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F116
vi. Securitisation exposures deducted from capital (March 31, 2013)
` in billion
Exposure type1Exposures deducted
entirely from
Tier-1 capital
Credit enhancing
interest-only strips
deducted from
total capital2
Other exposures
deducted from
total capital3
Vehicle/equipment loans - - 2.92
Home and home equity loans - 0.74 5.06
Personal loans - - 1.55
Corporate loans - - 1.47
Mixed asset pool - 0.01 8.59
Total - 0.75 19.59
1. Includes direct assignments in the nature of sell-downs.
2. Includes subordinate contribution amount deducted from capital.
3. Includes credit enhancements (excluding interest only strips). Credit enhancements have been stated at gross levels and
not been adjusted for their utilisation. The amounts are net of provisions.
e. Details of securitisation exposures in the trading book
i. Aggregate amount of exposures securitised for which the Bank has retained some exposures subject
to market risk (March 31, 2013)
` in billion
Exposure type Total1
Vehicle/equipment loans -
Home and home equity loans 1.53
Personal loans -
Corporate loans -
Mixed asset pool -
Small enterprise loans -
Micro credit -
Total 1.53
1. The amounts represent the outstanding principal at March 31, 2013 for securitisation deals.
BASEL II – PILLAR 3 DISCLOSURES (CONSOLIDATED)
at March 31, 2013