ICICI Bank 2013 Annual Report Download - page 195

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F117
ii. Securitisation exposures retained or purchased (March 31, 2013)
` in billion
Exposure type1On-balance
sheet
Off-balance sheet Total
Vehicle / equipment loans 47.64 - 47.64
Home & home equity loans 13.60 - 13.60
Personal loans - - -
Corporate loans 0.09 - 0.09
Mixed Asset 0.72 - 0.72
Small enterprise loans 6.28 - 6.28
Micro credit 2.31 - 2.31
Total 70.64 - 70.64
1. Securitisation exposures include PTCs originated by the Bank as well as PTCs purchased in case of third party originated
securitisation transactions.
iii. Risk weight bands break-up of securitisation exposures retained or purchased and the related capital
charge (March 31, 2013)
` in billion
Exposure Capital charge1
<100% risk weight 69.75 1.43
100% risk weight - -
>100% risk weight - -
Total 69.75 1.43
1. Represents capital required to be maintained at 9.00% as per RBI guidelines.
vi. Securitisation exposures deducted from capital (March 31, 2013)
` in billion
Exposure type Exposures deducted
entirely from
Tier-1 capital
Credit enhancing
interest-only strips
deducted from
total capital
Other exposures
deducted from
total capital1
Vehicle/equipment loans - - -
Home and home equity loans - - 0.26
Personal loans - - -
Corporate loans - - -
Mixed asset pool - - 0.73
Small enterprise loans - - -
Micro credit - - -
Total - - 0.99
1. PTCs originated by the Bank whose external credit ratings are at least partly based on unfunded support provided by the
Bank have been treated as unrated and deducted from the capital funds at their book values.
BASEL II – PILLAR 3 DISCLOSURES (CONSOLIDATED)
at March 31, 2013