ICICI Bank 2008 Annual Report Download - page 181

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F107
(ii) Break-up of securitisation exposures deducted from capital by exposure type
Rupees in million
Exposure type
Exposures
deducted entirely
from Tier-1 capital1,4
Credit enhancement
(interest only)
deducted from total
capital2,4
Other exposures
deducted from
total capital3,4
Vehicle / equipment loans — 1,417.0 6,419.3
Home & home equity loans — 338.7 1,855.9
Personal loans — 302.9 6,357.9
Corporate loans — 0.0 0.0
Mixed assets — 704.4 9,458.8
Total — 2,762.9 24,092.0
1. This includes gain on sale of assets.
2. Includes subordinate contribution amount deducted from capital.
3. Includes credit enhancements and capital deducted on PTCs originated by ICICI Bank as well as devolved PTCs &
PTCs purchased in case of third party originated securitisation transactions.
4. The figures exclude direct assignments.
h. (i) Total number and book value of loan assets securitised – by type of underlying assets
Rupees in million, except number of loans securitised
Fiscal 2007 Fiscal 2008
Underlying asset type Total number
of loan assets
securitised
Total book value
of loan assets
securitised
Total number
of loan assets
securitised
Total book value
of loan assets
securitised
Vehicle / equipment loans 1,389,623 95,466.0 585,779 83,341.6
Home & home equity loans — — — —
Personal loans 94,759 11,146.6 564,147 54,210.4
Corporate loans 16 9,400.0 5 3,300.0
Total 1,484,398 116,012.5 1,149,931 140,852.0
h. (ii) Summary of securitisation activity
Rupees in million
Fiscal 2007 Fiscal 2008
Sale consideration received for the securitised assets 116,500.6 142,470.4
Net gain/(loss) on account of securitisation1(65.5) 168.2
1. Excludes unamortized gain.
h. (iii) Summary of form and quantum of services provided
Rupees in million
March 31, 2007 March 31, 2008
Outstanding credit enhancement 25,014.4 44,860.6
– Funded 16,816.0 15,705.0
– Non-funded 8,198.4 29,155.6
Outstanding liquidity facility 4,361.0 7,740.8
Net outstanding servicing asset/(liability) (371.4) 1,355.4
Outstanding subordinate contributions 8,604.2 11,798.2
BASEL II – Pillar 3 Disclosures (Consolidated)
1P-less_(Pillar).indd 1071P-less_(Pillar).indd 107 6/20/08 4:53:11 PM6/20/08 4:53:11 PM