BASEL II PILLAR 3 DISCLOSURES (STAND ALONE BASIS) AS ON 30.09.2015
TABLE DF 1: SCOPE OF APPLICATION:
Quantitative Disclosures:
a. The aggregate amount of capital deficiencies in all subsidiaries not included in the
consolidation i.e. that are deducted and the name(s) of such subsidiaries.
NIL
b. The aggregate amounts (e.g. current book value) of the bank’s total interests in
insurance entities, which are risk-weighted as well as their name, their country of
incorporation or residence, the proportion of ownership interest and, if different,
the proportion of voting power in these entities. In addition, indicate the
quantitative impact on regulatory capital of using this method versus using the
deduction.
1) Name
: Canara HSBC OBC Life Insurance Co. Ltd
2) Country of Incorporation : India
3) Ownership Interest
: ` 4,845.00 Million (51%)
1
TABLE DF 2: CAPITAL STRUCTURE:
Quantitative Disclosures:
Sl
No
Amount (` in millions)
Items
30.09.2015 30.09.2014
The amount of Tier I Capital, with separate disclosure
of
 Paid-up Share Capital
5,429.90
4,612.60
276,152.90
229,696.10

Reserves

Innovative Instruments ($)
30,896.00
15,896.00

Other Capital Instruments
-
-
Sub -total

Less amounts deducted from Tier I Capital,
including Goodwill and Investments.
Total Tier I capital
The total amount of Tier II Capital (net of deductions
(b)
from Tier II Capital)
Debt Capital Instruments eligible for inclusion in
Upper Tier II Capital
(c)  Total amount outstanding
 Of which amount raised during the current year
312,478.80
250,204.70
4,335.20
3,684.90
308,143.60
246,519.80
86,707.30
93,960.20
36,397.30
35,438.00
-
-
 Amount eligible to be reckoned as capital funds
Subordinated Debt eligible for inclusion in Lower Tier
II Capital.
 Total amount outstanding
12,279.50
19,175.20
45,000.00
54,250.00
(a)
(d)
(e)

Of which amount raised during the current year
-
-

Amount eligible to be reckoned as capital funds
30,550.00
34,550.00
-
-
Other deductions from Capital, if any.
(f) Total eligible Capital - Tier I+ Tier II (a+b-e)
394,850.90 340,480.00
($) Innovative Perpetual Debt Instruments and any other type of instruments that may
be allowed from time to time.
2
TABLE DF 3: CAPITAL ADEQUACY:
Quantitative Disclosures:
Sl
No
Amount (` in millions)
Items
30.09.2015
30.09.2014
267,161.40
252,020.00
0.00
0.00
14,438.70
12,424.60
184.10
635.40
6,309.50
7,149.30
18,256.00
16,578.70
Capital requirements for Credit Risk
(a)

Portfolios subject to Standardized Approach

Securitization Exposures
Capital requirements for Market Risk – Standardized
Duration Approach
(b)

Interest Rate Risk
(c)

Foreign Exchange Risk (including Gold)

Equity Risk
Capital requirements for Operational Risk
- Basic Indicator Approach
Total & Tier I CRAR for the Bank
(d)

Total CRAR (%)
11.42%
10.61%

Tier I CRAR (%)
8.91%
7.68%
11.63%
10.83%
9.13%
7.91%
Total & Tier I CRAR for the Consolidated Group
(e)

Total CRAR (%)
 Tier I CRAR (%)
Total & Tier I CRAR for the Significant Subsidiary
which are not under Consolidated Group
(f)

Total CRAR (%)
NA
NA

Tier I CRAR (%)
NA
NA
3
TABLE DF 4: CREDIT RISK: GENERAL DISCLOSURES:
Quantitative Disclosures:
(a) Total Gross Credit Exposures:
Amount (` in millions)
Overall Credit
exposure
Total Gross Credit
Exposures
(after
accounting offsets in
accordance with the
applicable accounting
regime and without
taking into account the
effects of Credit Risk
Mitigation techniques,
e.g. collateral and
netting)
Fund Based Exposures
Non-fund Based Exposures
30.09.2015
30.09.2014
30.09.2015
30.09.2014
3,283,869.40
3,134,309.90
3,061,403.60
2,630,490.60
(b) Geographic Distribution of Exposures:
Amount (` in millions)
Exposures
FUND BASED
NON-FUND BASED
30.09.2015
30.09.2014
30.09.2015
30.09.2014
Domestic operations
3,049,472.40
2,919,974.80
2,965,681.20
2,488,523.40
Overseas operations
234,397.00
214,335.10
95,722.40
141,967.20
3,283,869.40
3,134,309.90
3,061,403.60
2,630,490.60
4
(c) Industry Type Distribution of Exposures (Global)
Amount (` in millions)
SL
NO.
FUND BASED EXPOSURE
INDUSTRY
NFB EXPOSURE
30.09.2015
30.09.2014
30.09.2015
30.09.2014
31,094.70
25,918.90
3,455.70
1,372.80
100,808.60
75,563.90
3,978.10
5,268.80
22,513.20
17,208.90
640.50
709.60
2.2 Edible Oils and
Vanaspati
4,373.60
2,592.70
763.50
1,323.70
2.3 Tea
1,720.80
1,337.70
46.30
654.80
72,201.00
54,424.60
2,527.80
2,580.70
8,335.90
8,126.10
572.80
205.70
152,267.70
131,562.80
13,966.10
8,832.30
71,191.00
59,116.70
2,923.30
3,376.80
2,348.60
1,926.90
52.30
163.90
4.3 Other Textiles
78,728.10
70,519.20
10,990.50
5,291.60
Leather & Leather
Products
11,694.00
11,811.60
836.30
216.20
6,621.80
4,925.20
949.00
1,382.70
27,222.60
19,781.20
1,607.60
5,010.40
8
Petroleum,
Coal
Products and Nuclear
Fuels
51,786.00
29,889.50
25,935.00
43,006.40
9
Chemicals
and
Chemical Products
67,309.70
43,771.20
9,433.10
7,957.00
7,342.60
1,035.80
2,310.30
2,090.90
29,010.70
17,456.50
1,694.20
2,577.90
6,316.30
5,612.00
101.70
203.20
24,640.10
19,666.90
5,326.90
3,085.00
17,500.50
14,328.80
3,541.30
1,921.70
1,686.30
1,610.50
13.60
9.00
1
Mining
Quarrying
and
2
Food Processing
2.1 Sugar
2.4 Others
3
Beverage & Tobacco
4
Textiles
4.1 Cotton Textiles
4.2 Jute Textiles
5
6
7
Wood and
Products
Paper
&
Products
Wood
Paper
9.1 Fertilizer
9.2
Drugs
Pharmaceuticals
&
9.3 Petro Chemicals
9.4 Others
10
Rubber, Plastic
their Products
&
11
Glass and Glassware
5
12
Cement and Cement
Products
Basic Metal and
Metal Products
23,121.40
21,583.20
1,026.90
400.20
197,165.60
190,409.60
55,745.70
43,620.70
135,302.90
115,654.00
45,861.80
36,917.50
13.2 Other Metal and
Metal Products
61,862.70
74,755.60
9,883.90
6,703.20
All Engineering
83,114.60
77,028.10
159,032.60
60,130.20
14.1 Electronics
12,470.50
8,628.90
21,332.30
8,444.20
14.2 Electricity
22,562.60
20,451.00
60,908.20
17,621.70
14.3 Others
48,081.50
47,948.20
76,792.10
34,064.30
15
Vehicles,
Vehicle
Parts and Transport
Equipments
40,799.50
34,799.30
17,411.80
7,244.80
16
Gems & Jewellery
13,872.00
16,837.50
11,684.30
6,982.00
17
Construction
61,120.50
53,962.20
68,962.10
44,446.30
18
Infrastructure
795,171.30
688,490.20
74,139.40
40,810.20
18.1 Power
530,470.60
490,399.30
44,184.20
33,976.80
70,901.60
64,535.40
26,171.50
4,760.50
18.3 Roads
103,157.70
75,753.50
1,891.90
473.80
18.4 Airport
20,082.60
16,880.30
-
0.00
6,325.40
8,312.40
91.00
105.20
18.6 Railways (other
than Indian Railways)
51,652.50
15,627.70
1,546.90
1,114.30
18.7 Other
Infrastructure
12,580.90
16,981.60
253.90
379.60
Other Industries
74,499.90
122,069.70
8,737.70
7,980.80
1,765,192.60
1,572,469.60
461,029.10
286,798.20
13
13.1 Iron and Steel
14
18.2
Telecommunications
18.5 Ports
19
INDUSTRY (Total of
Small, Medium and
Large Scale)
6
Credit Exposure of industries where outstanding exposure is more than 5% of the
Total Gross Credit Exposure of the Bank is as follows:
Sl
No
1
Total Exposure
(` in millions)
Industry
Infrastructure
% of Total Gross Credit
Exposure
869,310.70
13.70%
(d) Residual Contractual Maturity Breakdown of Assets (Global)
Amount (` in millions)
Maturity Pattern
0 to 1 day
2 to 7 days
8 to 14 days
15 to 28 days
29 days to 3 months
Over 3 months & upto 6 months
Over 6 months & upto 1 year
Over 1 year & upto 3 years
Over 3 year & upto 5 years
Over 5 years
Advances
Foreign
Currency Assets
156,318.18
16,996.2
75,752.58
(164,655.00)
(30,486.80)
(47,358.40)
107,014.95
459.24
17,171.9
(103,743.00)
(22,077.60)
(25,797.80)
83,345.23
19,943.82
14,391.92
(79,915.00)
(8,627.20)
(9,312.10)
149,692.00
31,082.46
27,666.4
(132,969.10)
(3,219.30)
(25,054.20)
227,412.65
23,126.07
129,063.88
(259,550.60)
(36,556.80)
(117,550.70)
308,192.07
66,788.56
147,710.59
(275,735.00)
(16,076.60)
(105,372.90)
381,660.05
66,334.21
64,375.98
(342,275.00)
(40,075.40)
(26,026.90)
809,834.19
181,451.17
45,613.74
(781,204.40)
(173,850.50)
(48,483.90)
355,743.10
430,443.67
19,734.39
(309,269.20)
(293,626.30)
(16,865.50)
651,562.19
695,679.08
22,518.77
(659,279.10)
(805,877.10)
(20,247.50)
0.00
0.00
0.00
(0.00)
(33,479.50)
(0.00)
3,230,774.61
1,532,304.49
564,000.15
(3,108,595.90) (1,463,953.10)
(442,069.90)
Without Maturity
Total
Investments
(The figures in brackets relate to previous year).
7
(e) Non-Performing Assets:
Sl
No
a)
b)
c)
d)
e)
f)
g)
h)
Amount (` in millions)
Items
Gross NPAs

Sub-Standard

Doubtful 1

Doubtful 2

Doubtful 3

Loss
Net NPAs
NPA Ratios

Gross NPAs to Gross Advances (%)
Net NPAs to Net Advances (%)

Movement of NPAs (gross)
Opening balance


Additions

Reductions

Closing Balance
Movement of Provisions for NPAs

Opening Balance

Adjustment
towards
Exchange
Fluctuation

Provisions made during the Year

Write-off

write back of excess provisions

Closing Balance
Amount of Non-performing Investments
Amount of Provisions held for Non-performing
Investments
Movement of Provisions for Depreciation on
Investments

Opening Balance

Provisions made during the period

Write-off

Write Back of excess Provisions

Closing Balance
8
30.09.2015
140,213.40
65,509.10
36,929.60
37,774.70
0.00
0.00
93,825.20
30.09.2014
91,642.60
54,161.30
23,200.20
14,281.10
0.00
0.00
71,703.00
4.97
2.90
2.92
2.31
130,399.60
47,201.80
37,388.00
140,213.40
75,702.10
57,726.40
41,785.90
91,642.60
42,536.80
207.24
15,608.40
-21.20
22,945.54
19,590.92
131.92
45,966.74
3,633.09
2,949.25
22,474.30
18,534.80
0.00
19,526.70
2,742.50
2,529.90
2,814.00
136.01
0.00
0.76
2,949.25
2,236.40
301.20
0.00
1.90
2,535.70
TABLE DF 5: DISCLOSURES FOR PORTFOLIOS SUBJECT TO THE STANDARDIZED
APPROACH:
Quantitative Disclosures:
Amount of the Bank’s Exposures – Gross Advances (Rated & Unrated) in Major Risk
Buckets – under Standardized Approach, after factoring Risk Mitigants (i.e.
Collaterals):
Sl
No
1
2
3
4
Amount (` in millions)
Particulars
FUND BASED
Below 100% Risk
Weight
100%
Risk
Weight
More than 100%
Risk Weight
Deducted (Risk
Mitigants)
TOTAL
NON-FUND BASED
30.09.2015
30.09.2014
30.09.2015
30.09.2014
3,493,111.78
3,567,327.4
739,620.23
720,180.40
963,478. 09
831,545.7
361,956.07
377,891.90
616,828.09
547,270.30
266,097.39
286,446.00
432,206.34
374,852.40
113,456.82
111,004.70
4,641,212.42
4,571,291.00
1,254,216.87
1,273,513.50
TABLE DF 6: CREDIT RISK MITIGATION – STANDARDIZED APPROACH:
Quantitative Disclosures:
SL
NO
1
2
Amount (` in millions)
30.09.2015 30.09.2014
PARTICULARS
The total exposure (after, where applicable, on- or off
balance sheet netting) that is covered by eligible
493,667.34 473,546.01
financial collateral after the application of haircuts for
each separately disclosed credit risk portfolio.
The total exposure (after, where applicable, on- or offbalance sheet netting) that is covered by
guarantees/credit derivatives (whenever specifically 387,255.25 303,284.71
permitted by RBI) For each separately disclosed
portfolio.
9
TABLE DF 7: SECURITIZATION – STANDARDIZED APPROACH:
Quantitative Disclosures:
(i) Banking Book:
` In Millions
Sl No
PARTICULARS
(d)
The total amount of exposures securitized by the
Bank.
For exposures securitized losses recognized by the
Bank during the current period broken by the
exposure type (e.g. Credit Cards, Housing Loans,
Auto Loans etc. detailed by underlying security):
Amount of assets intended to be securitized within
a year
Of (c), amount of assets originated within a year
before Securitisation.
The total amount of exposures securitized (by
exposure type) and unrecognized gain or losses on
sale by exposure type
Aggregate amount of:
(e)
(f)
(g)
(h)
(i)
 On-balance sheet Securitisation Exposures
retained or purchased broken down by exposure
type:
Off-balance sheet Securitisation Exposures
broken down by exposure type
(i) Aggregate amount of Securitisation Exposures
retained or purchased and the associated capital
charges, broken down between exposures and
further broken down into different risk weight
bands for each regulatory capital approach.
(ii) Exposures that have been deducted entirely
from Tier 1 Capital, credit enhancing I/Os deducted
from total capital, and other exposures deducted
from total capital (by exposure type).

(j)
10
30.09.2015
30.09.2014
Nil
Nil
Nil
Nil
Nil
Nil
Nil
Nil
Nil
Nil
Nil
Nil
Nil
Nil
Nil
Nil
Nil
Nil
(ii) Trading Book:
Amount (` in Millions)
Sl
No
(k)
PARTICULARS
30.09.2015
30.09.2014
Aggregate amount of exposures Securitized by the
Bank for which the Bank has retained some
19418.70
19612.60
exposures and which is subject to the Market Risk
approach, by exposure type.
(l) Aggregate amount of:
 On-balance sheet Securitisation Exposures
19612.60
retained or purchased broken down by 19418.70
exposure type; and
 Off-balance sheet Securitisation Exposures
Nil
Nil
broken down by exposure type
(m) Aggregate amount of Securitisation Exposures
retained or purchased separately for:
 Securitisation Exposures retained or purchased
19612.60
subject to Comprehensive Risk Measure for 19418.70
Specific Risk; and
 Securitization Exposures subject to the securitisation framework for Specific
Risk broken down into different risk weight bands.
Amount (` in Millions)
Exposure
Sl No
Risk Weight Bands
30.09.2015
30.09.2014
1
 100% Risk Weight
0.00
0.00
2
100% Risk Weight
0.00
0.00
3
19418.70
19612.60
 100% Risk Weight
4
Total
(n) Aggregate amount of:
 The capital requirements for the Securitisation Exposures, subject to the
securitisation framework broken down into different risk weight bands.
Amount (` in Millions)
Capital Requirement
Sl No
Risk Weight Bands
30.09.2015
30.09.2014
1
 100% Risk Weight
0.00
0.00
2
100% Risk Weight
0.00
0.00
3
 100% Risk Weight
2621.50
2647.70
4
Total
11

Securitisation Exposures that are deducted
entirely from Tier 1 capital, credit enhancing
I/Os deducted from total capital, and other
exposures deducted from total capital (by
exposure type).
Nil
Nil
TABLE DF 8: MARKET RISK IN TRADING BOOK – STANDARDIZED MODIFIED
DURATION APPROACH:
Quantitative Disclosures:
Sl
No
Particulars
(a)
Interest Rate Risk
(b)
Equity Position Risk
(c)
Foreign Exchange Risk
Amount of capital requirement (` in millions)
30.09.2015
14,438.70
30.09.2014
12424.60
6,309.50
7149.30
184.10
635.40
TABLE DF 9: OPERATIONAL RISK:
Quantitative Disclosure:
The capital requirement for Operational Risk under Basic Indicator Approach is `
18,256.00 Millions.
12
TABLE DF 10: INTEREST RATE RISK IN THE BANKING BOOK (IRRBB):
Quantitative Disclosures:
EARNINGS AT RISK
The following table presents the impact on net interest income of the Bank for an
assumed parallel shift of 100 bps in interest rate up to one year across currencies as at
30.09.2015.
Amount (` in Millions)
Change in interest rate up to 1 Year
-100 bps
+100 bps
-4599
4599
-1062
1062
-87
87
-5748
5748
Currencies
INR
USD
Others
Total
ECONOMIC VALUE OF EQUITY
The table reveals the impact on Economic Value of Equity for an assumed rate shock
of 200 bps on the Banking Book as at 30.09.2015.
Change in Economic Value of Equity
-200 bps
+200 bps
12.21%
-12.21%
***End of the Document***
13