kotak risk management
TRANSCRIPT
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8/12/2019 Kotak Risk Management
1/17
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8/12/2019 Kotak Risk Management
2/17
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8/12/2019 Kotak Risk Management
3/17
BE PRUDENT.BE SIMPLE. FINANCIAL HIGHLIGHTSCONSOLIDATED
FINANCIAL STATEMENTS
BASEL II (PILLARR 3) DISCLOSURES
BANK REPORTS AND STATEMENTS
quity capital
KMBL +a" a%+$i&! "+a& #a'ial $ A 700.00 #$& #$'i"i,/ 800000000 &%i "+a&" $ A 9 &a#+. A" $, 31" Ma#+ 2013 KMBL +a"
i""%&! "%"#i&! a,! 'ai!-%' &%i #a'ial $ A 353.31 #$& #$,"i%i,/ 57002 ,%& $ &%i "+a&" $ A 9 &a#+. KMBL "+a&"
a& li"&! $, +& Nai$,al S$#* E:#+a,/& a,! +& B$a S$#* E:#+a,/&. T+& GDR" i""%&! KMBL a& li"&! $, L%:&$%/ S$#*E:#+a,/&. D%i,/ +& &a KMBL +a" al"$ all$&! &%i "+a&" $ &'l$&&" %,!& i" E'l$&& S$#* O'i$, Pla,. T+& '$4i"i$," $ +&
C$'a,i&" A# 19 a,! $+& a''li#al& la" a,! &/%lai$," /$4&, +& i/+" a,! $li/ai$," $ +& &%i "+a& #a'ial $ KMBL.
Details of pper /ier II and 0oer /ier II Capital
G$%' +a" i""%&! !& i,"%&," +a $ a 'a $ Ti& II #a'ial. T+& &" a,! #$,!ii$," +a a& a''li#al& $ +&"& i,"%&," #$'l i+
+& "i'%la&! &/%la$ &%i&&,". T+& %''& Ti& II$,!" +a4& a, $i/i,al a%i $ 19 &a" i+ #all $'i$, a& 10 &a". T+& i,&&" $,
%''& Ti& II$,!" i" 'aal& a,,%all. T+& %''& Ti& II !& i,"%&," +a4& a "&'-%' #la%"& $, i,&&" 'a&, a,/i,/ %' $ 90 '".
pper /ier II capital
A i, #$&
Date of Allot!ent Date of 2ede!ption 2ate of Interest A!ount
22-Ma-05 19-%,-22 LIBOR 199 ' ill 19-%,-2015LIBOR 299 ' ill 19-%,-2022
277.28@
30-A%/-05 30-A%/-22 E.E9B 31.00
30-A%/-05 30-A%/-22 E.E9B 9.00
5-S&'-05 5-S&'-22 10.30 100.00
/otalpper /ier II capital 3'.-'
@ USD 79 illi$, #$,4&&! $ INR A 97.289 $ a US D$lla ('&4aili,/ &:#+a,/& a& a" $, 31" Ma#+ 2013).
Su#ordinated De#t
T+& l$& Ti& II S%$!i,a&! $,!" i""%&! Ba,* +a4& a, $i/i,al a%i &&&, 9 $ 19 &a". T+& l$& Ti& II S%$!i,a&! $,!" i""%&!
a "%"i!ia +a4& a, $i/i,al a%i &&&, $ 10.9 &a" a,! i,&&" $, +&"& l$& Ti& II #a'ial i,"%&," i" 'aal& a,,%all.
A i, #$&
Date of Allot!ent Date of 2ede!ption 2ate of Interest A!ount
2-O#-07 2-A'-13 0 '" $4& 1 &a&,#+a*
i&l! 5 !a a4&a/& INBMK "& i,
a!4a,#&
10.00
2-N$4-07 2-Ma-13 5.90B 90.00
8-N$4-07 8-Ma-13 5.90B 15.20
8-N$4-07 8-Ma-13 0 '" $4& 1 &a&,#+a*
i&l! 5 !a a4&a/& INBMK "& i,
a!4a,#&
0.90
15-N$4-07 15-Ma-13 5.90B 1.00
1-%,-09 1-%,-19 5.89B 3.70
2-%,-09 2-%,-19 5.50B 2.0
2-S&'-09 2-S&'-195.90B
22.003-O#-09 3-O#-19 5.90B 19.00
29-O#-09 29-O#-19 5.90B 3.00
1-%,-0 1-%,-1 8.E0B 18.00
1-%,-0 1-%,-1 8.E0B 17.0
17-N$4-0 17-A' -15 E.10B 10.00
17-N$4-0 17-A' -15 E.10B 10.00
20-N$4-0 20-A' -15 E.10B 2.10
20-N$4-0 20-A' -15 E.10B 9.00
-D-0 -Ma-15 E.00B 90.00
29-a,-05 29-A'-15 E.90B 7.90
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8/12/2019 Kotak Risk Management
4/17
KOTAK MAHINDRA BANK LIMITED
Date of Allot!ent Date of 2ede!ption 2ate of Interest A!ount
29-a,-05 29-A'-15 E.90B 9.00
-F&-05 -Ma-15 E.90B 5.10
21-F&-05 21-Ma-15 E.90B 2.30
21-F&-05 21-Ma-15 E.90B 1.00
1-Ma-05 1-Ma-15 10.19 0.00
-%l-05 -Ma-18 10.29 10.80
-%l-05 -Ma-18 10.29 29.00
23-O#-05 23-A'-13 10.89 .70
23-O#-05 23-A'-18 11.10 1.10
27-O#-05 27-A'-13 10.89 2.90
5-F&-08 5-A%/-18 10.00 8.10
5-F&-08 5-A%/-18 10.00 9.0
1-F&-08 1-A%/-18 10.00 0.80
2-F&-08 2-A%/-18 10.00 0.50
3-Ma-08 3-S&'-18 10.00 0.70
19-Ma-08 13-N$4-18 10.00 28.0
23-%,-08 23-D-18 10.00 5.90
23-%,-08 30-D-18 11.00 8.0
17-%l-08 17-a,-1 11.00 0.90
31-Ma-10 30-N$4-20 10.10 22.00
2-%,-10 30-N$4-20 10.10 3.00
30-A%/-10 30-A%/-15 10.10 12.00
5-A'-11 5-A'-21 E.31B 190.00
31-Ma-11 22-D-15 10.50 9.00
31-Ma-11 22-%,-21 10.90 15.10
30-%,-11 30-%,-21 10.90 18.90
19-a,-13 13-a,-23 10.90 29.00
/otalsu#ordinated de#t 7-.4
a. A!ount of /ier I and /ier II Capital
A i, #$&
A!ount
(a) /ier I Capital
Pai!-%' "+a& #a'ial 353.31
R&"&4&" a,! S%'l%" &:#l%!i,/ a,"lai$, a,! i,4&"&, &"&4& 17975.27
Deductions5
I,4&"&, i, 'ai!-%' #a'ial $ "%"i!iai&" 6 a""$#ia&" (90) 10.7
I,a,/il& a""&" $+& +a, G$$!ill 288.03
G$$!ill 3.72
et /ier I Capital 14643'.4
() T$al&li/il& Ti& II Ca'ial 33.37
(#) D& i,"%&," &li/il& $ i,#l%"i$, i, U''& Ti& II Ca'ial
T$ala$%, $%"a,!i,/ 380.28
O +i#+ ai"&! !%i,/ +& #%&, i,a,#ial &a -
A$%, &li/il& $ & *$,&! a" #a'ial 380.28
(!) S%$!i,a&! !& &li/il& $ i,#l%"i$, i, Ti& II #a'ial
T$ala$%, $%"a,!i,/ 592.70
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8/12/2019 Kotak Risk Management
5/17
BE PRUDENT.BE SIMPLE. FINANCIAL HIGHLIGHTSCONSOLIDATED
FINANCIAL STATEMENTS
BASEL II (PILLARR 3) DISCLOSURES
BANK REPORTS AND STATEMENTS
A!ount
O +i#+ ai"&! !%i,/ +& #%&, i,a,#ial &a 0.00
A$%, &li/il& $ & *$,&! a" #a'ial 993.0
(&) G&,&al P$4i"i$," a,! l$"" &"&4&" 29.90
() I,4&"&, &"&4& 71.10
Deductions5
I,4&"&, i, 'ai!-%' #a'ial $ "%"i!iai&" 6 a""$#ia&" (90) 10.7
et /ier II Capital 1648.3
#. /otaleli%i#le capital as at 31st +arc" -13
A i, #$&
A!ount
Ti& I Ca'ial 17738.7
Ti& II Ca'ial 107.30
/otaleli%i#le Capital 164'7.7
3. Capital Adequacy
I, a##$!a,#& i+ +& /%i!&li,&" $ +& R&"&4& Ba,* $ I,!ia +& G$%' +a" a!$'&! "a,!a!i"&! a''$a#+ $ #&!i i"* a"i# i,!i#a$
a''$a#+ $ $'&ai$,al i"* a,! "a,!a!i"&! !%ai$, a''$a#+ $ a*& i"* $ #$'%i,/ #a'ial a!&%a#.
A" '& li#&,"& #$,!ii$," +& Ba,* i" &%i&! $ ai,ai, i,i% #a'ial $ 10 '&, $ i" i"*-&i/+&! a""&". U,!& +& Ba"&l I /%i!&li,&"
Ba,* i" &%i&! $ ai,ai, a l&a" 90 a" Ti& I Ca'ial. A" '& +& RBI Ba"&l II /%i!&li,&" %,!& NCAF0 Ba,*;" a& &,#$%a/&! $ ai,ai,
i,i% Ti& I Ca'ial ai$ $ C.0B.
I, &" $ RBI /%i!&li,&" $, N& Ca'ial A!&%a# Fa&$* (NCAF)0 Ca'ial i" &%i&! $ & ai,ai,&! a +& +i/+& $ Ba"&l II i,i%
#a'ial &%i&&, $ 80 $ +& i,i% #a'ial &%i&&, #$'%&! %,!& +& Ba"&l I a&$*. F$ +& &a &,!&! 31" Ma#+ 2013 +&
i,i% #a'ial &%i&! $ & ai,ai,&! +& Ba,* a" '& Ba"&l II /%i!&li,&" i" +i/+& +a, +a &%i&! a 80 $ +& #a'ial &%i&&,"
%,!& Ba"&l I /%i!&li,&". T+& Ba,* +a" $*&! $% CARa"&! $, Ba"&l-I a,! Ba"&l-II /%i!&li,&" a,! CAR i" a$4& +& &/%la$ i,i% l&4&l $
10B.
Approac" to Capital Adequacy Assess!ent to support #usiness acti&ities
T+& !i4&"ii&! %"i,&"" a#i4ii&" &%i& +& G$%' $ i!&,i &a"%& a//&/a& a,! a,a/& i"*" &i4&l a,! $ all$#a& #a'ial a$,/ i"%"i,&""&" a''$'ia&l. T+& i"* a,a/&&, a&$* la" &'+a"i" $, +& G$%';" i"* '+il$"$'+ '$'& $/a,i"ai$,al "%#%& i"*a,! &a! ala,#& a,! i" "%''$&! !&!i#a&! $,i$i,/ a,! i"* &a"%i,/ +a,i". T+& K& i"*" +& G$%' i" &:'$"&! $ a& C&!iRi"* Ma*& Ri"*0 I,&&" Ra& Ri"*0 Li2%i!i Ri"* a,! O'&ai$,al i"*.
Basic principles and ris9 and capital !ana%e!ent
T+& Ba,* %,!&a*&" "$%,! i"* a,a/&&, i, a#+i&4i,/ i"'%'$"& $i4&" a,! "a&/i&". T+& B$a! $ Di$" a''$4&" i"* a''&i& $+& Ba,*. T+& a''$4&! i"* a''&i& "&" +& $%,!ai&" $ i"* a*i,/. P&$a,#& a/ai," a''$4&! Ri"* A''&i& i" &4i&&! '&i$!i#all +& Ri"* Ma,a/&&, C$i&& a,! +& B$a!. D&4&l$'&, $ +& i"* "a&/ a,! i"* a''&i& i" a, $,/$i,/ '$#&"" a,! i" a"&! $, 'a"&:'&i&,#& a,! %%& 'la,". T+& i"* "a&/ i" #$,"i"&, i+ +& B$a!;" $4&all i"* $l&a,#& a,a/&&,;" &:'&i"& i, &a#+ %"i,&"" %,ia,! +& $al i,a,#ial a$%, +a +& Ba,* i"'&'a&! $ 'la#& a i"* $ l$"" (#a'ial a i"*).
T+& Ma,a/&&, C$i&& '$4i!&" $4&all i"* a,a/&&, "%'&4i"i$, $ +& #$,"$li!a&! G$%' a" a +$l&. Jai$%" i"* #$i&&"
,a&l Ri"* Ma,a/&&, C$i&& A""& Lia3ili Ma,a/&&, C$i&& (ALCO)0 C&!i C$i&& Fi" Ti& A%!i C$i&& I,$ai$,
S%i C$i&& &4i& "'ii# i"* a&a" a,! "%'&4i"& +& a#i4ii&" $ &,&'i"& i!& i"* a,a/&&,.
O+& #a'ial a!&%a# a""&""&, a"'"?
K T+& Ba,* "%''l&&," +& Ca'ial A!&%a# #$'%ai$, '&$i,/ "&"" &"" a"&! $, S#&,ai$" a''$4&! i" Ri"* Ma,a/&&,
C$i&& $ a""&"" +$ i" %"i,&""&" '&$ %,!& "&"" #$,!ii$,". T+&"& &"" +&l' +& Ba,* $ !&"i/, a''$'ia& i"* &"'$,"& )$
&& "&""&! #$,!ii$,". D%i,/ +& &a a& #$,"i!&i,/ +& &"%l" $ +& "&"" &"" a,! *& "&,"ii4ii&" #a'ial a!&%a# '$"ii$, $ +&
Ba,* i" a$4& &/%la$ a,! i,&,al a/& #a'ial ai$".
K T+&Ba,*+a"a, ICAAPP$li#)+a)#$4&"PillaIIi"*".D%i,/+& &a +& Ba,*'&'a&! i"a,,%alICAAP$%#$&a,! a"&ll#a'iali&!
$ #$4& Pilla I Pilla II i"*".
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8/12/2019 Kotak Risk Management
6/17
- KOTAK MAHINDRA BANK LIMITED
Capital require!ents for &arious ris9 cate%ories as at 31st +arc" -13
A i, #$&
Ite!s A!ount
(a) Ca'ial &%i&&," $ #&!i i"*
P$$li$" "% $ "a,!a!i"&! a''$a#+ 5328.57
S%ii"ai$, &:'$"%&" -
() Ca'ial &%i&&," $ a*& i"*
U"i,/ "a,!a!i"&! !%ai$, a''$a#+
I,&&" a& i"* 27.70
F$&i/, &:#+a,/& i"* (i,#l%!i,/ /$l!) 20.00
E%i '$"ii$, i"* 303.7
(#) Ca'ial &%i&&," $ $'&ai$,al i"*
M&a"%&! %"i,/ a"i# i,!i#a$ a''$a#+ 823.03
T$al #a'ial &%i&! a 10B 0.81
T$al#a'ial %,!" $ +& G$%' 19785.5
T$ali"* &i/+&! a""&" 08.05
Capital adequacy ratio 17.-)
Computed as per "asel IIuidelines
4. Credit 2is9
C&!i i"* ai"&" a" a &"%l $ ail%& $ %,illi,/,&"" $, 'a $ #%"$& $ #$%,&'ai&"; $ %lil +&i #$,a#%al $li/ai$,". T+&"& $li/ai$,"
ai"& $ +$l&"al& &ail a!4a,#&" a,! $ ala,#& "+&& i&". C&!i i"*" al"$ &a,a& $ i,4&"&, a,! a!i,/ '$$li$ a $ i""%&
i"* i, !& 'a'& "&l&&, i"* $, OTC a!&" a,! !$,/a!& i"* $, ,$, SLR i,4&"&," a,! OTC #$,a#".
C&!i i"* i" a,a/&! i, +& Ba,* +$%/+ #$i&&" +a a''$4& #&!i a,! a, &,&'i"& i!& i"* a,a/&&, a&$* +i#+ "&" $%
'$li#i&" a,! '$#&!%&" #$4&i,/ +& &a"%&&, a,! a,a/&&, $ #&!i i"*.
T+& Ba,*;" #&!i '$li#i&" a,! '$#&"" ,$&" ai#%la& +& #&!i i"* "a&/ $ +& Ba,* a,! +&& +& a''$a#+ $ #&!i $i/i,ai$, a''$4al
a,! ai,&,a,#&. T+&"& '$li#i&" !&i,& +& Ba,*;" $4&all #&!i "a,#i$, #i&ia i,#l%!i,/ +& /&,&al &" a,! #$,!ii$,". T+& '$li#i&" 6
'$#&""&" /&,&all a!!&"" "%#+ a&a" a" a/& a*&" 6 #%"$& "&/&,ai$, %aliai4&-%a,iai4& a""&""&, 'aa&&" '$$li$ i:
'%!&,ial &:'$"%& #&ili,/" #$,#&,ai$, lii" "%#%& $ lii" a''$4al a%+$ii&" &:#&'i$, &'$i,/ ""& '%!&,ial a##$%,i,/ a,!
'$4i"i$,i,/ ,$" . T+& a*& #$/,i"a,#& $'%!&, a,! '&4al&, a,*i,/ 'a#i#&" &l&4a, &/%la$ &%i&&," ,a%& a,! #$'l&:i
$ +& Ba,*;" a#i4ii&" a*& !,ai#" .
T+& Ba,*;" #&!i &:'$"%& i" 'iail #a&/$i"&! i,$ &ail a,! +$l&"al& $$&". R&ail &:'$"%& i" $"l l$a," $ i,!i4i!%al" a,! "all
%"i,&""&". T+&"& a & a""& a#*&! $ $, %,"%&! a"i". +$l&"al& $$&" a& i,&,all #a&/$i"&! a" &l$,/i,/ $ #$'$a& i!-
a*&" a,! i,a,#ial i,"i%i$,al /$%'. R&ail #&!i l&,!i,/ i" la/&l !&,ali"&! a,! a"&! $, '&!&i,&! 'aa&&" a,! a,a/&! +$%/+
'$!%# !&i,ii$, a,! '$$li$ $,i$i,/. +$l&"al& #&!i &:'$"%&" a& a,a/&! +$%/+ #&!i a''ai"al a, i,!&'&,!&, #&!i i"* &a
a,! '$" "a,#i$, $,i$i,/.
Credit ris9 !ana%e!ent processes
C&!i i"* a,a/&&, i" a, i,&/al 'a $ +& a,a/&&, a,! /$4&,a,#& '$#&"" i+i, +& Ba,*. T+& Ba,* $#%"&" $, &,"%i,/ +a #&!i
i"* a*i,/ i" i, li,& i+i, a''$4&! '$li#i&" +il& &&i,/ i"*-&a! $i4&". T+& Ba,* &:'" $ a#+i&4& i" &a,i,/" $i4&" a,! $ "ai"
i" #%"$&"; ,&&!" +il& ai,ai,i,/ a "$%,! '$$li$. C&!i &:'$"%&" a& a,a/&! +$%/+ a/& a*& i!&,ii#ai$, a''$'ia& #&!i
a''$4al '$#&""&" '$"-!i"%"&&, $,i$i,/ a,! &&!ial a,a/&&, '$#&!%&". P&i$!i# '$$li$ &4i& #l&a i!&,ii#ai$, $ &al
a,i,/ "i/,al" a,! '$' a#i$, $, +& l&/al a,! $4& $, &,"%& a +&al+ #&!i '$$li$. Ti&l a,! i,-!&'+ &"&a#+ $, i,!%"i&"
a,! "$" &,"%& +a %,!" a& !i&! $ '$"ii4& $%l$$* "$". A!4&"& !&4&l$'&," i, "$" a& a#*&! $ a#ilia& i&l a#i$,". T+&Ba,* al"$ #$,"a,l &4i&" i" #$,#&,ai$, a#$"" $$&" /$%'" '$$li$ "&/&," /&$/a'+ a%i "$" a,! ai,/". T+i" +&l'"
+& Ba,* ai,ai, a &ll !i4&"ii&! '$$li$. T+& Ba,* +a" al"$ '% i, 'la#& a ai,/ a"&! a''$4al ai: $ "a,#i$,i,/ +$l&"al& l$a,".
ature of reportin%and !easure!ent syste!s
C&!i Rai,/ i" a, i,&/al 'a $ +& l&,!i,/ !i"i$,. T+& Ba,* +a" a $ "#al& i,&,al ai,/ $!&l $ +$l&"al& &:'$"%&" +a a""i/,"
$li/$ ai,/" a#ili ai,/". T+& ai,/ $!&l i" #a'al& $ ai,/ la/& a,! &&/i,/ #$'$a&" a!&" $*&" NBFC"0 R&al E"a& #li&,"
a,! "&4i#& "$ #li&,". Rai,/" a& "%''$&! i,a,#ial a,al"i" a,! #$i,&! i+ C&!i H&a!;"%!/&, $ ai4& a +& i,al ai,/ $ a
$$& 6 #$%,&'a. T+& Ba,* %"&" a, 18 '$i, "#al& $ /a!& $$&".
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8/12/2019 Kotak Risk Management
7/17
BE PRUDENT.BE SIMPLE. FINANCIAL HIGHLIGHTSCONSOLIDATED
FINANCIAL STATEMENTS
BASEL II (PILLARR 3) DISCLOSURES
BANK REPORTS AND STATEMENTS
T+& $li/$ ai,/ '$4i!&" a, &"ia& $ +& '$aili $ !&a%l $ +& $$& i, +& ,&: &a. T+& $li/$ ai,/ i" i,!&'&,!&, $ +& '&
6 ,a%& $ a#ilii&" a,! #$lla&al" $&&!. T+& $li/$ ai,/ #$,"i"" $ %a,iai4& a,! %aliai4& a#$" a,! i,#l%!&" a""&""&, $ #%"$&;"
i,a,#ial '$"ii$, i,!%" i, +i#+ +& $$& $'&a&"%"i,&"" a,a/&&, i"*".
T+& a#ili ai,/" a*& i,$ a##$%, "%#%i,/ &a%&" $ "'ii# a#ilii&" a,! +& #$lla&al" $&&!. T+& a#ili ai,/ '$4i!&" a, &"ia& $+& l$"" /i4&, !&a%l $ +& a#ili (LGD).
T+& '$!%# $ +& Oli/$ ai,/ (PD) a,! Fa#ili ai,/ (LGD)'$4i!&" a, &"ia& $ +& E:'&! l$"" a/ai," &a#+ a#ili.
T+& ai,/ $!&l i" &i,/ %+& &,+a,#&! $ /i4& &%i&! i,'%" $ &"ia& P$aili $ D&a%l (PD") a,! L$"" Gi4&, D&a%l (LGD")a"&! $,
+& Ba,*;" $, &:'&i&,#&.
T+& Ba,* +a" "$,/ /$4&,a,#& $, +& ai,/ $!&l" a,! a&$* $ #+a,/&" $ +& $!&l $ &,+a,#&&,". P&$a,#& $ +& i,&,al
ai,/ $!&l i" &4i&&! '&i$!i#all.
O, +& &ail "i!& +& a,* +a" '$#&""&" $ i"* a""&""&, $ &ail l$a, &:'$"%&". T+& Ba,* i" #$,"a,l i'$4i,/ +& %ali $ $i/i,ai$,
+$%/+&& %,!&"a,!i,/ $ i" '$$li$ a,! i'$4&! %,!&ii,/ "a,!a!". P$$li$ !&li,%&,# &,!" a& $,i$&! '&i$!i#all.
T+& Ba,* +a" a !&i,&! "&"" &"i,/ '$li# +a la" !$, +& a&$* $ "&"" &"i,/. O, C&!i Ri"* +& a&$* #$4&" C$'$a& a"
&ll a" R&ail '$$li$ a,! +& '$$li$" a& "&""&! $, a''$4&! "#&,ai$" $ a""&"" +& i'a# $ "&"" #$,!ii$," $, '$iaili a,! #a'iala!&%a#. T+& "&"" &"" a& '&$&!'&i$!i#all a" '& +& '$li# /%i!&li,&" a,! &"%l" $ +&"& "&"" &"" a& 'la#&! $ +& RMC B$a!.
C$,#&,ai$, $ #&!i i"* ai"&" +&, a ,%& $ $li/$" a& &,/a/&! i, "iila a#i4ii&" $ $'&a& i, +& "a& /&$/a'+i#al a&a" $&l$,/
$ +& "a& i,!%" "$. T+& i"* a''&i& $ +& Ba,* a,!a&" a &ll-!i4&"ii&! '$$li$ a,! +& Ba,* $'&a&" i+i, B$a! a''$4&! lii"
i, i" l$a, '$$li$ +a #$4& Oli/$ #$,#&,ai$, G$%' #$,#&,ai$, S%"a,ial &:'$"%&" S$ I,!%" #$,#&,ai$, U,"%&!
l&,!i,/. T+&"& lii" a& $,i$&!'&i$!i#all a,! &'$&! $ "&,i$ a,a/&&,. A""&""&, $ #&!i #$,#&,ai$, i"* i" 'a $ +& Ba,*
ICAAP.
T+& Ba,* '&'a&" i" i"* '$il& $, a '&i$!i# a"i" a,! $,i$" +& l&4&l $ #&!i i"* (L$ 6 M$!&a& 6 Hi/+) a,! !ii$, $ #+a,/& i, #&!i
i"* (i,#&a"i,/ 6 !&a"i,/ 6 "al&) a +& '$$li$ l&4&l $, a &/%la a"i". T+& i"* '$il& i" &'$&! $ +& "&,i$ a,a/&&, a,! +& B$a!.
Credit 2is9 +ana%e!ent Principles
T+& Ba,* &a"%&" a,! a,a/&" i" #&!i i"* a"&! $, +& $ll$i,/ 'i,#i'l&"?
: T+& &:&,"i$, a,! &,&al $ a, #&!i a#ili $ a 'ai#%la $$& &%i&" #&!i a''$4al a +& a''$'ia& a%+$i l&4&l. T+&
a''$4al a%+$ii&" '$li# i,!i#a&" +& "a,#i$,i,/ a%+$ii&" a,! +& ai,/ $$l +&l'" +& a%+$ii&" i, "%#+ !i"i$,".
K T+&a''$4al$alllii")$#$%,&'ai&""+$%l!& i,li,&i++& #$'$a&!i'$li#a,! #&!ii"*ii/ai$,'$li#$+&a,*.S%#+
a''$4al "+$%l! /&,&all & i+i, +& Ba,*;" '$$li$ /%i!&li,&" a,! #&!i "a&/i&".
K T+&!i$+i,&""$$$&"i"&/%lal&4i&&!a,! $,i$&!. C%"$&"i+&&/i,/#&!i'$l&"a& i!&,ii&!&ala,!
#la""ii&! a##$!i,/l. R&&!ial a#i$, i" i,iia&! '$'l $ i,ii"& +& '$&,ial l$"" $ +& a,*.
Definition and classification of non;perfor!in% assets (PA)
T+& Ba,* #la""ii&" i" a!4a,#&" i,$ '&$i,/ a,! ,$,-'&$i,/ a!4a,#&" i, a##$!a,#& i+ &:a, RBI /%i!&li,&".
ANPA i" !&i,&! a" a l$a, $ a, a!4a,#& +&&
K I,&&"a,! 6 $ i,"all&, $ 'i,#i'al &ai, $4&!%& $ a '&i$! $ $& +a, 0 !a" i, &"' $ a & l$a,
K T+&a##$%, &ai," $% $ $!&; < i, &"' $ a, $4&!a 6 #a"+ #&!i (OD6CC) a,!
K T+&ill &ai," $4&!%& $ a '&i$! $ $& +a, 0 !a" i, +& #a"& $ ill"'%#+a"&! a,! !i"#$%,&!.
$ut of $rder
A, a##$%, "+$%l! & &a&! a" $% $ $!&; i +& $%"a,!i,/ala,#& &ai," #$,i,%$%"l i, &:#&"" $ +& "a,#i$,&! lii 6 !ai,/ '$&
$ a #$,i,%$%"'&i$! $ 0 !a". I, #a"&" +&& +& $%"a,!i,/ ala,#& i, +& 'i,#i'al $'&ai,/ a##$%, i" l&"" +a, +& "a,#i$,&! lii 6
!ai,/ '$& % +&& a& ,$ #&!i" #$,i,%$%"l $ 0 !a" a" $, +& !a& $ ala,#& "+&& $ #&!i" a& ,$ &,$%/+ $ #$4& +& i,&&"
!&i&! !%i,/ +& "a& '&i$! +&"& a##$%," "+$%l! & &a&! a" $% $ $!&;.
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4 KOTAK MAHINDRA BANK LIMITED
$&erdue
A, a$%, !%& $ +& a,* %,!& a, #&!i a#ili i" $4&!%&; i i i" ,$ 'ai! $, +& !%& !a& i:&! +&a,*.
F%+& NPA" a& #la""ii&! i,$ "%-"a,!a! !$%%l a,! l$"" a""&" a"&! $, +& #i&ia "i'%la&! RBI. A "%-"a,!a! a""& i" $,& +i#+
+a" &ai,&! NPA $ a '&i$! l&"" +a, $ &%al $ 12 $,+". A, a""& i" #la""ii&! a" !$%%l i i +a" &ai,&! i, +& "%-"a,!a! #a&/$$ a '&i$! &:#&&!i,/ 12 $,+". A l$"" a""& i" $,& +&& l$"" +a" &&, i!&,ii&! +& Ba,* $ i,&,al $ &:&,al a%!i$" $ !%i,/ RBI
i,"'i$, % +& a$%, +a" ,$ &&, i&, $ %ll.
T+& l$a," $ "%"i!iai&" +a4& &&, #la""ii&! a" ,$,-'&$i,/ i, a##$!a,#& i+ +& /%i!&li,&" '&"#i&! +&i &"'i4& &/%la$".
/otalcredit ris9 e
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8/12/2019 Kotak Risk Management
9/17
BE PRUDENT.BE SIMPLE. FINANCIAL HIGHLIGHTSCONSOLIDATED
FINANCIAL STATEMENTS
BASEL II (PILLARR 3) DISCLOSURES
BANK REPORTS AND STATEMENTS
(i) Other industries include entities from sectors such as cotton tetiles- suar- food processin- veetable oils and vanaspati- paper andpaper
products- rubber and rubber products- cement- I%/related-ems and 0ewellery- capital mar,ets- media publication etc.
2esidual contractual !aturity #rea9;don of assets as at 31st +arc" -13
A i, #$&
+aturity Pattern Cas" and
#alances 1it"
!onetary
aut"ority
Balances 1it"
ot"er #an9s
In&est!ents Ad&ances =i
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KOTAK MAHINDRA BANK LIMITED
A!ount of non;perfor!in% loans as at 31st +arc" -13 e
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11/17
BE PRUDENT.BE SIMPLE. FINANCIAL HIGHLIGHTSCONSOLIDATED
FINANCIAL STATEMENTS
BASEL II (PILLARR 3) DISCLOSURES
BANK REPORTS AND STATEMENTS
a. D$&"i# #&!i ai,/ a/&,#i&"? CRISIL0 ICRA0 CARE a,! I,!ia Rai,/" (&"+il& FITCH I,!ia)
. I,&,ai$,al ai,/ a/&,#i&"? SP0 FITCH a,!M$$!;"
T+& Ba,* a""i/," i"* &i/+ $, +& a"i" $ L$,/ T& a,! S+$ T& ai,/ $ +& $$&. T+& i""%& 6 i""%& ai,/" $ +& ECAI;" a&
#$,"i!&&! $ +& $$&" a,! +& i"* &i/+" a& +&, !&i4&! $, a #a"& #a"& a"i" i, a##$!a,#& i+ +& %l&" lai! !$, RBI a" 'a
$ +& N& Ca'ial A!&%a# Fa&$*.
Credit e
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8/12/2019 Kotak Risk Management
12/17
' KOTAK MAHINDRA BANK LIMITED
c. 2atin% of t"e securitisation transactions5
T+& Ba,* %"&" +& ai,/" '$4i!&! &:&,al #&!i ai,/ a/&,#i&" 4i. CRISIL0 I,!ia Rai,/" (&"+il& FITCH I,!ia) ICRA a,! CARE $ +&
"%ii"ai$, $ #$'$a& l$a," a,! &ail'$$l".
d. Brea9up of t"e e
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BE PRUDENT.BE SIMPLE. FINANCIAL HIGHLIGHTSCONSOLIDATED
FINANCIAL STATEMENTS
BASEL II (PILLARR 3) DISCLOSURES
BANK REPORTS AND STATEMENTS
A%%re%ate a!ount of securitisation e
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KOTAK MAHINDRA BANK LIMITED
: Ma,a/i,/ a,! $'ii"i,/ #%&,# a,! li%i!i i"*
: P$'& $/,ii$, #la""ii#ai$, &a"%&&, a,! a##$%,i,/ $ i,4&"&,"
: C$'lia,#& i+ &/%la$ /%i!&li,&"
: O4&"i/+ $4& +& $'&ai$, a,! &:%i$, $ a*& a,"a#i$,"
Structure and or%anisation of t"e !ar9et ris9 !ana%e!ent function
T+& Ba,*;" i"* a,a/&&, a#+i%& i" $4&"&&, +& B$a! $ Di$" a,! a''$'ia& '$li#i&" $ a,a/& i"*" a& a''$4&! +&
B$a!. T+& B$a! i" i,4$l4&! i, !&i,i,/ i"* a''&i& a,! #a'ial a i"* $ +& Ba,* a a, i,&/a&! l&4&l #$4&i,/ all a#i4ii&" $ +& Ba,*.
T+& B$a! +a" al"$ !&l&/a&! $ +& G$%' H&a! - Ri"* +& &"'$,"iili $ i!!l& $i#& a,! i"* a,a/&&,. Ri"* Ma,a/&&,
!&'a&, i" &,i&l i,!&'&,!&, $ T&a"%D&'a&,.
T+& Ba,* %"&" a #$'&+&,"i4& a,/& $ %a,iai4& $$l" a,! &i#" $ $,i$i,/ a,! a,a/i,/ i"*". S$& $ +&"& $$l" a& #$$, $ a
,%& $ i"* #a&/$i&" +&&a" +& $+&" a& ail$&! $ a!!&"" +& 'ai#%la &a%&" $ "'ii# i"* #a&/$i&". B$+ i+ a 4i& $ i,/i,/
i, i"* "&,"ii4i +$%/+ '$li#i&" a,! $ !%l && +& &/%la$ &%i&&," +& Ba,* #$,i,%all a""&""&" +& a''$'ia&,&"" a,! +&
&liaili $ +& %a,iai4& $$l" a,! &i#" i, +& li/+ $ +& #+a,/i,/ i"* &,4i$,&,.
alue at 2is9
T+& Ba,* i" #$'%i,/ +& a*& i"* #a'ial #+a/& $ +& a!i,/ $$* a" '& +& "a,!a!i"&! a''$a#+ a" '& +& &/%la$;" /%i!&li,&". T$#$'l&&, +i" Ba,* al"$ #al#%la&" 4al%& a i"* $, i" '$$li$. Jal%& a i"* i" #$'%&! $ &a#+ '& $ a*& i"* i.&. i,&&" a& $&i/,
#%&,# &%i a*i,/ i,$ & +& 4ai$%" #$&lai$," &&&, +& i"* a#$". T+& JaR $!&l i" al"$ a#* &"&! $ &,"%& i" a##%a#.
T+& Ba,* /$ +& JaR $!&l 4ali!a&! a, i,!&'&,!&, &:&,al #$,"%la,.
Stress /estin%
T+& Ba,* '&i$!i#all "&""&" +& '$$li$ $ +i/+li/+ +& '$&,ial i"*" +a a ai"& !%& $ &4&," +a a& a& % 'la%"il&. T+& Ba,*
#$,!%#" 4ai$%" &"" li*& +& i'a# $ "+$#* $ $,& i"* a#$ &:&& &4&," +a a #+a,/& 4ai$%" i"* a#$" "i%la,&$%"l a,! $" #a"&
"#&,ai$ +a #a'%&" +& '$&,ial !aa/i,/ "+i i, 4ai$%" a*& i"* a#$". D%i,/ +& &a +& Ba,* a" i+i, +& i,&,al a,! &/%la$
#a'ial ai$" a& a''li,/ +& "&"" "#&,ai$". T+& "&"" &" &"%l" a,! +& "%"&%&, #a'ial &%i&&," a& 'la#&! &$& +& RMC +&
B$a! .
0iquidity 2is9
Li2%i!i i"* i" +& i"* +a +& Ba,* i" %,al& $ && i" $li/ai$," +&, +& all !%& i+$% a!4&"&l ai,/ i" i,a,#ial #$,!ii$,.
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(BMU) $ +& a,* i" &"'$,"il& $ a,a/i,/ li%i!i %,!& +& li%i!i i"* a,a/&&, a&$*. Ba,* a#i4&l a,a/&" i" li%i!i i"*
#$4&i,/ $+ a*& %,!i,/ i"* a,! a*& li%i!i i"*.
T+& Ba,* ai,ai," a !i4&"ii&! %,!i,/ '$il& i+ &'+a"i" $, %il!i,/ &ail a,#+i"& $ i,#&a"& #%"$& !&'$"i". T+& Ba,* &,"%&" )+a)
+&& i" "%i#i&, li%i!i +&a!$$ a4ailal& i,#l%!i,/ li%i! a""&" a all i&" $ a,a/& a, #$,i,/&,#.
Ba,* !,ai#all a,a/&" +& !ail %&%& $ 'a&," $a"i,/ +& %a,% a,! ii,/ $ #a"+ l$" 'i$ii"i,/ #ii#al'a&, a,"a#i$,"
a""&""i,/ +& !ai,/ '$& $ i,a!a li%i!i a#ilii&" . C$,"i!&i,/ +& i,&-!&'&,!&,#i&" +a &:i" a$,/ ""&" +i#+ a l&a! )$
li%i!i !i"l$#ai$," +a #a"#a!& %i#*l a#$"" a, ""&" &"'iall a,*" ALCO +a" "& i,&,al lii" $ i,&-a,* lia3ili (IBL)0 #all $,&
$$i,/ a,! l&,!i,/ lii".
Li%i!i i"* i" a""&""&! $ $+ "%#%al a,! !,ai# '&"'i4& a,! +& a,* %"&" 4ai$%" a''$a#+&" li*& "$#* a''$a#+ #a"+ l$
a''$a#+ "&"" &" a''$a#+ $ a""&"" li%i!i i"*.
Ba,*" %"&" "%#%al li%i!i /a' a,al"i" $ &a"%& #a"+ l$ i"a#+&" a !i&&, i& a,!" a,! a,a/& ,& %,!i,/ &%i&&,". T+&
#a"+ l$" a& %#*&&! i, !i&&, i& a,!" a"&! $, +& &"i!%al a%i $ +& #a"+ l$" $ +& '$&! &+a4i$ $ a""&" liailii&" a,!
$-ala,#& "+&& i&". T+&& a& &/%la$ a,! ALCO a''$4&! $l&a,#& lii" $ li%i!i /a'". Ba,*" al"$ a,a/&" i" li%i!i $, a !,ai#
a"i" $ "%''l&&, +& li%i!i /a' a,al"i" #a'%i,/ ,& #a"+ $%l$ $ i,l$" $ %"i,&"" %,i" #$,"i!&i,/ +&i %"i,&"" '$i$,
$ +& ,&: 3 $,+". Ba,* al"$ a""&""&" li%i!i %"i,/ "$#* a''$a#+ #$'%i,/ ai$" $ &a"%& +& &:&, $ "aili $ %,!" li%i!i
#$,#&,ai$, .
T+& Ba,*;" B$a!-a''$4&! C$,i,/&,# Li%i!i Pla, (CLP) i" a,$+& *& &l&&, $ +& Ba,*;" Li%i!i &a"%&&, a,! a,a/&&,
a&$*. CLP ai#%la&" +& a,a/&&, a#i$, 'la, $ & a!$'&! i, #a"& $ li%i!i #i"&". C$,$l R&"'$,"& T&a" a& !&"i/,a&!.
P$&,ial #$,i,/&,# li%i!i "$%#&" a& i!&,ii&!. T+& Ba,* a#i4&l %"&" a ai$-a"&! Eal a,i,/ I,!i#a$" (EI) a&$* $ a#*i,/
i'&,!i,/ li%i!i "&""&".
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BE PRUDENT.BE SIMPLE. FINANCIAL HIGHLIGHTSCONSOLIDATED
FINANCIAL STATEMENTS
BASEL II (PILLARR 3) DISCLOSURES
BANK REPORTS AND STATEMENTS
1ANNUAL REPORT 2012-13
T+& Ba,* $ll$" "#&,ai$ a"&! a''$a#+ $ Li2%i!i S&"" T&"i,/.T+&"& "#&,ai$" a""%'i$," a& &'l$&! $ &4al%a& +& i'a# $ "&""
$, +& &:i"i,/ li%i!i '$"ii$, $ +& Ba,*. Ma*& Li2%i!i Ri"* i" #$,"i!&&! +$%/+ +ai#%" $ "&ll li%i! a""&" #$,"i!&i,/ i,"%&, '&
&:'&! #+a,/& i, i,&&" a& i, li%i!i #i"i" . Ba,* al"$ a""&"" +& i'a# $, P$i a,! L$"" i, %ili"i,/ li%i!i ii/a&" (&./. "&lli,/ li%i!
a""&" a/i,al "a,! a#ili &i,a,#& +&a! $$" .) i+ a''$'ia& +ai#%" a,! i,#&a"&! #$" $ %,!i,/.
T+& a,* i" '$a#i4&l a""&""i,/ +& li%i!i %,!& "&"" #$,!ii$," %"i,/ Ba"&l III Li2%i!i Rai$ i.&. li%i!i #$4&a/& ai$ (LCR) a,! ,& "al&
%,!i,/ ai$ (NSFR). T+&"& &a"%&" +a4& &&, i,#$'$a&! a" 'a $ a,*;" i"* a''&i& !&i,ii$," a,! +&"+$l!".
ed%in% and ris9 !iti%ation
T+& Ba,* +a" !&i,&! lii" $, +& '$"ii$," +a #a, & a*&, a,! all +& %"i,&"" /$%'" a& &%i&! $ a!+&& $ +& "a&. T+& +&!/i,/
a,"a#i$," a& '&i$!i#all a""&""&! $ +&!/&! &i4&,&"" i, a##$!a,#& i+ +& a''li#al& /%i!&li,&".
+ar9et ris9 capital c"ar%e
A i, #$&
2is9 cate%ory Capital c"ar%e
I,&&" a& i"* 27.70
E%i '$"ii$, i"* 303.7
F$&i/, &:#+a,/& i"* 20.00
/otalcapital required 84'.4
Includes all entities considered for "asel II capital ade+uacy computation
8. $perational 2is9 +ana%e!ent ($2+)
T+& Ba,* a,! +& "%"i!iai&" +a4& &ll !&i,&! $'&ai$,al i"* a,a/&&, $i4&" "a&/i&" a,! /$4&,a,#& "%#%&". T+& Ba,* +a"
a #$'&+&,"i4& ORM Fa&$* +a #$4&" all a#i4ii&" a,! /$4&,a,#& "%#%& +a +&l'" a,a/& $'&ai$,al i"* &i4&l. T+$%/+
i'l&&,ai$, $ +& O'&ai$,al Ri"* Fa&$* a,! &la&! '$li#i&" %"i,&""&" a& al& $ a!$' a "%#%&! a''$a#+ $ i!&,i a""&""
a,! $,i$ O'&ai$,al Ri"* &:'$"%&" !&"i/, a''$'ia& ii/ai$, "a&/i&" a,! '$4i!& i&l a,! &i4& &'$i,/ $ Ri"* C$i&&
+& B$a!. T+& O'&ai$,al i"* a&$* i" "%''$&! '$li#i&" a,! '$#&""&" +a +&l' %"i,&"" a,a/& $'&ai$,al i"* i+i, a''$4&!
$l&a,#&" $, &+al $ i" "a*&+$l!&".
O, +& a"i" $ +& E,&'i"& i!& Ri"* Ma,a/&&,'$li# $'&ai$,al i"* '$li#i&" a& '&'a&! $ +& Ba,*. T+&"& '$li#i&" $%li,& +& ORM
/$4&,a,#& "%#%& *& i"* a""&""&, i"* $,i$i,/ a,! i"* ii/ai,/ a#i4ii&". T+& '$li# a''li&" $ all %"i,&"" li,&" i+i, +& Ba,*.
M$" G$%' &,ii&" i,#l%!i,/ +& Ba,* +a4& Ri"* Ma,a/&&, C$i&&" $ a,a/& $'&ai$,al i"*". S&'aa& "% #$i&&" al"$ &:i" i, a
& &,ii&" $ "#&&, all '$&,ial ,& a,!a&" $ '$iaili a,! $ &,"%& +a #$'lia,#& l&/al a,! &'%ai$,al i""%&" a& a!!&""&! &$&
a##&'i,/ a, a,!a&. H&,#& !&'&,!i,/ %'$, +& "i& $ +& /$%' &,i +& $'&ai$,al i"* /$4&,a,#& "%#%& i" a!&%a& $ a,a/&
a&ial $'&ai$,al i"*".
S&,i$ Ma,a/&&, i, all /$%' &,ii&" i" a#i4&l i,4$l4&! i, +& a,a/&&, $ $'&ai$,al i"* a,! i'l&&,ai$, $ +& &"'i4& ORM
Fa&$*" 6 '$li#i&". S$& /$%' &,ii&" +a4& "&'aa& $'&ai$,al i"* a,a/&&, !&'a&,. R&ai,i,/ &,ii&" a,a/& $'&ai$,al i"*
+$%/+ i,&,al #$,$l !&'a&," +a 4a i, "$'+i"i#ai$, !&'&,!i,/ %'$, +& %"i,&"" ,&&!".
T+& i,&,al #$,$l a&$* &,"%&" +a '$#&"" &la&! $'&ai$,al i"*" a& i,ii"&! a $ &/%la $,i$i,/ a,! a%!i". T+& G$%'
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8/12/2019 Kotak Risk Management
16/17
- KOTAK MAHINDRA BANK LIMITED
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8/12/2019 Kotak Risk Management
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BE PRUDENT.BE SIMPLE. FINANCIAL HIGHLIGHTSCONSOLIDATED
FINANCIAL STATEMENTS
BASEL II (PILLARR 3) DISCLOSURES
BANK REPORTS AND STATEMENTS
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