ICICI Bank 2011 Annual Report Download - page 189
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F111
d. Details of securitisation exposures in the banking book
I. Total outstanding exposures securitised and the related unrecognised gains/(losses) (March 31, 2011)
` in billion
Exposure type Outstanding1Unrecognised
gains/(losses)
Vehicle/equipment loans 0.62 0.01
Home and home equity loans 12.56 —
Personal loans — —
Corporate loans 3.39 —
Mixed asset pool — —
Total 16.57 0.01
1. The amounts represent the total outstanding principal at March 31, 2011 for securitisation deals and include direct
assignments in the nature of sell-downs. Credit enhancements and liquidity facilities are not included in the above
amounts. During the year ended March 31, 2011, the Bank had not securitised any assets as an originator.
ii. Break-up of securitisation gains/(losses) (net)
` in billion
Exposure type Year ended
March 31, 20111
Vehicle/equipment loans (4.35)
Home and home equity loans 0.09
Personal loans (1.25)
Corporate loans 0.05
Mixed asset pool (0.03)
Total (5.49)
1. The amounts include gain amortised during the year and expenses relating to utilisation of credit enhancements.
iii. Assets to be securitised within a year at March 31, 2011
` in billion
Amount
Amount of assets intended to be securitised within a year —
Of which:
Amount of assets originated within a year before securitisation
n.a.
iv. Securitisation exposures retained or purchased (March 31, 2011)
` in billion
Exposure type1On-balance sheet Off-balance sheet Total
Vehicle/equipment loans 4.89 9.32 14.21
Home and home equity loans 18.25 0.17 18.42
Personal loans 8.16 5.52 13.68
Corporate loans 3.92 8.72 12.64
Mixed asset pool 6.95 10.23 17.18
Total 42.17 33.96 76.13
1. Securitisation exposures include but are not restricted to liquidity facilities, other commitments and credit enhancements
such as interest only strips, cash collateral accounts and other subordinated assets as well as direct assignments in the
nature of sell-downs. The amounts are net of provisions. Credit enhancements have been stated at gross levels and not
been adjusted for their utilisation. Utilised portion of unfunded credit enhancements have been disclosed under off-
balance sheet exposures at March 2011.
BASEL II – PILLAR 3 DISCLOSURES (CONSOLIDATED)
at March 31, 2011