ICICI Bank 2016 Annual Report Download - page 163
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Annual Report 2015-2016 161
Schedules
forming part of the Accounts (Contd.)
Financial Statements of ICICI Bank Limited
Outstanding credit enhancement in the form of guarantees for third party originated securitisation transactions
amounted to ` 4,089.3 million at March 31, 2016 (March 31, 2015: ` 5,530.3 million) and outstanding liquidity
facility for third party originated securitisation transactions amounted to Nil at March 31, 2016 (March 31, 2015:
Nil).
The following table sets forth, for the periods indicated, the details of provision for securitisation and direct
assignment transactions.
` in million
Particulars At
March 31, 2016
At
March 31, 2015
Opening balance 617.5 832.1
Additions during the year 141.5 –
Deductions during the year (13.7) (214.6)
Closing balance 745.3 617.5
B. The information on securitisation and direct assignment activity of the Bank as an originator as per RBI guidelines
“Revisions to the Guidelines on Securitisation Transactions” dated May 7, 2012 is given below.
a. The Bank, as an originator, had not sold any loan through securitisation during the year ended March 31,
2016 (March 31, 2015: Nil).
b. The following table sets forth, for the periods indicated, the information on the loans sold through direct
assignment.
` in million
Sr.
no. Particulars At
March 31, 2016
At
March 31, 2015
1No of SPVs sponsored by the bank for securitisation transactions ––
2Total amount of assets sold through direct assignment during the year ––
3Total amount of exposures retained by the Bank to comply with
Minimum Retention Requirement (MRR) ––
a) Off-balance sheet exposures
First loss ––
Others ––
b) On-balance sheet exposures
First loss ––
Others 47.8 59.6
4 Amount of exposure to securtisation transactions other than MRR
a) Off-balance sheet exposures
i) Exposure to own securtisation
First loss ––
Others ––
ii) Exposure to third party securtisation
First loss ––
Others 151.0 74.4
b) On-balance sheet exposures
i) Exposure to own securtisation
First loss ––
Others ––
ii) Exposure to third party securtisation
First loss ––
Others 152.6 230.6