Bullet points on Concentration Risk

Result of Industry Wise Credit Concentration o HHI 148.14 Calculated using Basel-II industry wise disclosure information HHI is sum of squares of % distribution of each industry in total credit exposure o Gini coefficient 0.65 Calculated using Basel-II industry wise disclosure information o Concentration rate C1 is share of top borrower in total credit exposure of the bank C3 is aggregate share of top 3 borrowers in total credit exposure of the bank and so on Results of Concentration Risk (Single-Name) Solo Position o Calculated using Portfolio data of Large rated borrowers o Gini Coefficient of Exposure is 0.6628 which has increased over the previous year thus indicating increase in concentration o Gini Coefficient of IRB Capital is 0.6585 which also has increased over the previous year thus indicating increase in concentration PD & LGD used as per our own estimates, M Assumed to be 2.5 years o Overall portfolio remains well diversified but large rated borrowers are indicating concentrations as reflected by Gini coefficient. Region wise HHI o All circles mapped to 5 different regions o Overseas branches taken as one region o HHI then calculated as sum of square of share of each region in total credit exposure of the bank