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Banks GNPA ratio may decline from 10.8% in September 2018 to 10.3% in March 2019: RBI Financial Stability Report

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Capital Market
Last Updated : Dec 31 2018 | 7:50 PM IST

GNPA ratio of both public and private sector banks showed a half-yearly decline for the first time since March 2015

The Reserve Bank of India released the eighteenth issue of the Financial Stability Report (FSR), which indicated that the asset quality of banks showed an improvement with the gross non-performing assets (GNPA) ratio of SCBs declining from 11.5% in March 2018 to 10.8% in September 2018. Under the baseline scenario, GNPA ratio may decline from 10.8% in September 2018 to 10.3% in March 2019. Credit growth of scheduled commercial banks (SCBs) has improved between March 2018 and September 2018, driven largely by private sector banks (PVBs).

The net non-performing assets (NNPA) ratio also registered a decline during the period. In a sign of possible recovery from the impaired asset load, the GNPA ratio of both public and private sector banks showed a half-yearly decline, for the first time since March 2015, the financial year-end prior to the launch of Asset Quality Review (AQR).

The restructured standard advances (RSAs) ratio steadily declined in September 2018 to 0.5% following the withdrawal of various restructuring schemes in February 2018. This suggested increasing shift of the restructured advances to NPA category.

Provision coverage ratio (PCR) of all SCBs was higher in September 2018 as compared to March 2018, with improvements noticed for both PSBs and PVBs.

The capital to risk-weighted assets ratio (CRAR) of SCBs declined marginally from 13.8% in March 2018 to 13.7% in September 2018. CRAR of PSBs declined from 11.7% to 11.3%. There was a marginal decline in Tier I leverage ratio of the SCBs between March and September 2018.

Among the broad sectors, the asset quality of industry sector improved in September 2018 as compared to March 2018 whereas that of agriculture and retail sectors deteriorated. The improvement in asset quality of industry sector was marked by a reduction in fresh slippages in September 2018. Among the sub-sectors within industry, stressed advances ratios of 'mining', 'food processing' and 'construction' sectors have increased in September 2018 as compared to March 2018.

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Share of large borrowers in SCBs' total loan portfolios and their share in GNPAs was at 54.6% and 83.4% respectively at the end of September 2018. Top 100 large borrowers accounted for 16.0% of gross advances and 21.2% of GNPAs of SCBs. In the large borrower accounts, proportion of funded amount outstanding with any signs of stress (including SMA-0, 1, 2, restructured loans and NPAs) has come down from 30.4% in March 2018 to 25.4% in September 2018

Under the baseline scenario, the GNPA ratio of all SCBs may come down from 10.8% in September 2018 to 10.3% by March 2019. Among the bank groups, PSBs' GNPA ratio may decline from 14.8% in September 2018 to 14.6% by March 2019 under baseline scenario, whereas PVBs' GNPA ratio may decline from 3.8% to 3.3% in March 2019. FBs' GNPA ratio under baseline scenario might decline from 3.6% to 3.1% in March 2019.

Under the assumed baseline macro scenario, system level CRAR is projected to come down to 12.9% in March 2019. Further deterioration of CRAR is projected under severe stress scenario.

As many as eight PSBs under prompt corrective action framework (PCA PSBs) may have CRAR below the minimum regulatory level of 9% by March 2019 without taking into account any further planned recapitalisation by the government. Together with these, a total of 9 banks may have CRAR below 9% under baseline scenario. However, if macroeconomic conditions deteriorate, ten out of eleven PCA PSBs may record CRAR below 9% under severe macro stress scenario. Together with these banks, 13 banks may have CRAR below 9% (Chart 2.9b).

Under baseline scenario, CET 1 capital ratio may decline from 10.4% in September 2018 to 10.0% in March 2019. Five banks, all PCA PSBs, may have common equity CET 1 capital ratio below minimum regulatory required level of 5.5% by March 2019. Under severe stress scenario, the system level CET 1 capital ratio may decline to 9.3% by March 2019. Seven SCBs, including 6 PCA PSBs and one non-PCA PSB may have CET1 ratio below 5.5% by March 2019.

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First Published: Dec 31 2018 | 7:29 PM IST

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