Page 358 - NHB AR 2020-21-3 complete- Print (1)

1.7.5 Unhedged Foreign Currency Exposure

(Amount in ` crore)

Sr.No. Particulars 2020-21 2019-20
1
2 Name of entity: National Housing Bank 1712.8 2,049.09
3 1145.97 1,342.63
Foreign Currency Exposure (FCE)
4 936.36 1,044.78
FCE having maturity or having cash flows over
5 the period of next five year (out of 2 above) 209.61 297.85

6 Amount covered by financial hedge (Out of 3 - -
above)

Amount covered by natural hedge (Out of 3
above)

Unhedged Foreign Currency Exposure(3-4-5)

1.8 Derivatives

1.8.1 Forward Rate Agreement / Interest Rate Swap

(Amount in ` crore)

Sr.No. Particulars 2020-21 2019-20
1
2 The notional principal of swap agreements Nil Nil

3 Losses which would be incurred if Nil Nil
4 counterparties failed to fulfil their obligations
5 under the agreements Nil Nil
Nil Nil
Collateral required by the AIFI upon entering Nil Nil
into swaps

Concentration of credit risk arising from the
swaps

The fair value of the swap book

325(n) | Annual Report 2020-21