ICICI Bank 2008 Annual Report Download - page 180

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F106
d. Break-up of total outstanding exposures securitized by exposure type (March 31, 2008)
Rupees in million
Exposure type Amount1
Vehicle / equipment loans 117,976.9
Home & home equity loans 36,023.8
Personal loans 51,806.3
Corporate loans 13,273.9
a. Deals originated in current year where the Bank does not have any
retained exposure 3,300.0
b. Deals originated in current year where the Bank has retained exposure
and deals originated prior to current year 9,973.9
Total 219,080.9
1. The amounts represent the outstanding principal as on March 31, 2008 for securitisation deals.
e. (i) Amount of impaired / past due assets securitized
The Bank has not securitized any impaired / past due assets.
(ii) Break-up of securitisation losses by exposure type
Rupees in million
Exposure type Fiscal 2008
Vehicle / equipment loans 115.0
Home & home equity loans —
Personal loans 409.6
Corporate loans —
Total 524.7
f. Break-up of aggregate amount of securitisation exposures retained or purchased by exposure type1
Rupees in million
Exposure type March 31, 2008
Vehicle / equipment loans 37,645.9
Home & home equity loans 55,620.6
Personal loans 24,090.0
Corporate loans 8,705.0
Mixed asset pool 34,870.2
Total 160,931.7
1. Securitisation exposures, include, but are not restricted to, securities, liquidity facilities, other commitments and
credit enhancements such as interest only strips, cash collateral accounts and other subordinated assets.
g. (i) Risk weight bands break-up of aggregate amount of securitisation exposures retained or
purchased
Rupees in million
Risk weight bands March 31, 2008
Less than 100% 93,864.2
100% 39,511.2
More than 100% 701.6
Total 134,077.0
BASEL II – Pillar 3 Disclosures (Consolidated)
1P-less_(Pillar).indd 1061P-less_(Pillar).indd 106 6/20/08 4:53:08 PM6/20/08 4:53:08 PM