 86745 90837
Write-offs during the period (Loss) 1000 800 764 430
Write-back of excess provisions during the period 000 000 000 000
Closing Balance of NPA Provisions 49525 42854 40627 35888
Amount of Non-performing Investments (gross) 558 538 434 318
Amount of Provisions held for Non-performing Investments 558 538 434 318
Net NPAs = Gross NPA ndash (Balance in Interest Suspense account + DICGCECGC claims received and held pending adjustment + Part payment received and kept in suspense account + Total provisions held)
NPA Dashboard
To see the dashboard do the following
1 Right Click on the box
2 Click on Package Object
3 Click on Activate Contents
(b) List of returns not to be submitted by SCBs (excluding RRBs) to the RBI
SrNo Return name Description Frequency
1 Details of any shareholdings exceeding 5 of the total equity capital of the bank Details of any shareholdings exceeding 5 of the total equity capital of the bank As and when exceeded
2 Statement showing interest rates of commercial banks for credit limits over Rs2 lakh Item PLR wef 01012004 Max Min and interest rate range in which 60 or more business is contracted Quarterly
3 Details of foreign liabilities and assets of the banking sector Details of foreign liabilities and assets Yearly
4 CIBIL Consent clause Quarterly
5 Particulars of borrowers directors partners furnished in the defaulters lists who have been allowed fresh limits enhancements renewals Particulars of borrowers directors partners furnished in the defaulters lists who have been allowed fresh limits enhancements renewals Quarterly
6 Special Quarterly Return Outstanding credit for NBG broken by circles classified by product and by above and below PLR Quarterly
7 Segment-wise position of advances NPAs provisions and recovery Details like gross advances net advances opening balance of gross NPAs gross recovery provisions held recovery made in written off accounts not parked in AUCA segment-wise Quarterly
8 Report on NPAs in priority sector advances Segment-wise advances to priority sector NPAs in priority sector and NPAs as of priority sector advances and out of above the age-wise classification of NPAs in priority sector NPAs in various Govt sponsored schemes Quarterly
9 List of NPAs for Rs1 crore and above Details include date of original sanction date of identification as NPA position category present status Quarterly
10 P-segment NPAs under priority sector P-segment NPAs under priority sector Quarterly
11 NPA reduction budget All the details concerning NPAs are consolidated in one report for annual budgeting Yearly
12 RBI investment studies Details are date of sanction name of the lead institution and date of sanction institutions share in project cost name of the project paid up capital Particulars of (capacity size units numbers etc) Date of project project cost implementation Quarterly
13 Details of investments by FIIs NRIs in perpetual cumulative preference shares qualifying as Tier I capital To track the FII and NRI investments Quarterly
14 Prudential exposure limits Details for limits on exposure to individual and group borrowers As and when fresh capital is raised and on 1 April every year
15 Progress report under RBI OTS SME Number and amount details for RBI OTS SME out of RBI OTS SME Govt sponsored scheme RBI OTS small loans Quarterly
16 Review of wilful defaulters (Rs 25 lakh and above) Action initiated against the wilful defaulters review of the wilful defaulters- suit filed non-suit filed accounts Half-Yearly
17 Market related returnon forward rate agreement Market related returnon forward rate agreement Fortnightly
18 Review of loss making branches along with category-wise classification Review of loss making branches along with category-wise classification Yearly
19 Review of credit monitoring system under IRAC norms Review of credit monitoring system under IRAC norms Half-Yearly
20 Review of AUCAs AUCA position movement in AUCA segmental analysis age-wise analysis of AUCAs with outstandings of Rs1 crore and above transfer to ARCIL position on filing of suits value wise analysis of AUCAs list of accounts for Rs1 crore and above Quarterly
21 List of top ten good and bad accounts List of top ten good and bad accounts Half-Yearly
22 Performance memorandum submitted to the Board Performance memorandum submitted to the Board Half-Yearly
23 Scheme of amalgamation ndash quarterly returns Return No 679 and progress report Quarterly
24 Concurrent audit reports of retailing of Government securities transactions Concurrent audit reports of retailing of Government securities transactions Monthly
25 R6 Outstanding guarantees wherein default and claim has arisen but payment not made to the beneficiary Quarterly
26 EFTNEFT Non-cashnon-paper transactions Monthly
27 RTGS RTGS Daily
28 Deployment of gross bank credit by major sectors Sector-wise deployment of credit Quarterly
29 Trade-related advances granted outstanding out of funds in EEFC accounts Trade-related advances granted outstanding out of funds in EEFC accounts Half-Yearly
30 Statement I on cross currencies Statement of cross currency Weekly
31 Statement II on cross currencies Statement of cross currency Weekly
32 Statement III on cross currencies Statement of cross currency Monthly
33 REC Reconciliation Half-Yearly
34 Statement of structured liquidity-domestic asset liability management Statement of structured liquidity-domestic asset liability management Weekly
35 BEXI-IA BEXI-IA Monthly
36 IBS-Reporting of derivative transactions IBS-Reporting of derivative transactions Quarterly
37 Soliciting foreign currency deposits at banks outside India Soliciting foreign currency deposits at banks outside India Monthly
38 Progress report on frauds above Rs 1 crore Progress report on frauds above Rs 1 crore Quarterly
39 Review of investment at foreign offices Review of investment at foreign offices Yearly
40 Host countries regulation report Host countries regulation report Ad-hoc
41 Synopsis of frauds reported by foreign offices Synopsis of frauds reported by foreign offices Ad-hoc
42 Compliance with regulatory requirements of host country regulations Compliance with regulatory requirements of host country regulations Quarterly
43 Authorised Dealers Category-II Authorised Dealers details Fortnightly
44 Weekly market access Statement showing market access limit available for undertaking FCY-INR principal only swap (POS) transactions Weekly
45 Special Fortnightly Return ( SFR IIIA) Money market operations-total funds borrowed and lending Fortnightly
46 Special Fortnightly Return ( SFR IIIE) Daily call and short notice money operations Fortnightly
47 IRSFRA-Derivative return no207 Statement of IRSFRA-Derivatives Fortnightly
48 Survey of SSI branches Survey of SSI branches Yearly
49 Seven point programme Seven point programme Yearly
50 Micro credit Micro credit Half-Yearly
51 IBA priority sector (flow of agriculture doubling) Flow of agriculturedoubling Monthly
52 Self Help Group (SHG) Contains state-wise region-wise SHGs maintaining savings accounts with number of SHGs financed during the year alongwith loan outstanding gross NPA and recovery percent with sub sectorwise data and SHGs of Govt sponsored schemes exclusively to women through SHGs Yearly
53 General information(CampISSI)- account reviewrenewals for FBWC Status of reviewrenewal of borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
54 Age wise classification of non-renewed accounts Status of reviewrenewal of borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
55 FFR-1FFR-2 Reports on borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
56 Review of claims lodged with ECGC LTD Review of claims lodged with ECGC LTD Half-Yearly
57 LEC Statement of purchases sales of shares debentures made on behalf of FIIs under portfolio investment scheme As and when occasion arises
58 Monthly statement showing progress made in the issue of Swarojgar Credit Cards Monthly statement showing progress made in the issue of Swarojgar Credit Cards Monthly
59 Service Area Monitoring and Information System (SAMIS) Credit disbursal - semi-urbanurban branches - (non services branches) Monthly
60 Service Area Monitoring and Information System (SAMIS) Credit disbursal - semi-urbanurban branches - (non services branches) Quarterly
61 Service Area Monitoring and Information System (SAMIS) LBR-3U3 - Part A Credit disbursal - semi-urbanurban branches - (non services branches) Quarterly
62 Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part B Credit disbursal - semi-urbanurban branches - (non services branches) Half-Yearly
63 Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part C- as on last day of June Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part C- as on last day of June Yearly
64 Special rural housing scheme of NHB Special rural housing scheme of NHB Quarterly
65 Infrastructure finance for projects with fund-based aggregate limits of Rs 50 crore and above Infrastructure finance for projects with fund-based aggregate limits of Rs 50 crore and above Quarterly
66 Compromise or negotiated settlements of NPAs Compromise or negotiated settlements of NPAs Half-Yearly
67 Service Area Monitoring and Information System (SAMIS) - LBR-1U1 Service Area Monitoring and Information System (SAMIS) - LBR-1U1 Yearly
68 Annual review of frauds- as on 31-Dec Annual review of frauds- as on 31-Dec Yearly
(a) List of returns to be submitted by SCBs (excluding RRBs) to the RBI
SrNo Return name Description Frequency
1 Details of any shareholdings exceeding 050 of the total equity capital of the bank Details of any shareholdings exceeding 050 of the total equity capital of the bank As and when exceeded
2 Opening closing of branches Not later than two weeks after openingshiftingclosingrelocating As and when occasion arises
3 Quarterly returns related to branch banking are required to be forwarded to all the regional offices of DBOD RBI Within 14 days of the end of the quarter to which it relates Quarterly
4 Closing of branches Proforma-II Section 23 of BR Act 1949 - Statement of change in status merger closure etc of existing office branch during the Quarter (Proforma-II) Quarterly
5 DRT statements (suit filed and decreed) The total number of suit filed and decreed accounts before DRT the amount recovered legal expenses etc Quarterly
6 SARFAESI Act 2002 position of action taken Notices issued recovery made recovery through compromise Quarterly
7 Progress made in recovery under the forum of Lok Adalats Eligible cases cases decided and recovery made Quarterly
8 Financial inclusion - number of no frill accounts opened Compilation of data and review Quarterly
9 Report on issue of Subordinated Debt raising of Upper Tier II Capital Perpetual Debts and Equity Capital (Qualified Institutional Placements-QIP Preferential issue to Promoters GDR issue) together with copy of document Report on issue of Subordinated Debt raising of Upper Tier II Capital Perpetual Debts and Equity Capital (Qualified Institutional Placements-QIP Preferential issue to Promoters GDR issue) together with copy of document Within 1 week from date of issue
10 Payment of dividend Details of dividend declared during the financial year and other details as per the circular Within a fortnight after declaration of dividend
11 Quarterly report on progressive use of Hindi Covering details of documents issued under Section 3(3) of OL Act 1963 letters received in Hindi and replied to in Hindi Hindi correspondence Use of Hindi in internal work computers website ATMs Training Establishments Staff related details Quarterly
12 Form - VIII Statement of demand and time liabilities and investments for calculation of SLR Monthly
13 List of defaulters (non suit filed - wilful defaulters Rs25 lakh and above) Data collecteddisseminated on quarterly basis Quarterly
14 List of defaulters (non suit filed - defaulters account Rs1 crore and above) Data collecteddisseminated on half-yearly basis Half-yearly
15 Form IX Statement showing unclaimed deposits required to be listed as statutory list Annual
16 Form-A Provisional (Sec42) Used for compilation of monetary aggregates commercial bank survey compilation of NRI deposits Fortnightly
17 Form-A Final (Sec42) Used for compilation of monetary aggregates commercial bank survey compilation of NRI deposits computation of CRR Fortnightly
18 Data on non SSI sickweak industrial units as of 31st March Industry-wise number of accounts whether sickweak publicprivate Yearly
19 Form C Export finance ndashdisbursement and balance outstanding Quarterly
20 Form A Statement showing limit sanctioned and balance outstanding in the borrower accounts of parties having working capital limits of Rs10 crore or above from the entire banking system Quarterly
21 DSB-O-report on assets liabilities and exposures Break up of assets and liabilities on the basis of residual maturity next repricing date gap off balance sheet exposures unreconciled entries with other branches with other Indian banks branches in same foreign centre and accounts with other banks Quarterly
22 DSB-O-report on structural liquidity Break up of inflows and outflows on the basis of residual maturity mismatch cumulative mismatch and mismatch as per cent of outflows Quarterly
23 DSB-O-report on problem credit and investments Credit including off balance sheet exposure-list of customers of USD 2 million and above investments-list of customers of USD 1million and above Quarterly
24 DSB-O-report on large exposures Details of borrower accounts between USD 1 million to 5 million and above separately Total limits sanctioned divided into funded and non funded limits amount outstanding and security value Quarterly
25 DSB-O-report on country exposure and maturity Country classification due within 6 months between 6 months to 1 year1 year to 5 years and over 5 years Quarterly
26 DSB-O-report on profitability Interest income interest expense net interest income other income total expenses operational surplusdeficit profitloss before tax net profitloss Select productivity ratios Quarterly
27 DSB-O-report on frauds Details of individual fraud cases along with summary of fraud cases Quarterly
28 Balance Sheet Analysis (BSA) Audited accounts of the bank with notes on accounts Yearly
29 DSB return noI - Report on assets liabilities and exposures (Indian offices) Assets - cash loans and advances investments etc liabilities - deposits borrowings provisions etc capital and reserves off balance sheet exposures ndash credit contingents and commitments forex contracts and derivatives and long outstanding un-reconciled entries - accounts with banks inter branch adjustments and sundry debtors Monthly
30 DSB Return noII-report on capital adequacy Computation of capital base computation of risk weighted assets and risk based capital ratios - CRAR Core CRAR Quarterly
31 DSB return noIII- report on quarterly operating results Interest income interest expenses earnings before provisions and taxes interest receivable on NPAs not recognized as income and net profit and retained earnings Quarterly
32 DSB return noIV- report on asset quality Portfolio analysis - loans and advances other interest bearing assets (by delinquency in interest payment) classification of risk assets sectoral analysis of loan assets ndash priority sectors and other sectors top 30 impaired credits quality of securities portfolio - SLR securities non-SLR securities data on industry-wise exposure of banks exposure to sensitive sectors Monthly
33 DSB return noV - report on large credits Large credits to individual borrowers (above 15 per cent of total capital funds to be reported) large credit to borrower groups (above 30 per cent oftotal capital funds to be reported) Quarterly
34 DSB return noVI-report on connected lendings Credit to subsidiaries and associates credit to significant shareholders (holding 5 per cent or more of share capital or voting power) and credit to directorsmanagers Quarterly
35 DSB return no VII -report on ownership and control Top ten shareholders shareholder control - details about significant shareholders composition of board of directors and key executive officers Half-yearly
36 DSB return noVIII-statement of structural liquidity Time bucket wise outflows and inflows bucket wise mismatch cumulative mismatches etc top 20 large deposits and classification of term deposits Fortnightly
37 DSB return noIX-statement of interest rate sensitivity-rupee Time bucket wise liabilities time bucket wise assets and bucket wise gap (assets ndash liabilities) Monthly
38 DSB return no X- report on maturity and position (forex) Time bucket wise off balance sheet exposuresgap time bucket wise balance sheet itemsgaps residual gap aggregate gap limit Monthly
39 DSB return noXI-statement of interest rate sensitivity (forex) Time band exposure of rate sensitive assets time band exposure of rate sensitive liabilities and off balance sheet derivative products like IRS FRAs etc Monthly
40 RBS -1 (risk based supervision) Retail loan portfolio rating wise distribution of standard advances and rating wise distribution of Non-SLR investments Derivatives and loan sales and securitisation Quarterly
41 Return on operations of subsidiariesJVsassociates Informationdata on financial performancecondition of subsidiaries joint ventures associates of banks including contingent liabilities Quarterly
42 Consolidated Prudential Return (CPR) 1 Part-A consolidated balance sheet Part-B details on subsidiariesrelated entities Half-yearly
43 Equity investment in capital markets This is an ad-hoc excel sheet collected from 15 select banks and is not a part of regular returns collected by OSMOS Weekly
44 Return on off-shore banking units Details on off-shore banking units Quarterly
45 Statement on reconciliation of inter-branch accounts To monitor the entries outstanding for more than six months in inter-branch accounts Quarterly
46 Statement on reconciliation of clearing differences To monitor the entries outstanding for more than six months in clearing differences Quarterly
47 Statement on the position of balancing of books To monitor the number of branches where books have been balancednot balanced Quarterly
48 Statement on quick special audit of sundry depositssuspense account To monitor outstanding entries for Rs50000- and above for more than six months in these accounts Quarterly
49 Statement on bad debts written off To monitor the category-wise the amounts of bad debts written off Yearly
50 Reconciliation of outstanding entries in inter-bank (Nostro) accounts Outstanding entries for more than six months in inter-bank accounts and NOSTRO accounts Monthly
51 FMR-I Report on actual or suspected frauds in banks - within three weeks from the date of detection As and when the fraud occurs
52 FMR-II Reported closed and outstanding cases of frauds and IPC classification amount-wise and involvement-wise - within 15 days of the end of the quarter to which it relates Quarterly
53 FMR-III Progress report on frauds of large value - within 15 days of the end of the quarter to which it relates Quarterly
54 FMR-IV (revised name SMR-I) Report on dacoitiesrobberiestheft burglaries - immediately on their occurrence Also submission of quarterly consolidated statement in FMR-4 format within 15 days of the end of the quarter to which it relates Quarterly
55 VMR-I Report on action plan in public sector banks Quarterly
56 VMR-II (revised name SMR-II) Report on the security arrangements in public sector banks Contains information regarding number of branches considered vulnerable branches provided with armed guards alarm system and other security measures provided Quarterly
57 VMR-III (revised name VMR-II) Report on action taken against employees involved in frauds and corrupt practices Quarterly
58 Position of staff side action A statistical statement reporting period-wise pending cases against staff members Quarterly
59 Report on financial conglomerates Capturing the intra-group transactions and exposures amongst the identified FCs Quarterly
60 Statement describing the critical systems their recovery time objectives and the banks strategy to achieve them Statement describing the critical systems their recovery time objectives and the banks strategy to achieve them Yearly
61 Major failures during the period for critical systems customer segmentservices impacted and steps taken to avoid such failures in future Major failures during the period for critical systems customer segmentservices impacted and steps taken to avoid such failures in future Quarterly
62 Progress report on implementation of risk management systems ALM risk based supervision and risk based internal audit Risk management systems ALM Quarterly
63 Risk based supervision-compilation of risk profile templates Assessment of business risk areas and control risk areas Half-yearly
64 Whole bank long form audit report and compliance thereof Whole bank long form audit report and compliance thereof Yearly
65 Quarterly reviewed results Quarterly reviewed results Quarterly
66 Data related to IRS deals Item wise details of principal amount trading book banking book Monthly
67 Half yearly review of investment of portfolio QualitativeQuantitative review of entire investment portfolio of the bank for the half year Half-yearly
68 Progress report on operations of the smartdebit cards Progress report on operations of the smartdebit cards Half-yearly
69 Non-option rupee derivative report Foreign exchange contracts and benchmark wise details of other derivatives position Monthly
70 Capital adequacy statement Calculation of capital adequacy ratio under the new BASEL II (revised framework) Quarterly
71 Exposure towards credit derivatives and other investments Exposure towards credit derivatives and other investments and related MTM losses by overseas operations of Indian banks Monthly
72 Loss assets gt 2 years old where no legal action has been initiated Loss assets gt 2 years old where no legal action has been initiated Half-yearly
73 RBI note refund rules - statement of defective notes adjudicated at currency chests branches Statement of defective notes adjudicated at currency chests branches Quarterly
74 Counterfeit notes detected by banks Part-1 contains StateUnion Territory-wise summary of counterfeit notes detected by bank on an All-India basisPart-2 reflects cases of FIRs lodged by banks Monthly
75 Format for furnishing addresses etc particulars of Forged Note Vigilance Cell (FNVC) to RBI The return conveys the following particulars - Address of FNVCName and designation of officer-in-chargeTelephone numberFax numberE-mail address Annual (as on 1st July)
76 Status report on forged notes The report covers a brief account of the functions discharged by the Forged Note Vigilance Cell of the bank with reference to the points covered in para-7 of the master circular on detection and impounding of forged notes Quarterly
77 PDs call money transactions with commercial banks (Return from PDs) Compilation of new monetary aggregates Fortnightly
78 SBI-outstanding in Government securities by employees provident funds organisation Compilation of ownership of central and state Government securities for the publication Handbook of Statistics on India Economy Annual
79 Form TC Compilation of short term credit extended for imports and payments thereof Monthly
80 Interest rates on NRI deposits Interest rates on NRI deposits Monthly
81 NostroVostro balances of ADs NostroVostro balances of ADs Monthly
82 Investments by FIIs Reconciliation Monthly
83 Yen holdings of Government of India International investment position Monthly
84 Government of India lines of credit monthly statement of accounts BoP compilation Monthly
85 Forward exchange cover for FIIs Forward exchange cover for FIIs Ad hoc
86 Data of Authorised Dealer category branches Category-wise branch list Yearly
87 Statement of permission granted for opening of trading non-trading office posting of representative abroad Statement of permission granted for opening of trading non-trading office posting of representative abroad Yearly
88 Statement indicating the details of remittances made by NRIs PIOforeign nationals Statement indicating the details of remittances made by NRIs PIOforeign nationals Yearly
89 Statement indicating the details of forex utilization of international debit cards for amount exceeding USD 100000 in a calendar year Statement indicating the details of forex utilization of international debit cards for amount exceeding USD 100000 in a calendar year Yearly
90 Daily ADRs GDRs report Submission of contract notes received from broker for re-issuance of ADRGDR Daily
91 FII investment in Government securities Details of investment done by foreign institutional investor in Government securities On demand
92 GDRs release statement Opening balance of ADRGDR underlying shares total cancellation re-issuance of ADRGDR closing balances of ADRGDR underlying shares and balances ADRGDR Monthly
93 ADR GDR cancellation report Cancellation of ADRGDR received from overseas depository body Fortnightly
94 STAT-5 Statement of FCNR deposits (total inflow outflow and outstanding deposits under FCNR accounts) Monthly
95 STAT-8 Statement showing inflowoutflow of deposits under non-resident (external) rupee (NRE) accounts scheme and NRO accounts scheme for the specified month Monthly
96 BAL statement Foreign currency balances of Authorized Dealers and rupee balances of non-resident banks Fortnightly
97 Interest rates on FCNR(B) deposits Interest rates on FCNR(B) deposits Monthly
98 R return Turnover of foreign currency transactions and balances (inward and outward remittances in foreign currencies) Monthly
99 SGLCSGL reconciliation return SGL reconciliation Quarterly
100 MICR cheque clearing return MICR cheque clearing return Monthly
101 Non-MICR cheque clearing return Non-MICR cheque clearing return Monthly
102 ECS ECS Monthly
103 State-wise ATMs data State-wise ATMs data Quarterly
104 Area-wise ATMs data Area-wise ATMs data Quarterly
105 Cards data Cards data Monthly
106 Pre-paid cards Pre-paid cards Quarterly
107 Audited accounts Copy of annual report with audited statements of accounts and published data of accounts Yearly
108 Form-X ndash statement of assets and liabilities Monthly assets and liabilities of domestic operations estimation of household financial savings Monthly
109 Basic Statistical Return - I (1A and 1B) Relates to bank credit as of 31st March (Advance Details) Yearly
110 Basic Statistical Return - II Classification of deposits with scheduled commercial banks Yearly
111 Basic Statistical Return - IV Survey on composition and ownership of deposits as on 31st March Yearly
112 Basic Statistical Return - V Total investment security-wise details as per annual accounts Yearly
113 Basic Statistical Return - VI Survey of debits to deposits and credits Once in two years
114 Basic Statistical Return - VII Aggregate deposit and advances of all branches Quarterly
115 Opening of new branches Proforma-I Section 23 of BR Act 1949 - statement of new office branch opened during the quarter (Proforma-I) Quarterly
116 IBS return International assets and liabilities of banks in India Quarterly
117 CPIS Co-ordinated portfolio investment survey of banks in India Annual
118 NRD-CSR Non-resident deposits comprehensive single return on NRFCNR deposits and their transactions in a month Monthly
119 ECB-2 return External Commercial Borrowings Monthly
120 FETERS (R-return) Foreign exchange transactions of banks in India Fortnightly
121 Banking service price index The statement comprises of data related to fees income and fee charges for banking services provided by the bank and selective data on deposits and loans Monthly Quarterly
122 Change in status (category) of offices branches dealing in forex Change in status (category) of offices branches dealing in forex As and when occasion arises
123 Applying for AD code Immediately on opening of new branches As and when occasion arises
124 Forex Turnover Data (FTD) Forex turnover data Daily
125 Gaps Positions and Balances (GPB) Gaps of foreign currency net open exchange positions and cash balances Daily
126 Overseas foreign currency borrowing by ADs Category-I To monitor the level of overseas foreign currency borrowings by ADs Category-I Monthly
127 Consolidated information relating to exposures of corporates in foreign currency Consolidated information relating to exposures of corporates in foreign currency Quarterly
128 Foreign Currency Rupee (FCR) option To know the volume of option transactions of ADs Category-I Weekly
129 Cross currency derivative transactions statement To know the volume of transactions Half-yearly
130 Booking of forward contract by SMEs and individuals To know the forward contracts booked and cancelled by SMEs and individuals Quarterly
131 Commodity hedging (No format) To know about permission given by ADs Category-I to listed corporates to hedge prices of commodities importedexported in overseas commodity exchanges Yearly
132 Commodity hedging (No format) To know about permission given by ADs Category-I to listed corporates to hedge prices of select metals and ATF in overseas commodity exchanges Monthly
133 Remittances under RDA (E-statement) To know the amount received under RDA Quarterly
134 Vostro list List of Vostro accounts YearlyAs and when account is opened
135 List of officesbranches maintaining (Rupee and ACU Dollar) accounts of non-resident banks and list of Vostro accounts List of officesbranches maintaining (Rupee and ACU dollar) accounts of non-resident banks and list of Vostro accounts Yearly
136 XOS statement Details of overdue export - bills outstanding for more than 6 months and value above USD 25000 Half-yearly
137 BEF statement Bill of entry not received - for value USD 1 lakh and above Half-yearly
138 Advance remittance for import of rough diamonds aboveequal to USD 5 Million Advance remittance for import of rough diamonds aboveequal to USD 5 Million RBI2006-2007278A P (DIR Series) Circular No 34 Half-yearly
139 Statement on guarantees LOULOC Guarantees letter of undertakingletter of comfort issued Quarterly
140 Form ODI (Part I to IV) Form ODI (Part I to IV) As and when occasion arises
141 ESOP reporting ESOP reporting Yearly
142 Investment by mutual fund in overseas securities Investment by mutual fund in overseas securities Monthly
143 Reporting of portfolio investments by Indian companies Reporting of portfolio investments by Indian companies Monthly
144 FII weekly FII inflow and outflow Weekly
145 Liberalised Remittance Scheme of USD 200000 for resident individuals Liberalised Remittance Scheme of USD 200000 for resident individuals Monthly
146 Details of remittances made by NRO account Remittances made out of NRO accounts up to 1 million USD per calendar year - Facilities to NRIsPIOs and foreign nationals - liberalisation Quarterly
147 List of equity and convertible debentures (LECNRI) Statement of purchases sales of shares debentures made on behalf of NRIs persons of Indian origin under portfolio investment scheme Daily
148 List of equity and convertible debentures (LECFII) Statement of purchases sales of shares debentures made on behalf of FIIs under portfolio investment scheme Daily
149 Statement of inflow outflow on account of remittance received made in connection with transfer of shares convertible debentures by way of sale Statement of inflow outflow on account of remittance received made in connection with transfer of shares convertible debentures by way of sale Monthly
150 Inflowoutflow on account of high net worth individuals (IOFHNI) Inflowoutflow on account of high net worth individuals (IOFHNI) Monthly
151 Market value of FIIs Market value of FIIs Monthly
152 Market value of FVCI Market value of FVCI Monthly
153 Statement regarding sale through stock exchanges of shares bonds debentures by Authorised Dealers acquired by NRIs OCBs under the direct investment scheme Statement regarding sale through stock exchanges of shares bonds debentures by Authorised Dealers acquired by NRIs OCBs under the direct investment scheme Yearly
154 Reporting of derivativescurrency swap transactions Reporting of derivativescurrency swap transactions Weekly
155 FLM - 8 (sale and purchase of foreign currency) FLM - 8 (sale and purchase of foreign currency) Monthly
156 OCB return Monitoring of disinvestments by OCB Monthly
157 Statement of deferred credit from ROs Statement of deferred credit from ROs Quarterly
158 Import of gold by EOUs units in SEZEPZ and nominated agencies Import of gold Monthly
159 Statement of commodity hedging - domestic transactions Statement submitted by AD Category I on the domestic hedging - domestic transactions done by corporates Monthly
160 Booking of forward contract on past performance basis Data on forward contracts booked on the basis of past performance bank as a whole Monthly
161 EBW statement Export bills written-off during the half year Half-yearly
162 Data on facilities to NRIPIOS foreign nationals-liberalization Details of persons with Indian origin Quarterly
163 Monitoring of overseas borrowing Monitoring of overseas borrowing Monthly
164 Special Fortnightly Return ( SFR IIID) Issue of certification of deposits Fortnightly
165 Special Fortnightly Return ( SFR IIIF) Investment in commercials papers Fortnightly
166 Statement of chest slips Slips received from currency chests indicate deposits and withdrawals of cash from currency chests on day-to-day basis This helps to arrive at the daily closing balance of currency chests (Submitted online through ICCOMS daily) Daily
167 Statement of link offices These are received by Issue Department from link offices of banks concerned and show currency transfer position of banks The current account of the banks concerned are deleted and credited based on these statements (Submitted online through ICCOMS daily) Daily
168 Statement showing details of counterfeit bank notes detected by the branch during the month The return comprises of two parts -(i) Denomination-wise and StateUnion Territory-wise details of forged notes detected by the branch(ii) Details of cases of FIR filed with police Monthly
169 Special Fortnightly Return ( SFR VIII) Balances held abroad and loan in foreign currency Fortnightly
170 Special Fortnightly Return-II Monitoring of daily CRR balances Fortnightly
171 Special Fortnightly Return-VI-AB Lending rates for various bank groups Fortnightly
172 Special Fortnightly Return-VI-B Monitoring deposits rates of scheduled commercial banks Fortnightly
173 Special Quarterly-VI-A Outstanding sub-BPRL of scheduled commercial banks Quarterly
174 Special Quarterly-VI-AC Monitoring lending rates of scheduled commercial banks Quarterly
175 Basic Statistical Returns-3 Monitoring of bank credit against sensitive commodities Monthly
176 Quick Return on industry - wise bank credit (QIBC) Analyzing trends in industry -wise bank credit Monthly
177 Sector-wise and industry-wise deployment of bank credit (SIBC) Analyzing trends in sector- wise and industry-wise bank credit Monthly
178 Exports credit refinance return Monitoring limits and utilization of export credit refinance Fortnightly
179 Supplementary return on daily SLR Supplementary return on daily SLR Fortnightly
180 Special Fortnightly Return ( SFR IIIC) Money market operations-particulars of interbank participations (IBP) Fortnightly
181 PMRY monthly progress report Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending Monthly
182 PMRY quarterly progress report Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount of which sanctioned and disbursed to SCST women disabled and physically handicapped Quarterly
183 PMRY subsidy utilisation statement PMRY subsidy Quarterly
184 Progress report on SGSY Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SGSY scheme Monthly Press Release 2010-2011206
185 Progress report on SJSRY Contains State-wise Return with Targets application received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SJSRY scheme Monthly
186 Progress report on SRMS Contains State-wise return with targets application received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SRMS scheme Monthly
187 Swarna-Jayanti Gram Swarozgar Yojana (SGSY) - Progress report Progress report of states with state code giving details of applications received up to the previous month during current month and up to the month Loans disbursed to individuals SHGs women disabled Applications received and pending for decision Applications rejected Quarterly
188 Direct agriculture advances recovery Direct agriculture advances recovery Yearly
189 Credit flow to micro small and medium enterprise Position of lending to SME sector -segmentation of advances by specific customer categories (SSI units tiny sectors medium enterprises) Quarterly
190 Debt restructuring mechanism for SMEs - status report Analysis of schemes for debt restructuring considered during quarter for eligible loans Quarterly
191 Position of loans outstanding without collateral security to tiny sector units composite loans sanctioned under the single window scheme Collateral free loans up to Rs 25 lakh to micro enterprises composite loan up to Rs1 crore Quarterly
192 Return on financing under cluster approach Cluster based lending Half-yearly
193 Statement showing the particulars of specialised SME branches operationalised Performance of specialised SME branches Yearly
194 Rehabilitation of sick SSI units Rehabilitation of sick SSI units Yearly
195 Operationalisation of RIDF Operationalisation of RIDF Yearly
196 Interest rate on agriculture loan Interest rate on agriculture loan Half-yearly
197 Half yearly ad-hoc data on priority sector advances as on last reporting Friday Contains outstanding accounts and amount (total as well as under SCST) in various parameters (approx 30) Half-yearly
198 Statement of priority sector advances Outstandings under direct and indirect agriculture total priority sector and weaker section as on last reporting Friday Quarterly
199 Statement of advances to agriculture Statement of advances to agriculture Monthly
200 State-wise data on balance outstanding on priority sector advances as on last reporting Friday of March State-wise outstanding accounts and balance (Total outstanding SC outstanding and ST outstanding separately) under various parameters (approx 50) of priority sector advances Yearly
201 Return on SCST beneficiaries under priority sector advances as on last reporting Friday of March and September Outstanding accounts and balance (SC and ST separately) under various parameters (approx 16) of priority sector advances Half-yearly
202 Statement on DRI Scheme as on last reporting Friday of March Disbursements demand recovery overdues and outstandings under various parameters (approx 8) Yearly
203 Special Return no 1 of RBI (Annual) State-wise return on annual disbursement (July to June) under direct agriculture and allied activities and balance outstanding as on last reporting Friday Yearly
204 Special Return no 2 of RBI (Annual) State-wise return (July to June) on demand recovery overdues and outstandings of direct finance to agriculture (short term loans and term loans separately) Yearly
205 Special Return no 3 of RBI (Annual) State-wise return (July to June) on disbursal of advances under various parameters (approx 40) of priority sector and SCST separately Yearly
206 Provision of credit to agriculture and debt relief to farmers - progress report Provision of credit to agriculture and debt relief to farmers - progress report Monthly
207 Quarterly report on lending to women Quarterly report on lending to women Quarterly
208 Monitoring report on convening of DLRC meetings on quarterly basis Monitoring report on convening of DLRC meetings on quarterly basis Quarterly
209 Progress report on new 20 Point programme Progress report on new 20 Point programme Yearly
210 Target under SACP (district wise break up) Contains lead district-wisenon-lead district-wiseregion-wiseState-wise disbursement under agriculture SSI and OPS alongwith target and achievement position under SACP scheme Yearly
211 Target under ACP (district wise break up) Contains lead district-wisenon-lead district-wiseregion-wiseState-wise disbursement under agriculture SSI and OPS along with target and achievement position under ACP scheme Yearly
212 Statement showing sector-wise achievements Sector-wise achievements under ACP in lead districts with name of the StateUTCircles no of districts agriculture and allied activities small scale industries services Quarterly
213 Priority sector advances sanctioned to members of specified minority communities vis-agrave-vis overall priority sector advances Priority sector advances sanctioned to members of specified minority communities vis-agrave-vis overall priority sector advances Half-yearly
214 29 Column statement for SSI performance 29 column statement for SSI performance Half-yearly
215 PMRY recovery and overdue statement State wise position of outstanding demand recovery overdue and per cent of recovery with number of accounts and amount in PMRY Quarterly Half-yearly
216 SJSRY recovery statement SJSRY recovery statement Half-yearly
217 SGSY recovery statement SGSY recovery statement Half-yearly
218 SRMS recovery statement SRMS recovery statement Half-yearly
219 KCC scheme BKCC cards issued under PAIS State-wise cards issued and amount sanctioned under crop loans and under term loans separately amount sanctioned under PAIS scheme of Kisan Credit cards Quarterly
220 Performance under special agricultural credit plan Disbursements under various parameters (approx 12) of direct and indirect agriculture (total small and marginal farmers and agricultural labourers separately) Half-yearly
221 ACP targets and achievements ACP targets and achievements - bank-wise Half-yearly
222 Education loan and housing loan Education loan and housing loan Half-yearly
223 Foreign banks advances to priority sectors Foreign banks advances to priority sectors Yearly
The Reserve Bank of India has replaced four returns with one reducing the number of returns to be submitted by banks to 222 from the earlier 225
Now banks can file a new Special Monthly Return VI AB which was introduced in July 2010 They will not have to submit the following four returns
i) Special Fortnightly Return VI AB
ii) Special Fortnightly Return VI B
iii) Special Quarterly Return VIA
iv) Special Quarterly Return VI AC
These returns are listed at serial nos 171 to 174 of lsquolist of returns to be submittedrsquo published in the press release dated August 14 2008
The new special return has to be submitted monthly within 15 days from the end of the relevant month The list of 225 returns was published in the press release dated January 20 2009
Alpana Killawala
Chief General Manager
Press Release 2010-2011206
The Reserve Bank of India has today clarified that scheduled commercial banks have to file the returns Statements showing interest rates of commercial banks for credit limits over Rs 2 lakh and IBS-reporting of derivatives transactions Consequently the number of returns banks have to submit to the Reserve Bank of India will be 225
It may be recalled that the Reserve Bank of India had in its press release dated August 14 2008 announced that it would be introducing eXtensible Business Reporting Language (XBRL) based filing of returns As part of XBRL implementation the Reserve Bank had also rationalised the number of returns banks needed to submit to the Reserve Bank reducing them from 291 to 223 It had prepared and published two lists of returns ndash one list of returns to be submitted to the Reserve Bank and the other list of returns not to be submitted to the Reserve Bank It had also asked banks not to submit those returns which were enumerated in the list of returns not to be submitted
Alpana Killawala
Chief General Manager
Page 6: Regulatory reporting by banks to rbi

Regulatory Reporting by Banks to RBI

GAPS POSITIONS AND BALANCES (GPB)

As per extant instructions net overnight open position limit (NOPL) and aggregate gap limit (AGL) of AD Cat-I banks are required to be approved by the Reserve Bank For AD Cat-I banks incorporated in India the exposure limits fixed by the Board should be the aggregate for all branches including their overseas branches and Off-shore Banking Units For AD Cat-I foreign banks the limits will cover only their branches in India The HeadPrincipal Office of each AD Category-I bank should submit daily statement of Gaps Position and Cash Balances in Form GPB through the Online Returns Filing System (ORFS) XBRL as per the format prescribed AD Category-I banks may ensure that the reports are properly compiled on the basis of the prescribed guidelines The data for a particular date has to reach RBI by the close of business of the following working day

It uses the underlying XBRL taxonomy for defining the elements This taxonomy will represent the elements with multi-dimensional view using the Dimensions concept as defined in the Specification 10 a part of the XBRL 21 standard

FormGPB_Taxonomyzip

High Level Overview A new comer needs to develop a Tool which will act as a bridge between the banks internal data systems and RBIs regulatory reports It needs to have a staging database which acts as an intermediate repository of data Broadly the tool should consist of two components

bull One-time configuration and mapping bull Internal Data Extraction Aggregation amp Loading engine

If an ETL Tool is used then it must be able to extract Data and feed it to BI where BI will be used to generate reports The process flow diagram below explains the steps visually

Aggregation Logic for Data Computation

Extract Data for RBI Reporting

Configure the Tool to configure internally with the bankrsquos system

Bankrsquos Internal System

Data Filter to perform Business Validations

Load Processed Data in XBRL Template

RBI Submission

Author Partho H Chakraborty 6

Form GBP ndash Taxonomy

image1emf

FormGPB_Taxonomy

zip

FormGPB_Taxonomyzip

FormGPB_Taxonomy_1in-rbi-rep-2009-02-06xsd

Gaps Position and Balances linkpresentationLink linkdefinitionLink

FormGPB_Taxonomy_1in-rbi-rep-2009-02-06_defxml

FormGPB_Taxonomy_1in-rbi-rep-2009-02-06_labxml

Version Gaps Position and Cash Balances - Presentation Foreign Currency Balances Net Open Exchange Position Net Open Exchange Position in Domestic Currency Aggregate Gap Limit Maintained Value at Risk Maintained Foreign Currency Maturity Mismatch Currency Mismatch Duration of Currency Mismatch Duration of Currency Mismatch (Domain) I Month II Months III Months IV Months V Months VI Months Exceeding VI Months

FormGPB_Taxonomy_1in-rbi-rep-2009-02-06_prexml

Partho
File Attachment
Form GBP ndash Taxonomydocx

Regulatory Reporting by Banks to RBI

Process Flow for ETL Tool and BI Reports Key Features Login based access Only users authenticated would be allowed access to the system making it secure Multiple input data formats The tool should consume data directly from the source systems in various formats such as text csv database etc Integration tool An XTract wizard can be provided which can help to set up the data extraction logic User-friendly environment to map tags It should provide a variety of features with inbuilt validations to make the initial configuration and mapping very user friendly Mirror mappings It is should have a unique user friendly mapping feature Validations All the business validations technical validations as well as XBRL validations should be performed at every step of the processing Aggregation The tool should be intelligent enough to handle and perform all the required categorical aggregation for the related data items Business rules validation Business rule specified by the RBI or the bank can be incorporated in the data extraction process Data loading on RBI templates (say RCA2) Once the data to be reported is in place the compliance officer needs to run the loader which will use all the previously defined configurations and mappings extract the data from the sources run the aggregation logic filter out irrelevant data based on the business rules defined and then load the data directly into the RBI-defined template Dashboard Ideally Dashboard must be provided to get a synopsis of the various reports RBI

Bankrsquos Internal System

ETL Tool

Load Processed Data in XBRL Template

RBI Submission

Validate Reports

Data Store

Business Intelligence

Author Partho H Chakraborty 7

Regulatory Reporting by Banks to RBI

How will banks benefit Banks can get rid of manual extraction computation and filing of the data in these template They can also rely completely on the quality and accuracy of the data generated by the Tool This is a clear time-saver It will help banks in meeting the strict RBI deadlines for filing data This time savings will get more pronounced as and when more reports get added in the XBRL reporting framework Banks can get rid of manual extraction computation and filing of the data in this template They can also rely completely on the quality and accuracy of the data generated This is a clear time-saver It will help banks in meeting the strict RBI deadlines for filing data POC POC should be done ideally on

1 Basic Statistical returns 2 Risk management amp Capital adequacy 3 Recovery Defaulters Bad debt

Methodology This is a classic case of Build Vs Buy Many firms have built a tool to search out the required data collate it validate it and then push it to RBI with Dashboards as Value Add Most of these are tested with various banks and can be replicated easily For a new comer there are 2 options They either build such a tool or develop an expertise to sieve out the correct data from a whole mass of data and use BI to generate reports If done in 1 bank successfully then it can be replicated in other banks given the logic and process remains the same Steps

1 Identify 5 Reports 2 Get Sample Data for 5 Reports 3 Use ETL Tool to pick up the correct data for each Report 4 Push the data to a Data Store 5 Use BI to generate the Reports 6 Validate the Data

Advantages All banks have BI and ETL tool and thus it is more of costs on Man-Hour basis where they do not have to buy anything extra SO it is a cost savings in terms of not purchasing new utilities software etc There is no license cost and the bank is in total control of the reports to be submitted to RBI They can also train people internally to generate reports Dis-advantages Reports are dynamic and with new reports or modification of older reports or combining 2 or more reports completely or partially would mean to re-work on the Logic This might be time consuming Also The BI would be used for other purposes unlike the readymade solutions which are Report Generation only This could prove challenging especially when a lot of reports have to be generated for multiple stake-holders apart from RBI

Author Partho H Chakraborty 8

Regulatory Reporting by Banks to RBI

Another important fact is that if the BI crashes or does not work for any reason whatsoever it could hold them back from generating reports till rectified But if the tool acquired from vendors malfunctions they can always get a replacement to get the work going Actual Test What we are proposing is to show some data manufactured to the likeliness of real data and then to churn it out to give the report I am not too sure if it will not do as our data is in a glass house environment It is very easy to spot it and use it In a real scenario the data will be in various locations and in various formats just imagine in a Jungle We will have to find it out extract it and then churn it to get the required report After we get the report we need to validate it before submitting it to RBI The challenge is immense here The other challenge is to get the required data and the RBI formats Software Requirements The most important component is the Logic to extract data and have it processed under BI to give the desired results Hardware Requirements ETL Tool Data Store BI Other Requirements Information or Template which RBI provides to banks to help them capture and generate reports Time Frame At least 15 days to do a POC for any 5 reports Returns There are 223 Returns to be filed with RBI where some are filed daily fortnightly monthly quarterly and annually A sample is given as follows

bull Basic Statistical returns bull Forex amp International Ops bull Investment in treasury bull DSB Returns bull Advances bull Deposits bull Risk management amp Capital adequacy bull Financial inclusion bull Balance sheet connected returns bull Frauds bull Reconciliation bull Recovery Defaulters Bad debt

Author Partho H Chakraborty 9

Regulatory Reporting by Banks to RBI

List of ReturnsxlsxList of Statistical

Returns to be submitt

Embedded below is comprehensive list of Returns to be filed with RBI Sample Data for Delinquencies This data also has a Dashboard associated with it The Dashboard is a swf file

NPAsxls

Note Names if any are Suggestive only and without any relation to any real entity

whatsoever It is only to give a feel and touch of how transactions can be structured and names are indicative

This article is meant for education purposes only and it is not be reproduced for any commercial purpose by print or electronic medium whatsoever

This case study is written by with inputs from RBI

Partho H Chakraborty

A - 305 DSR Spring Beauty Apts 1241 ITPL Main Road Brookefields Kundalahalli Bangalore - 560 037 India Tel +91 80 420 50293 Cell +91 99863 22504 email parthohcairtelmailin parthohcrediffmailcom Skype parthohc01

Author Partho H Chakraborty 10

returns to be submitted

returns not to be submitted

Partho
File Attachment
List of Returnsxlsx

AnnexureList of Statistical Returns to be submitted to the Reserve Bank of India under the

Basic Statistical Returns (BSR) System

Sr Name Scope of the Return Frequency To be Procedure for forwardingNo of the prepared the Return to the Reserve

Return by Bank of India1 BSR-1A All borrowal accounts with credit Annual as All The branchesoffices of the

limits over Rs2 lakhs are to be on 31st branches banks should forward the BSR-individually listed along with March offices of 1A and BSR-1B returns togetherparticulars of district and population banks and also BSR-2 to theirgroup of the place of utilisation type RegionalHead Offices Theof account organisation RegionalHead Offices of theoccupation nature of borrowal banks should forward theseaccount asset classification rate returns after preliminaryof interest credit limit and amount scrutiny and rectification ofoutstanding in respect each loan or errors if any to the Directoradvance RegionalCentral Office

Department of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia at the centres ChennaiDelhiKolkata Mumbai with two

BSR-1B All borrowal accounts with credit -do- -do- months from the referencelimits of Rs2 lakhs and less are to date In the case of banksbe classified according to submitting data on magneticoccupation and aggregate figures media they should get thefor each occupation should be sample printout of data blocksfurnished in a consolidated form for verified from the respectiveeach branch Regional Offices of Reserve

Bank of India and forward theBSR-2 Category-wise number of staff -do- -do- edited data tapes with proper

number of accounts and amount external labels of Bankingoutstanding according to type of Statistics Division at Mumbaideposits and classification of all term under advice to the concerneddeposits according to maturity Regional Office of Reservebroad interest rate ranges and size Bank of India within fourof deposits months from the reference

date

2 BSR-3 Bankrsquos advance against security of Monthly as Head Office Head Offices of banks shouldselected sensitive commodities on the last of banks collect information from

Friday of branches which account for 80-every 85 of advances and themonth consolidated return should be

sent to the Adviser-in-ChargeMonetary Policy DepartmentReserve Bank of India CentralOffice Bldg Mumbai 400 001

3 BSR-4 Ownership pattern of deposits Annual on The The selected branchesofficessample selected will forward the returns to thebasis as on sample RegionalHead Offices The31st March branches RegionalHead Offices will send

offices of the returns to the Director

banks RegionalCentral OfficeDepartment of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia ChennaiDelhiKolkataMumbai within two monthsfrom the reference date

5 BSR-5 Pattern of Investment of bank in Annual as The Head To be forwarded to the DirectorCentral and State Government on 31st Offices of Banking Statistics DivisionSecurities Other Trustee March banks DESACS Central OfficeSecurities shares etc Reserve Bank of India Mumbai

within two months from thereference date

6 BSR-6 Survey of Debits to Deposit Quinque- The The selected branchesofficesAccounts nnial on selected will forward the returns to the

sample sample RegionalHead Offices Thebasis for branches RegionalHead Offices will sendApril-March offices of the returns to the Directorof the year banks RegionalCentral Office

Department of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia ChennaiDelhiKolkataMumbai within two monthsfrom the reference date

7 BSR-7 Quarterly survey on Aggregate Quarterly Branch- To be forwarded to the DirectorDeposits and Gross Bank Credit as on the wise Banking Statistics Division

31st March information DESACS Central Officeand last to be Reserve Bank of India MumbaiFriday of prepared within one month from theJune by Head reference dateSeptember Offices ofand the banksDecemberof the year

Partho
File Attachment
List of Statistical Returns to be submitted to the Reserve Bank of India under the Basic Statistical Returnspdf

Sheet1

Sheet2

Sheet3

NPA Analysis V10swf

MBD001388A2NPA Analysis V10swf

Partho
File Attachment
NPASxls
Disclosures under Pillar 3 (Market Discipline) in terms of New Capital Adequacy Framework (Basel II) of Reserve Bank of India
NPAs RECOVERIES
Qtr - 1 Qtr - 2 Qtr - 3 Qtr - 4 Qtr - 1 Qtr - 2 Qtr - 3 Qtr - 4
Gross NPAs 65551 52094 49182 35900 Recoveries 18106 19169 16077 15129
Substandard 27437 20629 19620 15246 Substandard 10034 5123 7587 6387
Doubtful -1 15118 14041 13878 9705 Doubtful -1 4010 6865 5556 3145
Doubtful -2 14280 10588 9360 5955 Doubtful -2 2403 1145 1908 3386
Doubtful -3 7486 5765 5368 4462 Doubtful -3 1429 5765 834 2109
Loss 1230 1071 956 532 Loss 230 271 192 102
Gross NPAs Break-up Region wise Recoveries Break-up Region wise
North 17779 13059 14008 9876 North 4977 5451 4363 4289
Substandard 6850 5203 5408 4015 Substandard 2509 1579 2176 1803
Doubtful -1 3879 3299 3376 2578 Doubtful -1 1234 1767 1578 992
Doubtful -2 4570 2647 3637 1532 Doubtful -2 809 307 351 847
Doubtful -3 2071 1541 1342 1516 Doubtful -3 357 1798 208 601
Loss 409 369 245 235 Loss 068 000 050 046
South 17543 15378 13017 10349 South 5007 4799 3812 3764
Substandard 7501 6934 4908 4557 Substandard 2976 1276 1897 1459
Doubtful -1 4234 3562 4678 3209 Doubtful -1 1098 1908 1209 723
Doubtful -2 3565 3003 1586 1389 Doubtful -2 593 286 397 1021
Doubtful -3 1922 1623 1543 1038 Doubtful -3 299 1254 309 527
Loss 321 256 302 156 Loss 041 075 000 034
East 16094 11876 12101 8840 East 5091 4818 4362 3301
Substandard 8023 4593 5272 3590 Substandard 3177 1198 2033 1528
Doubtful -1 3601 2908 3470 2461 Doubtful -1 976 1761 1389 786
Doubtful -2 2309 2587 1797 1673 Doubtful -2 601 350 683 965
Doubtful -3 1809 1456 1365 1029 Doubtful -3 254 1441 209 000
Loss 352 332 197 087 Loss 083 068 048 022
West 14135 11781 10056 6835 West 3031 4101 3540 3775
Substandard 5063 3899 4032 3084 Substandard 1372 107 1481 1597
Doubtful -1 3404 4272 2354 1457 Doubtful -1 702 1429 138 644
Doubtful -2 3836 2351 234 1361 Doubtful -2 400 202 477 553
Doubtful -3 1684 1145 1118 879 Doubtful -3 519 1272 108 981
Loss 148 114 212 054 Loss 038 128 094 000
Net NPAs 3639 22345 21699 20009
Advances
Gross Advances 30631 31008 34635 30684
Net advances 30325 37242 39453 46533
NPA Ratios
Gross NPA to Gross Advances 214 168 142 117
Net NPA to Net Advances 120 060 055 043
Movement of NPAs (Gross)
Opening Gross NPA 62903 56946 53088 40375
Additions to Gross NPAs 20754 14317 12271 10654
Reductions to Gross NPAs 18106 19169 16077 15129
Closing Balance of Gross NPAs 65551 52094 49182 35900
Movement of NPA Provisions
Opening Balance of NPA Provisions held 34844 31259 30640 26443 Gross Profit 109293 132330 139704 142122
Provisions made during the period 15681 12395 10751 9875 Net Profit 78701 80123 86745 90837
Write-offs during the period (Loss) 1000 800 764 430
Write-back of excess provisions during the period 000 000 000 000
Closing Balance of NPA Provisions 49525 42854 40627 35888
Amount of Non-performing Investments (gross) 558 538 434 318
Amount of Provisions held for Non-performing Investments 558 538 434 318
Net NPAs = Gross NPA ndash (Balance in Interest Suspense account + DICGCECGC claims received and held pending adjustment + Part payment received and kept in suspense account + Total provisions held)
NPA Dashboard
To see the dashboard do the following
1 Right Click on the box
2 Click on Package Object
3 Click on Activate Contents
(b) List of returns not to be submitted by SCBs (excluding RRBs) to the RBI
SrNo Return name Description Frequency
1 Details of any shareholdings exceeding 5 of the total equity capital of the bank Details of any shareholdings exceeding 5 of the total equity capital of the bank As and when exceeded
2 Statement showing interest rates of commercial banks for credit limits over Rs2 lakh Item PLR wef 01012004 Max Min and interest rate range in which 60 or more business is contracted Quarterly
3 Details of foreign liabilities and assets of the banking sector Details of foreign liabilities and assets Yearly
4 CIBIL Consent clause Quarterly
5 Particulars of borrowers directors partners furnished in the defaulters lists who have been allowed fresh limits enhancements renewals Particulars of borrowers directors partners furnished in the defaulters lists who have been allowed fresh limits enhancements renewals Quarterly
6 Special Quarterly Return Outstanding credit for NBG broken by circles classified by product and by above and below PLR Quarterly
7 Segment-wise position of advances NPAs provisions and recovery Details like gross advances net advances opening balance of gross NPAs gross recovery provisions held recovery made in written off accounts not parked in AUCA segment-wise Quarterly
8 Report on NPAs in priority sector advances Segment-wise advances to priority sector NPAs in priority sector and NPAs as of priority sector advances and out of above the age-wise classification of NPAs in priority sector NPAs in various Govt sponsored schemes Quarterly
9 List of NPAs for Rs1 crore and above Details include date of original sanction date of identification as NPA position category present status Quarterly
10 P-segment NPAs under priority sector P-segment NPAs under priority sector Quarterly
11 NPA reduction budget All the details concerning NPAs are consolidated in one report for annual budgeting Yearly
12 RBI investment studies Details are date of sanction name of the lead institution and date of sanction institutions share in project cost name of the project paid up capital Particulars of (capacity size units numbers etc) Date of project project cost implementation Quarterly
13 Details of investments by FIIs NRIs in perpetual cumulative preference shares qualifying as Tier I capital To track the FII and NRI investments Quarterly
14 Prudential exposure limits Details for limits on exposure to individual and group borrowers As and when fresh capital is raised and on 1 April every year
15 Progress report under RBI OTS SME Number and amount details for RBI OTS SME out of RBI OTS SME Govt sponsored scheme RBI OTS small loans Quarterly
16 Review of wilful defaulters (Rs 25 lakh and above) Action initiated against the wilful defaulters review of the wilful defaulters- suit filed non-suit filed accounts Half-Yearly
17 Market related returnon forward rate agreement Market related returnon forward rate agreement Fortnightly
18 Review of loss making branches along with category-wise classification Review of loss making branches along with category-wise classification Yearly
19 Review of credit monitoring system under IRAC norms Review of credit monitoring system under IRAC norms Half-Yearly
20 Review of AUCAs AUCA position movement in AUCA segmental analysis age-wise analysis of AUCAs with outstandings of Rs1 crore and above transfer to ARCIL position on filing of suits value wise analysis of AUCAs list of accounts for Rs1 crore and above Quarterly
21 List of top ten good and bad accounts List of top ten good and bad accounts Half-Yearly
22 Performance memorandum submitted to the Board Performance memorandum submitted to the Board Half-Yearly
23 Scheme of amalgamation ndash quarterly returns Return No 679 and progress report Quarterly
24 Concurrent audit reports of retailing of Government securities transactions Concurrent audit reports of retailing of Government securities transactions Monthly
25 R6 Outstanding guarantees wherein default and claim has arisen but payment not made to the beneficiary Quarterly
26 EFTNEFT Non-cashnon-paper transactions Monthly
27 RTGS RTGS Daily
28 Deployment of gross bank credit by major sectors Sector-wise deployment of credit Quarterly
29 Trade-related advances granted outstanding out of funds in EEFC accounts Trade-related advances granted outstanding out of funds in EEFC accounts Half-Yearly
30 Statement I on cross currencies Statement of cross currency Weekly
31 Statement II on cross currencies Statement of cross currency Weekly
32 Statement III on cross currencies Statement of cross currency Monthly
33 REC Reconciliation Half-Yearly
34 Statement of structured liquidity-domestic asset liability management Statement of structured liquidity-domestic asset liability management Weekly
35 BEXI-IA BEXI-IA Monthly
36 IBS-Reporting of derivative transactions IBS-Reporting of derivative transactions Quarterly
37 Soliciting foreign currency deposits at banks outside India Soliciting foreign currency deposits at banks outside India Monthly
38 Progress report on frauds above Rs 1 crore Progress report on frauds above Rs 1 crore Quarterly
39 Review of investment at foreign offices Review of investment at foreign offices Yearly
40 Host countries regulation report Host countries regulation report Ad-hoc
41 Synopsis of frauds reported by foreign offices Synopsis of frauds reported by foreign offices Ad-hoc
42 Compliance with regulatory requirements of host country regulations Compliance with regulatory requirements of host country regulations Quarterly
43 Authorised Dealers Category-II Authorised Dealers details Fortnightly
44 Weekly market access Statement showing market access limit available for undertaking FCY-INR principal only swap (POS) transactions Weekly
45 Special Fortnightly Return ( SFR IIIA) Money market operations-total funds borrowed and lending Fortnightly
46 Special Fortnightly Return ( SFR IIIE) Daily call and short notice money operations Fortnightly
47 IRSFRA-Derivative return no207 Statement of IRSFRA-Derivatives Fortnightly
48 Survey of SSI branches Survey of SSI branches Yearly
49 Seven point programme Seven point programme Yearly
50 Micro credit Micro credit Half-Yearly
51 IBA priority sector (flow of agriculture doubling) Flow of agriculturedoubling Monthly
52 Self Help Group (SHG) Contains state-wise region-wise SHGs maintaining savings accounts with number of SHGs financed during the year alongwith loan outstanding gross NPA and recovery percent with sub sectorwise data and SHGs of Govt sponsored schemes exclusively to women through SHGs Yearly
53 General information(CampISSI)- account reviewrenewals for FBWC Status of reviewrenewal of borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
54 Age wise classification of non-renewed accounts Status of reviewrenewal of borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
55 FFR-1FFR-2 Reports on borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
56 Review of claims lodged with ECGC LTD Review of claims lodged with ECGC LTD Half-Yearly
57 LEC Statement of purchases sales of shares debentures made on behalf of FIIs under portfolio investment scheme As and when occasion arises
58 Monthly statement showing progress made in the issue of Swarojgar Credit Cards Monthly statement showing progress made in the issue of Swarojgar Credit Cards Monthly
59 Service Area Monitoring and Information System (SAMIS) Credit disbursal - semi-urbanurban branches - (non services branches) Monthly
60 Service Area Monitoring and Information System (SAMIS) Credit disbursal - semi-urbanurban branches - (non services branches) Quarterly
61 Service Area Monitoring and Information System (SAMIS) LBR-3U3 - Part A Credit disbursal - semi-urbanurban branches - (non services branches) Quarterly
62 Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part B Credit disbursal - semi-urbanurban branches - (non services branches) Half-Yearly
63 Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part C- as on last day of June Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part C- as on last day of June Yearly
64 Special rural housing scheme of NHB Special rural housing scheme of NHB Quarterly
65 Infrastructure finance for projects with fund-based aggregate limits of Rs 50 crore and above Infrastructure finance for projects with fund-based aggregate limits of Rs 50 crore and above Quarterly
66 Compromise or negotiated settlements of NPAs Compromise or negotiated settlements of NPAs Half-Yearly
67 Service Area Monitoring and Information System (SAMIS) - LBR-1U1 Service Area Monitoring and Information System (SAMIS) - LBR-1U1 Yearly
68 Annual review of frauds- as on 31-Dec Annual review of frauds- as on 31-Dec Yearly
(a) List of returns to be submitted by SCBs (excluding RRBs) to the RBI
SrNo Return name Description Frequency
1 Details of any shareholdings exceeding 050 of the total equity capital of the bank Details of any shareholdings exceeding 050 of the total equity capital of the bank As and when exceeded
2 Opening closing of branches Not later than two weeks after openingshiftingclosingrelocating As and when occasion arises
3 Quarterly returns related to branch banking are required to be forwarded to all the regional offices of DBOD RBI Within 14 days of the end of the quarter to which it relates Quarterly
4 Closing of branches Proforma-II Section 23 of BR Act 1949 - Statement of change in status merger closure etc of existing office branch during the Quarter (Proforma-II) Quarterly
5 DRT statements (suit filed and decreed) The total number of suit filed and decreed accounts before DRT the amount recovered legal expenses etc Quarterly
6 SARFAESI Act 2002 position of action taken Notices issued recovery made recovery through compromise Quarterly
7 Progress made in recovery under the forum of Lok Adalats Eligible cases cases decided and recovery made Quarterly
8 Financial inclusion - number of no frill accounts opened Compilation of data and review Quarterly
9 Report on issue of Subordinated Debt raising of Upper Tier II Capital Perpetual Debts and Equity Capital (Qualified Institutional Placements-QIP Preferential issue to Promoters GDR issue) together with copy of document Report on issue of Subordinated Debt raising of Upper Tier II Capital Perpetual Debts and Equity Capital (Qualified Institutional Placements-QIP Preferential issue to Promoters GDR issue) together with copy of document Within 1 week from date of issue
10 Payment of dividend Details of dividend declared during the financial year and other details as per the circular Within a fortnight after declaration of dividend
11 Quarterly report on progressive use of Hindi Covering details of documents issued under Section 3(3) of OL Act 1963 letters received in Hindi and replied to in Hindi Hindi correspondence Use of Hindi in internal work computers website ATMs Training Establishments Staff related details Quarterly
12 Form - VIII Statement of demand and time liabilities and investments for calculation of SLR Monthly
13 List of defaulters (non suit filed - wilful defaulters Rs25 lakh and above) Data collecteddisseminated on quarterly basis Quarterly
14 List of defaulters (non suit filed - defaulters account Rs1 crore and above) Data collecteddisseminated on half-yearly basis Half-yearly
15 Form IX Statement showing unclaimed deposits required to be listed as statutory list Annual
16 Form-A Provisional (Sec42) Used for compilation of monetary aggregates commercial bank survey compilation of NRI deposits Fortnightly
17 Form-A Final (Sec42) Used for compilation of monetary aggregates commercial bank survey compilation of NRI deposits computation of CRR Fortnightly
18 Data on non SSI sickweak industrial units as of 31st March Industry-wise number of accounts whether sickweak publicprivate Yearly
19 Form C Export finance ndashdisbursement and balance outstanding Quarterly
20 Form A Statement showing limit sanctioned and balance outstanding in the borrower accounts of parties having working capital limits of Rs10 crore or above from the entire banking system Quarterly
21 DSB-O-report on assets liabilities and exposures Break up of assets and liabilities on the basis of residual maturity next repricing date gap off balance sheet exposures unreconciled entries with other branches with other Indian banks branches in same foreign centre and accounts with other banks Quarterly
22 DSB-O-report on structural liquidity Break up of inflows and outflows on the basis of residual maturity mismatch cumulative mismatch and mismatch as per cent of outflows Quarterly
23 DSB-O-report on problem credit and investments Credit including off balance sheet exposure-list of customers of USD 2 million and above investments-list of customers of USD 1million and above Quarterly
24 DSB-O-report on large exposures Details of borrower accounts between USD 1 million to 5 million and above separately Total limits sanctioned divided into funded and non funded limits amount outstanding and security value Quarterly
25 DSB-O-report on country exposure and maturity Country classification due within 6 months between 6 months to 1 year1 year to 5 years and over 5 years Quarterly
26 DSB-O-report on profitability Interest income interest expense net interest income other income total expenses operational surplusdeficit profitloss before tax net profitloss Select productivity ratios Quarterly
27 DSB-O-report on frauds Details of individual fraud cases along with summary of fraud cases Quarterly
28 Balance Sheet Analysis (BSA) Audited accounts of the bank with notes on accounts Yearly
29 DSB return noI - Report on assets liabilities and exposures (Indian offices) Assets - cash loans and advances investments etc liabilities - deposits borrowings provisions etc capital and reserves off balance sheet exposures ndash credit contingents and commitments forex contracts and derivatives and long outstanding un-reconciled entries - accounts with banks inter branch adjustments and sundry debtors Monthly
30 DSB Return noII-report on capital adequacy Computation of capital base computation of risk weighted assets and risk based capital ratios - CRAR Core CRAR Quarterly
31 DSB return noIII- report on quarterly operating results Interest income interest expenses earnings before provisions and taxes interest receivable on NPAs not recognized as income and net profit and retained earnings Quarterly
32 DSB return noIV- report on asset quality Portfolio analysis - loans and advances other interest bearing assets (by delinquency in interest payment) classification of risk assets sectoral analysis of loan assets ndash priority sectors and other sectors top 30 impaired credits quality of securities portfolio - SLR securities non-SLR securities data on industry-wise exposure of banks exposure to sensitive sectors Monthly
33 DSB return noV - report on large credits Large credits to individual borrowers (above 15 per cent of total capital funds to be reported) large credit to borrower groups (above 30 per cent oftotal capital funds to be reported) Quarterly
34 DSB return noVI-report on connected lendings Credit to subsidiaries and associates credit to significant shareholders (holding 5 per cent or more of share capital or voting power) and credit to directorsmanagers Quarterly
35 DSB return no VII -report on ownership and control Top ten shareholders shareholder control - details about significant shareholders composition of board of directors and key executive officers Half-yearly
36 DSB return noVIII-statement of structural liquidity Time bucket wise outflows and inflows bucket wise mismatch cumulative mismatches etc top 20 large deposits and classification of term deposits Fortnightly
37 DSB return noIX-statement of interest rate sensitivity-rupee Time bucket wise liabilities time bucket wise assets and bucket wise gap (assets ndash liabilities) Monthly
38 DSB return no X- report on maturity and position (forex) Time bucket wise off balance sheet exposuresgap time bucket wise balance sheet itemsgaps residual gap aggregate gap limit Monthly
39 DSB return noXI-statement of interest rate sensitivity (forex) Time band exposure of rate sensitive assets time band exposure of rate sensitive liabilities and off balance sheet derivative products like IRS FRAs etc Monthly
40 RBS -1 (risk based supervision) Retail loan portfolio rating wise distribution of standard advances and rating wise distribution of Non-SLR investments Derivatives and loan sales and securitisation Quarterly
41 Return on operations of subsidiariesJVsassociates Informationdata on financial performancecondition of subsidiaries joint ventures associates of banks including contingent liabilities Quarterly
42 Consolidated Prudential Return (CPR) 1 Part-A consolidated balance sheet Part-B details on subsidiariesrelated entities Half-yearly
43 Equity investment in capital markets This is an ad-hoc excel sheet collected from 15 select banks and is not a part of regular returns collected by OSMOS Weekly
44 Return on off-shore banking units Details on off-shore banking units Quarterly
45 Statement on reconciliation of inter-branch accounts To monitor the entries outstanding for more than six months in inter-branch accounts Quarterly
46 Statement on reconciliation of clearing differences To monitor the entries outstanding for more than six months in clearing differences Quarterly
47 Statement on the position of balancing of books To monitor the number of branches where books have been balancednot balanced Quarterly
48 Statement on quick special audit of sundry depositssuspense account To monitor outstanding entries for Rs50000- and above for more than six months in these accounts Quarterly
49 Statement on bad debts written off To monitor the category-wise the amounts of bad debts written off Yearly
50 Reconciliation of outstanding entries in inter-bank (Nostro) accounts Outstanding entries for more than six months in inter-bank accounts and NOSTRO accounts Monthly
51 FMR-I Report on actual or suspected frauds in banks - within three weeks from the date of detection As and when the fraud occurs
52 FMR-II Reported closed and outstanding cases of frauds and IPC classification amount-wise and involvement-wise - within 15 days of the end of the quarter to which it relates Quarterly
53 FMR-III Progress report on frauds of large value - within 15 days of the end of the quarter to which it relates Quarterly
54 FMR-IV (revised name SMR-I) Report on dacoitiesrobberiestheft burglaries - immediately on their occurrence Also submission of quarterly consolidated statement in FMR-4 format within 15 days of the end of the quarter to which it relates Quarterly
55 VMR-I Report on action plan in public sector banks Quarterly
56 VMR-II (revised name SMR-II) Report on the security arrangements in public sector banks Contains information regarding number of branches considered vulnerable branches provided with armed guards alarm system and other security measures provided Quarterly
57 VMR-III (revised name VMR-II) Report on action taken against employees involved in frauds and corrupt practices Quarterly
58 Position of staff side action A statistical statement reporting period-wise pending cases against staff members Quarterly
59 Report on financial conglomerates Capturing the intra-group transactions and exposures amongst the identified FCs Quarterly
60 Statement describing the critical systems their recovery time objectives and the banks strategy to achieve them Statement describing the critical systems their recovery time objectives and the banks strategy to achieve them Yearly
61 Major failures during the period for critical systems customer segmentservices impacted and steps taken to avoid such failures in future Major failures during the period for critical systems customer segmentservices impacted and steps taken to avoid such failures in future Quarterly
62 Progress report on implementation of risk management systems ALM risk based supervision and risk based internal audit Risk management systems ALM Quarterly
63 Risk based supervision-compilation of risk profile templates Assessment of business risk areas and control risk areas Half-yearly
64 Whole bank long form audit report and compliance thereof Whole bank long form audit report and compliance thereof Yearly
65 Quarterly reviewed results Quarterly reviewed results Quarterly
66 Data related to IRS deals Item wise details of principal amount trading book banking book Monthly
67 Half yearly review of investment of portfolio QualitativeQuantitative review of entire investment portfolio of the bank for the half year Half-yearly
68 Progress report on operations of the smartdebit cards Progress report on operations of the smartdebit cards Half-yearly
69 Non-option rupee derivative report Foreign exchange contracts and benchmark wise details of other derivatives position Monthly
70 Capital adequacy statement Calculation of capital adequacy ratio under the new BASEL II (revised framework) Quarterly
71 Exposure towards credit derivatives and other investments Exposure towards credit derivatives and other investments and related MTM losses by overseas operations of Indian banks Monthly
72 Loss assets gt 2 years old where no legal action has been initiated Loss assets gt 2 years old where no legal action has been initiated Half-yearly
73 RBI note refund rules - statement of defective notes adjudicated at currency chests branches Statement of defective notes adjudicated at currency chests branches Quarterly
74 Counterfeit notes detected by banks Part-1 contains StateUnion Territory-wise summary of counterfeit notes detected by bank on an All-India basisPart-2 reflects cases of FIRs lodged by banks Monthly
75 Format for furnishing addresses etc particulars of Forged Note Vigilance Cell (FNVC) to RBI The return conveys the following particulars - Address of FNVCName and designation of officer-in-chargeTelephone numberFax numberE-mail address Annual (as on 1st July)
76 Status report on forged notes The report covers a brief account of the functions discharged by the Forged Note Vigilance Cell of the bank with reference to the points covered in para-7 of the master circular on detection and impounding of forged notes Quarterly
77 PDs call money transactions with commercial banks (Return from PDs) Compilation of new monetary aggregates Fortnightly
78 SBI-outstanding in Government securities by employees provident funds organisation Compilation of ownership of central and state Government securities for the publication Handbook of Statistics on India Economy Annual
79 Form TC Compilation of short term credit extended for imports and payments thereof Monthly
80 Interest rates on NRI deposits Interest rates on NRI deposits Monthly
81 NostroVostro balances of ADs NostroVostro balances of ADs Monthly
82 Investments by FIIs Reconciliation Monthly
83 Yen holdings of Government of India International investment position Monthly
84 Government of India lines of credit monthly statement of accounts BoP compilation Monthly
85 Forward exchange cover for FIIs Forward exchange cover for FIIs Ad hoc
86 Data of Authorised Dealer category branches Category-wise branch list Yearly
87 Statement of permission granted for opening of trading non-trading office posting of representative abroad Statement of permission granted for opening of trading non-trading office posting of representative abroad Yearly
88 Statement indicating the details of remittances made by NRIs PIOforeign nationals Statement indicating the details of remittances made by NRIs PIOforeign nationals Yearly
89 Statement indicating the details of forex utilization of international debit cards for amount exceeding USD 100000 in a calendar year Statement indicating the details of forex utilization of international debit cards for amount exceeding USD 100000 in a calendar year Yearly
90 Daily ADRs GDRs report Submission of contract notes received from broker for re-issuance of ADRGDR Daily
91 FII investment in Government securities Details of investment done by foreign institutional investor in Government securities On demand
92 GDRs release statement Opening balance of ADRGDR underlying shares total cancellation re-issuance of ADRGDR closing balances of ADRGDR underlying shares and balances ADRGDR Monthly
93 ADR GDR cancellation report Cancellation of ADRGDR received from overseas depository body Fortnightly
94 STAT-5 Statement of FCNR deposits (total inflow outflow and outstanding deposits under FCNR accounts) Monthly
95 STAT-8 Statement showing inflowoutflow of deposits under non-resident (external) rupee (NRE) accounts scheme and NRO accounts scheme for the specified month Monthly
96 BAL statement Foreign currency balances of Authorized Dealers and rupee balances of non-resident banks Fortnightly
97 Interest rates on FCNR(B) deposits Interest rates on FCNR(B) deposits Monthly
98 R return Turnover of foreign currency transactions and balances (inward and outward remittances in foreign currencies) Monthly
99 SGLCSGL reconciliation return SGL reconciliation Quarterly
100 MICR cheque clearing return MICR cheque clearing return Monthly
101 Non-MICR cheque clearing return Non-MICR cheque clearing return Monthly
102 ECS ECS Monthly
103 State-wise ATMs data State-wise ATMs data Quarterly
104 Area-wise ATMs data Area-wise ATMs data Quarterly
105 Cards data Cards data Monthly
106 Pre-paid cards Pre-paid cards Quarterly
107 Audited accounts Copy of annual report with audited statements of accounts and published data of accounts Yearly
108 Form-X ndash statement of assets and liabilities Monthly assets and liabilities of domestic operations estimation of household financial savings Monthly
109 Basic Statistical Return - I (1A and 1B) Relates to bank credit as of 31st March (Advance Details) Yearly
110 Basic Statistical Return - II Classification of deposits with scheduled commercial banks Yearly
111 Basic Statistical Return - IV Survey on composition and ownership of deposits as on 31st March Yearly
112 Basic Statistical Return - V Total investment security-wise details as per annual accounts Yearly
113 Basic Statistical Return - VI Survey of debits to deposits and credits Once in two years
114 Basic Statistical Return - VII Aggregate deposit and advances of all branches Quarterly
115 Opening of new branches Proforma-I Section 23 of BR Act 1949 - statement of new office branch opened during the quarter (Proforma-I) Quarterly
116 IBS return International assets and liabilities of banks in India Quarterly
117 CPIS Co-ordinated portfolio investment survey of banks in India Annual
118 NRD-CSR Non-resident deposits comprehensive single return on NRFCNR deposits and their transactions in a month Monthly
119 ECB-2 return External Commercial Borrowings Monthly
120 FETERS (R-return) Foreign exchange transactions of banks in India Fortnightly
121 Banking service price index The statement comprises of data related to fees income and fee charges for banking services provided by the bank and selective data on deposits and loans Monthly Quarterly
122 Change in status (category) of offices branches dealing in forex Change in status (category) of offices branches dealing in forex As and when occasion arises
123 Applying for AD code Immediately on opening of new branches As and when occasion arises
124 Forex Turnover Data (FTD) Forex turnover data Daily
125 Gaps Positions and Balances (GPB) Gaps of foreign currency net open exchange positions and cash balances Daily
126 Overseas foreign currency borrowing by ADs Category-I To monitor the level of overseas foreign currency borrowings by ADs Category-I Monthly
127 Consolidated information relating to exposures of corporates in foreign currency Consolidated information relating to exposures of corporates in foreign currency Quarterly
128 Foreign Currency Rupee (FCR) option To know the volume of option transactions of ADs Category-I Weekly
129 Cross currency derivative transactions statement To know the volume of transactions Half-yearly
130 Booking of forward contract by SMEs and individuals To know the forward contracts booked and cancelled by SMEs and individuals Quarterly
131 Commodity hedging (No format) To know about permission given by ADs Category-I to listed corporates to hedge prices of commodities importedexported in overseas commodity exchanges Yearly
132 Commodity hedging (No format) To know about permission given by ADs Category-I to listed corporates to hedge prices of select metals and ATF in overseas commodity exchanges Monthly
133 Remittances under RDA (E-statement) To know the amount received under RDA Quarterly
134 Vostro list List of Vostro accounts YearlyAs and when account is opened
135 List of officesbranches maintaining (Rupee and ACU Dollar) accounts of non-resident banks and list of Vostro accounts List of officesbranches maintaining (Rupee and ACU dollar) accounts of non-resident banks and list of Vostro accounts Yearly
136 XOS statement Details of overdue export - bills outstanding for more than 6 months and value above USD 25000 Half-yearly
137 BEF statement Bill of entry not received - for value USD 1 lakh and above Half-yearly
138 Advance remittance for import of rough diamonds aboveequal to USD 5 Million Advance remittance for import of rough diamonds aboveequal to USD 5 Million RBI2006-2007278A P (DIR Series) Circular No 34 Half-yearly
139 Statement on guarantees LOULOC Guarantees letter of undertakingletter of comfort issued Quarterly
140 Form ODI (Part I to IV) Form ODI (Part I to IV) As and when occasion arises
141 ESOP reporting ESOP reporting Yearly
142 Investment by mutual fund in overseas securities Investment by mutual fund in overseas securities Monthly
143 Reporting of portfolio investments by Indian companies Reporting of portfolio investments by Indian companies Monthly
144 FII weekly FII inflow and outflow Weekly
145 Liberalised Remittance Scheme of USD 200000 for resident individuals Liberalised Remittance Scheme of USD 200000 for resident individuals Monthly
146 Details of remittances made by NRO account Remittances made out of NRO accounts up to 1 million USD per calendar year - Facilities to NRIsPIOs and foreign nationals - liberalisation Quarterly
147 List of equity and convertible debentures (LECNRI) Statement of purchases sales of shares debentures made on behalf of NRIs persons of Indian origin under portfolio investment scheme Daily
148 List of equity and convertible debentures (LECFII) Statement of purchases sales of shares debentures made on behalf of FIIs under portfolio investment scheme Daily
149 Statement of inflow outflow on account of remittance received made in connection with transfer of shares convertible debentures by way of sale Statement of inflow outflow on account of remittance received made in connection with transfer of shares convertible debentures by way of sale Monthly
150 Inflowoutflow on account of high net worth individuals (IOFHNI) Inflowoutflow on account of high net worth individuals (IOFHNI) Monthly
151 Market value of FIIs Market value of FIIs Monthly
152 Market value of FVCI Market value of FVCI Monthly
153 Statement regarding sale through stock exchanges of shares bonds debentures by Authorised Dealers acquired by NRIs OCBs under the direct investment scheme Statement regarding sale through stock exchanges of shares bonds debentures by Authorised Dealers acquired by NRIs OCBs under the direct investment scheme Yearly
154 Reporting of derivativescurrency swap transactions Reporting of derivativescurrency swap transactions Weekly
155 FLM - 8 (sale and purchase of foreign currency) FLM - 8 (sale and purchase of foreign currency) Monthly
156 OCB return Monitoring of disinvestments by OCB Monthly
157 Statement of deferred credit from ROs Statement of deferred credit from ROs Quarterly
158 Import of gold by EOUs units in SEZEPZ and nominated agencies Import of gold Monthly
159 Statement of commodity hedging - domestic transactions Statement submitted by AD Category I on the domestic hedging - domestic transactions done by corporates Monthly
160 Booking of forward contract on past performance basis Data on forward contracts booked on the basis of past performance bank as a whole Monthly
161 EBW statement Export bills written-off during the half year Half-yearly
162 Data on facilities to NRIPIOS foreign nationals-liberalization Details of persons with Indian origin Quarterly
163 Monitoring of overseas borrowing Monitoring of overseas borrowing Monthly
164 Special Fortnightly Return ( SFR IIID) Issue of certification of deposits Fortnightly
165 Special Fortnightly Return ( SFR IIIF) Investment in commercials papers Fortnightly
166 Statement of chest slips Slips received from currency chests indicate deposits and withdrawals of cash from currency chests on day-to-day basis This helps to arrive at the daily closing balance of currency chests (Submitted online through ICCOMS daily) Daily
167 Statement of link offices These are received by Issue Department from link offices of banks concerned and show currency transfer position of banks The current account of the banks concerned are deleted and credited based on these statements (Submitted online through ICCOMS daily) Daily
168 Statement showing details of counterfeit bank notes detected by the branch during the month The return comprises of two parts -(i) Denomination-wise and StateUnion Territory-wise details of forged notes detected by the branch(ii) Details of cases of FIR filed with police Monthly
169 Special Fortnightly Return ( SFR VIII) Balances held abroad and loan in foreign currency Fortnightly
170 Special Fortnightly Return-II Monitoring of daily CRR balances Fortnightly
171 Special Fortnightly Return-VI-AB Lending rates for various bank groups Fortnightly
172 Special Fortnightly Return-VI-B Monitoring deposits rates of scheduled commercial banks Fortnightly
173 Special Quarterly-VI-A Outstanding sub-BPRL of scheduled commercial banks Quarterly
174 Special Quarterly-VI-AC Monitoring lending rates of scheduled commercial banks Quarterly
175 Basic Statistical Returns-3 Monitoring of bank credit against sensitive commodities Monthly
176 Quick Return on industry - wise bank credit (QIBC) Analyzing trends in industry -wise bank credit Monthly
177 Sector-wise and industry-wise deployment of bank credit (SIBC) Analyzing trends in sector- wise and industry-wise bank credit Monthly
178 Exports credit refinance return Monitoring limits and utilization of export credit refinance Fortnightly
179 Supplementary return on daily SLR Supplementary return on daily SLR Fortnightly
180 Special Fortnightly Return ( SFR IIIC) Money market operations-particulars of interbank participations (IBP) Fortnightly
181 PMRY monthly progress report Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending Monthly
182 PMRY quarterly progress report Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount of which sanctioned and disbursed to SCST women disabled and physically handicapped Quarterly
183 PMRY subsidy utilisation statement PMRY subsidy Quarterly
184 Progress report on SGSY Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SGSY scheme Monthly Press Release 2010-2011206
185 Progress report on SJSRY Contains State-wise Return with Targets application received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SJSRY scheme Monthly
186 Progress report on SRMS Contains State-wise return with targets application received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SRMS scheme Monthly
187 Swarna-Jayanti Gram Swarozgar Yojana (SGSY) - Progress report Progress report of states with state code giving details of applications received up to the previous month during current month and up to the month Loans disbursed to individuals SHGs women disabled Applications received and pending for decision Applications rejected Quarterly
188 Direct agriculture advances recovery Direct agriculture advances recovery Yearly
189 Credit flow to micro small and medium enterprise Position of lending to SME sector -segmentation of advances by specific customer categories (SSI units tiny sectors medium enterprises) Quarterly
190 Debt restructuring mechanism for SMEs - status report Analysis of schemes for debt restructuring considered during quarter for eligible loans Quarterly
191 Position of loans outstanding without collateral security to tiny sector units composite loans sanctioned under the single window scheme Collateral free loans up to Rs 25 lakh to micro enterprises composite loan up to Rs1 crore Quarterly
192 Return on financing under cluster approach Cluster based lending Half-yearly
193 Statement showing the particulars of specialised SME branches operationalised Performance of specialised SME branches Yearly
194 Rehabilitation of sick SSI units Rehabilitation of sick SSI units Yearly
195 Operationalisation of RIDF Operationalisation of RIDF Yearly
196 Interest rate on agriculture loan Interest rate on agriculture loan Half-yearly
197 Half yearly ad-hoc data on priority sector advances as on last reporting Friday Contains outstanding accounts and amount (total as well as under SCST) in various parameters (approx 30) Half-yearly
198 Statement of priority sector advances Outstandings under direct and indirect agriculture total priority sector and weaker section as on last reporting Friday Quarterly
199 Statement of advances to agriculture Statement of advances to agriculture Monthly
200 State-wise data on balance outstanding on priority sector advances as on last reporting Friday of March State-wise outstanding accounts and balance (Total outstanding SC outstanding and ST outstanding separately) under various parameters (approx 50) of priority sector advances Yearly
201 Return on SCST beneficiaries under priority sector advances as on last reporting Friday of March and September Outstanding accounts and balance (SC and ST separately) under various parameters (approx 16) of priority sector advances Half-yearly
202 Statement on DRI Scheme as on last reporting Friday of March Disbursements demand recovery overdues and outstandings under various parameters (approx 8) Yearly
203 Special Return no 1 of RBI (Annual) State-wise return on annual disbursement (July to June) under direct agriculture and allied activities and balance outstanding as on last reporting Friday Yearly
204 Special Return no 2 of RBI (Annual) State-wise return (July to June) on demand recovery overdues and outstandings of direct finance to agriculture (short term loans and term loans separately) Yearly
205 Special Return no 3 of RBI (Annual) State-wise return (July to June) on disbursal of advances under various parameters (approx 40) of priority sector and SCST separately Yearly
206 Provision of credit to agriculture and debt relief to farmers - progress report Provision of credit to agriculture and debt relief to farmers - progress report Monthly
207 Quarterly report on lending to women Quarterly report on lending to women Quarterly
208 Monitoring report on convening of DLRC meetings on quarterly basis Monitoring report on convening of DLRC meetings on quarterly basis Quarterly
209 Progress report on new 20 Point programme Progress report on new 20 Point programme Yearly
210 Target under SACP (district wise break up) Contains lead district-wisenon-lead district-wiseregion-wiseState-wise disbursement under agriculture SSI and OPS alongwith target and achievement position under SACP scheme Yearly
211 Target under ACP (district wise break up) Contains lead district-wisenon-lead district-wiseregion-wiseState-wise disbursement under agriculture SSI and OPS along with target and achievement position under ACP scheme Yearly
212 Statement showing sector-wise achievements Sector-wise achievements under ACP in lead districts with name of the StateUTCircles no of districts agriculture and allied activities small scale industries services Quarterly
213 Priority sector advances sanctioned to members of specified minority communities vis-agrave-vis overall priority sector advances Priority sector advances sanctioned to members of specified minority communities vis-agrave-vis overall priority sector advances Half-yearly
214 29 Column statement for SSI performance 29 column statement for SSI performance Half-yearly
215 PMRY recovery and overdue statement State wise position of outstanding demand recovery overdue and per cent of recovery with number of accounts and amount in PMRY Quarterly Half-yearly
216 SJSRY recovery statement SJSRY recovery statement Half-yearly
217 SGSY recovery statement SGSY recovery statement Half-yearly
218 SRMS recovery statement SRMS recovery statement Half-yearly
219 KCC scheme BKCC cards issued under PAIS State-wise cards issued and amount sanctioned under crop loans and under term loans separately amount sanctioned under PAIS scheme of Kisan Credit cards Quarterly
220 Performance under special agricultural credit plan Disbursements under various parameters (approx 12) of direct and indirect agriculture (total small and marginal farmers and agricultural labourers separately) Half-yearly
221 ACP targets and achievements ACP targets and achievements - bank-wise Half-yearly
222 Education loan and housing loan Education loan and housing loan Half-yearly
223 Foreign banks advances to priority sectors Foreign banks advances to priority sectors Yearly
The Reserve Bank of India has replaced four returns with one reducing the number of returns to be submitted by banks to 222 from the earlier 225
Now banks can file a new Special Monthly Return VI AB which was introduced in July 2010 They will not have to submit the following four returns
i) Special Fortnightly Return VI AB
ii) Special Fortnightly Return VI B
iii) Special Quarterly Return VIA
iv) Special Quarterly Return VI AC
These returns are listed at serial nos 171 to 174 of lsquolist of returns to be submittedrsquo published in the press release dated August 14 2008
The new special return has to be submitted monthly within 15 days from the end of the relevant month The list of 225 returns was published in the press release dated January 20 2009
Alpana Killawala
Chief General Manager
Press Release 2010-2011206
The Reserve Bank of India has today clarified that scheduled commercial banks have to file the returns Statements showing interest rates of commercial banks for credit limits over Rs 2 lakh and IBS-reporting of derivatives transactions Consequently the number of returns banks have to submit to the Reserve Bank of India will be 225
It may be recalled that the Reserve Bank of India had in its press release dated August 14 2008 announced that it would be introducing eXtensible Business Reporting Language (XBRL) based filing of returns As part of XBRL implementation the Reserve Bank had also rationalised the number of returns banks needed to submit to the Reserve Bank reducing them from 291 to 223 It had prepared and published two lists of returns ndash one list of returns to be submitted to the Reserve Bank and the other list of returns not to be submitted to the Reserve Bank It had also asked banks not to submit those returns which were enumerated in the list of returns not to be submitted
Alpana Killawala
Chief General Manager
Page 7: Regulatory reporting by banks to rbi

Regulatory Reporting by Banks to RBI

Process Flow for ETL Tool and BI Reports Key Features Login based access Only users authenticated would be allowed access to the system making it secure Multiple input data formats The tool should consume data directly from the source systems in various formats such as text csv database etc Integration tool An XTract wizard can be provided which can help to set up the data extraction logic User-friendly environment to map tags It should provide a variety of features with inbuilt validations to make the initial configuration and mapping very user friendly Mirror mappings It is should have a unique user friendly mapping feature Validations All the business validations technical validations as well as XBRL validations should be performed at every step of the processing Aggregation The tool should be intelligent enough to handle and perform all the required categorical aggregation for the related data items Business rules validation Business rule specified by the RBI or the bank can be incorporated in the data extraction process Data loading on RBI templates (say RCA2) Once the data to be reported is in place the compliance officer needs to run the loader which will use all the previously defined configurations and mappings extract the data from the sources run the aggregation logic filter out irrelevant data based on the business rules defined and then load the data directly into the RBI-defined template Dashboard Ideally Dashboard must be provided to get a synopsis of the various reports RBI

Bankrsquos Internal System

ETL Tool

Load Processed Data in XBRL Template

RBI Submission

Validate Reports

Data Store

Business Intelligence

Author Partho H Chakraborty 7

Regulatory Reporting by Banks to RBI

How will banks benefit Banks can get rid of manual extraction computation and filing of the data in these template They can also rely completely on the quality and accuracy of the data generated by the Tool This is a clear time-saver It will help banks in meeting the strict RBI deadlines for filing data This time savings will get more pronounced as and when more reports get added in the XBRL reporting framework Banks can get rid of manual extraction computation and filing of the data in this template They can also rely completely on the quality and accuracy of the data generated This is a clear time-saver It will help banks in meeting the strict RBI deadlines for filing data POC POC should be done ideally on

1 Basic Statistical returns 2 Risk management amp Capital adequacy 3 Recovery Defaulters Bad debt

Methodology This is a classic case of Build Vs Buy Many firms have built a tool to search out the required data collate it validate it and then push it to RBI with Dashboards as Value Add Most of these are tested with various banks and can be replicated easily For a new comer there are 2 options They either build such a tool or develop an expertise to sieve out the correct data from a whole mass of data and use BI to generate reports If done in 1 bank successfully then it can be replicated in other banks given the logic and process remains the same Steps

1 Identify 5 Reports 2 Get Sample Data for 5 Reports 3 Use ETL Tool to pick up the correct data for each Report 4 Push the data to a Data Store 5 Use BI to generate the Reports 6 Validate the Data

Advantages All banks have BI and ETL tool and thus it is more of costs on Man-Hour basis where they do not have to buy anything extra SO it is a cost savings in terms of not purchasing new utilities software etc There is no license cost and the bank is in total control of the reports to be submitted to RBI They can also train people internally to generate reports Dis-advantages Reports are dynamic and with new reports or modification of older reports or combining 2 or more reports completely or partially would mean to re-work on the Logic This might be time consuming Also The BI would be used for other purposes unlike the readymade solutions which are Report Generation only This could prove challenging especially when a lot of reports have to be generated for multiple stake-holders apart from RBI

Author Partho H Chakraborty 8

Regulatory Reporting by Banks to RBI

Another important fact is that if the BI crashes or does not work for any reason whatsoever it could hold them back from generating reports till rectified But if the tool acquired from vendors malfunctions they can always get a replacement to get the work going Actual Test What we are proposing is to show some data manufactured to the likeliness of real data and then to churn it out to give the report I am not too sure if it will not do as our data is in a glass house environment It is very easy to spot it and use it In a real scenario the data will be in various locations and in various formats just imagine in a Jungle We will have to find it out extract it and then churn it to get the required report After we get the report we need to validate it before submitting it to RBI The challenge is immense here The other challenge is to get the required data and the RBI formats Software Requirements The most important component is the Logic to extract data and have it processed under BI to give the desired results Hardware Requirements ETL Tool Data Store BI Other Requirements Information or Template which RBI provides to banks to help them capture and generate reports Time Frame At least 15 days to do a POC for any 5 reports Returns There are 223 Returns to be filed with RBI where some are filed daily fortnightly monthly quarterly and annually A sample is given as follows

bull Basic Statistical returns bull Forex amp International Ops bull Investment in treasury bull DSB Returns bull Advances bull Deposits bull Risk management amp Capital adequacy bull Financial inclusion bull Balance sheet connected returns bull Frauds bull Reconciliation bull Recovery Defaulters Bad debt

Author Partho H Chakraborty 9

Regulatory Reporting by Banks to RBI

List of ReturnsxlsxList of Statistical

Returns to be submitt

Embedded below is comprehensive list of Returns to be filed with RBI Sample Data for Delinquencies This data also has a Dashboard associated with it The Dashboard is a swf file

NPAsxls

Note Names if any are Suggestive only and without any relation to any real entity

whatsoever It is only to give a feel and touch of how transactions can be structured and names are indicative

This article is meant for education purposes only and it is not be reproduced for any commercial purpose by print or electronic medium whatsoever

This case study is written by with inputs from RBI

Partho H Chakraborty

A - 305 DSR Spring Beauty Apts 1241 ITPL Main Road Brookefields Kundalahalli Bangalore - 560 037 India Tel +91 80 420 50293 Cell +91 99863 22504 email parthohcairtelmailin parthohcrediffmailcom Skype parthohc01

Author Partho H Chakraborty 10

returns to be submitted

returns not to be submitted

Partho
File Attachment
List of Returnsxlsx

AnnexureList of Statistical Returns to be submitted to the Reserve Bank of India under the

Basic Statistical Returns (BSR) System

Sr Name Scope of the Return Frequency To be Procedure for forwardingNo of the prepared the Return to the Reserve

Return by Bank of India1 BSR-1A All borrowal accounts with credit Annual as All The branchesoffices of the

limits over Rs2 lakhs are to be on 31st branches banks should forward the BSR-individually listed along with March offices of 1A and BSR-1B returns togetherparticulars of district and population banks and also BSR-2 to theirgroup of the place of utilisation type RegionalHead Offices Theof account organisation RegionalHead Offices of theoccupation nature of borrowal banks should forward theseaccount asset classification rate returns after preliminaryof interest credit limit and amount scrutiny and rectification ofoutstanding in respect each loan or errors if any to the Directoradvance RegionalCentral Office

Department of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia at the centres ChennaiDelhiKolkata Mumbai with two

BSR-1B All borrowal accounts with credit -do- -do- months from the referencelimits of Rs2 lakhs and less are to date In the case of banksbe classified according to submitting data on magneticoccupation and aggregate figures media they should get thefor each occupation should be sample printout of data blocksfurnished in a consolidated form for verified from the respectiveeach branch Regional Offices of Reserve

Bank of India and forward theBSR-2 Category-wise number of staff -do- -do- edited data tapes with proper

number of accounts and amount external labels of Bankingoutstanding according to type of Statistics Division at Mumbaideposits and classification of all term under advice to the concerneddeposits according to maturity Regional Office of Reservebroad interest rate ranges and size Bank of India within fourof deposits months from the reference

date

2 BSR-3 Bankrsquos advance against security of Monthly as Head Office Head Offices of banks shouldselected sensitive commodities on the last of banks collect information from

Friday of branches which account for 80-every 85 of advances and themonth consolidated return should be

sent to the Adviser-in-ChargeMonetary Policy DepartmentReserve Bank of India CentralOffice Bldg Mumbai 400 001

3 BSR-4 Ownership pattern of deposits Annual on The The selected branchesofficessample selected will forward the returns to thebasis as on sample RegionalHead Offices The31st March branches RegionalHead Offices will send

offices of the returns to the Director

banks RegionalCentral OfficeDepartment of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia ChennaiDelhiKolkataMumbai within two monthsfrom the reference date

5 BSR-5 Pattern of Investment of bank in Annual as The Head To be forwarded to the DirectorCentral and State Government on 31st Offices of Banking Statistics DivisionSecurities Other Trustee March banks DESACS Central OfficeSecurities shares etc Reserve Bank of India Mumbai

within two months from thereference date

6 BSR-6 Survey of Debits to Deposit Quinque- The The selected branchesofficesAccounts nnial on selected will forward the returns to the

sample sample RegionalHead Offices Thebasis for branches RegionalHead Offices will sendApril-March offices of the returns to the Directorof the year banks RegionalCentral Office

Department of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia ChennaiDelhiKolkataMumbai within two monthsfrom the reference date

7 BSR-7 Quarterly survey on Aggregate Quarterly Branch- To be forwarded to the DirectorDeposits and Gross Bank Credit as on the wise Banking Statistics Division

31st March information DESACS Central Officeand last to be Reserve Bank of India MumbaiFriday of prepared within one month from theJune by Head reference dateSeptember Offices ofand the banksDecemberof the year

Partho
File Attachment
List of Statistical Returns to be submitted to the Reserve Bank of India under the Basic Statistical Returnspdf

Sheet1

Sheet2

Sheet3

NPA Analysis V10swf

MBD001388A2NPA Analysis V10swf

Partho
File Attachment
NPASxls
Disclosures under Pillar 3 (Market Discipline) in terms of New Capital Adequacy Framework (Basel II) of Reserve Bank of India
NPAs RECOVERIES
Qtr - 1 Qtr - 2 Qtr - 3 Qtr - 4 Qtr - 1 Qtr - 2 Qtr - 3 Qtr - 4
Gross NPAs 65551 52094 49182 35900 Recoveries 18106 19169 16077 15129
Substandard 27437 20629 19620 15246 Substandard 10034 5123 7587 6387
Doubtful -1 15118 14041 13878 9705 Doubtful -1 4010 6865 5556 3145
Doubtful -2 14280 10588 9360 5955 Doubtful -2 2403 1145 1908 3386
Doubtful -3 7486 5765 5368 4462 Doubtful -3 1429 5765 834 2109
Loss 1230 1071 956 532 Loss 230 271 192 102
Gross NPAs Break-up Region wise Recoveries Break-up Region wise
North 17779 13059 14008 9876 North 4977 5451 4363 4289
Substandard 6850 5203 5408 4015 Substandard 2509 1579 2176 1803
Doubtful -1 3879 3299 3376 2578 Doubtful -1 1234 1767 1578 992
Doubtful -2 4570 2647 3637 1532 Doubtful -2 809 307 351 847
Doubtful -3 2071 1541 1342 1516 Doubtful -3 357 1798 208 601
Loss 409 369 245 235 Loss 068 000 050 046
South 17543 15378 13017 10349 South 5007 4799 3812 3764
Substandard 7501 6934 4908 4557 Substandard 2976 1276 1897 1459
Doubtful -1 4234 3562 4678 3209 Doubtful -1 1098 1908 1209 723
Doubtful -2 3565 3003 1586 1389 Doubtful -2 593 286 397 1021
Doubtful -3 1922 1623 1543 1038 Doubtful -3 299 1254 309 527
Loss 321 256 302 156 Loss 041 075 000 034
East 16094 11876 12101 8840 East 5091 4818 4362 3301
Substandard 8023 4593 5272 3590 Substandard 3177 1198 2033 1528
Doubtful -1 3601 2908 3470 2461 Doubtful -1 976 1761 1389 786
Doubtful -2 2309 2587 1797 1673 Doubtful -2 601 350 683 965
Doubtful -3 1809 1456 1365 1029 Doubtful -3 254 1441 209 000
Loss 352 332 197 087 Loss 083 068 048 022
West 14135 11781 10056 6835 West 3031 4101 3540 3775
Substandard 5063 3899 4032 3084 Substandard 1372 107 1481 1597
Doubtful -1 3404 4272 2354 1457 Doubtful -1 702 1429 138 644
Doubtful -2 3836 2351 234 1361 Doubtful -2 400 202 477 553
Doubtful -3 1684 1145 1118 879 Doubtful -3 519 1272 108 981
Loss 148 114 212 054 Loss 038 128 094 000
Net NPAs 3639 22345 21699 20009
Advances
Gross Advances 30631 31008 34635 30684
Net advances 30325 37242 39453 46533
NPA Ratios
Gross NPA to Gross Advances 214 168 142 117
Net NPA to Net Advances 120 060 055 043
Movement of NPAs (Gross)
Opening Gross NPA 62903 56946 53088 40375
Additions to Gross NPAs 20754 14317 12271 10654
Reductions to Gross NPAs 18106 19169 16077 15129
Closing Balance of Gross NPAs 65551 52094 49182 35900
Movement of NPA Provisions
Opening Balance of NPA Provisions held 34844 31259 30640 26443 Gross Profit 109293 132330 139704 142122
Provisions made during the period 15681 12395 10751 9875 Net Profit 78701 80123 86745 90837
Write-offs during the period (Loss) 1000 800 764 430
Write-back of excess provisions during the period 000 000 000 000
Closing Balance of NPA Provisions 49525 42854 40627 35888
Amount of Non-performing Investments (gross) 558 538 434 318
Amount of Provisions held for Non-performing Investments 558 538 434 318
Net NPAs = Gross NPA ndash (Balance in Interest Suspense account + DICGCECGC claims received and held pending adjustment + Part payment received and kept in suspense account + Total provisions held)
NPA Dashboard
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(b) List of returns not to be submitted by SCBs (excluding RRBs) to the RBI
SrNo Return name Description Frequency
1 Details of any shareholdings exceeding 5 of the total equity capital of the bank Details of any shareholdings exceeding 5 of the total equity capital of the bank As and when exceeded
2 Statement showing interest rates of commercial banks for credit limits over Rs2 lakh Item PLR wef 01012004 Max Min and interest rate range in which 60 or more business is contracted Quarterly
3 Details of foreign liabilities and assets of the banking sector Details of foreign liabilities and assets Yearly
4 CIBIL Consent clause Quarterly
5 Particulars of borrowers directors partners furnished in the defaulters lists who have been allowed fresh limits enhancements renewals Particulars of borrowers directors partners furnished in the defaulters lists who have been allowed fresh limits enhancements renewals Quarterly
6 Special Quarterly Return Outstanding credit for NBG broken by circles classified by product and by above and below PLR Quarterly
7 Segment-wise position of advances NPAs provisions and recovery Details like gross advances net advances opening balance of gross NPAs gross recovery provisions held recovery made in written off accounts not parked in AUCA segment-wise Quarterly
8 Report on NPAs in priority sector advances Segment-wise advances to priority sector NPAs in priority sector and NPAs as of priority sector advances and out of above the age-wise classification of NPAs in priority sector NPAs in various Govt sponsored schemes Quarterly
9 List of NPAs for Rs1 crore and above Details include date of original sanction date of identification as NPA position category present status Quarterly
10 P-segment NPAs under priority sector P-segment NPAs under priority sector Quarterly
11 NPA reduction budget All the details concerning NPAs are consolidated in one report for annual budgeting Yearly
12 RBI investment studies Details are date of sanction name of the lead institution and date of sanction institutions share in project cost name of the project paid up capital Particulars of (capacity size units numbers etc) Date of project project cost implementation Quarterly
13 Details of investments by FIIs NRIs in perpetual cumulative preference shares qualifying as Tier I capital To track the FII and NRI investments Quarterly
14 Prudential exposure limits Details for limits on exposure to individual and group borrowers As and when fresh capital is raised and on 1 April every year
15 Progress report under RBI OTS SME Number and amount details for RBI OTS SME out of RBI OTS SME Govt sponsored scheme RBI OTS small loans Quarterly
16 Review of wilful defaulters (Rs 25 lakh and above) Action initiated against the wilful defaulters review of the wilful defaulters- suit filed non-suit filed accounts Half-Yearly
17 Market related returnon forward rate agreement Market related returnon forward rate agreement Fortnightly
18 Review of loss making branches along with category-wise classification Review of loss making branches along with category-wise classification Yearly
19 Review of credit monitoring system under IRAC norms Review of credit monitoring system under IRAC norms Half-Yearly
20 Review of AUCAs AUCA position movement in AUCA segmental analysis age-wise analysis of AUCAs with outstandings of Rs1 crore and above transfer to ARCIL position on filing of suits value wise analysis of AUCAs list of accounts for Rs1 crore and above Quarterly
21 List of top ten good and bad accounts List of top ten good and bad accounts Half-Yearly
22 Performance memorandum submitted to the Board Performance memorandum submitted to the Board Half-Yearly
23 Scheme of amalgamation ndash quarterly returns Return No 679 and progress report Quarterly
24 Concurrent audit reports of retailing of Government securities transactions Concurrent audit reports of retailing of Government securities transactions Monthly
25 R6 Outstanding guarantees wherein default and claim has arisen but payment not made to the beneficiary Quarterly
26 EFTNEFT Non-cashnon-paper transactions Monthly
27 RTGS RTGS Daily
28 Deployment of gross bank credit by major sectors Sector-wise deployment of credit Quarterly
29 Trade-related advances granted outstanding out of funds in EEFC accounts Trade-related advances granted outstanding out of funds in EEFC accounts Half-Yearly
30 Statement I on cross currencies Statement of cross currency Weekly
31 Statement II on cross currencies Statement of cross currency Weekly
32 Statement III on cross currencies Statement of cross currency Monthly
33 REC Reconciliation Half-Yearly
34 Statement of structured liquidity-domestic asset liability management Statement of structured liquidity-domestic asset liability management Weekly
35 BEXI-IA BEXI-IA Monthly
36 IBS-Reporting of derivative transactions IBS-Reporting of derivative transactions Quarterly
37 Soliciting foreign currency deposits at banks outside India Soliciting foreign currency deposits at banks outside India Monthly
38 Progress report on frauds above Rs 1 crore Progress report on frauds above Rs 1 crore Quarterly
39 Review of investment at foreign offices Review of investment at foreign offices Yearly
40 Host countries regulation report Host countries regulation report Ad-hoc
41 Synopsis of frauds reported by foreign offices Synopsis of frauds reported by foreign offices Ad-hoc
42 Compliance with regulatory requirements of host country regulations Compliance with regulatory requirements of host country regulations Quarterly
43 Authorised Dealers Category-II Authorised Dealers details Fortnightly
44 Weekly market access Statement showing market access limit available for undertaking FCY-INR principal only swap (POS) transactions Weekly
45 Special Fortnightly Return ( SFR IIIA) Money market operations-total funds borrowed and lending Fortnightly
46 Special Fortnightly Return ( SFR IIIE) Daily call and short notice money operations Fortnightly
47 IRSFRA-Derivative return no207 Statement of IRSFRA-Derivatives Fortnightly
48 Survey of SSI branches Survey of SSI branches Yearly
49 Seven point programme Seven point programme Yearly
50 Micro credit Micro credit Half-Yearly
51 IBA priority sector (flow of agriculture doubling) Flow of agriculturedoubling Monthly
52 Self Help Group (SHG) Contains state-wise region-wise SHGs maintaining savings accounts with number of SHGs financed during the year alongwith loan outstanding gross NPA and recovery percent with sub sectorwise data and SHGs of Govt sponsored schemes exclusively to women through SHGs Yearly
53 General information(CampISSI)- account reviewrenewals for FBWC Status of reviewrenewal of borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
54 Age wise classification of non-renewed accounts Status of reviewrenewal of borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
55 FFR-1FFR-2 Reports on borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
56 Review of claims lodged with ECGC LTD Review of claims lodged with ECGC LTD Half-Yearly
57 LEC Statement of purchases sales of shares debentures made on behalf of FIIs under portfolio investment scheme As and when occasion arises
58 Monthly statement showing progress made in the issue of Swarojgar Credit Cards Monthly statement showing progress made in the issue of Swarojgar Credit Cards Monthly
59 Service Area Monitoring and Information System (SAMIS) Credit disbursal - semi-urbanurban branches - (non services branches) Monthly
60 Service Area Monitoring and Information System (SAMIS) Credit disbursal - semi-urbanurban branches - (non services branches) Quarterly
61 Service Area Monitoring and Information System (SAMIS) LBR-3U3 - Part A Credit disbursal - semi-urbanurban branches - (non services branches) Quarterly
62 Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part B Credit disbursal - semi-urbanurban branches - (non services branches) Half-Yearly
63 Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part C- as on last day of June Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part C- as on last day of June Yearly
64 Special rural housing scheme of NHB Special rural housing scheme of NHB Quarterly
65 Infrastructure finance for projects with fund-based aggregate limits of Rs 50 crore and above Infrastructure finance for projects with fund-based aggregate limits of Rs 50 crore and above Quarterly
66 Compromise or negotiated settlements of NPAs Compromise or negotiated settlements of NPAs Half-Yearly
67 Service Area Monitoring and Information System (SAMIS) - LBR-1U1 Service Area Monitoring and Information System (SAMIS) - LBR-1U1 Yearly
68 Annual review of frauds- as on 31-Dec Annual review of frauds- as on 31-Dec Yearly
(a) List of returns to be submitted by SCBs (excluding RRBs) to the RBI
SrNo Return name Description Frequency
1 Details of any shareholdings exceeding 050 of the total equity capital of the bank Details of any shareholdings exceeding 050 of the total equity capital of the bank As and when exceeded
2 Opening closing of branches Not later than two weeks after openingshiftingclosingrelocating As and when occasion arises
3 Quarterly returns related to branch banking are required to be forwarded to all the regional offices of DBOD RBI Within 14 days of the end of the quarter to which it relates Quarterly
4 Closing of branches Proforma-II Section 23 of BR Act 1949 - Statement of change in status merger closure etc of existing office branch during the Quarter (Proforma-II) Quarterly
5 DRT statements (suit filed and decreed) The total number of suit filed and decreed accounts before DRT the amount recovered legal expenses etc Quarterly
6 SARFAESI Act 2002 position of action taken Notices issued recovery made recovery through compromise Quarterly
7 Progress made in recovery under the forum of Lok Adalats Eligible cases cases decided and recovery made Quarterly
8 Financial inclusion - number of no frill accounts opened Compilation of data and review Quarterly
9 Report on issue of Subordinated Debt raising of Upper Tier II Capital Perpetual Debts and Equity Capital (Qualified Institutional Placements-QIP Preferential issue to Promoters GDR issue) together with copy of document Report on issue of Subordinated Debt raising of Upper Tier II Capital Perpetual Debts and Equity Capital (Qualified Institutional Placements-QIP Preferential issue to Promoters GDR issue) together with copy of document Within 1 week from date of issue
10 Payment of dividend Details of dividend declared during the financial year and other details as per the circular Within a fortnight after declaration of dividend
11 Quarterly report on progressive use of Hindi Covering details of documents issued under Section 3(3) of OL Act 1963 letters received in Hindi and replied to in Hindi Hindi correspondence Use of Hindi in internal work computers website ATMs Training Establishments Staff related details Quarterly
12 Form - VIII Statement of demand and time liabilities and investments for calculation of SLR Monthly
13 List of defaulters (non suit filed - wilful defaulters Rs25 lakh and above) Data collecteddisseminated on quarterly basis Quarterly
14 List of defaulters (non suit filed - defaulters account Rs1 crore and above) Data collecteddisseminated on half-yearly basis Half-yearly
15 Form IX Statement showing unclaimed deposits required to be listed as statutory list Annual
16 Form-A Provisional (Sec42) Used for compilation of monetary aggregates commercial bank survey compilation of NRI deposits Fortnightly
17 Form-A Final (Sec42) Used for compilation of monetary aggregates commercial bank survey compilation of NRI deposits computation of CRR Fortnightly
18 Data on non SSI sickweak industrial units as of 31st March Industry-wise number of accounts whether sickweak publicprivate Yearly
19 Form C Export finance ndashdisbursement and balance outstanding Quarterly
20 Form A Statement showing limit sanctioned and balance outstanding in the borrower accounts of parties having working capital limits of Rs10 crore or above from the entire banking system Quarterly
21 DSB-O-report on assets liabilities and exposures Break up of assets and liabilities on the basis of residual maturity next repricing date gap off balance sheet exposures unreconciled entries with other branches with other Indian banks branches in same foreign centre and accounts with other banks Quarterly
22 DSB-O-report on structural liquidity Break up of inflows and outflows on the basis of residual maturity mismatch cumulative mismatch and mismatch as per cent of outflows Quarterly
23 DSB-O-report on problem credit and investments Credit including off balance sheet exposure-list of customers of USD 2 million and above investments-list of customers of USD 1million and above Quarterly
24 DSB-O-report on large exposures Details of borrower accounts between USD 1 million to 5 million and above separately Total limits sanctioned divided into funded and non funded limits amount outstanding and security value Quarterly
25 DSB-O-report on country exposure and maturity Country classification due within 6 months between 6 months to 1 year1 year to 5 years and over 5 years Quarterly
26 DSB-O-report on profitability Interest income interest expense net interest income other income total expenses operational surplusdeficit profitloss before tax net profitloss Select productivity ratios Quarterly
27 DSB-O-report on frauds Details of individual fraud cases along with summary of fraud cases Quarterly
28 Balance Sheet Analysis (BSA) Audited accounts of the bank with notes on accounts Yearly
29 DSB return noI - Report on assets liabilities and exposures (Indian offices) Assets - cash loans and advances investments etc liabilities - deposits borrowings provisions etc capital and reserves off balance sheet exposures ndash credit contingents and commitments forex contracts and derivatives and long outstanding un-reconciled entries - accounts with banks inter branch adjustments and sundry debtors Monthly
30 DSB Return noII-report on capital adequacy Computation of capital base computation of risk weighted assets and risk based capital ratios - CRAR Core CRAR Quarterly
31 DSB return noIII- report on quarterly operating results Interest income interest expenses earnings before provisions and taxes interest receivable on NPAs not recognized as income and net profit and retained earnings Quarterly
32 DSB return noIV- report on asset quality Portfolio analysis - loans and advances other interest bearing assets (by delinquency in interest payment) classification of risk assets sectoral analysis of loan assets ndash priority sectors and other sectors top 30 impaired credits quality of securities portfolio - SLR securities non-SLR securities data on industry-wise exposure of banks exposure to sensitive sectors Monthly
33 DSB return noV - report on large credits Large credits to individual borrowers (above 15 per cent of total capital funds to be reported) large credit to borrower groups (above 30 per cent oftotal capital funds to be reported) Quarterly
34 DSB return noVI-report on connected lendings Credit to subsidiaries and associates credit to significant shareholders (holding 5 per cent or more of share capital or voting power) and credit to directorsmanagers Quarterly
35 DSB return no VII -report on ownership and control Top ten shareholders shareholder control - details about significant shareholders composition of board of directors and key executive officers Half-yearly
36 DSB return noVIII-statement of structural liquidity Time bucket wise outflows and inflows bucket wise mismatch cumulative mismatches etc top 20 large deposits and classification of term deposits Fortnightly
37 DSB return noIX-statement of interest rate sensitivity-rupee Time bucket wise liabilities time bucket wise assets and bucket wise gap (assets ndash liabilities) Monthly
38 DSB return no X- report on maturity and position (forex) Time bucket wise off balance sheet exposuresgap time bucket wise balance sheet itemsgaps residual gap aggregate gap limit Monthly
39 DSB return noXI-statement of interest rate sensitivity (forex) Time band exposure of rate sensitive assets time band exposure of rate sensitive liabilities and off balance sheet derivative products like IRS FRAs etc Monthly
40 RBS -1 (risk based supervision) Retail loan portfolio rating wise distribution of standard advances and rating wise distribution of Non-SLR investments Derivatives and loan sales and securitisation Quarterly
41 Return on operations of subsidiariesJVsassociates Informationdata on financial performancecondition of subsidiaries joint ventures associates of banks including contingent liabilities Quarterly
42 Consolidated Prudential Return (CPR) 1 Part-A consolidated balance sheet Part-B details on subsidiariesrelated entities Half-yearly
43 Equity investment in capital markets This is an ad-hoc excel sheet collected from 15 select banks and is not a part of regular returns collected by OSMOS Weekly
44 Return on off-shore banking units Details on off-shore banking units Quarterly
45 Statement on reconciliation of inter-branch accounts To monitor the entries outstanding for more than six months in inter-branch accounts Quarterly
46 Statement on reconciliation of clearing differences To monitor the entries outstanding for more than six months in clearing differences Quarterly
47 Statement on the position of balancing of books To monitor the number of branches where books have been balancednot balanced Quarterly
48 Statement on quick special audit of sundry depositssuspense account To monitor outstanding entries for Rs50000- and above for more than six months in these accounts Quarterly
49 Statement on bad debts written off To monitor the category-wise the amounts of bad debts written off Yearly
50 Reconciliation of outstanding entries in inter-bank (Nostro) accounts Outstanding entries for more than six months in inter-bank accounts and NOSTRO accounts Monthly
51 FMR-I Report on actual or suspected frauds in banks - within three weeks from the date of detection As and when the fraud occurs
52 FMR-II Reported closed and outstanding cases of frauds and IPC classification amount-wise and involvement-wise - within 15 days of the end of the quarter to which it relates Quarterly
53 FMR-III Progress report on frauds of large value - within 15 days of the end of the quarter to which it relates Quarterly
54 FMR-IV (revised name SMR-I) Report on dacoitiesrobberiestheft burglaries - immediately on their occurrence Also submission of quarterly consolidated statement in FMR-4 format within 15 days of the end of the quarter to which it relates Quarterly
55 VMR-I Report on action plan in public sector banks Quarterly
56 VMR-II (revised name SMR-II) Report on the security arrangements in public sector banks Contains information regarding number of branches considered vulnerable branches provided with armed guards alarm system and other security measures provided Quarterly
57 VMR-III (revised name VMR-II) Report on action taken against employees involved in frauds and corrupt practices Quarterly
58 Position of staff side action A statistical statement reporting period-wise pending cases against staff members Quarterly
59 Report on financial conglomerates Capturing the intra-group transactions and exposures amongst the identified FCs Quarterly
60 Statement describing the critical systems their recovery time objectives and the banks strategy to achieve them Statement describing the critical systems their recovery time objectives and the banks strategy to achieve them Yearly
61 Major failures during the period for critical systems customer segmentservices impacted and steps taken to avoid such failures in future Major failures during the period for critical systems customer segmentservices impacted and steps taken to avoid such failures in future Quarterly
62 Progress report on implementation of risk management systems ALM risk based supervision and risk based internal audit Risk management systems ALM Quarterly
63 Risk based supervision-compilation of risk profile templates Assessment of business risk areas and control risk areas Half-yearly
64 Whole bank long form audit report and compliance thereof Whole bank long form audit report and compliance thereof Yearly
65 Quarterly reviewed results Quarterly reviewed results Quarterly
66 Data related to IRS deals Item wise details of principal amount trading book banking book Monthly
67 Half yearly review of investment of portfolio QualitativeQuantitative review of entire investment portfolio of the bank for the half year Half-yearly
68 Progress report on operations of the smartdebit cards Progress report on operations of the smartdebit cards Half-yearly
69 Non-option rupee derivative report Foreign exchange contracts and benchmark wise details of other derivatives position Monthly
70 Capital adequacy statement Calculation of capital adequacy ratio under the new BASEL II (revised framework) Quarterly
71 Exposure towards credit derivatives and other investments Exposure towards credit derivatives and other investments and related MTM losses by overseas operations of Indian banks Monthly
72 Loss assets gt 2 years old where no legal action has been initiated Loss assets gt 2 years old where no legal action has been initiated Half-yearly
73 RBI note refund rules - statement of defective notes adjudicated at currency chests branches Statement of defective notes adjudicated at currency chests branches Quarterly
74 Counterfeit notes detected by banks Part-1 contains StateUnion Territory-wise summary of counterfeit notes detected by bank on an All-India basisPart-2 reflects cases of FIRs lodged by banks Monthly
75 Format for furnishing addresses etc particulars of Forged Note Vigilance Cell (FNVC) to RBI The return conveys the following particulars - Address of FNVCName and designation of officer-in-chargeTelephone numberFax numberE-mail address Annual (as on 1st July)
76 Status report on forged notes The report covers a brief account of the functions discharged by the Forged Note Vigilance Cell of the bank with reference to the points covered in para-7 of the master circular on detection and impounding of forged notes Quarterly
77 PDs call money transactions with commercial banks (Return from PDs) Compilation of new monetary aggregates Fortnightly
78 SBI-outstanding in Government securities by employees provident funds organisation Compilation of ownership of central and state Government securities for the publication Handbook of Statistics on India Economy Annual
79 Form TC Compilation of short term credit extended for imports and payments thereof Monthly
80 Interest rates on NRI deposits Interest rates on NRI deposits Monthly
81 NostroVostro balances of ADs NostroVostro balances of ADs Monthly
82 Investments by FIIs Reconciliation Monthly
83 Yen holdings of Government of India International investment position Monthly
84 Government of India lines of credit monthly statement of accounts BoP compilation Monthly
85 Forward exchange cover for FIIs Forward exchange cover for FIIs Ad hoc
86 Data of Authorised Dealer category branches Category-wise branch list Yearly
87 Statement of permission granted for opening of trading non-trading office posting of representative abroad Statement of permission granted for opening of trading non-trading office posting of representative abroad Yearly
88 Statement indicating the details of remittances made by NRIs PIOforeign nationals Statement indicating the details of remittances made by NRIs PIOforeign nationals Yearly
89 Statement indicating the details of forex utilization of international debit cards for amount exceeding USD 100000 in a calendar year Statement indicating the details of forex utilization of international debit cards for amount exceeding USD 100000 in a calendar year Yearly
90 Daily ADRs GDRs report Submission of contract notes received from broker for re-issuance of ADRGDR Daily
91 FII investment in Government securities Details of investment done by foreign institutional investor in Government securities On demand
92 GDRs release statement Opening balance of ADRGDR underlying shares total cancellation re-issuance of ADRGDR closing balances of ADRGDR underlying shares and balances ADRGDR Monthly
93 ADR GDR cancellation report Cancellation of ADRGDR received from overseas depository body Fortnightly
94 STAT-5 Statement of FCNR deposits (total inflow outflow and outstanding deposits under FCNR accounts) Monthly
95 STAT-8 Statement showing inflowoutflow of deposits under non-resident (external) rupee (NRE) accounts scheme and NRO accounts scheme for the specified month Monthly
96 BAL statement Foreign currency balances of Authorized Dealers and rupee balances of non-resident banks Fortnightly
97 Interest rates on FCNR(B) deposits Interest rates on FCNR(B) deposits Monthly
98 R return Turnover of foreign currency transactions and balances (inward and outward remittances in foreign currencies) Monthly
99 SGLCSGL reconciliation return SGL reconciliation Quarterly
100 MICR cheque clearing return MICR cheque clearing return Monthly
101 Non-MICR cheque clearing return Non-MICR cheque clearing return Monthly
102 ECS ECS Monthly
103 State-wise ATMs data State-wise ATMs data Quarterly
104 Area-wise ATMs data Area-wise ATMs data Quarterly
105 Cards data Cards data Monthly
106 Pre-paid cards Pre-paid cards Quarterly
107 Audited accounts Copy of annual report with audited statements of accounts and published data of accounts Yearly
108 Form-X ndash statement of assets and liabilities Monthly assets and liabilities of domestic operations estimation of household financial savings Monthly
109 Basic Statistical Return - I (1A and 1B) Relates to bank credit as of 31st March (Advance Details) Yearly
110 Basic Statistical Return - II Classification of deposits with scheduled commercial banks Yearly
111 Basic Statistical Return - IV Survey on composition and ownership of deposits as on 31st March Yearly
112 Basic Statistical Return - V Total investment security-wise details as per annual accounts Yearly
113 Basic Statistical Return - VI Survey of debits to deposits and credits Once in two years
114 Basic Statistical Return - VII Aggregate deposit and advances of all branches Quarterly
115 Opening of new branches Proforma-I Section 23 of BR Act 1949 - statement of new office branch opened during the quarter (Proforma-I) Quarterly
116 IBS return International assets and liabilities of banks in India Quarterly
117 CPIS Co-ordinated portfolio investment survey of banks in India Annual
118 NRD-CSR Non-resident deposits comprehensive single return on NRFCNR deposits and their transactions in a month Monthly
119 ECB-2 return External Commercial Borrowings Monthly
120 FETERS (R-return) Foreign exchange transactions of banks in India Fortnightly
121 Banking service price index The statement comprises of data related to fees income and fee charges for banking services provided by the bank and selective data on deposits and loans Monthly Quarterly
122 Change in status (category) of offices branches dealing in forex Change in status (category) of offices branches dealing in forex As and when occasion arises
123 Applying for AD code Immediately on opening of new branches As and when occasion arises
124 Forex Turnover Data (FTD) Forex turnover data Daily
125 Gaps Positions and Balances (GPB) Gaps of foreign currency net open exchange positions and cash balances Daily
126 Overseas foreign currency borrowing by ADs Category-I To monitor the level of overseas foreign currency borrowings by ADs Category-I Monthly
127 Consolidated information relating to exposures of corporates in foreign currency Consolidated information relating to exposures of corporates in foreign currency Quarterly
128 Foreign Currency Rupee (FCR) option To know the volume of option transactions of ADs Category-I Weekly
129 Cross currency derivative transactions statement To know the volume of transactions Half-yearly
130 Booking of forward contract by SMEs and individuals To know the forward contracts booked and cancelled by SMEs and individuals Quarterly
131 Commodity hedging (No format) To know about permission given by ADs Category-I to listed corporates to hedge prices of commodities importedexported in overseas commodity exchanges Yearly
132 Commodity hedging (No format) To know about permission given by ADs Category-I to listed corporates to hedge prices of select metals and ATF in overseas commodity exchanges Monthly
133 Remittances under RDA (E-statement) To know the amount received under RDA Quarterly
134 Vostro list List of Vostro accounts YearlyAs and when account is opened
135 List of officesbranches maintaining (Rupee and ACU Dollar) accounts of non-resident banks and list of Vostro accounts List of officesbranches maintaining (Rupee and ACU dollar) accounts of non-resident banks and list of Vostro accounts Yearly
136 XOS statement Details of overdue export - bills outstanding for more than 6 months and value above USD 25000 Half-yearly
137 BEF statement Bill of entry not received - for value USD 1 lakh and above Half-yearly
138 Advance remittance for import of rough diamonds aboveequal to USD 5 Million Advance remittance for import of rough diamonds aboveequal to USD 5 Million RBI2006-2007278A P (DIR Series) Circular No 34 Half-yearly
139 Statement on guarantees LOULOC Guarantees letter of undertakingletter of comfort issued Quarterly
140 Form ODI (Part I to IV) Form ODI (Part I to IV) As and when occasion arises
141 ESOP reporting ESOP reporting Yearly
142 Investment by mutual fund in overseas securities Investment by mutual fund in overseas securities Monthly
143 Reporting of portfolio investments by Indian companies Reporting of portfolio investments by Indian companies Monthly
144 FII weekly FII inflow and outflow Weekly
145 Liberalised Remittance Scheme of USD 200000 for resident individuals Liberalised Remittance Scheme of USD 200000 for resident individuals Monthly
146 Details of remittances made by NRO account Remittances made out of NRO accounts up to 1 million USD per calendar year - Facilities to NRIsPIOs and foreign nationals - liberalisation Quarterly
147 List of equity and convertible debentures (LECNRI) Statement of purchases sales of shares debentures made on behalf of NRIs persons of Indian origin under portfolio investment scheme Daily
148 List of equity and convertible debentures (LECFII) Statement of purchases sales of shares debentures made on behalf of FIIs under portfolio investment scheme Daily
149 Statement of inflow outflow on account of remittance received made in connection with transfer of shares convertible debentures by way of sale Statement of inflow outflow on account of remittance received made in connection with transfer of shares convertible debentures by way of sale Monthly
150 Inflowoutflow on account of high net worth individuals (IOFHNI) Inflowoutflow on account of high net worth individuals (IOFHNI) Monthly
151 Market value of FIIs Market value of FIIs Monthly
152 Market value of FVCI Market value of FVCI Monthly
153 Statement regarding sale through stock exchanges of shares bonds debentures by Authorised Dealers acquired by NRIs OCBs under the direct investment scheme Statement regarding sale through stock exchanges of shares bonds debentures by Authorised Dealers acquired by NRIs OCBs under the direct investment scheme Yearly
154 Reporting of derivativescurrency swap transactions Reporting of derivativescurrency swap transactions Weekly
155 FLM - 8 (sale and purchase of foreign currency) FLM - 8 (sale and purchase of foreign currency) Monthly
156 OCB return Monitoring of disinvestments by OCB Monthly
157 Statement of deferred credit from ROs Statement of deferred credit from ROs Quarterly
158 Import of gold by EOUs units in SEZEPZ and nominated agencies Import of gold Monthly
159 Statement of commodity hedging - domestic transactions Statement submitted by AD Category I on the domestic hedging - domestic transactions done by corporates Monthly
160 Booking of forward contract on past performance basis Data on forward contracts booked on the basis of past performance bank as a whole Monthly
161 EBW statement Export bills written-off during the half year Half-yearly
162 Data on facilities to NRIPIOS foreign nationals-liberalization Details of persons with Indian origin Quarterly
163 Monitoring of overseas borrowing Monitoring of overseas borrowing Monthly
164 Special Fortnightly Return ( SFR IIID) Issue of certification of deposits Fortnightly
165 Special Fortnightly Return ( SFR IIIF) Investment in commercials papers Fortnightly
166 Statement of chest slips Slips received from currency chests indicate deposits and withdrawals of cash from currency chests on day-to-day basis This helps to arrive at the daily closing balance of currency chests (Submitted online through ICCOMS daily) Daily
167 Statement of link offices These are received by Issue Department from link offices of banks concerned and show currency transfer position of banks The current account of the banks concerned are deleted and credited based on these statements (Submitted online through ICCOMS daily) Daily
168 Statement showing details of counterfeit bank notes detected by the branch during the month The return comprises of two parts -(i) Denomination-wise and StateUnion Territory-wise details of forged notes detected by the branch(ii) Details of cases of FIR filed with police Monthly
169 Special Fortnightly Return ( SFR VIII) Balances held abroad and loan in foreign currency Fortnightly
170 Special Fortnightly Return-II Monitoring of daily CRR balances Fortnightly
171 Special Fortnightly Return-VI-AB Lending rates for various bank groups Fortnightly
172 Special Fortnightly Return-VI-B Monitoring deposits rates of scheduled commercial banks Fortnightly
173 Special Quarterly-VI-A Outstanding sub-BPRL of scheduled commercial banks Quarterly
174 Special Quarterly-VI-AC Monitoring lending rates of scheduled commercial banks Quarterly
175 Basic Statistical Returns-3 Monitoring of bank credit against sensitive commodities Monthly
176 Quick Return on industry - wise bank credit (QIBC) Analyzing trends in industry -wise bank credit Monthly
177 Sector-wise and industry-wise deployment of bank credit (SIBC) Analyzing trends in sector- wise and industry-wise bank credit Monthly
178 Exports credit refinance return Monitoring limits and utilization of export credit refinance Fortnightly
179 Supplementary return on daily SLR Supplementary return on daily SLR Fortnightly
180 Special Fortnightly Return ( SFR IIIC) Money market operations-particulars of interbank participations (IBP) Fortnightly
181 PMRY monthly progress report Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending Monthly
182 PMRY quarterly progress report Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount of which sanctioned and disbursed to SCST women disabled and physically handicapped Quarterly
183 PMRY subsidy utilisation statement PMRY subsidy Quarterly
184 Progress report on SGSY Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SGSY scheme Monthly Press Release 2010-2011206
185 Progress report on SJSRY Contains State-wise Return with Targets application received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SJSRY scheme Monthly
186 Progress report on SRMS Contains State-wise return with targets application received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SRMS scheme Monthly
187 Swarna-Jayanti Gram Swarozgar Yojana (SGSY) - Progress report Progress report of states with state code giving details of applications received up to the previous month during current month and up to the month Loans disbursed to individuals SHGs women disabled Applications received and pending for decision Applications rejected Quarterly
188 Direct agriculture advances recovery Direct agriculture advances recovery Yearly
189 Credit flow to micro small and medium enterprise Position of lending to SME sector -segmentation of advances by specific customer categories (SSI units tiny sectors medium enterprises) Quarterly
190 Debt restructuring mechanism for SMEs - status report Analysis of schemes for debt restructuring considered during quarter for eligible loans Quarterly
191 Position of loans outstanding without collateral security to tiny sector units composite loans sanctioned under the single window scheme Collateral free loans up to Rs 25 lakh to micro enterprises composite loan up to Rs1 crore Quarterly
192 Return on financing under cluster approach Cluster based lending Half-yearly
193 Statement showing the particulars of specialised SME branches operationalised Performance of specialised SME branches Yearly
194 Rehabilitation of sick SSI units Rehabilitation of sick SSI units Yearly
195 Operationalisation of RIDF Operationalisation of RIDF Yearly
196 Interest rate on agriculture loan Interest rate on agriculture loan Half-yearly
197 Half yearly ad-hoc data on priority sector advances as on last reporting Friday Contains outstanding accounts and amount (total as well as under SCST) in various parameters (approx 30) Half-yearly
198 Statement of priority sector advances Outstandings under direct and indirect agriculture total priority sector and weaker section as on last reporting Friday Quarterly
199 Statement of advances to agriculture Statement of advances to agriculture Monthly
200 State-wise data on balance outstanding on priority sector advances as on last reporting Friday of March State-wise outstanding accounts and balance (Total outstanding SC outstanding and ST outstanding separately) under various parameters (approx 50) of priority sector advances Yearly
201 Return on SCST beneficiaries under priority sector advances as on last reporting Friday of March and September Outstanding accounts and balance (SC and ST separately) under various parameters (approx 16) of priority sector advances Half-yearly
202 Statement on DRI Scheme as on last reporting Friday of March Disbursements demand recovery overdues and outstandings under various parameters (approx 8) Yearly
203 Special Return no 1 of RBI (Annual) State-wise return on annual disbursement (July to June) under direct agriculture and allied activities and balance outstanding as on last reporting Friday Yearly
204 Special Return no 2 of RBI (Annual) State-wise return (July to June) on demand recovery overdues and outstandings of direct finance to agriculture (short term loans and term loans separately) Yearly
205 Special Return no 3 of RBI (Annual) State-wise return (July to June) on disbursal of advances under various parameters (approx 40) of priority sector and SCST separately Yearly
206 Provision of credit to agriculture and debt relief to farmers - progress report Provision of credit to agriculture and debt relief to farmers - progress report Monthly
207 Quarterly report on lending to women Quarterly report on lending to women Quarterly
208 Monitoring report on convening of DLRC meetings on quarterly basis Monitoring report on convening of DLRC meetings on quarterly basis Quarterly
209 Progress report on new 20 Point programme Progress report on new 20 Point programme Yearly
210 Target under SACP (district wise break up) Contains lead district-wisenon-lead district-wiseregion-wiseState-wise disbursement under agriculture SSI and OPS alongwith target and achievement position under SACP scheme Yearly
211 Target under ACP (district wise break up) Contains lead district-wisenon-lead district-wiseregion-wiseState-wise disbursement under agriculture SSI and OPS along with target and achievement position under ACP scheme Yearly
212 Statement showing sector-wise achievements Sector-wise achievements under ACP in lead districts with name of the StateUTCircles no of districts agriculture and allied activities small scale industries services Quarterly
213 Priority sector advances sanctioned to members of specified minority communities vis-agrave-vis overall priority sector advances Priority sector advances sanctioned to members of specified minority communities vis-agrave-vis overall priority sector advances Half-yearly
214 29 Column statement for SSI performance 29 column statement for SSI performance Half-yearly
215 PMRY recovery and overdue statement State wise position of outstanding demand recovery overdue and per cent of recovery with number of accounts and amount in PMRY Quarterly Half-yearly
216 SJSRY recovery statement SJSRY recovery statement Half-yearly
217 SGSY recovery statement SGSY recovery statement Half-yearly
218 SRMS recovery statement SRMS recovery statement Half-yearly
219 KCC scheme BKCC cards issued under PAIS State-wise cards issued and amount sanctioned under crop loans and under term loans separately amount sanctioned under PAIS scheme of Kisan Credit cards Quarterly
220 Performance under special agricultural credit plan Disbursements under various parameters (approx 12) of direct and indirect agriculture (total small and marginal farmers and agricultural labourers separately) Half-yearly
221 ACP targets and achievements ACP targets and achievements - bank-wise Half-yearly
222 Education loan and housing loan Education loan and housing loan Half-yearly
223 Foreign banks advances to priority sectors Foreign banks advances to priority sectors Yearly
The Reserve Bank of India has replaced four returns with one reducing the number of returns to be submitted by banks to 222 from the earlier 225
Now banks can file a new Special Monthly Return VI AB which was introduced in July 2010 They will not have to submit the following four returns
i) Special Fortnightly Return VI AB
ii) Special Fortnightly Return VI B
iii) Special Quarterly Return VIA
iv) Special Quarterly Return VI AC
These returns are listed at serial nos 171 to 174 of lsquolist of returns to be submittedrsquo published in the press release dated August 14 2008
The new special return has to be submitted monthly within 15 days from the end of the relevant month The list of 225 returns was published in the press release dated January 20 2009
Alpana Killawala
Chief General Manager
Press Release 2010-2011206
The Reserve Bank of India has today clarified that scheduled commercial banks have to file the returns Statements showing interest rates of commercial banks for credit limits over Rs 2 lakh and IBS-reporting of derivatives transactions Consequently the number of returns banks have to submit to the Reserve Bank of India will be 225
It may be recalled that the Reserve Bank of India had in its press release dated August 14 2008 announced that it would be introducing eXtensible Business Reporting Language (XBRL) based filing of returns As part of XBRL implementation the Reserve Bank had also rationalised the number of returns banks needed to submit to the Reserve Bank reducing them from 291 to 223 It had prepared and published two lists of returns ndash one list of returns to be submitted to the Reserve Bank and the other list of returns not to be submitted to the Reserve Bank It had also asked banks not to submit those returns which were enumerated in the list of returns not to be submitted
Alpana Killawala
Chief General Manager
Page 8: Regulatory reporting by banks to rbi

Regulatory Reporting by Banks to RBI

How will banks benefit Banks can get rid of manual extraction computation and filing of the data in these template They can also rely completely on the quality and accuracy of the data generated by the Tool This is a clear time-saver It will help banks in meeting the strict RBI deadlines for filing data This time savings will get more pronounced as and when more reports get added in the XBRL reporting framework Banks can get rid of manual extraction computation and filing of the data in this template They can also rely completely on the quality and accuracy of the data generated This is a clear time-saver It will help banks in meeting the strict RBI deadlines for filing data POC POC should be done ideally on

1 Basic Statistical returns 2 Risk management amp Capital adequacy 3 Recovery Defaulters Bad debt

Methodology This is a classic case of Build Vs Buy Many firms have built a tool to search out the required data collate it validate it and then push it to RBI with Dashboards as Value Add Most of these are tested with various banks and can be replicated easily For a new comer there are 2 options They either build such a tool or develop an expertise to sieve out the correct data from a whole mass of data and use BI to generate reports If done in 1 bank successfully then it can be replicated in other banks given the logic and process remains the same Steps

1 Identify 5 Reports 2 Get Sample Data for 5 Reports 3 Use ETL Tool to pick up the correct data for each Report 4 Push the data to a Data Store 5 Use BI to generate the Reports 6 Validate the Data

Advantages All banks have BI and ETL tool and thus it is more of costs on Man-Hour basis where they do not have to buy anything extra SO it is a cost savings in terms of not purchasing new utilities software etc There is no license cost and the bank is in total control of the reports to be submitted to RBI They can also train people internally to generate reports Dis-advantages Reports are dynamic and with new reports or modification of older reports or combining 2 or more reports completely or partially would mean to re-work on the Logic This might be time consuming Also The BI would be used for other purposes unlike the readymade solutions which are Report Generation only This could prove challenging especially when a lot of reports have to be generated for multiple stake-holders apart from RBI

Author Partho H Chakraborty 8

Regulatory Reporting by Banks to RBI

Another important fact is that if the BI crashes or does not work for any reason whatsoever it could hold them back from generating reports till rectified But if the tool acquired from vendors malfunctions they can always get a replacement to get the work going Actual Test What we are proposing is to show some data manufactured to the likeliness of real data and then to churn it out to give the report I am not too sure if it will not do as our data is in a glass house environment It is very easy to spot it and use it In a real scenario the data will be in various locations and in various formats just imagine in a Jungle We will have to find it out extract it and then churn it to get the required report After we get the report we need to validate it before submitting it to RBI The challenge is immense here The other challenge is to get the required data and the RBI formats Software Requirements The most important component is the Logic to extract data and have it processed under BI to give the desired results Hardware Requirements ETL Tool Data Store BI Other Requirements Information or Template which RBI provides to banks to help them capture and generate reports Time Frame At least 15 days to do a POC for any 5 reports Returns There are 223 Returns to be filed with RBI where some are filed daily fortnightly monthly quarterly and annually A sample is given as follows

bull Basic Statistical returns bull Forex amp International Ops bull Investment in treasury bull DSB Returns bull Advances bull Deposits bull Risk management amp Capital adequacy bull Financial inclusion bull Balance sheet connected returns bull Frauds bull Reconciliation bull Recovery Defaulters Bad debt

Author Partho H Chakraborty 9

Regulatory Reporting by Banks to RBI

List of ReturnsxlsxList of Statistical

Returns to be submitt

Embedded below is comprehensive list of Returns to be filed with RBI Sample Data for Delinquencies This data also has a Dashboard associated with it The Dashboard is a swf file

NPAsxls

Note Names if any are Suggestive only and without any relation to any real entity

whatsoever It is only to give a feel and touch of how transactions can be structured and names are indicative

This article is meant for education purposes only and it is not be reproduced for any commercial purpose by print or electronic medium whatsoever

This case study is written by with inputs from RBI

Partho H Chakraborty

A - 305 DSR Spring Beauty Apts 1241 ITPL Main Road Brookefields Kundalahalli Bangalore - 560 037 India Tel +91 80 420 50293 Cell +91 99863 22504 email parthohcairtelmailin parthohcrediffmailcom Skype parthohc01

Author Partho H Chakraborty 10

returns to be submitted

returns not to be submitted

Partho
File Attachment
List of Returnsxlsx

AnnexureList of Statistical Returns to be submitted to the Reserve Bank of India under the

Basic Statistical Returns (BSR) System

Sr Name Scope of the Return Frequency To be Procedure for forwardingNo of the prepared the Return to the Reserve

Return by Bank of India1 BSR-1A All borrowal accounts with credit Annual as All The branchesoffices of the

limits over Rs2 lakhs are to be on 31st branches banks should forward the BSR-individually listed along with March offices of 1A and BSR-1B returns togetherparticulars of district and population banks and also BSR-2 to theirgroup of the place of utilisation type RegionalHead Offices Theof account organisation RegionalHead Offices of theoccupation nature of borrowal banks should forward theseaccount asset classification rate returns after preliminaryof interest credit limit and amount scrutiny and rectification ofoutstanding in respect each loan or errors if any to the Directoradvance RegionalCentral Office

Department of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia at the centres ChennaiDelhiKolkata Mumbai with two

BSR-1B All borrowal accounts with credit -do- -do- months from the referencelimits of Rs2 lakhs and less are to date In the case of banksbe classified according to submitting data on magneticoccupation and aggregate figures media they should get thefor each occupation should be sample printout of data blocksfurnished in a consolidated form for verified from the respectiveeach branch Regional Offices of Reserve

Bank of India and forward theBSR-2 Category-wise number of staff -do- -do- edited data tapes with proper

number of accounts and amount external labels of Bankingoutstanding according to type of Statistics Division at Mumbaideposits and classification of all term under advice to the concerneddeposits according to maturity Regional Office of Reservebroad interest rate ranges and size Bank of India within fourof deposits months from the reference

date

2 BSR-3 Bankrsquos advance against security of Monthly as Head Office Head Offices of banks shouldselected sensitive commodities on the last of banks collect information from

Friday of branches which account for 80-every 85 of advances and themonth consolidated return should be

sent to the Adviser-in-ChargeMonetary Policy DepartmentReserve Bank of India CentralOffice Bldg Mumbai 400 001

3 BSR-4 Ownership pattern of deposits Annual on The The selected branchesofficessample selected will forward the returns to thebasis as on sample RegionalHead Offices The31st March branches RegionalHead Offices will send

offices of the returns to the Director

banks RegionalCentral OfficeDepartment of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia ChennaiDelhiKolkataMumbai within two monthsfrom the reference date

5 BSR-5 Pattern of Investment of bank in Annual as The Head To be forwarded to the DirectorCentral and State Government on 31st Offices of Banking Statistics DivisionSecurities Other Trustee March banks DESACS Central OfficeSecurities shares etc Reserve Bank of India Mumbai

within two months from thereference date

6 BSR-6 Survey of Debits to Deposit Quinque- The The selected branchesofficesAccounts nnial on selected will forward the returns to the

sample sample RegionalHead Offices Thebasis for branches RegionalHead Offices will sendApril-March offices of the returns to the Directorof the year banks RegionalCentral Office

Department of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia ChennaiDelhiKolkataMumbai within two monthsfrom the reference date

7 BSR-7 Quarterly survey on Aggregate Quarterly Branch- To be forwarded to the DirectorDeposits and Gross Bank Credit as on the wise Banking Statistics Division

31st March information DESACS Central Officeand last to be Reserve Bank of India MumbaiFriday of prepared within one month from theJune by Head reference dateSeptember Offices ofand the banksDecemberof the year

Partho
File Attachment
List of Statistical Returns to be submitted to the Reserve Bank of India under the Basic Statistical Returnspdf

Sheet1

Sheet2

Sheet3

NPA Analysis V10swf

MBD001388A2NPA Analysis V10swf

Partho
File Attachment
NPASxls
Disclosures under Pillar 3 (Market Discipline) in terms of New Capital Adequacy Framework (Basel II) of Reserve Bank of India
NPAs RECOVERIES
Qtr - 1 Qtr - 2 Qtr - 3 Qtr - 4 Qtr - 1 Qtr - 2 Qtr - 3 Qtr - 4
Gross NPAs 65551 52094 49182 35900 Recoveries 18106 19169 16077 15129
Substandard 27437 20629 19620 15246 Substandard 10034 5123 7587 6387
Doubtful -1 15118 14041 13878 9705 Doubtful -1 4010 6865 5556 3145
Doubtful -2 14280 10588 9360 5955 Doubtful -2 2403 1145 1908 3386
Doubtful -3 7486 5765 5368 4462 Doubtful -3 1429 5765 834 2109
Loss 1230 1071 956 532 Loss 230 271 192 102
Gross NPAs Break-up Region wise Recoveries Break-up Region wise
North 17779 13059 14008 9876 North 4977 5451 4363 4289
Substandard 6850 5203 5408 4015 Substandard 2509 1579 2176 1803
Doubtful -1 3879 3299 3376 2578 Doubtful -1 1234 1767 1578 992
Doubtful -2 4570 2647 3637 1532 Doubtful -2 809 307 351 847
Doubtful -3 2071 1541 1342 1516 Doubtful -3 357 1798 208 601
Loss 409 369 245 235 Loss 068 000 050 046
South 17543 15378 13017 10349 South 5007 4799 3812 3764
Substandard 7501 6934 4908 4557 Substandard 2976 1276 1897 1459
Doubtful -1 4234 3562 4678 3209 Doubtful -1 1098 1908 1209 723
Doubtful -2 3565 3003 1586 1389 Doubtful -2 593 286 397 1021
Doubtful -3 1922 1623 1543 1038 Doubtful -3 299 1254 309 527
Loss 321 256 302 156 Loss 041 075 000 034
East 16094 11876 12101 8840 East 5091 4818 4362 3301
Substandard 8023 4593 5272 3590 Substandard 3177 1198 2033 1528
Doubtful -1 3601 2908 3470 2461 Doubtful -1 976 1761 1389 786
Doubtful -2 2309 2587 1797 1673 Doubtful -2 601 350 683 965
Doubtful -3 1809 1456 1365 1029 Doubtful -3 254 1441 209 000
Loss 352 332 197 087 Loss 083 068 048 022
West 14135 11781 10056 6835 West 3031 4101 3540 3775
Substandard 5063 3899 4032 3084 Substandard 1372 107 1481 1597
Doubtful -1 3404 4272 2354 1457 Doubtful -1 702 1429 138 644
Doubtful -2 3836 2351 234 1361 Doubtful -2 400 202 477 553
Doubtful -3 1684 1145 1118 879 Doubtful -3 519 1272 108 981
Loss 148 114 212 054 Loss 038 128 094 000
Net NPAs 3639 22345 21699 20009
Advances
Gross Advances 30631 31008 34635 30684
Net advances 30325 37242 39453 46533
NPA Ratios
Gross NPA to Gross Advances 214 168 142 117
Net NPA to Net Advances 120 060 055 043
Movement of NPAs (Gross)
Opening Gross NPA 62903 56946 53088 40375
Additions to Gross NPAs 20754 14317 12271 10654
Reductions to Gross NPAs 18106 19169 16077 15129
Closing Balance of Gross NPAs 65551 52094 49182 35900
Movement of NPA Provisions
Opening Balance of NPA Provisions held 34844 31259 30640 26443 Gross Profit 109293 132330 139704 142122
Provisions made during the period 15681 12395 10751 9875 Net Profit 78701 80123 86745 90837
Write-offs during the period (Loss) 1000 800 764 430
Write-back of excess provisions during the period 000 000 000 000
Closing Balance of NPA Provisions 49525 42854 40627 35888
Amount of Non-performing Investments (gross) 558 538 434 318
Amount of Provisions held for Non-performing Investments 558 538 434 318
Net NPAs = Gross NPA ndash (Balance in Interest Suspense account + DICGCECGC claims received and held pending adjustment + Part payment received and kept in suspense account + Total provisions held)
NPA Dashboard
To see the dashboard do the following
1 Right Click on the box
2 Click on Package Object
3 Click on Activate Contents
(b) List of returns not to be submitted by SCBs (excluding RRBs) to the RBI
SrNo Return name Description Frequency
1 Details of any shareholdings exceeding 5 of the total equity capital of the bank Details of any shareholdings exceeding 5 of the total equity capital of the bank As and when exceeded
2 Statement showing interest rates of commercial banks for credit limits over Rs2 lakh Item PLR wef 01012004 Max Min and interest rate range in which 60 or more business is contracted Quarterly
3 Details of foreign liabilities and assets of the banking sector Details of foreign liabilities and assets Yearly
4 CIBIL Consent clause Quarterly
5 Particulars of borrowers directors partners furnished in the defaulters lists who have been allowed fresh limits enhancements renewals Particulars of borrowers directors partners furnished in the defaulters lists who have been allowed fresh limits enhancements renewals Quarterly
6 Special Quarterly Return Outstanding credit for NBG broken by circles classified by product and by above and below PLR Quarterly
7 Segment-wise position of advances NPAs provisions and recovery Details like gross advances net advances opening balance of gross NPAs gross recovery provisions held recovery made in written off accounts not parked in AUCA segment-wise Quarterly
8 Report on NPAs in priority sector advances Segment-wise advances to priority sector NPAs in priority sector and NPAs as of priority sector advances and out of above the age-wise classification of NPAs in priority sector NPAs in various Govt sponsored schemes Quarterly
9 List of NPAs for Rs1 crore and above Details include date of original sanction date of identification as NPA position category present status Quarterly
10 P-segment NPAs under priority sector P-segment NPAs under priority sector Quarterly
11 NPA reduction budget All the details concerning NPAs are consolidated in one report for annual budgeting Yearly
12 RBI investment studies Details are date of sanction name of the lead institution and date of sanction institutions share in project cost name of the project paid up capital Particulars of (capacity size units numbers etc) Date of project project cost implementation Quarterly
13 Details of investments by FIIs NRIs in perpetual cumulative preference shares qualifying as Tier I capital To track the FII and NRI investments Quarterly
14 Prudential exposure limits Details for limits on exposure to individual and group borrowers As and when fresh capital is raised and on 1 April every year
15 Progress report under RBI OTS SME Number and amount details for RBI OTS SME out of RBI OTS SME Govt sponsored scheme RBI OTS small loans Quarterly
16 Review of wilful defaulters (Rs 25 lakh and above) Action initiated against the wilful defaulters review of the wilful defaulters- suit filed non-suit filed accounts Half-Yearly
17 Market related returnon forward rate agreement Market related returnon forward rate agreement Fortnightly
18 Review of loss making branches along with category-wise classification Review of loss making branches along with category-wise classification Yearly
19 Review of credit monitoring system under IRAC norms Review of credit monitoring system under IRAC norms Half-Yearly
20 Review of AUCAs AUCA position movement in AUCA segmental analysis age-wise analysis of AUCAs with outstandings of Rs1 crore and above transfer to ARCIL position on filing of suits value wise analysis of AUCAs list of accounts for Rs1 crore and above Quarterly
21 List of top ten good and bad accounts List of top ten good and bad accounts Half-Yearly
22 Performance memorandum submitted to the Board Performance memorandum submitted to the Board Half-Yearly
23 Scheme of amalgamation ndash quarterly returns Return No 679 and progress report Quarterly
24 Concurrent audit reports of retailing of Government securities transactions Concurrent audit reports of retailing of Government securities transactions Monthly
25 R6 Outstanding guarantees wherein default and claim has arisen but payment not made to the beneficiary Quarterly
26 EFTNEFT Non-cashnon-paper transactions Monthly
27 RTGS RTGS Daily
28 Deployment of gross bank credit by major sectors Sector-wise deployment of credit Quarterly
29 Trade-related advances granted outstanding out of funds in EEFC accounts Trade-related advances granted outstanding out of funds in EEFC accounts Half-Yearly
30 Statement I on cross currencies Statement of cross currency Weekly
31 Statement II on cross currencies Statement of cross currency Weekly
32 Statement III on cross currencies Statement of cross currency Monthly
33 REC Reconciliation Half-Yearly
34 Statement of structured liquidity-domestic asset liability management Statement of structured liquidity-domestic asset liability management Weekly
35 BEXI-IA BEXI-IA Monthly
36 IBS-Reporting of derivative transactions IBS-Reporting of derivative transactions Quarterly
37 Soliciting foreign currency deposits at banks outside India Soliciting foreign currency deposits at banks outside India Monthly
38 Progress report on frauds above Rs 1 crore Progress report on frauds above Rs 1 crore Quarterly
39 Review of investment at foreign offices Review of investment at foreign offices Yearly
40 Host countries regulation report Host countries regulation report Ad-hoc
41 Synopsis of frauds reported by foreign offices Synopsis of frauds reported by foreign offices Ad-hoc
42 Compliance with regulatory requirements of host country regulations Compliance with regulatory requirements of host country regulations Quarterly
43 Authorised Dealers Category-II Authorised Dealers details Fortnightly
44 Weekly market access Statement showing market access limit available for undertaking FCY-INR principal only swap (POS) transactions Weekly
45 Special Fortnightly Return ( SFR IIIA) Money market operations-total funds borrowed and lending Fortnightly
46 Special Fortnightly Return ( SFR IIIE) Daily call and short notice money operations Fortnightly
47 IRSFRA-Derivative return no207 Statement of IRSFRA-Derivatives Fortnightly
48 Survey of SSI branches Survey of SSI branches Yearly
49 Seven point programme Seven point programme Yearly
50 Micro credit Micro credit Half-Yearly
51 IBA priority sector (flow of agriculture doubling) Flow of agriculturedoubling Monthly
52 Self Help Group (SHG) Contains state-wise region-wise SHGs maintaining savings accounts with number of SHGs financed during the year alongwith loan outstanding gross NPA and recovery percent with sub sectorwise data and SHGs of Govt sponsored schemes exclusively to women through SHGs Yearly
53 General information(CampISSI)- account reviewrenewals for FBWC Status of reviewrenewal of borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
54 Age wise classification of non-renewed accounts Status of reviewrenewal of borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
55 FFR-1FFR-2 Reports on borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
56 Review of claims lodged with ECGC LTD Review of claims lodged with ECGC LTD Half-Yearly
57 LEC Statement of purchases sales of shares debentures made on behalf of FIIs under portfolio investment scheme As and when occasion arises
58 Monthly statement showing progress made in the issue of Swarojgar Credit Cards Monthly statement showing progress made in the issue of Swarojgar Credit Cards Monthly
59 Service Area Monitoring and Information System (SAMIS) Credit disbursal - semi-urbanurban branches - (non services branches) Monthly
60 Service Area Monitoring and Information System (SAMIS) Credit disbursal - semi-urbanurban branches - (non services branches) Quarterly
61 Service Area Monitoring and Information System (SAMIS) LBR-3U3 - Part A Credit disbursal - semi-urbanurban branches - (non services branches) Quarterly
62 Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part B Credit disbursal - semi-urbanurban branches - (non services branches) Half-Yearly
63 Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part C- as on last day of June Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part C- as on last day of June Yearly
64 Special rural housing scheme of NHB Special rural housing scheme of NHB Quarterly
65 Infrastructure finance for projects with fund-based aggregate limits of Rs 50 crore and above Infrastructure finance for projects with fund-based aggregate limits of Rs 50 crore and above Quarterly
66 Compromise or negotiated settlements of NPAs Compromise or negotiated settlements of NPAs Half-Yearly
67 Service Area Monitoring and Information System (SAMIS) - LBR-1U1 Service Area Monitoring and Information System (SAMIS) - LBR-1U1 Yearly
68 Annual review of frauds- as on 31-Dec Annual review of frauds- as on 31-Dec Yearly
(a) List of returns to be submitted by SCBs (excluding RRBs) to the RBI
SrNo Return name Description Frequency
1 Details of any shareholdings exceeding 050 of the total equity capital of the bank Details of any shareholdings exceeding 050 of the total equity capital of the bank As and when exceeded
2 Opening closing of branches Not later than two weeks after openingshiftingclosingrelocating As and when occasion arises
3 Quarterly returns related to branch banking are required to be forwarded to all the regional offices of DBOD RBI Within 14 days of the end of the quarter to which it relates Quarterly
4 Closing of branches Proforma-II Section 23 of BR Act 1949 - Statement of change in status merger closure etc of existing office branch during the Quarter (Proforma-II) Quarterly
5 DRT statements (suit filed and decreed) The total number of suit filed and decreed accounts before DRT the amount recovered legal expenses etc Quarterly
6 SARFAESI Act 2002 position of action taken Notices issued recovery made recovery through compromise Quarterly
7 Progress made in recovery under the forum of Lok Adalats Eligible cases cases decided and recovery made Quarterly
8 Financial inclusion - number of no frill accounts opened Compilation of data and review Quarterly
9 Report on issue of Subordinated Debt raising of Upper Tier II Capital Perpetual Debts and Equity Capital (Qualified Institutional Placements-QIP Preferential issue to Promoters GDR issue) together with copy of document Report on issue of Subordinated Debt raising of Upper Tier II Capital Perpetual Debts and Equity Capital (Qualified Institutional Placements-QIP Preferential issue to Promoters GDR issue) together with copy of document Within 1 week from date of issue
10 Payment of dividend Details of dividend declared during the financial year and other details as per the circular Within a fortnight after declaration of dividend
11 Quarterly report on progressive use of Hindi Covering details of documents issued under Section 3(3) of OL Act 1963 letters received in Hindi and replied to in Hindi Hindi correspondence Use of Hindi in internal work computers website ATMs Training Establishments Staff related details Quarterly
12 Form - VIII Statement of demand and time liabilities and investments for calculation of SLR Monthly
13 List of defaulters (non suit filed - wilful defaulters Rs25 lakh and above) Data collecteddisseminated on quarterly basis Quarterly
14 List of defaulters (non suit filed - defaulters account Rs1 crore and above) Data collecteddisseminated on half-yearly basis Half-yearly
15 Form IX Statement showing unclaimed deposits required to be listed as statutory list Annual
16 Form-A Provisional (Sec42) Used for compilation of monetary aggregates commercial bank survey compilation of NRI deposits Fortnightly
17 Form-A Final (Sec42) Used for compilation of monetary aggregates commercial bank survey compilation of NRI deposits computation of CRR Fortnightly
18 Data on non SSI sickweak industrial units as of 31st March Industry-wise number of accounts whether sickweak publicprivate Yearly
19 Form C Export finance ndashdisbursement and balance outstanding Quarterly
20 Form A Statement showing limit sanctioned and balance outstanding in the borrower accounts of parties having working capital limits of Rs10 crore or above from the entire banking system Quarterly
21 DSB-O-report on assets liabilities and exposures Break up of assets and liabilities on the basis of residual maturity next repricing date gap off balance sheet exposures unreconciled entries with other branches with other Indian banks branches in same foreign centre and accounts with other banks Quarterly
22 DSB-O-report on structural liquidity Break up of inflows and outflows on the basis of residual maturity mismatch cumulative mismatch and mismatch as per cent of outflows Quarterly
23 DSB-O-report on problem credit and investments Credit including off balance sheet exposure-list of customers of USD 2 million and above investments-list of customers of USD 1million and above Quarterly
24 DSB-O-report on large exposures Details of borrower accounts between USD 1 million to 5 million and above separately Total limits sanctioned divided into funded and non funded limits amount outstanding and security value Quarterly
25 DSB-O-report on country exposure and maturity Country classification due within 6 months between 6 months to 1 year1 year to 5 years and over 5 years Quarterly
26 DSB-O-report on profitability Interest income interest expense net interest income other income total expenses operational surplusdeficit profitloss before tax net profitloss Select productivity ratios Quarterly
27 DSB-O-report on frauds Details of individual fraud cases along with summary of fraud cases Quarterly
28 Balance Sheet Analysis (BSA) Audited accounts of the bank with notes on accounts Yearly
29 DSB return noI - Report on assets liabilities and exposures (Indian offices) Assets - cash loans and advances investments etc liabilities - deposits borrowings provisions etc capital and reserves off balance sheet exposures ndash credit contingents and commitments forex contracts and derivatives and long outstanding un-reconciled entries - accounts with banks inter branch adjustments and sundry debtors Monthly
30 DSB Return noII-report on capital adequacy Computation of capital base computation of risk weighted assets and risk based capital ratios - CRAR Core CRAR Quarterly
31 DSB return noIII- report on quarterly operating results Interest income interest expenses earnings before provisions and taxes interest receivable on NPAs not recognized as income and net profit and retained earnings Quarterly
32 DSB return noIV- report on asset quality Portfolio analysis - loans and advances other interest bearing assets (by delinquency in interest payment) classification of risk assets sectoral analysis of loan assets ndash priority sectors and other sectors top 30 impaired credits quality of securities portfolio - SLR securities non-SLR securities data on industry-wise exposure of banks exposure to sensitive sectors Monthly
33 DSB return noV - report on large credits Large credits to individual borrowers (above 15 per cent of total capital funds to be reported) large credit to borrower groups (above 30 per cent oftotal capital funds to be reported) Quarterly
34 DSB return noVI-report on connected lendings Credit to subsidiaries and associates credit to significant shareholders (holding 5 per cent or more of share capital or voting power) and credit to directorsmanagers Quarterly
35 DSB return no VII -report on ownership and control Top ten shareholders shareholder control - details about significant shareholders composition of board of directors and key executive officers Half-yearly
36 DSB return noVIII-statement of structural liquidity Time bucket wise outflows and inflows bucket wise mismatch cumulative mismatches etc top 20 large deposits and classification of term deposits Fortnightly
37 DSB return noIX-statement of interest rate sensitivity-rupee Time bucket wise liabilities time bucket wise assets and bucket wise gap (assets ndash liabilities) Monthly
38 DSB return no X- report on maturity and position (forex) Time bucket wise off balance sheet exposuresgap time bucket wise balance sheet itemsgaps residual gap aggregate gap limit Monthly
39 DSB return noXI-statement of interest rate sensitivity (forex) Time band exposure of rate sensitive assets time band exposure of rate sensitive liabilities and off balance sheet derivative products like IRS FRAs etc Monthly
40 RBS -1 (risk based supervision) Retail loan portfolio rating wise distribution of standard advances and rating wise distribution of Non-SLR investments Derivatives and loan sales and securitisation Quarterly
41 Return on operations of subsidiariesJVsassociates Informationdata on financial performancecondition of subsidiaries joint ventures associates of banks including contingent liabilities Quarterly
42 Consolidated Prudential Return (CPR) 1 Part-A consolidated balance sheet Part-B details on subsidiariesrelated entities Half-yearly
43 Equity investment in capital markets This is an ad-hoc excel sheet collected from 15 select banks and is not a part of regular returns collected by OSMOS Weekly
44 Return on off-shore banking units Details on off-shore banking units Quarterly
45 Statement on reconciliation of inter-branch accounts To monitor the entries outstanding for more than six months in inter-branch accounts Quarterly
46 Statement on reconciliation of clearing differences To monitor the entries outstanding for more than six months in clearing differences Quarterly
47 Statement on the position of balancing of books To monitor the number of branches where books have been balancednot balanced Quarterly
48 Statement on quick special audit of sundry depositssuspense account To monitor outstanding entries for Rs50000- and above for more than six months in these accounts Quarterly
49 Statement on bad debts written off To monitor the category-wise the amounts of bad debts written off Yearly
50 Reconciliation of outstanding entries in inter-bank (Nostro) accounts Outstanding entries for more than six months in inter-bank accounts and NOSTRO accounts Monthly
51 FMR-I Report on actual or suspected frauds in banks - within three weeks from the date of detection As and when the fraud occurs
52 FMR-II Reported closed and outstanding cases of frauds and IPC classification amount-wise and involvement-wise - within 15 days of the end of the quarter to which it relates Quarterly
53 FMR-III Progress report on frauds of large value - within 15 days of the end of the quarter to which it relates Quarterly
54 FMR-IV (revised name SMR-I) Report on dacoitiesrobberiestheft burglaries - immediately on their occurrence Also submission of quarterly consolidated statement in FMR-4 format within 15 days of the end of the quarter to which it relates Quarterly
55 VMR-I Report on action plan in public sector banks Quarterly
56 VMR-II (revised name SMR-II) Report on the security arrangements in public sector banks Contains information regarding number of branches considered vulnerable branches provided with armed guards alarm system and other security measures provided Quarterly
57 VMR-III (revised name VMR-II) Report on action taken against employees involved in frauds and corrupt practices Quarterly
58 Position of staff side action A statistical statement reporting period-wise pending cases against staff members Quarterly
59 Report on financial conglomerates Capturing the intra-group transactions and exposures amongst the identified FCs Quarterly
60 Statement describing the critical systems their recovery time objectives and the banks strategy to achieve them Statement describing the critical systems their recovery time objectives and the banks strategy to achieve them Yearly
61 Major failures during the period for critical systems customer segmentservices impacted and steps taken to avoid such failures in future Major failures during the period for critical systems customer segmentservices impacted and steps taken to avoid such failures in future Quarterly
62 Progress report on implementation of risk management systems ALM risk based supervision and risk based internal audit Risk management systems ALM Quarterly
63 Risk based supervision-compilation of risk profile templates Assessment of business risk areas and control risk areas Half-yearly
64 Whole bank long form audit report and compliance thereof Whole bank long form audit report and compliance thereof Yearly
65 Quarterly reviewed results Quarterly reviewed results Quarterly
66 Data related to IRS deals Item wise details of principal amount trading book banking book Monthly
67 Half yearly review of investment of portfolio QualitativeQuantitative review of entire investment portfolio of the bank for the half year Half-yearly
68 Progress report on operations of the smartdebit cards Progress report on operations of the smartdebit cards Half-yearly
69 Non-option rupee derivative report Foreign exchange contracts and benchmark wise details of other derivatives position Monthly
70 Capital adequacy statement Calculation of capital adequacy ratio under the new BASEL II (revised framework) Quarterly
71 Exposure towards credit derivatives and other investments Exposure towards credit derivatives and other investments and related MTM losses by overseas operations of Indian banks Monthly
72 Loss assets gt 2 years old where no legal action has been initiated Loss assets gt 2 years old where no legal action has been initiated Half-yearly
73 RBI note refund rules - statement of defective notes adjudicated at currency chests branches Statement of defective notes adjudicated at currency chests branches Quarterly
74 Counterfeit notes detected by banks Part-1 contains StateUnion Territory-wise summary of counterfeit notes detected by bank on an All-India basisPart-2 reflects cases of FIRs lodged by banks Monthly
75 Format for furnishing addresses etc particulars of Forged Note Vigilance Cell (FNVC) to RBI The return conveys the following particulars - Address of FNVCName and designation of officer-in-chargeTelephone numberFax numberE-mail address Annual (as on 1st July)
76 Status report on forged notes The report covers a brief account of the functions discharged by the Forged Note Vigilance Cell of the bank with reference to the points covered in para-7 of the master circular on detection and impounding of forged notes Quarterly
77 PDs call money transactions with commercial banks (Return from PDs) Compilation of new monetary aggregates Fortnightly
78 SBI-outstanding in Government securities by employees provident funds organisation Compilation of ownership of central and state Government securities for the publication Handbook of Statistics on India Economy Annual
79 Form TC Compilation of short term credit extended for imports and payments thereof Monthly
80 Interest rates on NRI deposits Interest rates on NRI deposits Monthly
81 NostroVostro balances of ADs NostroVostro balances of ADs Monthly
82 Investments by FIIs Reconciliation Monthly
83 Yen holdings of Government of India International investment position Monthly
84 Government of India lines of credit monthly statement of accounts BoP compilation Monthly
85 Forward exchange cover for FIIs Forward exchange cover for FIIs Ad hoc
86 Data of Authorised Dealer category branches Category-wise branch list Yearly
87 Statement of permission granted for opening of trading non-trading office posting of representative abroad Statement of permission granted for opening of trading non-trading office posting of representative abroad Yearly
88 Statement indicating the details of remittances made by NRIs PIOforeign nationals Statement indicating the details of remittances made by NRIs PIOforeign nationals Yearly
89 Statement indicating the details of forex utilization of international debit cards for amount exceeding USD 100000 in a calendar year Statement indicating the details of forex utilization of international debit cards for amount exceeding USD 100000 in a calendar year Yearly
90 Daily ADRs GDRs report Submission of contract notes received from broker for re-issuance of ADRGDR Daily
91 FII investment in Government securities Details of investment done by foreign institutional investor in Government securities On demand
92 GDRs release statement Opening balance of ADRGDR underlying shares total cancellation re-issuance of ADRGDR closing balances of ADRGDR underlying shares and balances ADRGDR Monthly
93 ADR GDR cancellation report Cancellation of ADRGDR received from overseas depository body Fortnightly
94 STAT-5 Statement of FCNR deposits (total inflow outflow and outstanding deposits under FCNR accounts) Monthly
95 STAT-8 Statement showing inflowoutflow of deposits under non-resident (external) rupee (NRE) accounts scheme and NRO accounts scheme for the specified month Monthly
96 BAL statement Foreign currency balances of Authorized Dealers and rupee balances of non-resident banks Fortnightly
97 Interest rates on FCNR(B) deposits Interest rates on FCNR(B) deposits Monthly
98 R return Turnover of foreign currency transactions and balances (inward and outward remittances in foreign currencies) Monthly
99 SGLCSGL reconciliation return SGL reconciliation Quarterly
100 MICR cheque clearing return MICR cheque clearing return Monthly
101 Non-MICR cheque clearing return Non-MICR cheque clearing return Monthly
102 ECS ECS Monthly
103 State-wise ATMs data State-wise ATMs data Quarterly
104 Area-wise ATMs data Area-wise ATMs data Quarterly
105 Cards data Cards data Monthly
106 Pre-paid cards Pre-paid cards Quarterly
107 Audited accounts Copy of annual report with audited statements of accounts and published data of accounts Yearly
108 Form-X ndash statement of assets and liabilities Monthly assets and liabilities of domestic operations estimation of household financial savings Monthly
109 Basic Statistical Return - I (1A and 1B) Relates to bank credit as of 31st March (Advance Details) Yearly
110 Basic Statistical Return - II Classification of deposits with scheduled commercial banks Yearly
111 Basic Statistical Return - IV Survey on composition and ownership of deposits as on 31st March Yearly
112 Basic Statistical Return - V Total investment security-wise details as per annual accounts Yearly
113 Basic Statistical Return - VI Survey of debits to deposits and credits Once in two years
114 Basic Statistical Return - VII Aggregate deposit and advances of all branches Quarterly
115 Opening of new branches Proforma-I Section 23 of BR Act 1949 - statement of new office branch opened during the quarter (Proforma-I) Quarterly
116 IBS return International assets and liabilities of banks in India Quarterly
117 CPIS Co-ordinated portfolio investment survey of banks in India Annual
118 NRD-CSR Non-resident deposits comprehensive single return on NRFCNR deposits and their transactions in a month Monthly
119 ECB-2 return External Commercial Borrowings Monthly
120 FETERS (R-return) Foreign exchange transactions of banks in India Fortnightly
121 Banking service price index The statement comprises of data related to fees income and fee charges for banking services provided by the bank and selective data on deposits and loans Monthly Quarterly
122 Change in status (category) of offices branches dealing in forex Change in status (category) of offices branches dealing in forex As and when occasion arises
123 Applying for AD code Immediately on opening of new branches As and when occasion arises
124 Forex Turnover Data (FTD) Forex turnover data Daily
125 Gaps Positions and Balances (GPB) Gaps of foreign currency net open exchange positions and cash balances Daily
126 Overseas foreign currency borrowing by ADs Category-I To monitor the level of overseas foreign currency borrowings by ADs Category-I Monthly
127 Consolidated information relating to exposures of corporates in foreign currency Consolidated information relating to exposures of corporates in foreign currency Quarterly
128 Foreign Currency Rupee (FCR) option To know the volume of option transactions of ADs Category-I Weekly
129 Cross currency derivative transactions statement To know the volume of transactions Half-yearly
130 Booking of forward contract by SMEs and individuals To know the forward contracts booked and cancelled by SMEs and individuals Quarterly
131 Commodity hedging (No format) To know about permission given by ADs Category-I to listed corporates to hedge prices of commodities importedexported in overseas commodity exchanges Yearly
132 Commodity hedging (No format) To know about permission given by ADs Category-I to listed corporates to hedge prices of select metals and ATF in overseas commodity exchanges Monthly
133 Remittances under RDA (E-statement) To know the amount received under RDA Quarterly
134 Vostro list List of Vostro accounts YearlyAs and when account is opened
135 List of officesbranches maintaining (Rupee and ACU Dollar) accounts of non-resident banks and list of Vostro accounts List of officesbranches maintaining (Rupee and ACU dollar) accounts of non-resident banks and list of Vostro accounts Yearly
136 XOS statement Details of overdue export - bills outstanding for more than 6 months and value above USD 25000 Half-yearly
137 BEF statement Bill of entry not received - for value USD 1 lakh and above Half-yearly
138 Advance remittance for import of rough diamonds aboveequal to USD 5 Million Advance remittance for import of rough diamonds aboveequal to USD 5 Million RBI2006-2007278A P (DIR Series) Circular No 34 Half-yearly
139 Statement on guarantees LOULOC Guarantees letter of undertakingletter of comfort issued Quarterly
140 Form ODI (Part I to IV) Form ODI (Part I to IV) As and when occasion arises
141 ESOP reporting ESOP reporting Yearly
142 Investment by mutual fund in overseas securities Investment by mutual fund in overseas securities Monthly
143 Reporting of portfolio investments by Indian companies Reporting of portfolio investments by Indian companies Monthly
144 FII weekly FII inflow and outflow Weekly
145 Liberalised Remittance Scheme of USD 200000 for resident individuals Liberalised Remittance Scheme of USD 200000 for resident individuals Monthly
146 Details of remittances made by NRO account Remittances made out of NRO accounts up to 1 million USD per calendar year - Facilities to NRIsPIOs and foreign nationals - liberalisation Quarterly
147 List of equity and convertible debentures (LECNRI) Statement of purchases sales of shares debentures made on behalf of NRIs persons of Indian origin under portfolio investment scheme Daily
148 List of equity and convertible debentures (LECFII) Statement of purchases sales of shares debentures made on behalf of FIIs under portfolio investment scheme Daily
149 Statement of inflow outflow on account of remittance received made in connection with transfer of shares convertible debentures by way of sale Statement of inflow outflow on account of remittance received made in connection with transfer of shares convertible debentures by way of sale Monthly
150 Inflowoutflow on account of high net worth individuals (IOFHNI) Inflowoutflow on account of high net worth individuals (IOFHNI) Monthly
151 Market value of FIIs Market value of FIIs Monthly
152 Market value of FVCI Market value of FVCI Monthly
153 Statement regarding sale through stock exchanges of shares bonds debentures by Authorised Dealers acquired by NRIs OCBs under the direct investment scheme Statement regarding sale through stock exchanges of shares bonds debentures by Authorised Dealers acquired by NRIs OCBs under the direct investment scheme Yearly
154 Reporting of derivativescurrency swap transactions Reporting of derivativescurrency swap transactions Weekly
155 FLM - 8 (sale and purchase of foreign currency) FLM - 8 (sale and purchase of foreign currency) Monthly
156 OCB return Monitoring of disinvestments by OCB Monthly
157 Statement of deferred credit from ROs Statement of deferred credit from ROs Quarterly
158 Import of gold by EOUs units in SEZEPZ and nominated agencies Import of gold Monthly
159 Statement of commodity hedging - domestic transactions Statement submitted by AD Category I on the domestic hedging - domestic transactions done by corporates Monthly
160 Booking of forward contract on past performance basis Data on forward contracts booked on the basis of past performance bank as a whole Monthly
161 EBW statement Export bills written-off during the half year Half-yearly
162 Data on facilities to NRIPIOS foreign nationals-liberalization Details of persons with Indian origin Quarterly
163 Monitoring of overseas borrowing Monitoring of overseas borrowing Monthly
164 Special Fortnightly Return ( SFR IIID) Issue of certification of deposits Fortnightly
165 Special Fortnightly Return ( SFR IIIF) Investment in commercials papers Fortnightly
166 Statement of chest slips Slips received from currency chests indicate deposits and withdrawals of cash from currency chests on day-to-day basis This helps to arrive at the daily closing balance of currency chests (Submitted online through ICCOMS daily) Daily
167 Statement of link offices These are received by Issue Department from link offices of banks concerned and show currency transfer position of banks The current account of the banks concerned are deleted and credited based on these statements (Submitted online through ICCOMS daily) Daily
168 Statement showing details of counterfeit bank notes detected by the branch during the month The return comprises of two parts -(i) Denomination-wise and StateUnion Territory-wise details of forged notes detected by the branch(ii) Details of cases of FIR filed with police Monthly
169 Special Fortnightly Return ( SFR VIII) Balances held abroad and loan in foreign currency Fortnightly
170 Special Fortnightly Return-II Monitoring of daily CRR balances Fortnightly
171 Special Fortnightly Return-VI-AB Lending rates for various bank groups Fortnightly
172 Special Fortnightly Return-VI-B Monitoring deposits rates of scheduled commercial banks Fortnightly
173 Special Quarterly-VI-A Outstanding sub-BPRL of scheduled commercial banks Quarterly
174 Special Quarterly-VI-AC Monitoring lending rates of scheduled commercial banks Quarterly
175 Basic Statistical Returns-3 Monitoring of bank credit against sensitive commodities Monthly
176 Quick Return on industry - wise bank credit (QIBC) Analyzing trends in industry -wise bank credit Monthly
177 Sector-wise and industry-wise deployment of bank credit (SIBC) Analyzing trends in sector- wise and industry-wise bank credit Monthly
178 Exports credit refinance return Monitoring limits and utilization of export credit refinance Fortnightly
179 Supplementary return on daily SLR Supplementary return on daily SLR Fortnightly
180 Special Fortnightly Return ( SFR IIIC) Money market operations-particulars of interbank participations (IBP) Fortnightly
181 PMRY monthly progress report Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending Monthly
182 PMRY quarterly progress report Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount of which sanctioned and disbursed to SCST women disabled and physically handicapped Quarterly
183 PMRY subsidy utilisation statement PMRY subsidy Quarterly
184 Progress report on SGSY Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SGSY scheme Monthly Press Release 2010-2011206
185 Progress report on SJSRY Contains State-wise Return with Targets application received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SJSRY scheme Monthly
186 Progress report on SRMS Contains State-wise return with targets application received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SRMS scheme Monthly
187 Swarna-Jayanti Gram Swarozgar Yojana (SGSY) - Progress report Progress report of states with state code giving details of applications received up to the previous month during current month and up to the month Loans disbursed to individuals SHGs women disabled Applications received and pending for decision Applications rejected Quarterly
188 Direct agriculture advances recovery Direct agriculture advances recovery Yearly
189 Credit flow to micro small and medium enterprise Position of lending to SME sector -segmentation of advances by specific customer categories (SSI units tiny sectors medium enterprises) Quarterly
190 Debt restructuring mechanism for SMEs - status report Analysis of schemes for debt restructuring considered during quarter for eligible loans Quarterly
191 Position of loans outstanding without collateral security to tiny sector units composite loans sanctioned under the single window scheme Collateral free loans up to Rs 25 lakh to micro enterprises composite loan up to Rs1 crore Quarterly
192 Return on financing under cluster approach Cluster based lending Half-yearly
193 Statement showing the particulars of specialised SME branches operationalised Performance of specialised SME branches Yearly
194 Rehabilitation of sick SSI units Rehabilitation of sick SSI units Yearly
195 Operationalisation of RIDF Operationalisation of RIDF Yearly
196 Interest rate on agriculture loan Interest rate on agriculture loan Half-yearly
197 Half yearly ad-hoc data on priority sector advances as on last reporting Friday Contains outstanding accounts and amount (total as well as under SCST) in various parameters (approx 30) Half-yearly
198 Statement of priority sector advances Outstandings under direct and indirect agriculture total priority sector and weaker section as on last reporting Friday Quarterly
199 Statement of advances to agriculture Statement of advances to agriculture Monthly
200 State-wise data on balance outstanding on priority sector advances as on last reporting Friday of March State-wise outstanding accounts and balance (Total outstanding SC outstanding and ST outstanding separately) under various parameters (approx 50) of priority sector advances Yearly
201 Return on SCST beneficiaries under priority sector advances as on last reporting Friday of March and September Outstanding accounts and balance (SC and ST separately) under various parameters (approx 16) of priority sector advances Half-yearly
202 Statement on DRI Scheme as on last reporting Friday of March Disbursements demand recovery overdues and outstandings under various parameters (approx 8) Yearly
203 Special Return no 1 of RBI (Annual) State-wise return on annual disbursement (July to June) under direct agriculture and allied activities and balance outstanding as on last reporting Friday Yearly
204 Special Return no 2 of RBI (Annual) State-wise return (July to June) on demand recovery overdues and outstandings of direct finance to agriculture (short term loans and term loans separately) Yearly
205 Special Return no 3 of RBI (Annual) State-wise return (July to June) on disbursal of advances under various parameters (approx 40) of priority sector and SCST separately Yearly
206 Provision of credit to agriculture and debt relief to farmers - progress report Provision of credit to agriculture and debt relief to farmers - progress report Monthly
207 Quarterly report on lending to women Quarterly report on lending to women Quarterly
208 Monitoring report on convening of DLRC meetings on quarterly basis Monitoring report on convening of DLRC meetings on quarterly basis Quarterly
209 Progress report on new 20 Point programme Progress report on new 20 Point programme Yearly
210 Target under SACP (district wise break up) Contains lead district-wisenon-lead district-wiseregion-wiseState-wise disbursement under agriculture SSI and OPS alongwith target and achievement position under SACP scheme Yearly
211 Target under ACP (district wise break up) Contains lead district-wisenon-lead district-wiseregion-wiseState-wise disbursement under agriculture SSI and OPS along with target and achievement position under ACP scheme Yearly
212 Statement showing sector-wise achievements Sector-wise achievements under ACP in lead districts with name of the StateUTCircles no of districts agriculture and allied activities small scale industries services Quarterly
213 Priority sector advances sanctioned to members of specified minority communities vis-agrave-vis overall priority sector advances Priority sector advances sanctioned to members of specified minority communities vis-agrave-vis overall priority sector advances Half-yearly
214 29 Column statement for SSI performance 29 column statement for SSI performance Half-yearly
215 PMRY recovery and overdue statement State wise position of outstanding demand recovery overdue and per cent of recovery with number of accounts and amount in PMRY Quarterly Half-yearly
216 SJSRY recovery statement SJSRY recovery statement Half-yearly
217 SGSY recovery statement SGSY recovery statement Half-yearly
218 SRMS recovery statement SRMS recovery statement Half-yearly
219 KCC scheme BKCC cards issued under PAIS State-wise cards issued and amount sanctioned under crop loans and under term loans separately amount sanctioned under PAIS scheme of Kisan Credit cards Quarterly
220 Performance under special agricultural credit plan Disbursements under various parameters (approx 12) of direct and indirect agriculture (total small and marginal farmers and agricultural labourers separately) Half-yearly
221 ACP targets and achievements ACP targets and achievements - bank-wise Half-yearly
222 Education loan and housing loan Education loan and housing loan Half-yearly
223 Foreign banks advances to priority sectors Foreign banks advances to priority sectors Yearly
The Reserve Bank of India has replaced four returns with one reducing the number of returns to be submitted by banks to 222 from the earlier 225
Now banks can file a new Special Monthly Return VI AB which was introduced in July 2010 They will not have to submit the following four returns
i) Special Fortnightly Return VI AB
ii) Special Fortnightly Return VI B
iii) Special Quarterly Return VIA
iv) Special Quarterly Return VI AC
These returns are listed at serial nos 171 to 174 of lsquolist of returns to be submittedrsquo published in the press release dated August 14 2008
The new special return has to be submitted monthly within 15 days from the end of the relevant month The list of 225 returns was published in the press release dated January 20 2009
Alpana Killawala
Chief General Manager
Press Release 2010-2011206
The Reserve Bank of India has today clarified that scheduled commercial banks have to file the returns Statements showing interest rates of commercial banks for credit limits over Rs 2 lakh and IBS-reporting of derivatives transactions Consequently the number of returns banks have to submit to the Reserve Bank of India will be 225
It may be recalled that the Reserve Bank of India had in its press release dated August 14 2008 announced that it would be introducing eXtensible Business Reporting Language (XBRL) based filing of returns As part of XBRL implementation the Reserve Bank had also rationalised the number of returns banks needed to submit to the Reserve Bank reducing them from 291 to 223 It had prepared and published two lists of returns ndash one list of returns to be submitted to the Reserve Bank and the other list of returns not to be submitted to the Reserve Bank It had also asked banks not to submit those returns which were enumerated in the list of returns not to be submitted
Alpana Killawala
Chief General Manager
Page 9: Regulatory reporting by banks to rbi

Regulatory Reporting by Banks to RBI

Another important fact is that if the BI crashes or does not work for any reason whatsoever it could hold them back from generating reports till rectified But if the tool acquired from vendors malfunctions they can always get a replacement to get the work going Actual Test What we are proposing is to show some data manufactured to the likeliness of real data and then to churn it out to give the report I am not too sure if it will not do as our data is in a glass house environment It is very easy to spot it and use it In a real scenario the data will be in various locations and in various formats just imagine in a Jungle We will have to find it out extract it and then churn it to get the required report After we get the report we need to validate it before submitting it to RBI The challenge is immense here The other challenge is to get the required data and the RBI formats Software Requirements The most important component is the Logic to extract data and have it processed under BI to give the desired results Hardware Requirements ETL Tool Data Store BI Other Requirements Information or Template which RBI provides to banks to help them capture and generate reports Time Frame At least 15 days to do a POC for any 5 reports Returns There are 223 Returns to be filed with RBI where some are filed daily fortnightly monthly quarterly and annually A sample is given as follows

bull Basic Statistical returns bull Forex amp International Ops bull Investment in treasury bull DSB Returns bull Advances bull Deposits bull Risk management amp Capital adequacy bull Financial inclusion bull Balance sheet connected returns bull Frauds bull Reconciliation bull Recovery Defaulters Bad debt

Author Partho H Chakraborty 9

Regulatory Reporting by Banks to RBI

List of ReturnsxlsxList of Statistical

Returns to be submitt

Embedded below is comprehensive list of Returns to be filed with RBI Sample Data for Delinquencies This data also has a Dashboard associated with it The Dashboard is a swf file

NPAsxls

Note Names if any are Suggestive only and without any relation to any real entity

whatsoever It is only to give a feel and touch of how transactions can be structured and names are indicative

This article is meant for education purposes only and it is not be reproduced for any commercial purpose by print or electronic medium whatsoever

This case study is written by with inputs from RBI

Partho H Chakraborty

A - 305 DSR Spring Beauty Apts 1241 ITPL Main Road Brookefields Kundalahalli Bangalore - 560 037 India Tel +91 80 420 50293 Cell +91 99863 22504 email parthohcairtelmailin parthohcrediffmailcom Skype parthohc01

Author Partho H Chakraborty 10

returns to be submitted

returns not to be submitted

Partho
File Attachment
List of Returnsxlsx

AnnexureList of Statistical Returns to be submitted to the Reserve Bank of India under the

Basic Statistical Returns (BSR) System

Sr Name Scope of the Return Frequency To be Procedure for forwardingNo of the prepared the Return to the Reserve

Return by Bank of India1 BSR-1A All borrowal accounts with credit Annual as All The branchesoffices of the

limits over Rs2 lakhs are to be on 31st branches banks should forward the BSR-individually listed along with March offices of 1A and BSR-1B returns togetherparticulars of district and population banks and also BSR-2 to theirgroup of the place of utilisation type RegionalHead Offices Theof account organisation RegionalHead Offices of theoccupation nature of borrowal banks should forward theseaccount asset classification rate returns after preliminaryof interest credit limit and amount scrutiny and rectification ofoutstanding in respect each loan or errors if any to the Directoradvance RegionalCentral Office

Department of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia at the centres ChennaiDelhiKolkata Mumbai with two

BSR-1B All borrowal accounts with credit -do- -do- months from the referencelimits of Rs2 lakhs and less are to date In the case of banksbe classified according to submitting data on magneticoccupation and aggregate figures media they should get thefor each occupation should be sample printout of data blocksfurnished in a consolidated form for verified from the respectiveeach branch Regional Offices of Reserve

Bank of India and forward theBSR-2 Category-wise number of staff -do- -do- edited data tapes with proper

number of accounts and amount external labels of Bankingoutstanding according to type of Statistics Division at Mumbaideposits and classification of all term under advice to the concerneddeposits according to maturity Regional Office of Reservebroad interest rate ranges and size Bank of India within fourof deposits months from the reference

date

2 BSR-3 Bankrsquos advance against security of Monthly as Head Office Head Offices of banks shouldselected sensitive commodities on the last of banks collect information from

Friday of branches which account for 80-every 85 of advances and themonth consolidated return should be

sent to the Adviser-in-ChargeMonetary Policy DepartmentReserve Bank of India CentralOffice Bldg Mumbai 400 001

3 BSR-4 Ownership pattern of deposits Annual on The The selected branchesofficessample selected will forward the returns to thebasis as on sample RegionalHead Offices The31st March branches RegionalHead Offices will send

offices of the returns to the Director

banks RegionalCentral OfficeDepartment of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia ChennaiDelhiKolkataMumbai within two monthsfrom the reference date

5 BSR-5 Pattern of Investment of bank in Annual as The Head To be forwarded to the DirectorCentral and State Government on 31st Offices of Banking Statistics DivisionSecurities Other Trustee March banks DESACS Central OfficeSecurities shares etc Reserve Bank of India Mumbai

within two months from thereference date

6 BSR-6 Survey of Debits to Deposit Quinque- The The selected branchesofficesAccounts nnial on selected will forward the returns to the

sample sample RegionalHead Offices Thebasis for branches RegionalHead Offices will sendApril-March offices of the returns to the Directorof the year banks RegionalCentral Office

Department of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia ChennaiDelhiKolkataMumbai within two monthsfrom the reference date

7 BSR-7 Quarterly survey on Aggregate Quarterly Branch- To be forwarded to the DirectorDeposits and Gross Bank Credit as on the wise Banking Statistics Division

31st March information DESACS Central Officeand last to be Reserve Bank of India MumbaiFriday of prepared within one month from theJune by Head reference dateSeptember Offices ofand the banksDecemberof the year

Partho
File Attachment
List of Statistical Returns to be submitted to the Reserve Bank of India under the Basic Statistical Returnspdf

Sheet1

Sheet2

Sheet3

NPA Analysis V10swf

MBD001388A2NPA Analysis V10swf

Partho
File Attachment
NPASxls
Disclosures under Pillar 3 (Market Discipline) in terms of New Capital Adequacy Framework (Basel II) of Reserve Bank of India
NPAs RECOVERIES
Qtr - 1 Qtr - 2 Qtr - 3 Qtr - 4 Qtr - 1 Qtr - 2 Qtr - 3 Qtr - 4
Gross NPAs 65551 52094 49182 35900 Recoveries 18106 19169 16077 15129
Substandard 27437 20629 19620 15246 Substandard 10034 5123 7587 6387
Doubtful -1 15118 14041 13878 9705 Doubtful -1 4010 6865 5556 3145
Doubtful -2 14280 10588 9360 5955 Doubtful -2 2403 1145 1908 3386
Doubtful -3 7486 5765 5368 4462 Doubtful -3 1429 5765 834 2109
Loss 1230 1071 956 532 Loss 230 271 192 102
Gross NPAs Break-up Region wise Recoveries Break-up Region wise
North 17779 13059 14008 9876 North 4977 5451 4363 4289
Substandard 6850 5203 5408 4015 Substandard 2509 1579 2176 1803
Doubtful -1 3879 3299 3376 2578 Doubtful -1 1234 1767 1578 992
Doubtful -2 4570 2647 3637 1532 Doubtful -2 809 307 351 847
Doubtful -3 2071 1541 1342 1516 Doubtful -3 357 1798 208 601
Loss 409 369 245 235 Loss 068 000 050 046
South 17543 15378 13017 10349 South 5007 4799 3812 3764
Substandard 7501 6934 4908 4557 Substandard 2976 1276 1897 1459
Doubtful -1 4234 3562 4678 3209 Doubtful -1 1098 1908 1209 723
Doubtful -2 3565 3003 1586 1389 Doubtful -2 593 286 397 1021
Doubtful -3 1922 1623 1543 1038 Doubtful -3 299 1254 309 527
Loss 321 256 302 156 Loss 041 075 000 034
East 16094 11876 12101 8840 East 5091 4818 4362 3301
Substandard 8023 4593 5272 3590 Substandard 3177 1198 2033 1528
Doubtful -1 3601 2908 3470 2461 Doubtful -1 976 1761 1389 786
Doubtful -2 2309 2587 1797 1673 Doubtful -2 601 350 683 965
Doubtful -3 1809 1456 1365 1029 Doubtful -3 254 1441 209 000
Loss 352 332 197 087 Loss 083 068 048 022
West 14135 11781 10056 6835 West 3031 4101 3540 3775
Substandard 5063 3899 4032 3084 Substandard 1372 107 1481 1597
Doubtful -1 3404 4272 2354 1457 Doubtful -1 702 1429 138 644
Doubtful -2 3836 2351 234 1361 Doubtful -2 400 202 477 553
Doubtful -3 1684 1145 1118 879 Doubtful -3 519 1272 108 981
Loss 148 114 212 054 Loss 038 128 094 000
Net NPAs 3639 22345 21699 20009
Advances
Gross Advances 30631 31008 34635 30684
Net advances 30325 37242 39453 46533
NPA Ratios
Gross NPA to Gross Advances 214 168 142 117
Net NPA to Net Advances 120 060 055 043
Movement of NPAs (Gross)
Opening Gross NPA 62903 56946 53088 40375
Additions to Gross NPAs 20754 14317 12271 10654
Reductions to Gross NPAs 18106 19169 16077 15129
Closing Balance of Gross NPAs 65551 52094 49182 35900
Movement of NPA Provisions
Opening Balance of NPA Provisions held 34844 31259 30640 26443 Gross Profit 109293 132330 139704 142122
Provisions made during the period 15681 12395 10751 9875 Net Profit 78701 80123 86745 90837
Write-offs during the period (Loss) 1000 800 764 430
Write-back of excess provisions during the period 000 000 000 000
Closing Balance of NPA Provisions 49525 42854 40627 35888
Amount of Non-performing Investments (gross) 558 538 434 318
Amount of Provisions held for Non-performing Investments 558 538 434 318
Net NPAs = Gross NPA ndash (Balance in Interest Suspense account + DICGCECGC claims received and held pending adjustment + Part payment received and kept in suspense account + Total provisions held)
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(b) List of returns not to be submitted by SCBs (excluding RRBs) to the RBI
SrNo Return name Description Frequency
1 Details of any shareholdings exceeding 5 of the total equity capital of the bank Details of any shareholdings exceeding 5 of the total equity capital of the bank As and when exceeded
2 Statement showing interest rates of commercial banks for credit limits over Rs2 lakh Item PLR wef 01012004 Max Min and interest rate range in which 60 or more business is contracted Quarterly
3 Details of foreign liabilities and assets of the banking sector Details of foreign liabilities and assets Yearly
4 CIBIL Consent clause Quarterly
5 Particulars of borrowers directors partners furnished in the defaulters lists who have been allowed fresh limits enhancements renewals Particulars of borrowers directors partners furnished in the defaulters lists who have been allowed fresh limits enhancements renewals Quarterly
6 Special Quarterly Return Outstanding credit for NBG broken by circles classified by product and by above and below PLR Quarterly
7 Segment-wise position of advances NPAs provisions and recovery Details like gross advances net advances opening balance of gross NPAs gross recovery provisions held recovery made in written off accounts not parked in AUCA segment-wise Quarterly
8 Report on NPAs in priority sector advances Segment-wise advances to priority sector NPAs in priority sector and NPAs as of priority sector advances and out of above the age-wise classification of NPAs in priority sector NPAs in various Govt sponsored schemes Quarterly
9 List of NPAs for Rs1 crore and above Details include date of original sanction date of identification as NPA position category present status Quarterly
10 P-segment NPAs under priority sector P-segment NPAs under priority sector Quarterly
11 NPA reduction budget All the details concerning NPAs are consolidated in one report for annual budgeting Yearly
12 RBI investment studies Details are date of sanction name of the lead institution and date of sanction institutions share in project cost name of the project paid up capital Particulars of (capacity size units numbers etc) Date of project project cost implementation Quarterly
13 Details of investments by FIIs NRIs in perpetual cumulative preference shares qualifying as Tier I capital To track the FII and NRI investments Quarterly
14 Prudential exposure limits Details for limits on exposure to individual and group borrowers As and when fresh capital is raised and on 1 April every year
15 Progress report under RBI OTS SME Number and amount details for RBI OTS SME out of RBI OTS SME Govt sponsored scheme RBI OTS small loans Quarterly
16 Review of wilful defaulters (Rs 25 lakh and above) Action initiated against the wilful defaulters review of the wilful defaulters- suit filed non-suit filed accounts Half-Yearly
17 Market related returnon forward rate agreement Market related returnon forward rate agreement Fortnightly
18 Review of loss making branches along with category-wise classification Review of loss making branches along with category-wise classification Yearly
19 Review of credit monitoring system under IRAC norms Review of credit monitoring system under IRAC norms Half-Yearly
20 Review of AUCAs AUCA position movement in AUCA segmental analysis age-wise analysis of AUCAs with outstandings of Rs1 crore and above transfer to ARCIL position on filing of suits value wise analysis of AUCAs list of accounts for Rs1 crore and above Quarterly
21 List of top ten good and bad accounts List of top ten good and bad accounts Half-Yearly
22 Performance memorandum submitted to the Board Performance memorandum submitted to the Board Half-Yearly
23 Scheme of amalgamation ndash quarterly returns Return No 679 and progress report Quarterly
24 Concurrent audit reports of retailing of Government securities transactions Concurrent audit reports of retailing of Government securities transactions Monthly
25 R6 Outstanding guarantees wherein default and claim has arisen but payment not made to the beneficiary Quarterly
26 EFTNEFT Non-cashnon-paper transactions Monthly
27 RTGS RTGS Daily
28 Deployment of gross bank credit by major sectors Sector-wise deployment of credit Quarterly
29 Trade-related advances granted outstanding out of funds in EEFC accounts Trade-related advances granted outstanding out of funds in EEFC accounts Half-Yearly
30 Statement I on cross currencies Statement of cross currency Weekly
31 Statement II on cross currencies Statement of cross currency Weekly
32 Statement III on cross currencies Statement of cross currency Monthly
33 REC Reconciliation Half-Yearly
34 Statement of structured liquidity-domestic asset liability management Statement of structured liquidity-domestic asset liability management Weekly
35 BEXI-IA BEXI-IA Monthly
36 IBS-Reporting of derivative transactions IBS-Reporting of derivative transactions Quarterly
37 Soliciting foreign currency deposits at banks outside India Soliciting foreign currency deposits at banks outside India Monthly
38 Progress report on frauds above Rs 1 crore Progress report on frauds above Rs 1 crore Quarterly
39 Review of investment at foreign offices Review of investment at foreign offices Yearly
40 Host countries regulation report Host countries regulation report Ad-hoc
41 Synopsis of frauds reported by foreign offices Synopsis of frauds reported by foreign offices Ad-hoc
42 Compliance with regulatory requirements of host country regulations Compliance with regulatory requirements of host country regulations Quarterly
43 Authorised Dealers Category-II Authorised Dealers details Fortnightly
44 Weekly market access Statement showing market access limit available for undertaking FCY-INR principal only swap (POS) transactions Weekly
45 Special Fortnightly Return ( SFR IIIA) Money market operations-total funds borrowed and lending Fortnightly
46 Special Fortnightly Return ( SFR IIIE) Daily call and short notice money operations Fortnightly
47 IRSFRA-Derivative return no207 Statement of IRSFRA-Derivatives Fortnightly
48 Survey of SSI branches Survey of SSI branches Yearly
49 Seven point programme Seven point programme Yearly
50 Micro credit Micro credit Half-Yearly
51 IBA priority sector (flow of agriculture doubling) Flow of agriculturedoubling Monthly
52 Self Help Group (SHG) Contains state-wise region-wise SHGs maintaining savings accounts with number of SHGs financed during the year alongwith loan outstanding gross NPA and recovery percent with sub sectorwise data and SHGs of Govt sponsored schemes exclusively to women through SHGs Yearly
53 General information(CampISSI)- account reviewrenewals for FBWC Status of reviewrenewal of borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
54 Age wise classification of non-renewed accounts Status of reviewrenewal of borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
55 FFR-1FFR-2 Reports on borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
56 Review of claims lodged with ECGC LTD Review of claims lodged with ECGC LTD Half-Yearly
57 LEC Statement of purchases sales of shares debentures made on behalf of FIIs under portfolio investment scheme As and when occasion arises
58 Monthly statement showing progress made in the issue of Swarojgar Credit Cards Monthly statement showing progress made in the issue of Swarojgar Credit Cards Monthly
59 Service Area Monitoring and Information System (SAMIS) Credit disbursal - semi-urbanurban branches - (non services branches) Monthly
60 Service Area Monitoring and Information System (SAMIS) Credit disbursal - semi-urbanurban branches - (non services branches) Quarterly
61 Service Area Monitoring and Information System (SAMIS) LBR-3U3 - Part A Credit disbursal - semi-urbanurban branches - (non services branches) Quarterly
62 Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part B Credit disbursal - semi-urbanurban branches - (non services branches) Half-Yearly
63 Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part C- as on last day of June Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part C- as on last day of June Yearly
64 Special rural housing scheme of NHB Special rural housing scheme of NHB Quarterly
65 Infrastructure finance for projects with fund-based aggregate limits of Rs 50 crore and above Infrastructure finance for projects with fund-based aggregate limits of Rs 50 crore and above Quarterly
66 Compromise or negotiated settlements of NPAs Compromise or negotiated settlements of NPAs Half-Yearly
67 Service Area Monitoring and Information System (SAMIS) - LBR-1U1 Service Area Monitoring and Information System (SAMIS) - LBR-1U1 Yearly
68 Annual review of frauds- as on 31-Dec Annual review of frauds- as on 31-Dec Yearly
(a) List of returns to be submitted by SCBs (excluding RRBs) to the RBI
SrNo Return name Description Frequency
1 Details of any shareholdings exceeding 050 of the total equity capital of the bank Details of any shareholdings exceeding 050 of the total equity capital of the bank As and when exceeded
2 Opening closing of branches Not later than two weeks after openingshiftingclosingrelocating As and when occasion arises
3 Quarterly returns related to branch banking are required to be forwarded to all the regional offices of DBOD RBI Within 14 days of the end of the quarter to which it relates Quarterly
4 Closing of branches Proforma-II Section 23 of BR Act 1949 - Statement of change in status merger closure etc of existing office branch during the Quarter (Proforma-II) Quarterly
5 DRT statements (suit filed and decreed) The total number of suit filed and decreed accounts before DRT the amount recovered legal expenses etc Quarterly
6 SARFAESI Act 2002 position of action taken Notices issued recovery made recovery through compromise Quarterly
7 Progress made in recovery under the forum of Lok Adalats Eligible cases cases decided and recovery made Quarterly
8 Financial inclusion - number of no frill accounts opened Compilation of data and review Quarterly
9 Report on issue of Subordinated Debt raising of Upper Tier II Capital Perpetual Debts and Equity Capital (Qualified Institutional Placements-QIP Preferential issue to Promoters GDR issue) together with copy of document Report on issue of Subordinated Debt raising of Upper Tier II Capital Perpetual Debts and Equity Capital (Qualified Institutional Placements-QIP Preferential issue to Promoters GDR issue) together with copy of document Within 1 week from date of issue
10 Payment of dividend Details of dividend declared during the financial year and other details as per the circular Within a fortnight after declaration of dividend
11 Quarterly report on progressive use of Hindi Covering details of documents issued under Section 3(3) of OL Act 1963 letters received in Hindi and replied to in Hindi Hindi correspondence Use of Hindi in internal work computers website ATMs Training Establishments Staff related details Quarterly
12 Form - VIII Statement of demand and time liabilities and investments for calculation of SLR Monthly
13 List of defaulters (non suit filed - wilful defaulters Rs25 lakh and above) Data collecteddisseminated on quarterly basis Quarterly
14 List of defaulters (non suit filed - defaulters account Rs1 crore and above) Data collecteddisseminated on half-yearly basis Half-yearly
15 Form IX Statement showing unclaimed deposits required to be listed as statutory list Annual
16 Form-A Provisional (Sec42) Used for compilation of monetary aggregates commercial bank survey compilation of NRI deposits Fortnightly
17 Form-A Final (Sec42) Used for compilation of monetary aggregates commercial bank survey compilation of NRI deposits computation of CRR Fortnightly
18 Data on non SSI sickweak industrial units as of 31st March Industry-wise number of accounts whether sickweak publicprivate Yearly
19 Form C Export finance ndashdisbursement and balance outstanding Quarterly
20 Form A Statement showing limit sanctioned and balance outstanding in the borrower accounts of parties having working capital limits of Rs10 crore or above from the entire banking system Quarterly
21 DSB-O-report on assets liabilities and exposures Break up of assets and liabilities on the basis of residual maturity next repricing date gap off balance sheet exposures unreconciled entries with other branches with other Indian banks branches in same foreign centre and accounts with other banks Quarterly
22 DSB-O-report on structural liquidity Break up of inflows and outflows on the basis of residual maturity mismatch cumulative mismatch and mismatch as per cent of outflows Quarterly
23 DSB-O-report on problem credit and investments Credit including off balance sheet exposure-list of customers of USD 2 million and above investments-list of customers of USD 1million and above Quarterly
24 DSB-O-report on large exposures Details of borrower accounts between USD 1 million to 5 million and above separately Total limits sanctioned divided into funded and non funded limits amount outstanding and security value Quarterly
25 DSB-O-report on country exposure and maturity Country classification due within 6 months between 6 months to 1 year1 year to 5 years and over 5 years Quarterly
26 DSB-O-report on profitability Interest income interest expense net interest income other income total expenses operational surplusdeficit profitloss before tax net profitloss Select productivity ratios Quarterly
27 DSB-O-report on frauds Details of individual fraud cases along with summary of fraud cases Quarterly
28 Balance Sheet Analysis (BSA) Audited accounts of the bank with notes on accounts Yearly
29 DSB return noI - Report on assets liabilities and exposures (Indian offices) Assets - cash loans and advances investments etc liabilities - deposits borrowings provisions etc capital and reserves off balance sheet exposures ndash credit contingents and commitments forex contracts and derivatives and long outstanding un-reconciled entries - accounts with banks inter branch adjustments and sundry debtors Monthly
30 DSB Return noII-report on capital adequacy Computation of capital base computation of risk weighted assets and risk based capital ratios - CRAR Core CRAR Quarterly
31 DSB return noIII- report on quarterly operating results Interest income interest expenses earnings before provisions and taxes interest receivable on NPAs not recognized as income and net profit and retained earnings Quarterly
32 DSB return noIV- report on asset quality Portfolio analysis - loans and advances other interest bearing assets (by delinquency in interest payment) classification of risk assets sectoral analysis of loan assets ndash priority sectors and other sectors top 30 impaired credits quality of securities portfolio - SLR securities non-SLR securities data on industry-wise exposure of banks exposure to sensitive sectors Monthly
33 DSB return noV - report on large credits Large credits to individual borrowers (above 15 per cent of total capital funds to be reported) large credit to borrower groups (above 30 per cent oftotal capital funds to be reported) Quarterly
34 DSB return noVI-report on connected lendings Credit to subsidiaries and associates credit to significant shareholders (holding 5 per cent or more of share capital or voting power) and credit to directorsmanagers Quarterly
35 DSB return no VII -report on ownership and control Top ten shareholders shareholder control - details about significant shareholders composition of board of directors and key executive officers Half-yearly
36 DSB return noVIII-statement of structural liquidity Time bucket wise outflows and inflows bucket wise mismatch cumulative mismatches etc top 20 large deposits and classification of term deposits Fortnightly
37 DSB return noIX-statement of interest rate sensitivity-rupee Time bucket wise liabilities time bucket wise assets and bucket wise gap (assets ndash liabilities) Monthly
38 DSB return no X- report on maturity and position (forex) Time bucket wise off balance sheet exposuresgap time bucket wise balance sheet itemsgaps residual gap aggregate gap limit Monthly
39 DSB return noXI-statement of interest rate sensitivity (forex) Time band exposure of rate sensitive assets time band exposure of rate sensitive liabilities and off balance sheet derivative products like IRS FRAs etc Monthly
40 RBS -1 (risk based supervision) Retail loan portfolio rating wise distribution of standard advances and rating wise distribution of Non-SLR investments Derivatives and loan sales and securitisation Quarterly
41 Return on operations of subsidiariesJVsassociates Informationdata on financial performancecondition of subsidiaries joint ventures associates of banks including contingent liabilities Quarterly
42 Consolidated Prudential Return (CPR) 1 Part-A consolidated balance sheet Part-B details on subsidiariesrelated entities Half-yearly
43 Equity investment in capital markets This is an ad-hoc excel sheet collected from 15 select banks and is not a part of regular returns collected by OSMOS Weekly
44 Return on off-shore banking units Details on off-shore banking units Quarterly
45 Statement on reconciliation of inter-branch accounts To monitor the entries outstanding for more than six months in inter-branch accounts Quarterly
46 Statement on reconciliation of clearing differences To monitor the entries outstanding for more than six months in clearing differences Quarterly
47 Statement on the position of balancing of books To monitor the number of branches where books have been balancednot balanced Quarterly
48 Statement on quick special audit of sundry depositssuspense account To monitor outstanding entries for Rs50000- and above for more than six months in these accounts Quarterly
49 Statement on bad debts written off To monitor the category-wise the amounts of bad debts written off Yearly
50 Reconciliation of outstanding entries in inter-bank (Nostro) accounts Outstanding entries for more than six months in inter-bank accounts and NOSTRO accounts Monthly
51 FMR-I Report on actual or suspected frauds in banks - within three weeks from the date of detection As and when the fraud occurs
52 FMR-II Reported closed and outstanding cases of frauds and IPC classification amount-wise and involvement-wise - within 15 days of the end of the quarter to which it relates Quarterly
53 FMR-III Progress report on frauds of large value - within 15 days of the end of the quarter to which it relates Quarterly
54 FMR-IV (revised name SMR-I) Report on dacoitiesrobberiestheft burglaries - immediately on their occurrence Also submission of quarterly consolidated statement in FMR-4 format within 15 days of the end of the quarter to which it relates Quarterly
55 VMR-I Report on action plan in public sector banks Quarterly
56 VMR-II (revised name SMR-II) Report on the security arrangements in public sector banks Contains information regarding number of branches considered vulnerable branches provided with armed guards alarm system and other security measures provided Quarterly
57 VMR-III (revised name VMR-II) Report on action taken against employees involved in frauds and corrupt practices Quarterly
58 Position of staff side action A statistical statement reporting period-wise pending cases against staff members Quarterly
59 Report on financial conglomerates Capturing the intra-group transactions and exposures amongst the identified FCs Quarterly
60 Statement describing the critical systems their recovery time objectives and the banks strategy to achieve them Statement describing the critical systems their recovery time objectives and the banks strategy to achieve them Yearly
61 Major failures during the period for critical systems customer segmentservices impacted and steps taken to avoid such failures in future Major failures during the period for critical systems customer segmentservices impacted and steps taken to avoid such failures in future Quarterly
62 Progress report on implementation of risk management systems ALM risk based supervision and risk based internal audit Risk management systems ALM Quarterly
63 Risk based supervision-compilation of risk profile templates Assessment of business risk areas and control risk areas Half-yearly
64 Whole bank long form audit report and compliance thereof Whole bank long form audit report and compliance thereof Yearly
65 Quarterly reviewed results Quarterly reviewed results Quarterly
66 Data related to IRS deals Item wise details of principal amount trading book banking book Monthly
67 Half yearly review of investment of portfolio QualitativeQuantitative review of entire investment portfolio of the bank for the half year Half-yearly
68 Progress report on operations of the smartdebit cards Progress report on operations of the smartdebit cards Half-yearly
69 Non-option rupee derivative report Foreign exchange contracts and benchmark wise details of other derivatives position Monthly
70 Capital adequacy statement Calculation of capital adequacy ratio under the new BASEL II (revised framework) Quarterly
71 Exposure towards credit derivatives and other investments Exposure towards credit derivatives and other investments and related MTM losses by overseas operations of Indian banks Monthly
72 Loss assets gt 2 years old where no legal action has been initiated Loss assets gt 2 years old where no legal action has been initiated Half-yearly
73 RBI note refund rules - statement of defective notes adjudicated at currency chests branches Statement of defective notes adjudicated at currency chests branches Quarterly
74 Counterfeit notes detected by banks Part-1 contains StateUnion Territory-wise summary of counterfeit notes detected by bank on an All-India basisPart-2 reflects cases of FIRs lodged by banks Monthly
75 Format for furnishing addresses etc particulars of Forged Note Vigilance Cell (FNVC) to RBI The return conveys the following particulars - Address of FNVCName and designation of officer-in-chargeTelephone numberFax numberE-mail address Annual (as on 1st July)
76 Status report on forged notes The report covers a brief account of the functions discharged by the Forged Note Vigilance Cell of the bank with reference to the points covered in para-7 of the master circular on detection and impounding of forged notes Quarterly
77 PDs call money transactions with commercial banks (Return from PDs) Compilation of new monetary aggregates Fortnightly
78 SBI-outstanding in Government securities by employees provident funds organisation Compilation of ownership of central and state Government securities for the publication Handbook of Statistics on India Economy Annual
79 Form TC Compilation of short term credit extended for imports and payments thereof Monthly
80 Interest rates on NRI deposits Interest rates on NRI deposits Monthly
81 NostroVostro balances of ADs NostroVostro balances of ADs Monthly
82 Investments by FIIs Reconciliation Monthly
83 Yen holdings of Government of India International investment position Monthly
84 Government of India lines of credit monthly statement of accounts BoP compilation Monthly
85 Forward exchange cover for FIIs Forward exchange cover for FIIs Ad hoc
86 Data of Authorised Dealer category branches Category-wise branch list Yearly
87 Statement of permission granted for opening of trading non-trading office posting of representative abroad Statement of permission granted for opening of trading non-trading office posting of representative abroad Yearly
88 Statement indicating the details of remittances made by NRIs PIOforeign nationals Statement indicating the details of remittances made by NRIs PIOforeign nationals Yearly
89 Statement indicating the details of forex utilization of international debit cards for amount exceeding USD 100000 in a calendar year Statement indicating the details of forex utilization of international debit cards for amount exceeding USD 100000 in a calendar year Yearly
90 Daily ADRs GDRs report Submission of contract notes received from broker for re-issuance of ADRGDR Daily
91 FII investment in Government securities Details of investment done by foreign institutional investor in Government securities On demand
92 GDRs release statement Opening balance of ADRGDR underlying shares total cancellation re-issuance of ADRGDR closing balances of ADRGDR underlying shares and balances ADRGDR Monthly
93 ADR GDR cancellation report Cancellation of ADRGDR received from overseas depository body Fortnightly
94 STAT-5 Statement of FCNR deposits (total inflow outflow and outstanding deposits under FCNR accounts) Monthly
95 STAT-8 Statement showing inflowoutflow of deposits under non-resident (external) rupee (NRE) accounts scheme and NRO accounts scheme for the specified month Monthly
96 BAL statement Foreign currency balances of Authorized Dealers and rupee balances of non-resident banks Fortnightly
97 Interest rates on FCNR(B) deposits Interest rates on FCNR(B) deposits Monthly
98 R return Turnover of foreign currency transactions and balances (inward and outward remittances in foreign currencies) Monthly
99 SGLCSGL reconciliation return SGL reconciliation Quarterly
100 MICR cheque clearing return MICR cheque clearing return Monthly
101 Non-MICR cheque clearing return Non-MICR cheque clearing return Monthly
102 ECS ECS Monthly
103 State-wise ATMs data State-wise ATMs data Quarterly
104 Area-wise ATMs data Area-wise ATMs data Quarterly
105 Cards data Cards data Monthly
106 Pre-paid cards Pre-paid cards Quarterly
107 Audited accounts Copy of annual report with audited statements of accounts and published data of accounts Yearly
108 Form-X ndash statement of assets and liabilities Monthly assets and liabilities of domestic operations estimation of household financial savings Monthly
109 Basic Statistical Return - I (1A and 1B) Relates to bank credit as of 31st March (Advance Details) Yearly
110 Basic Statistical Return - II Classification of deposits with scheduled commercial banks Yearly
111 Basic Statistical Return - IV Survey on composition and ownership of deposits as on 31st March Yearly
112 Basic Statistical Return - V Total investment security-wise details as per annual accounts Yearly
113 Basic Statistical Return - VI Survey of debits to deposits and credits Once in two years
114 Basic Statistical Return - VII Aggregate deposit and advances of all branches Quarterly
115 Opening of new branches Proforma-I Section 23 of BR Act 1949 - statement of new office branch opened during the quarter (Proforma-I) Quarterly
116 IBS return International assets and liabilities of banks in India Quarterly
117 CPIS Co-ordinated portfolio investment survey of banks in India Annual
118 NRD-CSR Non-resident deposits comprehensive single return on NRFCNR deposits and their transactions in a month Monthly
119 ECB-2 return External Commercial Borrowings Monthly
120 FETERS (R-return) Foreign exchange transactions of banks in India Fortnightly
121 Banking service price index The statement comprises of data related to fees income and fee charges for banking services provided by the bank and selective data on deposits and loans Monthly Quarterly
122 Change in status (category) of offices branches dealing in forex Change in status (category) of offices branches dealing in forex As and when occasion arises
123 Applying for AD code Immediately on opening of new branches As and when occasion arises
124 Forex Turnover Data (FTD) Forex turnover data Daily
125 Gaps Positions and Balances (GPB) Gaps of foreign currency net open exchange positions and cash balances Daily
126 Overseas foreign currency borrowing by ADs Category-I To monitor the level of overseas foreign currency borrowings by ADs Category-I Monthly
127 Consolidated information relating to exposures of corporates in foreign currency Consolidated information relating to exposures of corporates in foreign currency Quarterly
128 Foreign Currency Rupee (FCR) option To know the volume of option transactions of ADs Category-I Weekly
129 Cross currency derivative transactions statement To know the volume of transactions Half-yearly
130 Booking of forward contract by SMEs and individuals To know the forward contracts booked and cancelled by SMEs and individuals Quarterly
131 Commodity hedging (No format) To know about permission given by ADs Category-I to listed corporates to hedge prices of commodities importedexported in overseas commodity exchanges Yearly
132 Commodity hedging (No format) To know about permission given by ADs Category-I to listed corporates to hedge prices of select metals and ATF in overseas commodity exchanges Monthly
133 Remittances under RDA (E-statement) To know the amount received under RDA Quarterly
134 Vostro list List of Vostro accounts YearlyAs and when account is opened
135 List of officesbranches maintaining (Rupee and ACU Dollar) accounts of non-resident banks and list of Vostro accounts List of officesbranches maintaining (Rupee and ACU dollar) accounts of non-resident banks and list of Vostro accounts Yearly
136 XOS statement Details of overdue export - bills outstanding for more than 6 months and value above USD 25000 Half-yearly
137 BEF statement Bill of entry not received - for value USD 1 lakh and above Half-yearly
138 Advance remittance for import of rough diamonds aboveequal to USD 5 Million Advance remittance for import of rough diamonds aboveequal to USD 5 Million RBI2006-2007278A P (DIR Series) Circular No 34 Half-yearly
139 Statement on guarantees LOULOC Guarantees letter of undertakingletter of comfort issued Quarterly
140 Form ODI (Part I to IV) Form ODI (Part I to IV) As and when occasion arises
141 ESOP reporting ESOP reporting Yearly
142 Investment by mutual fund in overseas securities Investment by mutual fund in overseas securities Monthly
143 Reporting of portfolio investments by Indian companies Reporting of portfolio investments by Indian companies Monthly
144 FII weekly FII inflow and outflow Weekly
145 Liberalised Remittance Scheme of USD 200000 for resident individuals Liberalised Remittance Scheme of USD 200000 for resident individuals Monthly
146 Details of remittances made by NRO account Remittances made out of NRO accounts up to 1 million USD per calendar year - Facilities to NRIsPIOs and foreign nationals - liberalisation Quarterly
147 List of equity and convertible debentures (LECNRI) Statement of purchases sales of shares debentures made on behalf of NRIs persons of Indian origin under portfolio investment scheme Daily
148 List of equity and convertible debentures (LECFII) Statement of purchases sales of shares debentures made on behalf of FIIs under portfolio investment scheme Daily
149 Statement of inflow outflow on account of remittance received made in connection with transfer of shares convertible debentures by way of sale Statement of inflow outflow on account of remittance received made in connection with transfer of shares convertible debentures by way of sale Monthly
150 Inflowoutflow on account of high net worth individuals (IOFHNI) Inflowoutflow on account of high net worth individuals (IOFHNI) Monthly
151 Market value of FIIs Market value of FIIs Monthly
152 Market value of FVCI Market value of FVCI Monthly
153 Statement regarding sale through stock exchanges of shares bonds debentures by Authorised Dealers acquired by NRIs OCBs under the direct investment scheme Statement regarding sale through stock exchanges of shares bonds debentures by Authorised Dealers acquired by NRIs OCBs under the direct investment scheme Yearly
154 Reporting of derivativescurrency swap transactions Reporting of derivativescurrency swap transactions Weekly
155 FLM - 8 (sale and purchase of foreign currency) FLM - 8 (sale and purchase of foreign currency) Monthly
156 OCB return Monitoring of disinvestments by OCB Monthly
157 Statement of deferred credit from ROs Statement of deferred credit from ROs Quarterly
158 Import of gold by EOUs units in SEZEPZ and nominated agencies Import of gold Monthly
159 Statement of commodity hedging - domestic transactions Statement submitted by AD Category I on the domestic hedging - domestic transactions done by corporates Monthly
160 Booking of forward contract on past performance basis Data on forward contracts booked on the basis of past performance bank as a whole Monthly
161 EBW statement Export bills written-off during the half year Half-yearly
162 Data on facilities to NRIPIOS foreign nationals-liberalization Details of persons with Indian origin Quarterly
163 Monitoring of overseas borrowing Monitoring of overseas borrowing Monthly
164 Special Fortnightly Return ( SFR IIID) Issue of certification of deposits Fortnightly
165 Special Fortnightly Return ( SFR IIIF) Investment in commercials papers Fortnightly
166 Statement of chest slips Slips received from currency chests indicate deposits and withdrawals of cash from currency chests on day-to-day basis This helps to arrive at the daily closing balance of currency chests (Submitted online through ICCOMS daily) Daily
167 Statement of link offices These are received by Issue Department from link offices of banks concerned and show currency transfer position of banks The current account of the banks concerned are deleted and credited based on these statements (Submitted online through ICCOMS daily) Daily
168 Statement showing details of counterfeit bank notes detected by the branch during the month The return comprises of two parts -(i) Denomination-wise and StateUnion Territory-wise details of forged notes detected by the branch(ii) Details of cases of FIR filed with police Monthly
169 Special Fortnightly Return ( SFR VIII) Balances held abroad and loan in foreign currency Fortnightly
170 Special Fortnightly Return-II Monitoring of daily CRR balances Fortnightly
171 Special Fortnightly Return-VI-AB Lending rates for various bank groups Fortnightly
172 Special Fortnightly Return-VI-B Monitoring deposits rates of scheduled commercial banks Fortnightly
173 Special Quarterly-VI-A Outstanding sub-BPRL of scheduled commercial banks Quarterly
174 Special Quarterly-VI-AC Monitoring lending rates of scheduled commercial banks Quarterly
175 Basic Statistical Returns-3 Monitoring of bank credit against sensitive commodities Monthly
176 Quick Return on industry - wise bank credit (QIBC) Analyzing trends in industry -wise bank credit Monthly
177 Sector-wise and industry-wise deployment of bank credit (SIBC) Analyzing trends in sector- wise and industry-wise bank credit Monthly
178 Exports credit refinance return Monitoring limits and utilization of export credit refinance Fortnightly
179 Supplementary return on daily SLR Supplementary return on daily SLR Fortnightly
180 Special Fortnightly Return ( SFR IIIC) Money market operations-particulars of interbank participations (IBP) Fortnightly
181 PMRY monthly progress report Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending Monthly
182 PMRY quarterly progress report Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount of which sanctioned and disbursed to SCST women disabled and physically handicapped Quarterly
183 PMRY subsidy utilisation statement PMRY subsidy Quarterly
184 Progress report on SGSY Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SGSY scheme Monthly Press Release 2010-2011206
185 Progress report on SJSRY Contains State-wise Return with Targets application received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SJSRY scheme Monthly
186 Progress report on SRMS Contains State-wise return with targets application received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SRMS scheme Monthly
187 Swarna-Jayanti Gram Swarozgar Yojana (SGSY) - Progress report Progress report of states with state code giving details of applications received up to the previous month during current month and up to the month Loans disbursed to individuals SHGs women disabled Applications received and pending for decision Applications rejected Quarterly
188 Direct agriculture advances recovery Direct agriculture advances recovery Yearly
189 Credit flow to micro small and medium enterprise Position of lending to SME sector -segmentation of advances by specific customer categories (SSI units tiny sectors medium enterprises) Quarterly
190 Debt restructuring mechanism for SMEs - status report Analysis of schemes for debt restructuring considered during quarter for eligible loans Quarterly
191 Position of loans outstanding without collateral security to tiny sector units composite loans sanctioned under the single window scheme Collateral free loans up to Rs 25 lakh to micro enterprises composite loan up to Rs1 crore Quarterly
192 Return on financing under cluster approach Cluster based lending Half-yearly
193 Statement showing the particulars of specialised SME branches operationalised Performance of specialised SME branches Yearly
194 Rehabilitation of sick SSI units Rehabilitation of sick SSI units Yearly
195 Operationalisation of RIDF Operationalisation of RIDF Yearly
196 Interest rate on agriculture loan Interest rate on agriculture loan Half-yearly
197 Half yearly ad-hoc data on priority sector advances as on last reporting Friday Contains outstanding accounts and amount (total as well as under SCST) in various parameters (approx 30) Half-yearly
198 Statement of priority sector advances Outstandings under direct and indirect agriculture total priority sector and weaker section as on last reporting Friday Quarterly
199 Statement of advances to agriculture Statement of advances to agriculture Monthly
200 State-wise data on balance outstanding on priority sector advances as on last reporting Friday of March State-wise outstanding accounts and balance (Total outstanding SC outstanding and ST outstanding separately) under various parameters (approx 50) of priority sector advances Yearly
201 Return on SCST beneficiaries under priority sector advances as on last reporting Friday of March and September Outstanding accounts and balance (SC and ST separately) under various parameters (approx 16) of priority sector advances Half-yearly
202 Statement on DRI Scheme as on last reporting Friday of March Disbursements demand recovery overdues and outstandings under various parameters (approx 8) Yearly
203 Special Return no 1 of RBI (Annual) State-wise return on annual disbursement (July to June) under direct agriculture and allied activities and balance outstanding as on last reporting Friday Yearly
204 Special Return no 2 of RBI (Annual) State-wise return (July to June) on demand recovery overdues and outstandings of direct finance to agriculture (short term loans and term loans separately) Yearly
205 Special Return no 3 of RBI (Annual) State-wise return (July to June) on disbursal of advances under various parameters (approx 40) of priority sector and SCST separately Yearly
206 Provision of credit to agriculture and debt relief to farmers - progress report Provision of credit to agriculture and debt relief to farmers - progress report Monthly
207 Quarterly report on lending to women Quarterly report on lending to women Quarterly
208 Monitoring report on convening of DLRC meetings on quarterly basis Monitoring report on convening of DLRC meetings on quarterly basis Quarterly
209 Progress report on new 20 Point programme Progress report on new 20 Point programme Yearly
210 Target under SACP (district wise break up) Contains lead district-wisenon-lead district-wiseregion-wiseState-wise disbursement under agriculture SSI and OPS alongwith target and achievement position under SACP scheme Yearly
211 Target under ACP (district wise break up) Contains lead district-wisenon-lead district-wiseregion-wiseState-wise disbursement under agriculture SSI and OPS along with target and achievement position under ACP scheme Yearly
212 Statement showing sector-wise achievements Sector-wise achievements under ACP in lead districts with name of the StateUTCircles no of districts agriculture and allied activities small scale industries services Quarterly
213 Priority sector advances sanctioned to members of specified minority communities vis-agrave-vis overall priority sector advances Priority sector advances sanctioned to members of specified minority communities vis-agrave-vis overall priority sector advances Half-yearly
214 29 Column statement for SSI performance 29 column statement for SSI performance Half-yearly
215 PMRY recovery and overdue statement State wise position of outstanding demand recovery overdue and per cent of recovery with number of accounts and amount in PMRY Quarterly Half-yearly
216 SJSRY recovery statement SJSRY recovery statement Half-yearly
217 SGSY recovery statement SGSY recovery statement Half-yearly
218 SRMS recovery statement SRMS recovery statement Half-yearly
219 KCC scheme BKCC cards issued under PAIS State-wise cards issued and amount sanctioned under crop loans and under term loans separately amount sanctioned under PAIS scheme of Kisan Credit cards Quarterly
220 Performance under special agricultural credit plan Disbursements under various parameters (approx 12) of direct and indirect agriculture (total small and marginal farmers and agricultural labourers separately) Half-yearly
221 ACP targets and achievements ACP targets and achievements - bank-wise Half-yearly
222 Education loan and housing loan Education loan and housing loan Half-yearly
223 Foreign banks advances to priority sectors Foreign banks advances to priority sectors Yearly
The Reserve Bank of India has replaced four returns with one reducing the number of returns to be submitted by banks to 222 from the earlier 225
Now banks can file a new Special Monthly Return VI AB which was introduced in July 2010 They will not have to submit the following four returns
i) Special Fortnightly Return VI AB
ii) Special Fortnightly Return VI B
iii) Special Quarterly Return VIA
iv) Special Quarterly Return VI AC
These returns are listed at serial nos 171 to 174 of lsquolist of returns to be submittedrsquo published in the press release dated August 14 2008
The new special return has to be submitted monthly within 15 days from the end of the relevant month The list of 225 returns was published in the press release dated January 20 2009
Alpana Killawala
Chief General Manager
Press Release 2010-2011206
The Reserve Bank of India has today clarified that scheduled commercial banks have to file the returns Statements showing interest rates of commercial banks for credit limits over Rs 2 lakh and IBS-reporting of derivatives transactions Consequently the number of returns banks have to submit to the Reserve Bank of India will be 225
It may be recalled that the Reserve Bank of India had in its press release dated August 14 2008 announced that it would be introducing eXtensible Business Reporting Language (XBRL) based filing of returns As part of XBRL implementation the Reserve Bank had also rationalised the number of returns banks needed to submit to the Reserve Bank reducing them from 291 to 223 It had prepared and published two lists of returns ndash one list of returns to be submitted to the Reserve Bank and the other list of returns not to be submitted to the Reserve Bank It had also asked banks not to submit those returns which were enumerated in the list of returns not to be submitted
Alpana Killawala
Chief General Manager
Page 10: Regulatory reporting by banks to rbi

Regulatory Reporting by Banks to RBI

List of ReturnsxlsxList of Statistical

Returns to be submitt

Embedded below is comprehensive list of Returns to be filed with RBI Sample Data for Delinquencies This data also has a Dashboard associated with it The Dashboard is a swf file

NPAsxls

Note Names if any are Suggestive only and without any relation to any real entity

whatsoever It is only to give a feel and touch of how transactions can be structured and names are indicative

This article is meant for education purposes only and it is not be reproduced for any commercial purpose by print or electronic medium whatsoever

This case study is written by with inputs from RBI

Partho H Chakraborty

A - 305 DSR Spring Beauty Apts 1241 ITPL Main Road Brookefields Kundalahalli Bangalore - 560 037 India Tel +91 80 420 50293 Cell +91 99863 22504 email parthohcairtelmailin parthohcrediffmailcom Skype parthohc01

Author Partho H Chakraborty 10

returns to be submitted

returns not to be submitted

Partho
File Attachment
List of Returnsxlsx

AnnexureList of Statistical Returns to be submitted to the Reserve Bank of India under the

Basic Statistical Returns (BSR) System

Sr Name Scope of the Return Frequency To be Procedure for forwardingNo of the prepared the Return to the Reserve

Return by Bank of India1 BSR-1A All borrowal accounts with credit Annual as All The branchesoffices of the

limits over Rs2 lakhs are to be on 31st branches banks should forward the BSR-individually listed along with March offices of 1A and BSR-1B returns togetherparticulars of district and population banks and also BSR-2 to theirgroup of the place of utilisation type RegionalHead Offices Theof account organisation RegionalHead Offices of theoccupation nature of borrowal banks should forward theseaccount asset classification rate returns after preliminaryof interest credit limit and amount scrutiny and rectification ofoutstanding in respect each loan or errors if any to the Directoradvance RegionalCentral Office

Department of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia at the centres ChennaiDelhiKolkata Mumbai with two

BSR-1B All borrowal accounts with credit -do- -do- months from the referencelimits of Rs2 lakhs and less are to date In the case of banksbe classified according to submitting data on magneticoccupation and aggregate figures media they should get thefor each occupation should be sample printout of data blocksfurnished in a consolidated form for verified from the respectiveeach branch Regional Offices of Reserve

Bank of India and forward theBSR-2 Category-wise number of staff -do- -do- edited data tapes with proper

number of accounts and amount external labels of Bankingoutstanding according to type of Statistics Division at Mumbaideposits and classification of all term under advice to the concerneddeposits according to maturity Regional Office of Reservebroad interest rate ranges and size Bank of India within fourof deposits months from the reference

date

2 BSR-3 Bankrsquos advance against security of Monthly as Head Office Head Offices of banks shouldselected sensitive commodities on the last of banks collect information from

Friday of branches which account for 80-every 85 of advances and themonth consolidated return should be

sent to the Adviser-in-ChargeMonetary Policy DepartmentReserve Bank of India CentralOffice Bldg Mumbai 400 001

3 BSR-4 Ownership pattern of deposits Annual on The The selected branchesofficessample selected will forward the returns to thebasis as on sample RegionalHead Offices The31st March branches RegionalHead Offices will send

offices of the returns to the Director

banks RegionalCentral OfficeDepartment of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia ChennaiDelhiKolkataMumbai within two monthsfrom the reference date

5 BSR-5 Pattern of Investment of bank in Annual as The Head To be forwarded to the DirectorCentral and State Government on 31st Offices of Banking Statistics DivisionSecurities Other Trustee March banks DESACS Central OfficeSecurities shares etc Reserve Bank of India Mumbai

within two months from thereference date

6 BSR-6 Survey of Debits to Deposit Quinque- The The selected branchesofficesAccounts nnial on selected will forward the returns to the

sample sample RegionalHead Offices Thebasis for branches RegionalHead Offices will sendApril-March offices of the returns to the Directorof the year banks RegionalCentral Office

Department of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia ChennaiDelhiKolkataMumbai within two monthsfrom the reference date

7 BSR-7 Quarterly survey on Aggregate Quarterly Branch- To be forwarded to the DirectorDeposits and Gross Bank Credit as on the wise Banking Statistics Division

31st March information DESACS Central Officeand last to be Reserve Bank of India MumbaiFriday of prepared within one month from theJune by Head reference dateSeptember Offices ofand the banksDecemberof the year

Partho
File Attachment
List of Statistical Returns to be submitted to the Reserve Bank of India under the Basic Statistical Returnspdf

Sheet1

Sheet2

Sheet3

NPA Analysis V10swf

MBD001388A2NPA Analysis V10swf

Partho
File Attachment
NPASxls
Disclosures under Pillar 3 (Market Discipline) in terms of New Capital Adequacy Framework (Basel II) of Reserve Bank of India
NPAs RECOVERIES
Qtr - 1 Qtr - 2 Qtr - 3 Qtr - 4 Qtr - 1 Qtr - 2 Qtr - 3 Qtr - 4
Gross NPAs 65551 52094 49182 35900 Recoveries 18106 19169 16077 15129
Substandard 27437 20629 19620 15246 Substandard 10034 5123 7587 6387
Doubtful -1 15118 14041 13878 9705 Doubtful -1 4010 6865 5556 3145
Doubtful -2 14280 10588 9360 5955 Doubtful -2 2403 1145 1908 3386
Doubtful -3 7486 5765 5368 4462 Doubtful -3 1429 5765 834 2109
Loss 1230 1071 956 532 Loss 230 271 192 102
Gross NPAs Break-up Region wise Recoveries Break-up Region wise
North 17779 13059 14008 9876 North 4977 5451 4363 4289
Substandard 6850 5203 5408 4015 Substandard 2509 1579 2176 1803
Doubtful -1 3879 3299 3376 2578 Doubtful -1 1234 1767 1578 992
Doubtful -2 4570 2647 3637 1532 Doubtful -2 809 307 351 847
Doubtful -3 2071 1541 1342 1516 Doubtful -3 357 1798 208 601
Loss 409 369 245 235 Loss 068 000 050 046
South 17543 15378 13017 10349 South 5007 4799 3812 3764
Substandard 7501 6934 4908 4557 Substandard 2976 1276 1897 1459
Doubtful -1 4234 3562 4678 3209 Doubtful -1 1098 1908 1209 723
Doubtful -2 3565 3003 1586 1389 Doubtful -2 593 286 397 1021
Doubtful -3 1922 1623 1543 1038 Doubtful -3 299 1254 309 527
Loss 321 256 302 156 Loss 041 075 000 034
East 16094 11876 12101 8840 East 5091 4818 4362 3301
Substandard 8023 4593 5272 3590 Substandard 3177 1198 2033 1528
Doubtful -1 3601 2908 3470 2461 Doubtful -1 976 1761 1389 786
Doubtful -2 2309 2587 1797 1673 Doubtful -2 601 350 683 965
Doubtful -3 1809 1456 1365 1029 Doubtful -3 254 1441 209 000
Loss 352 332 197 087 Loss 083 068 048 022
West 14135 11781 10056 6835 West 3031 4101 3540 3775
Substandard 5063 3899 4032 3084 Substandard 1372 107 1481 1597
Doubtful -1 3404 4272 2354 1457 Doubtful -1 702 1429 138 644
Doubtful -2 3836 2351 234 1361 Doubtful -2 400 202 477 553
Doubtful -3 1684 1145 1118 879 Doubtful -3 519 1272 108 981
Loss 148 114 212 054 Loss 038 128 094 000
Net NPAs 3639 22345 21699 20009
Advances
Gross Advances 30631 31008 34635 30684
Net advances 30325 37242 39453 46533
NPA Ratios
Gross NPA to Gross Advances 214 168 142 117
Net NPA to Net Advances 120 060 055 043
Movement of NPAs (Gross)
Opening Gross NPA 62903 56946 53088 40375
Additions to Gross NPAs 20754 14317 12271 10654
Reductions to Gross NPAs 18106 19169 16077 15129
Closing Balance of Gross NPAs 65551 52094 49182 35900
Movement of NPA Provisions
Opening Balance of NPA Provisions held 34844 31259 30640 26443 Gross Profit 109293 132330 139704 142122
Provisions made during the period 15681 12395 10751 9875 Net Profit 78701 80123 86745 90837
Write-offs during the period (Loss) 1000 800 764 430
Write-back of excess provisions during the period 000 000 000 000
Closing Balance of NPA Provisions 49525 42854 40627 35888
Amount of Non-performing Investments (gross) 558 538 434 318
Amount of Provisions held for Non-performing Investments 558 538 434 318
Net NPAs = Gross NPA ndash (Balance in Interest Suspense account + DICGCECGC claims received and held pending adjustment + Part payment received and kept in suspense account + Total provisions held)
NPA Dashboard
To see the dashboard do the following
1 Right Click on the box
2 Click on Package Object
3 Click on Activate Contents
(b) List of returns not to be submitted by SCBs (excluding RRBs) to the RBI
SrNo Return name Description Frequency
1 Details of any shareholdings exceeding 5 of the total equity capital of the bank Details of any shareholdings exceeding 5 of the total equity capital of the bank As and when exceeded
2 Statement showing interest rates of commercial banks for credit limits over Rs2 lakh Item PLR wef 01012004 Max Min and interest rate range in which 60 or more business is contracted Quarterly
3 Details of foreign liabilities and assets of the banking sector Details of foreign liabilities and assets Yearly
4 CIBIL Consent clause Quarterly
5 Particulars of borrowers directors partners furnished in the defaulters lists who have been allowed fresh limits enhancements renewals Particulars of borrowers directors partners furnished in the defaulters lists who have been allowed fresh limits enhancements renewals Quarterly
6 Special Quarterly Return Outstanding credit for NBG broken by circles classified by product and by above and below PLR Quarterly
7 Segment-wise position of advances NPAs provisions and recovery Details like gross advances net advances opening balance of gross NPAs gross recovery provisions held recovery made in written off accounts not parked in AUCA segment-wise Quarterly
8 Report on NPAs in priority sector advances Segment-wise advances to priority sector NPAs in priority sector and NPAs as of priority sector advances and out of above the age-wise classification of NPAs in priority sector NPAs in various Govt sponsored schemes Quarterly
9 List of NPAs for Rs1 crore and above Details include date of original sanction date of identification as NPA position category present status Quarterly
10 P-segment NPAs under priority sector P-segment NPAs under priority sector Quarterly
11 NPA reduction budget All the details concerning NPAs are consolidated in one report for annual budgeting Yearly
12 RBI investment studies Details are date of sanction name of the lead institution and date of sanction institutions share in project cost name of the project paid up capital Particulars of (capacity size units numbers etc) Date of project project cost implementation Quarterly
13 Details of investments by FIIs NRIs in perpetual cumulative preference shares qualifying as Tier I capital To track the FII and NRI investments Quarterly
14 Prudential exposure limits Details for limits on exposure to individual and group borrowers As and when fresh capital is raised and on 1 April every year
15 Progress report under RBI OTS SME Number and amount details for RBI OTS SME out of RBI OTS SME Govt sponsored scheme RBI OTS small loans Quarterly
16 Review of wilful defaulters (Rs 25 lakh and above) Action initiated against the wilful defaulters review of the wilful defaulters- suit filed non-suit filed accounts Half-Yearly
17 Market related returnon forward rate agreement Market related returnon forward rate agreement Fortnightly
18 Review of loss making branches along with category-wise classification Review of loss making branches along with category-wise classification Yearly
19 Review of credit monitoring system under IRAC norms Review of credit monitoring system under IRAC norms Half-Yearly
20 Review of AUCAs AUCA position movement in AUCA segmental analysis age-wise analysis of AUCAs with outstandings of Rs1 crore and above transfer to ARCIL position on filing of suits value wise analysis of AUCAs list of accounts for Rs1 crore and above Quarterly
21 List of top ten good and bad accounts List of top ten good and bad accounts Half-Yearly
22 Performance memorandum submitted to the Board Performance memorandum submitted to the Board Half-Yearly
23 Scheme of amalgamation ndash quarterly returns Return No 679 and progress report Quarterly
24 Concurrent audit reports of retailing of Government securities transactions Concurrent audit reports of retailing of Government securities transactions Monthly
25 R6 Outstanding guarantees wherein default and claim has arisen but payment not made to the beneficiary Quarterly
26 EFTNEFT Non-cashnon-paper transactions Monthly
27 RTGS RTGS Daily
28 Deployment of gross bank credit by major sectors Sector-wise deployment of credit Quarterly
29 Trade-related advances granted outstanding out of funds in EEFC accounts Trade-related advances granted outstanding out of funds in EEFC accounts Half-Yearly
30 Statement I on cross currencies Statement of cross currency Weekly
31 Statement II on cross currencies Statement of cross currency Weekly
32 Statement III on cross currencies Statement of cross currency Monthly
33 REC Reconciliation Half-Yearly
34 Statement of structured liquidity-domestic asset liability management Statement of structured liquidity-domestic asset liability management Weekly
35 BEXI-IA BEXI-IA Monthly
36 IBS-Reporting of derivative transactions IBS-Reporting of derivative transactions Quarterly
37 Soliciting foreign currency deposits at banks outside India Soliciting foreign currency deposits at banks outside India Monthly
38 Progress report on frauds above Rs 1 crore Progress report on frauds above Rs 1 crore Quarterly
39 Review of investment at foreign offices Review of investment at foreign offices Yearly
40 Host countries regulation report Host countries regulation report Ad-hoc
41 Synopsis of frauds reported by foreign offices Synopsis of frauds reported by foreign offices Ad-hoc
42 Compliance with regulatory requirements of host country regulations Compliance with regulatory requirements of host country regulations Quarterly
43 Authorised Dealers Category-II Authorised Dealers details Fortnightly
44 Weekly market access Statement showing market access limit available for undertaking FCY-INR principal only swap (POS) transactions Weekly
45 Special Fortnightly Return ( SFR IIIA) Money market operations-total funds borrowed and lending Fortnightly
46 Special Fortnightly Return ( SFR IIIE) Daily call and short notice money operations Fortnightly
47 IRSFRA-Derivative return no207 Statement of IRSFRA-Derivatives Fortnightly
48 Survey of SSI branches Survey of SSI branches Yearly
49 Seven point programme Seven point programme Yearly
50 Micro credit Micro credit Half-Yearly
51 IBA priority sector (flow of agriculture doubling) Flow of agriculturedoubling Monthly
52 Self Help Group (SHG) Contains state-wise region-wise SHGs maintaining savings accounts with number of SHGs financed during the year alongwith loan outstanding gross NPA and recovery percent with sub sectorwise data and SHGs of Govt sponsored schemes exclusively to women through SHGs Yearly
53 General information(CampISSI)- account reviewrenewals for FBWC Status of reviewrenewal of borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
54 Age wise classification of non-renewed accounts Status of reviewrenewal of borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
55 FFR-1FFR-2 Reports on borrowal accounts as at the close of the half year ended on the specified date Half-Yearly
56 Review of claims lodged with ECGC LTD Review of claims lodged with ECGC LTD Half-Yearly
57 LEC Statement of purchases sales of shares debentures made on behalf of FIIs under portfolio investment scheme As and when occasion arises
58 Monthly statement showing progress made in the issue of Swarojgar Credit Cards Monthly statement showing progress made in the issue of Swarojgar Credit Cards Monthly
59 Service Area Monitoring and Information System (SAMIS) Credit disbursal - semi-urbanurban branches - (non services branches) Monthly
60 Service Area Monitoring and Information System (SAMIS) Credit disbursal - semi-urbanurban branches - (non services branches) Quarterly
61 Service Area Monitoring and Information System (SAMIS) LBR-3U3 - Part A Credit disbursal - semi-urbanurban branches - (non services branches) Quarterly
62 Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part B Credit disbursal - semi-urbanurban branches - (non services branches) Half-Yearly
63 Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part C- as on last day of June Service Area Monitoring and Information System (SAMIS) - LBR-3U3 - Part C- as on last day of June Yearly
64 Special rural housing scheme of NHB Special rural housing scheme of NHB Quarterly
65 Infrastructure finance for projects with fund-based aggregate limits of Rs 50 crore and above Infrastructure finance for projects with fund-based aggregate limits of Rs 50 crore and above Quarterly
66 Compromise or negotiated settlements of NPAs Compromise or negotiated settlements of NPAs Half-Yearly
67 Service Area Monitoring and Information System (SAMIS) - LBR-1U1 Service Area Monitoring and Information System (SAMIS) - LBR-1U1 Yearly
68 Annual review of frauds- as on 31-Dec Annual review of frauds- as on 31-Dec Yearly
(a) List of returns to be submitted by SCBs (excluding RRBs) to the RBI
SrNo Return name Description Frequency
1 Details of any shareholdings exceeding 050 of the total equity capital of the bank Details of any shareholdings exceeding 050 of the total equity capital of the bank As and when exceeded
2 Opening closing of branches Not later than two weeks after openingshiftingclosingrelocating As and when occasion arises
3 Quarterly returns related to branch banking are required to be forwarded to all the regional offices of DBOD RBI Within 14 days of the end of the quarter to which it relates Quarterly
4 Closing of branches Proforma-II Section 23 of BR Act 1949 - Statement of change in status merger closure etc of existing office branch during the Quarter (Proforma-II) Quarterly
5 DRT statements (suit filed and decreed) The total number of suit filed and decreed accounts before DRT the amount recovered legal expenses etc Quarterly
6 SARFAESI Act 2002 position of action taken Notices issued recovery made recovery through compromise Quarterly
7 Progress made in recovery under the forum of Lok Adalats Eligible cases cases decided and recovery made Quarterly
8 Financial inclusion - number of no frill accounts opened Compilation of data and review Quarterly
9 Report on issue of Subordinated Debt raising of Upper Tier II Capital Perpetual Debts and Equity Capital (Qualified Institutional Placements-QIP Preferential issue to Promoters GDR issue) together with copy of document Report on issue of Subordinated Debt raising of Upper Tier II Capital Perpetual Debts and Equity Capital (Qualified Institutional Placements-QIP Preferential issue to Promoters GDR issue) together with copy of document Within 1 week from date of issue
10 Payment of dividend Details of dividend declared during the financial year and other details as per the circular Within a fortnight after declaration of dividend
11 Quarterly report on progressive use of Hindi Covering details of documents issued under Section 3(3) of OL Act 1963 letters received in Hindi and replied to in Hindi Hindi correspondence Use of Hindi in internal work computers website ATMs Training Establishments Staff related details Quarterly
12 Form - VIII Statement of demand and time liabilities and investments for calculation of SLR Monthly
13 List of defaulters (non suit filed - wilful defaulters Rs25 lakh and above) Data collecteddisseminated on quarterly basis Quarterly
14 List of defaulters (non suit filed - defaulters account Rs1 crore and above) Data collecteddisseminated on half-yearly basis Half-yearly
15 Form IX Statement showing unclaimed deposits required to be listed as statutory list Annual
16 Form-A Provisional (Sec42) Used for compilation of monetary aggregates commercial bank survey compilation of NRI deposits Fortnightly
17 Form-A Final (Sec42) Used for compilation of monetary aggregates commercial bank survey compilation of NRI deposits computation of CRR Fortnightly
18 Data on non SSI sickweak industrial units as of 31st March Industry-wise number of accounts whether sickweak publicprivate Yearly
19 Form C Export finance ndashdisbursement and balance outstanding Quarterly
20 Form A Statement showing limit sanctioned and balance outstanding in the borrower accounts of parties having working capital limits of Rs10 crore or above from the entire banking system Quarterly
21 DSB-O-report on assets liabilities and exposures Break up of assets and liabilities on the basis of residual maturity next repricing date gap off balance sheet exposures unreconciled entries with other branches with other Indian banks branches in same foreign centre and accounts with other banks Quarterly
22 DSB-O-report on structural liquidity Break up of inflows and outflows on the basis of residual maturity mismatch cumulative mismatch and mismatch as per cent of outflows Quarterly
23 DSB-O-report on problem credit and investments Credit including off balance sheet exposure-list of customers of USD 2 million and above investments-list of customers of USD 1million and above Quarterly
24 DSB-O-report on large exposures Details of borrower accounts between USD 1 million to 5 million and above separately Total limits sanctioned divided into funded and non funded limits amount outstanding and security value Quarterly
25 DSB-O-report on country exposure and maturity Country classification due within 6 months between 6 months to 1 year1 year to 5 years and over 5 years Quarterly
26 DSB-O-report on profitability Interest income interest expense net interest income other income total expenses operational surplusdeficit profitloss before tax net profitloss Select productivity ratios Quarterly
27 DSB-O-report on frauds Details of individual fraud cases along with summary of fraud cases Quarterly
28 Balance Sheet Analysis (BSA) Audited accounts of the bank with notes on accounts Yearly
29 DSB return noI - Report on assets liabilities and exposures (Indian offices) Assets - cash loans and advances investments etc liabilities - deposits borrowings provisions etc capital and reserves off balance sheet exposures ndash credit contingents and commitments forex contracts and derivatives and long outstanding un-reconciled entries - accounts with banks inter branch adjustments and sundry debtors Monthly
30 DSB Return noII-report on capital adequacy Computation of capital base computation of risk weighted assets and risk based capital ratios - CRAR Core CRAR Quarterly
31 DSB return noIII- report on quarterly operating results Interest income interest expenses earnings before provisions and taxes interest receivable on NPAs not recognized as income and net profit and retained earnings Quarterly
32 DSB return noIV- report on asset quality Portfolio analysis - loans and advances other interest bearing assets (by delinquency in interest payment) classification of risk assets sectoral analysis of loan assets ndash priority sectors and other sectors top 30 impaired credits quality of securities portfolio - SLR securities non-SLR securities data on industry-wise exposure of banks exposure to sensitive sectors Monthly
33 DSB return noV - report on large credits Large credits to individual borrowers (above 15 per cent of total capital funds to be reported) large credit to borrower groups (above 30 per cent oftotal capital funds to be reported) Quarterly
34 DSB return noVI-report on connected lendings Credit to subsidiaries and associates credit to significant shareholders (holding 5 per cent or more of share capital or voting power) and credit to directorsmanagers Quarterly
35 DSB return no VII -report on ownership and control Top ten shareholders shareholder control - details about significant shareholders composition of board of directors and key executive officers Half-yearly
36 DSB return noVIII-statement of structural liquidity Time bucket wise outflows and inflows bucket wise mismatch cumulative mismatches etc top 20 large deposits and classification of term deposits Fortnightly
37 DSB return noIX-statement of interest rate sensitivity-rupee Time bucket wise liabilities time bucket wise assets and bucket wise gap (assets ndash liabilities) Monthly
38 DSB return no X- report on maturity and position (forex) Time bucket wise off balance sheet exposuresgap time bucket wise balance sheet itemsgaps residual gap aggregate gap limit Monthly
39 DSB return noXI-statement of interest rate sensitivity (forex) Time band exposure of rate sensitive assets time band exposure of rate sensitive liabilities and off balance sheet derivative products like IRS FRAs etc Monthly
40 RBS -1 (risk based supervision) Retail loan portfolio rating wise distribution of standard advances and rating wise distribution of Non-SLR investments Derivatives and loan sales and securitisation Quarterly
41 Return on operations of subsidiariesJVsassociates Informationdata on financial performancecondition of subsidiaries joint ventures associates of banks including contingent liabilities Quarterly
42 Consolidated Prudential Return (CPR) 1 Part-A consolidated balance sheet Part-B details on subsidiariesrelated entities Half-yearly
43 Equity investment in capital markets This is an ad-hoc excel sheet collected from 15 select banks and is not a part of regular returns collected by OSMOS Weekly
44 Return on off-shore banking units Details on off-shore banking units Quarterly
45 Statement on reconciliation of inter-branch accounts To monitor the entries outstanding for more than six months in inter-branch accounts Quarterly
46 Statement on reconciliation of clearing differences To monitor the entries outstanding for more than six months in clearing differences Quarterly
47 Statement on the position of balancing of books To monitor the number of branches where books have been balancednot balanced Quarterly
48 Statement on quick special audit of sundry depositssuspense account To monitor outstanding entries for Rs50000- and above for more than six months in these accounts Quarterly
49 Statement on bad debts written off To monitor the category-wise the amounts of bad debts written off Yearly
50 Reconciliation of outstanding entries in inter-bank (Nostro) accounts Outstanding entries for more than six months in inter-bank accounts and NOSTRO accounts Monthly
51 FMR-I Report on actual or suspected frauds in banks - within three weeks from the date of detection As and when the fraud occurs
52 FMR-II Reported closed and outstanding cases of frauds and IPC classification amount-wise and involvement-wise - within 15 days of the end of the quarter to which it relates Quarterly
53 FMR-III Progress report on frauds of large value - within 15 days of the end of the quarter to which it relates Quarterly
54 FMR-IV (revised name SMR-I) Report on dacoitiesrobberiestheft burglaries - immediately on their occurrence Also submission of quarterly consolidated statement in FMR-4 format within 15 days of the end of the quarter to which it relates Quarterly
55 VMR-I Report on action plan in public sector banks Quarterly
56 VMR-II (revised name SMR-II) Report on the security arrangements in public sector banks Contains information regarding number of branches considered vulnerable branches provided with armed guards alarm system and other security measures provided Quarterly
57 VMR-III (revised name VMR-II) Report on action taken against employees involved in frauds and corrupt practices Quarterly
58 Position of staff side action A statistical statement reporting period-wise pending cases against staff members Quarterly
59 Report on financial conglomerates Capturing the intra-group transactions and exposures amongst the identified FCs Quarterly
60 Statement describing the critical systems their recovery time objectives and the banks strategy to achieve them Statement describing the critical systems their recovery time objectives and the banks strategy to achieve them Yearly
61 Major failures during the period for critical systems customer segmentservices impacted and steps taken to avoid such failures in future Major failures during the period for critical systems customer segmentservices impacted and steps taken to avoid such failures in future Quarterly
62 Progress report on implementation of risk management systems ALM risk based supervision and risk based internal audit Risk management systems ALM Quarterly
63 Risk based supervision-compilation of risk profile templates Assessment of business risk areas and control risk areas Half-yearly
64 Whole bank long form audit report and compliance thereof Whole bank long form audit report and compliance thereof Yearly
65 Quarterly reviewed results Quarterly reviewed results Quarterly
66 Data related to IRS deals Item wise details of principal amount trading book banking book Monthly
67 Half yearly review of investment of portfolio QualitativeQuantitative review of entire investment portfolio of the bank for the half year Half-yearly
68 Progress report on operations of the smartdebit cards Progress report on operations of the smartdebit cards Half-yearly
69 Non-option rupee derivative report Foreign exchange contracts and benchmark wise details of other derivatives position Monthly
70 Capital adequacy statement Calculation of capital adequacy ratio under the new BASEL II (revised framework) Quarterly
71 Exposure towards credit derivatives and other investments Exposure towards credit derivatives and other investments and related MTM losses by overseas operations of Indian banks Monthly
72 Loss assets gt 2 years old where no legal action has been initiated Loss assets gt 2 years old where no legal action has been initiated Half-yearly
73 RBI note refund rules - statement of defective notes adjudicated at currency chests branches Statement of defective notes adjudicated at currency chests branches Quarterly
74 Counterfeit notes detected by banks Part-1 contains StateUnion Territory-wise summary of counterfeit notes detected by bank on an All-India basisPart-2 reflects cases of FIRs lodged by banks Monthly
75 Format for furnishing addresses etc particulars of Forged Note Vigilance Cell (FNVC) to RBI The return conveys the following particulars - Address of FNVCName and designation of officer-in-chargeTelephone numberFax numberE-mail address Annual (as on 1st July)
76 Status report on forged notes The report covers a brief account of the functions discharged by the Forged Note Vigilance Cell of the bank with reference to the points covered in para-7 of the master circular on detection and impounding of forged notes Quarterly
77 PDs call money transactions with commercial banks (Return from PDs) Compilation of new monetary aggregates Fortnightly
78 SBI-outstanding in Government securities by employees provident funds organisation Compilation of ownership of central and state Government securities for the publication Handbook of Statistics on India Economy Annual
79 Form TC Compilation of short term credit extended for imports and payments thereof Monthly
80 Interest rates on NRI deposits Interest rates on NRI deposits Monthly
81 NostroVostro balances of ADs NostroVostro balances of ADs Monthly
82 Investments by FIIs Reconciliation Monthly
83 Yen holdings of Government of India International investment position Monthly
84 Government of India lines of credit monthly statement of accounts BoP compilation Monthly
85 Forward exchange cover for FIIs Forward exchange cover for FIIs Ad hoc
86 Data of Authorised Dealer category branches Category-wise branch list Yearly
87 Statement of permission granted for opening of trading non-trading office posting of representative abroad Statement of permission granted for opening of trading non-trading office posting of representative abroad Yearly
88 Statement indicating the details of remittances made by NRIs PIOforeign nationals Statement indicating the details of remittances made by NRIs PIOforeign nationals Yearly
89 Statement indicating the details of forex utilization of international debit cards for amount exceeding USD 100000 in a calendar year Statement indicating the details of forex utilization of international debit cards for amount exceeding USD 100000 in a calendar year Yearly
90 Daily ADRs GDRs report Submission of contract notes received from broker for re-issuance of ADRGDR Daily
91 FII investment in Government securities Details of investment done by foreign institutional investor in Government securities On demand
92 GDRs release statement Opening balance of ADRGDR underlying shares total cancellation re-issuance of ADRGDR closing balances of ADRGDR underlying shares and balances ADRGDR Monthly
93 ADR GDR cancellation report Cancellation of ADRGDR received from overseas depository body Fortnightly
94 STAT-5 Statement of FCNR deposits (total inflow outflow and outstanding deposits under FCNR accounts) Monthly
95 STAT-8 Statement showing inflowoutflow of deposits under non-resident (external) rupee (NRE) accounts scheme and NRO accounts scheme for the specified month Monthly
96 BAL statement Foreign currency balances of Authorized Dealers and rupee balances of non-resident banks Fortnightly
97 Interest rates on FCNR(B) deposits Interest rates on FCNR(B) deposits Monthly
98 R return Turnover of foreign currency transactions and balances (inward and outward remittances in foreign currencies) Monthly
99 SGLCSGL reconciliation return SGL reconciliation Quarterly
100 MICR cheque clearing return MICR cheque clearing return Monthly
101 Non-MICR cheque clearing return Non-MICR cheque clearing return Monthly
102 ECS ECS Monthly
103 State-wise ATMs data State-wise ATMs data Quarterly
104 Area-wise ATMs data Area-wise ATMs data Quarterly
105 Cards data Cards data Monthly
106 Pre-paid cards Pre-paid cards Quarterly
107 Audited accounts Copy of annual report with audited statements of accounts and published data of accounts Yearly
108 Form-X ndash statement of assets and liabilities Monthly assets and liabilities of domestic operations estimation of household financial savings Monthly
109 Basic Statistical Return - I (1A and 1B) Relates to bank credit as of 31st March (Advance Details) Yearly
110 Basic Statistical Return - II Classification of deposits with scheduled commercial banks Yearly
111 Basic Statistical Return - IV Survey on composition and ownership of deposits as on 31st March Yearly
112 Basic Statistical Return - V Total investment security-wise details as per annual accounts Yearly
113 Basic Statistical Return - VI Survey of debits to deposits and credits Once in two years
114 Basic Statistical Return - VII Aggregate deposit and advances of all branches Quarterly
115 Opening of new branches Proforma-I Section 23 of BR Act 1949 - statement of new office branch opened during the quarter (Proforma-I) Quarterly
116 IBS return International assets and liabilities of banks in India Quarterly
117 CPIS Co-ordinated portfolio investment survey of banks in India Annual
118 NRD-CSR Non-resident deposits comprehensive single return on NRFCNR deposits and their transactions in a month Monthly
119 ECB-2 return External Commercial Borrowings Monthly
120 FETERS (R-return) Foreign exchange transactions of banks in India Fortnightly
121 Banking service price index The statement comprises of data related to fees income and fee charges for banking services provided by the bank and selective data on deposits and loans Monthly Quarterly
122 Change in status (category) of offices branches dealing in forex Change in status (category) of offices branches dealing in forex As and when occasion arises
123 Applying for AD code Immediately on opening of new branches As and when occasion arises
124 Forex Turnover Data (FTD) Forex turnover data Daily
125 Gaps Positions and Balances (GPB) Gaps of foreign currency net open exchange positions and cash balances Daily
126 Overseas foreign currency borrowing by ADs Category-I To monitor the level of overseas foreign currency borrowings by ADs Category-I Monthly
127 Consolidated information relating to exposures of corporates in foreign currency Consolidated information relating to exposures of corporates in foreign currency Quarterly
128 Foreign Currency Rupee (FCR) option To know the volume of option transactions of ADs Category-I Weekly
129 Cross currency derivative transactions statement To know the volume of transactions Half-yearly
130 Booking of forward contract by SMEs and individuals To know the forward contracts booked and cancelled by SMEs and individuals Quarterly
131 Commodity hedging (No format) To know about permission given by ADs Category-I to listed corporates to hedge prices of commodities importedexported in overseas commodity exchanges Yearly
132 Commodity hedging (No format) To know about permission given by ADs Category-I to listed corporates to hedge prices of select metals and ATF in overseas commodity exchanges Monthly
133 Remittances under RDA (E-statement) To know the amount received under RDA Quarterly
134 Vostro list List of Vostro accounts YearlyAs and when account is opened
135 List of officesbranches maintaining (Rupee and ACU Dollar) accounts of non-resident banks and list of Vostro accounts List of officesbranches maintaining (Rupee and ACU dollar) accounts of non-resident banks and list of Vostro accounts Yearly
136 XOS statement Details of overdue export - bills outstanding for more than 6 months and value above USD 25000 Half-yearly
137 BEF statement Bill of entry not received - for value USD 1 lakh and above Half-yearly
138 Advance remittance for import of rough diamonds aboveequal to USD 5 Million Advance remittance for import of rough diamonds aboveequal to USD 5 Million RBI2006-2007278A P (DIR Series) Circular No 34 Half-yearly
139 Statement on guarantees LOULOC Guarantees letter of undertakingletter of comfort issued Quarterly
140 Form ODI (Part I to IV) Form ODI (Part I to IV) As and when occasion arises
141 ESOP reporting ESOP reporting Yearly
142 Investment by mutual fund in overseas securities Investment by mutual fund in overseas securities Monthly
143 Reporting of portfolio investments by Indian companies Reporting of portfolio investments by Indian companies Monthly
144 FII weekly FII inflow and outflow Weekly
145 Liberalised Remittance Scheme of USD 200000 for resident individuals Liberalised Remittance Scheme of USD 200000 for resident individuals Monthly
146 Details of remittances made by NRO account Remittances made out of NRO accounts up to 1 million USD per calendar year - Facilities to NRIsPIOs and foreign nationals - liberalisation Quarterly
147 List of equity and convertible debentures (LECNRI) Statement of purchases sales of shares debentures made on behalf of NRIs persons of Indian origin under portfolio investment scheme Daily
148 List of equity and convertible debentures (LECFII) Statement of purchases sales of shares debentures made on behalf of FIIs under portfolio investment scheme Daily
149 Statement of inflow outflow on account of remittance received made in connection with transfer of shares convertible debentures by way of sale Statement of inflow outflow on account of remittance received made in connection with transfer of shares convertible debentures by way of sale Monthly
150 Inflowoutflow on account of high net worth individuals (IOFHNI) Inflowoutflow on account of high net worth individuals (IOFHNI) Monthly
151 Market value of FIIs Market value of FIIs Monthly
152 Market value of FVCI Market value of FVCI Monthly
153 Statement regarding sale through stock exchanges of shares bonds debentures by Authorised Dealers acquired by NRIs OCBs under the direct investment scheme Statement regarding sale through stock exchanges of shares bonds debentures by Authorised Dealers acquired by NRIs OCBs under the direct investment scheme Yearly
154 Reporting of derivativescurrency swap transactions Reporting of derivativescurrency swap transactions Weekly
155 FLM - 8 (sale and purchase of foreign currency) FLM - 8 (sale and purchase of foreign currency) Monthly
156 OCB return Monitoring of disinvestments by OCB Monthly
157 Statement of deferred credit from ROs Statement of deferred credit from ROs Quarterly
158 Import of gold by EOUs units in SEZEPZ and nominated agencies Import of gold Monthly
159 Statement of commodity hedging - domestic transactions Statement submitted by AD Category I on the domestic hedging - domestic transactions done by corporates Monthly
160 Booking of forward contract on past performance basis Data on forward contracts booked on the basis of past performance bank as a whole Monthly
161 EBW statement Export bills written-off during the half year Half-yearly
162 Data on facilities to NRIPIOS foreign nationals-liberalization Details of persons with Indian origin Quarterly
163 Monitoring of overseas borrowing Monitoring of overseas borrowing Monthly
164 Special Fortnightly Return ( SFR IIID) Issue of certification of deposits Fortnightly
165 Special Fortnightly Return ( SFR IIIF) Investment in commercials papers Fortnightly
166 Statement of chest slips Slips received from currency chests indicate deposits and withdrawals of cash from currency chests on day-to-day basis This helps to arrive at the daily closing balance of currency chests (Submitted online through ICCOMS daily) Daily
167 Statement of link offices These are received by Issue Department from link offices of banks concerned and show currency transfer position of banks The current account of the banks concerned are deleted and credited based on these statements (Submitted online through ICCOMS daily) Daily
168 Statement showing details of counterfeit bank notes detected by the branch during the month The return comprises of two parts -(i) Denomination-wise and StateUnion Territory-wise details of forged notes detected by the branch(ii) Details of cases of FIR filed with police Monthly
169 Special Fortnightly Return ( SFR VIII) Balances held abroad and loan in foreign currency Fortnightly
170 Special Fortnightly Return-II Monitoring of daily CRR balances Fortnightly
171 Special Fortnightly Return-VI-AB Lending rates for various bank groups Fortnightly
172 Special Fortnightly Return-VI-B Monitoring deposits rates of scheduled commercial banks Fortnightly
173 Special Quarterly-VI-A Outstanding sub-BPRL of scheduled commercial banks Quarterly
174 Special Quarterly-VI-AC Monitoring lending rates of scheduled commercial banks Quarterly
175 Basic Statistical Returns-3 Monitoring of bank credit against sensitive commodities Monthly
176 Quick Return on industry - wise bank credit (QIBC) Analyzing trends in industry -wise bank credit Monthly
177 Sector-wise and industry-wise deployment of bank credit (SIBC) Analyzing trends in sector- wise and industry-wise bank credit Monthly
178 Exports credit refinance return Monitoring limits and utilization of export credit refinance Fortnightly
179 Supplementary return on daily SLR Supplementary return on daily SLR Fortnightly
180 Special Fortnightly Return ( SFR IIIC) Money market operations-particulars of interbank participations (IBP) Fortnightly
181 PMRY monthly progress report Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending Monthly
182 PMRY quarterly progress report Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount of which sanctioned and disbursed to SCST women disabled and physically handicapped Quarterly
183 PMRY subsidy utilisation statement PMRY subsidy Quarterly
184 Progress report on SGSY Contains State-wise return with targets applications received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SGSY scheme Monthly Press Release 2010-2011206
185 Progress report on SJSRY Contains State-wise Return with Targets application received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SJSRY scheme Monthly
186 Progress report on SRMS Contains State-wise return with targets application received loans sanctioned accounts and amount loans disbursed accounts and amount applications returned rejected and pending under SRMS scheme Monthly
187 Swarna-Jayanti Gram Swarozgar Yojana (SGSY) - Progress report Progress report of states with state code giving details of applications received up to the previous month during current month and up to the month Loans disbursed to individuals SHGs women disabled Applications received and pending for decision Applications rejected Quarterly
188 Direct agriculture advances recovery Direct agriculture advances recovery Yearly
189 Credit flow to micro small and medium enterprise Position of lending to SME sector -segmentation of advances by specific customer categories (SSI units tiny sectors medium enterprises) Quarterly
190 Debt restructuring mechanism for SMEs - status report Analysis of schemes for debt restructuring considered during quarter for eligible loans Quarterly
191 Position of loans outstanding without collateral security to tiny sector units composite loans sanctioned under the single window scheme Collateral free loans up to Rs 25 lakh to micro enterprises composite loan up to Rs1 crore Quarterly
192 Return on financing under cluster approach Cluster based lending Half-yearly
193 Statement showing the particulars of specialised SME branches operationalised Performance of specialised SME branches Yearly
194 Rehabilitation of sick SSI units Rehabilitation of sick SSI units Yearly
195 Operationalisation of RIDF Operationalisation of RIDF Yearly
196 Interest rate on agriculture loan Interest rate on agriculture loan Half-yearly
197 Half yearly ad-hoc data on priority sector advances as on last reporting Friday Contains outstanding accounts and amount (total as well as under SCST) in various parameters (approx 30) Half-yearly
198 Statement of priority sector advances Outstandings under direct and indirect agriculture total priority sector and weaker section as on last reporting Friday Quarterly
199 Statement of advances to agriculture Statement of advances to agriculture Monthly
200 State-wise data on balance outstanding on priority sector advances as on last reporting Friday of March State-wise outstanding accounts and balance (Total outstanding SC outstanding and ST outstanding separately) under various parameters (approx 50) of priority sector advances Yearly
201 Return on SCST beneficiaries under priority sector advances as on last reporting Friday of March and September Outstanding accounts and balance (SC and ST separately) under various parameters (approx 16) of priority sector advances Half-yearly
202 Statement on DRI Scheme as on last reporting Friday of March Disbursements demand recovery overdues and outstandings under various parameters (approx 8) Yearly
203 Special Return no 1 of RBI (Annual) State-wise return on annual disbursement (July to June) under direct agriculture and allied activities and balance outstanding as on last reporting Friday Yearly
204 Special Return no 2 of RBI (Annual) State-wise return (July to June) on demand recovery overdues and outstandings of direct finance to agriculture (short term loans and term loans separately) Yearly
205 Special Return no 3 of RBI (Annual) State-wise return (July to June) on disbursal of advances under various parameters (approx 40) of priority sector and SCST separately Yearly
206 Provision of credit to agriculture and debt relief to farmers - progress report Provision of credit to agriculture and debt relief to farmers - progress report Monthly
207 Quarterly report on lending to women Quarterly report on lending to women Quarterly
208 Monitoring report on convening of DLRC meetings on quarterly basis Monitoring report on convening of DLRC meetings on quarterly basis Quarterly
209 Progress report on new 20 Point programme Progress report on new 20 Point programme Yearly
210 Target under SACP (district wise break up) Contains lead district-wisenon-lead district-wiseregion-wiseState-wise disbursement under agriculture SSI and OPS alongwith target and achievement position under SACP scheme Yearly
211 Target under ACP (district wise break up) Contains lead district-wisenon-lead district-wiseregion-wiseState-wise disbursement under agriculture SSI and OPS along with target and achievement position under ACP scheme Yearly
212 Statement showing sector-wise achievements Sector-wise achievements under ACP in lead districts with name of the StateUTCircles no of districts agriculture and allied activities small scale industries services Quarterly
213 Priority sector advances sanctioned to members of specified minority communities vis-agrave-vis overall priority sector advances Priority sector advances sanctioned to members of specified minority communities vis-agrave-vis overall priority sector advances Half-yearly
214 29 Column statement for SSI performance 29 column statement for SSI performance Half-yearly
215 PMRY recovery and overdue statement State wise position of outstanding demand recovery overdue and per cent of recovery with number of accounts and amount in PMRY Quarterly Half-yearly
216 SJSRY recovery statement SJSRY recovery statement Half-yearly
217 SGSY recovery statement SGSY recovery statement Half-yearly
218 SRMS recovery statement SRMS recovery statement Half-yearly
219 KCC scheme BKCC cards issued under PAIS State-wise cards issued and amount sanctioned under crop loans and under term loans separately amount sanctioned under PAIS scheme of Kisan Credit cards Quarterly
220 Performance under special agricultural credit plan Disbursements under various parameters (approx 12) of direct and indirect agriculture (total small and marginal farmers and agricultural labourers separately) Half-yearly
221 ACP targets and achievements ACP targets and achievements - bank-wise Half-yearly
222 Education loan and housing loan Education loan and housing loan Half-yearly
223 Foreign banks advances to priority sectors Foreign banks advances to priority sectors Yearly
The Reserve Bank of India has replaced four returns with one reducing the number of returns to be submitted by banks to 222 from the earlier 225
Now banks can file a new Special Monthly Return VI AB which was introduced in July 2010 They will not have to submit the following four returns
i) Special Fortnightly Return VI AB
ii) Special Fortnightly Return VI B
iii) Special Quarterly Return VIA
iv) Special Quarterly Return VI AC
These returns are listed at serial nos 171 to 174 of lsquolist of returns to be submittedrsquo published in the press release dated August 14 2008
The new special return has to be submitted monthly within 15 days from the end of the relevant month The list of 225 returns was published in the press release dated January 20 2009
Alpana Killawala
Chief General Manager
Press Release 2010-2011206
The Reserve Bank of India has today clarified that scheduled commercial banks have to file the returns Statements showing interest rates of commercial banks for credit limits over Rs 2 lakh and IBS-reporting of derivatives transactions Consequently the number of returns banks have to submit to the Reserve Bank of India will be 225
It may be recalled that the Reserve Bank of India had in its press release dated August 14 2008 announced that it would be introducing eXtensible Business Reporting Language (XBRL) based filing of returns As part of XBRL implementation the Reserve Bank had also rationalised the number of returns banks needed to submit to the Reserve Bank reducing them from 291 to 223 It had prepared and published two lists of returns ndash one list of returns to be submitted to the Reserve Bank and the other list of returns not to be submitted to the Reserve Bank It had also asked banks not to submit those returns which were enumerated in the list of returns not to be submitted
Alpana Killawala
Chief General Manager
Page 11: Regulatory reporting by banks to rbi

AnnexureList of Statistical Returns to be submitted to the Reserve Bank of India under the

Basic Statistical Returns (BSR) System

Sr Name Scope of the Return Frequency To be Procedure for forwardingNo of the prepared the Return to the Reserve

Return by Bank of India1 BSR-1A All borrowal accounts with credit Annual as All The branchesoffices of the

limits over Rs2 lakhs are to be on 31st branches banks should forward the BSR-individually listed along with March offices of 1A and BSR-1B returns togetherparticulars of district and population banks and also BSR-2 to theirgroup of the place of utilisation type RegionalHead Offices Theof account organisation RegionalHead Offices of theoccupation nature of borrowal banks should forward theseaccount asset classification rate returns after preliminaryof interest credit limit and amount scrutiny and rectification ofoutstanding in respect each loan or errors if any to the Directoradvance RegionalCentral Office

Department of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia at the centres ChennaiDelhiKolkata Mumbai with two

BSR-1B All borrowal accounts with credit -do- -do- months from the referencelimits of Rs2 lakhs and less are to date In the case of banksbe classified according to submitting data on magneticoccupation and aggregate figures media they should get thefor each occupation should be sample printout of data blocksfurnished in a consolidated form for verified from the respectiveeach branch Regional Offices of Reserve

Bank of India and forward theBSR-2 Category-wise number of staff -do- -do- edited data tapes with proper

number of accounts and amount external labels of Bankingoutstanding according to type of Statistics Division at Mumbaideposits and classification of all term under advice to the concerneddeposits according to maturity Regional Office of Reservebroad interest rate ranges and size Bank of India within fourof deposits months from the reference

date

2 BSR-3 Bankrsquos advance against security of Monthly as Head Office Head Offices of banks shouldselected sensitive commodities on the last of banks collect information from

Friday of branches which account for 80-every 85 of advances and themonth consolidated return should be

sent to the Adviser-in-ChargeMonetary Policy DepartmentReserve Bank of India CentralOffice Bldg Mumbai 400 001

3 BSR-4 Ownership pattern of deposits Annual on The The selected branchesofficessample selected will forward the returns to thebasis as on sample RegionalHead Offices The31st March branches RegionalHead Offices will send

offices of the returns to the Director

banks RegionalCentral OfficeDepartment of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia ChennaiDelhiKolkataMumbai within two monthsfrom the reference date

5 BSR-5 Pattern of Investment of bank in Annual as The Head To be forwarded to the DirectorCentral and State Government on 31st Offices of Banking Statistics DivisionSecurities Other Trustee March banks DESACS Central OfficeSecurities shares etc Reserve Bank of India Mumbai

within two months from thereference date

6 BSR-6 Survey of Debits to Deposit Quinque- The The selected branchesofficesAccounts nnial on selected will forward the returns to the

sample sample RegionalHead Offices Thebasis for branches RegionalHead Offices will sendApril-March offices of the returns to the Directorof the year banks RegionalCentral Office

Department of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia ChennaiDelhiKolkataMumbai within two monthsfrom the reference date

7 BSR-7 Quarterly survey on Aggregate Quarterly Branch- To be forwarded to the DirectorDeposits and Gross Bank Credit as on the wise Banking Statistics Division

31st March information DESACS Central Officeand last to be Reserve Bank of India MumbaiFriday of prepared within one month from theJune by Head reference dateSeptember Offices ofand the banksDecemberof the year

Partho
File Attachment
List of Statistical Returns to be submitted to the Reserve Bank of India under the Basic Statistical Returnspdf

Sheet1

Sheet2

Sheet3

NPA Analysis V10swf

MBD001388A2NPA Analysis V10swf

Partho
File Attachment
NPASxls
Disclosures under Pillar 3 (Market Discipline) in terms of New Capital Adequacy Framework (Basel II) of Reserve Bank of India
NPAs RECOVERIES
Qtr - 1 Qtr - 2 Qtr - 3 Qtr - 4 Qtr - 1 Qtr - 2 Qtr - 3 Qtr - 4
Gross NPAs 65551 52094 49182 35900 Recoveries 18106 19169 16077 15129
Substandard 27437 20629 19620 15246 Substandard 10034 5123 7587 6387
Doubtful -1 15118 14041 13878 9705 Doubtful -1 4010 6865 5556 3145
Doubtful -2 14280 10588 9360 5955 Doubtful -2 2403 1145 1908 3386
Doubtful -3 7486 5765 5368 4462 Doubtful -3 1429 5765 834 2109
Loss 1230 1071 956 532 Loss 230 271 192 102
Gross NPAs Break-up Region wise Recoveries Break-up Region wise
North 17779 13059 14008 9876 North 4977 5451 4363 4289
Substandard 6850 5203 5408 4015 Substandard 2509 1579 2176 1803
Doubtful -1 3879 3299 3376 2578 Doubtful -1 1234 1767 1578 992
Doubtful -2 4570 2647 3637 1532 Doubtful -2 809 307 351 847
Doubtful -3 2071 1541 1342 1516 Doubtful -3 357 1798 208 601
Loss 409 369 245 235 Loss 068 000 050 046
South 17543 15378 13017 10349 South 5007 4799 3812 3764
Substandard 7501 6934 4908 4557 Substandard 2976 1276 1897 1459
Doubtful -1 4234 3562 4678 3209 Doubtful -1 1098 1908 1209 723
Doubtful -2 3565 3003 1586 1389 Doubtful -2 593 286 397 1021
Doubtful -3 1922 1623 1543 1038 Doubtful -3 299 1254 309 527
Loss 321 256 302 156 Loss 041 075 000 034
East 16094 11876 12101 8840 East 5091 4818 4362 3301
Substandard 8023 4593 5272 3590 Substandard 3177 1198 2033 1528
Doubtful -1 3601 2908 3470 2461 Doubtful -1 976 1761 1389 786
Doubtful -2 2309 2587 1797 1673 Doubtful -2 601 350 683 965
Doubtful -3 1809 1456 1365 1029 Doubtful -3 254 1441 209 000
Loss 352 332 197 087 Loss 083 068 048 022
West 14135 11781 10056 6835 West 3031 4101 3540 3775
Substandard 5063 3899 4032 3084 Substandard 1372 107 1481 1597
Doubtful -1 3404 4272 2354 1457 Doubtful -1 702 1429 138 644
Doubtful -2 3836 2351 234 1361 Doubtful -2 400 202 477 553
Doubtful -3 1684 1145 1118 879 Doubtful -3 519 1272 108 981
Loss 148 114 212 054 Loss 038 128 094 000
Net NPAs 3639 22345 21699 20009
Advances
Gross Advances 30631 31008 34635 30684
Net advances 30325 37242 39453 46533
NPA Ratios
Gross NPA to Gross Advances 214 168 142 117
Net NPA to Net Advances 120 060 055 043
Movement of NPAs (Gross)
Opening Gross NPA 62903 56946 53088 40375
Additions to Gross NPAs 20754 14317 12271 10654
Reductions to Gross NPAs 18106 19169 16077 15129
Closing Balance of Gross NPAs 65551 52094 49182 35900
Movement of NPA Provisions
Opening Balance of NPA Provisions held 34844 31259 30640 26443 Gross Profit 109293 132330 139704 142122
Provisions made during the period 15681 12395 10751 9875 Net Profit 78701 80123 86745 90837
Write-offs during the period (Loss) 1000 800 764 430
Write-back of excess provisions during the period 000 000 000 000
Closing Balance of NPA Provisions 49525 42854 40627 35888
Amount of Non-performing Investments (gross) 558 538 434 318
Amount of Provisions held for Non-performing Investments 558 538 434 318
Net NPAs = Gross NPA ndash (Balance in Interest Suspense account + DICGCECGC claims received and held pending adjustment + Part payment received and kept in suspense account + Total provisions held)
NPA Dashboard
To see the dashboard do the following
1 Right Click on the box
2 Click on Package Object
3 Click on Activate Contents
Page 12: Regulatory reporting by banks to rbi

banks RegionalCentral OfficeDepartment of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia ChennaiDelhiKolkataMumbai within two monthsfrom the reference date

5 BSR-5 Pattern of Investment of bank in Annual as The Head To be forwarded to the DirectorCentral and State Government on 31st Offices of Banking Statistics DivisionSecurities Other Trustee March banks DESACS Central OfficeSecurities shares etc Reserve Bank of India Mumbai

within two months from thereference date

6 BSR-6 Survey of Debits to Deposit Quinque- The The selected branchesofficesAccounts nnial on selected will forward the returns to the

sample sample RegionalHead Offices Thebasis for branches RegionalHead Offices will sendApril-March offices of the returns to the Directorof the year banks RegionalCentral Office

Department of StatisticalAnalysis and ComputerServices Reserve Bank ofIndia ChennaiDelhiKolkataMumbai within two monthsfrom the reference date

7 BSR-7 Quarterly survey on Aggregate Quarterly Branch- To be forwarded to the DirectorDeposits and Gross Bank Credit as on the wise Banking Statistics Division

31st March information DESACS Central Officeand last to be Reserve Bank of India MumbaiFriday of prepared within one month from theJune by Head reference dateSeptember Offices ofand the banksDecemberof the year

Partho
File Attachment
List of Statistical Returns to be submitted to the Reserve Bank of India under the Basic Statistical Returnspdf

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Sheet3

NPA Analysis V10swf

MBD001388A2NPA Analysis V10swf

Partho
File Attachment
NPASxls
Disclosures under Pillar 3 (Market Discipline) in terms of New Capital Adequacy Framework (Basel II) of Reserve Bank of India
NPAs RECOVERIES
Qtr - 1 Qtr - 2 Qtr - 3 Qtr - 4 Qtr - 1 Qtr - 2 Qtr - 3 Qtr - 4
Gross NPAs 65551 52094 49182 35900 Recoveries 18106 19169 16077 15129
Substandard 27437 20629 19620 15246 Substandard 10034 5123 7587 6387
Doubtful -1 15118 14041 13878 9705 Doubtful -1 4010 6865 5556 3145
Doubtful -2 14280 10588 9360 5955 Doubtful -2 2403 1145 1908 3386
Doubtful -3 7486 5765 5368 4462 Doubtful -3 1429 5765 834 2109
Loss 1230 1071 956 532 Loss 230 271 192 102
Gross NPAs Break-up Region wise Recoveries Break-up Region wise
North 17779 13059 14008 9876 North 4977 5451 4363 4289
Substandard 6850 5203 5408 4015 Substandard 2509 1579 2176 1803
Doubtful -1 3879 3299 3376 2578 Doubtful -1 1234 1767 1578 992
Doubtful -2 4570 2647 3637 1532 Doubtful -2 809 307 351 847
Doubtful -3 2071 1541 1342 1516 Doubtful -3 357 1798 208 601
Loss 409 369 245 235 Loss 068 000 050 046
South 17543 15378 13017 10349 South 5007 4799 3812 3764
Substandard 7501 6934 4908 4557 Substandard 2976 1276 1897 1459
Doubtful -1 4234 3562 4678 3209 Doubtful -1 1098 1908 1209 723
Doubtful -2 3565 3003 1586 1389 Doubtful -2 593 286 397 1021
Doubtful -3 1922 1623 1543 1038 Doubtful -3 299 1254 309 527
Loss 321 256 302 156 Loss 041 075 000 034
East 16094 11876 12101 8840 East 5091 4818 4362 3301
Substandard 8023 4593 5272 3590 Substandard 3177 1198 2033 1528
Doubtful -1 3601 2908 3470 2461 Doubtful -1 976 1761 1389 786
Doubtful -2 2309 2587 1797 1673 Doubtful -2 601 350 683 965
Doubtful -3 1809 1456 1365 1029 Doubtful -3 254 1441 209 000
Loss 352 332 197 087 Loss 083 068 048 022
West 14135 11781 10056 6835 West 3031 4101 3540 3775
Substandard 5063 3899 4032 3084 Substandard 1372 107 1481 1597
Doubtful -1 3404 4272 2354 1457 Doubtful -1 702 1429 138 644
Doubtful -2 3836 2351 234 1361 Doubtful -2 400 202 477 553
Doubtful -3 1684 1145 1118 879 Doubtful -3 519 1272 108 981
Loss 148 114 212 054 Loss 038 128 094 000
Net NPAs 3639 22345 21699 20009
Advances
Gross Advances 30631 31008 34635 30684
Net advances 30325 37242 39453 46533
NPA Ratios
Gross NPA to Gross Advances 214 168 142 117
Net NPA to Net Advances 120 060 055 043
Movement of NPAs (Gross)
Opening Gross NPA 62903 56946 53088 40375
Additions to Gross NPAs 20754 14317 12271 10654
Reductions to Gross NPAs 18106 19169 16077 15129
Closing Balance of Gross NPAs 65551 52094 49182 35900
Movement of NPA Provisions
Opening Balance of NPA Provisions held 34844 31259 30640 26443 Gross Profit 109293 132330 139704 142122
Provisions made during the period 15681 12395 10751 9875 Net Profit 78701 80123 86745 90837
Write-offs during the period (Loss) 1000 800 764 430
Write-back of excess provisions during the period 000 000 000 000
Closing Balance of NPA Provisions 49525 42854 40627 35888
Amount of Non-performing Investments (gross) 558 538 434 318
Amount of Provisions held for Non-performing Investments 558 538 434 318
Net NPAs = Gross NPA ndash (Balance in Interest Suspense account + DICGCECGC claims received and held pending adjustment + Part payment received and kept in suspense account + Total provisions held)
NPA Dashboard
To see the dashboard do the following
1 Right Click on the box
2 Click on Package Object
3 Click on Activate Contents
Page 13: Regulatory reporting by banks to rbi

Sheet1

Sheet2

Sheet3

NPA Analysis V10swf

MBD001388A2NPA Analysis V10swf

Partho
File Attachment
NPASxls
Disclosures under Pillar 3 (Market Discipline) in terms of New Capital Adequacy Framework (Basel II) of Reserve Bank of India
NPAs RECOVERIES
Qtr - 1 Qtr - 2 Qtr - 3 Qtr - 4 Qtr - 1 Qtr - 2 Qtr - 3 Qtr - 4
Gross NPAs 65551 52094 49182 35900 Recoveries 18106 19169 16077 15129
Substandard 27437 20629 19620 15246 Substandard 10034 5123 7587 6387
Doubtful -1 15118 14041 13878 9705 Doubtful -1 4010 6865 5556 3145
Doubtful -2 14280 10588 9360 5955 Doubtful -2 2403 1145 1908 3386
Doubtful -3 7486 5765 5368 4462 Doubtful -3 1429 5765 834 2109
Loss 1230 1071 956 532 Loss 230 271 192 102
Gross NPAs Break-up Region wise Recoveries Break-up Region wise
North 17779 13059 14008 9876 North 4977 5451 4363 4289
Substandard 6850 5203 5408 4015 Substandard 2509 1579 2176 1803
Doubtful -1 3879 3299 3376 2578 Doubtful -1 1234 1767 1578 992
Doubtful -2 4570 2647 3637 1532 Doubtful -2 809 307 351 847
Doubtful -3 2071 1541 1342 1516 Doubtful -3 357 1798 208 601
Loss 409 369 245 235 Loss 068 000 050 046
South 17543 15378 13017 10349 South 5007 4799 3812 3764
Substandard 7501 6934 4908 4557 Substandard 2976 1276 1897 1459
Doubtful -1 4234 3562 4678 3209 Doubtful -1 1098 1908 1209 723
Doubtful -2 3565 3003 1586 1389 Doubtful -2 593 286 397 1021
Doubtful -3 1922 1623 1543 1038 Doubtful -3 299 1254 309 527
Loss 321 256 302 156 Loss 041 075 000 034
East 16094 11876 12101 8840 East 5091 4818 4362 3301
Substandard 8023 4593 5272 3590 Substandard 3177 1198 2033 1528
Doubtful -1 3601 2908 3470 2461 Doubtful -1 976 1761 1389 786
Doubtful -2 2309 2587 1797 1673 Doubtful -2 601 350 683 965
Doubtful -3 1809 1456 1365 1029 Doubtful -3 254 1441 209 000
Loss 352 332 197 087 Loss 083 068 048 022
West 14135 11781 10056 6835 West 3031 4101 3540 3775
Substandard 5063 3899 4032 3084 Substandard 1372 107 1481 1597
Doubtful -1 3404 4272 2354 1457 Doubtful -1 702 1429 138 644
Doubtful -2 3836 2351 234 1361 Doubtful -2 400 202 477 553
Doubtful -3 1684 1145 1118 879 Doubtful -3 519 1272 108 981
Loss 148 114 212 054 Loss 038 128 094 000
Net NPAs 3639 22345 21699 20009
Advances
Gross Advances 30631 31008 34635 30684
Net advances 30325 37242 39453 46533
NPA Ratios
Gross NPA to Gross Advances 214 168 142 117
Net NPA to Net Advances 120 060 055 043
Movement of NPAs (Gross)
Opening Gross NPA 62903 56946 53088 40375
Additions to Gross NPAs 20754 14317 12271 10654
Reductions to Gross NPAs 18106 19169 16077 15129
Closing Balance of Gross NPAs 65551 52094 49182 35900
Movement of NPA Provisions
Opening Balance of NPA Provisions held 34844 31259 30640 26443 Gross Profit 109293 132330 139704 142122
Provisions made during the period 15681 12395 10751 9875 Net Profit 78701 80123 86745 90837
Write-offs during the period (Loss) 1000 800 764 430
Write-back of excess provisions during the period 000 000 000 000
Closing Balance of NPA Provisions 49525 42854 40627 35888
Amount of Non-performing Investments (gross) 558 538 434 318
Amount of Provisions held for Non-performing Investments 558 538 434 318
Net NPAs = Gross NPA ndash (Balance in Interest Suspense account + DICGCECGC claims received and held pending adjustment + Part payment received and kept in suspense account + Total provisions held)
NPA Dashboard
To see the dashboard do the following
1 Right Click on the box
2 Click on Package Object
3 Click on Activate Contents
Page 14: Regulatory reporting by banks to rbi

Sheet2

Sheet3

NPA Analysis V10swf

MBD001388A2NPA Analysis V10swf

Partho
File Attachment
NPASxls
Page 15: Regulatory reporting by banks to rbi

Sheet3

NPA Analysis V10swf

MBD001388A2NPA Analysis V10swf

Partho
File Attachment
NPASxls