Page 360 - NHB AR 2020-21-3 complete- Print (1)
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(ii) Quantitative disclosures
Sr. Particular 2020-21 (Amount in ` crore)
2019-20
No Currency Interest
Currency Interest rate
Derivatives rate Derivatives derivatives
derivatives
(i) Derivatives (Notional
Principal Amount)
a) For hedging 1495.97 0.00 1746.36 0.00
0.00 0.00
b) For trading 0.00 0.00
123.54 0
(ii) Marked to Market 203.91 0.00
Positions[1]
a) Asset (+) 131.34
b) Liability (-) 0.00
(iii) Credit Exposure [2] 197.45 0.00
(iv) Likely impact of one 0.00
percentage change in
interest rate (100*PV01)
a) on hedging derivatives 55.1 0.00 59.31 0.00
b) on trading derivatives 0
(v) Maximum and Minimum 0
of 100*PV01 observed
during the year*
a) on hedging 55.10/47.45 0.00 70.17/59.31 0.00
b) on trading
* Since, the PVBP is calculated on a quarterly basis, the maximum and the minimum values
are taken from a quarterly basis.
1.9 Disclosure of Letters of Comfort (LoCs) issued by AIFIs Nil
325(p) | Annual Report 2020-21
Sr. Particular 2020-21 (Amount in ` crore)
2019-20
No Currency Interest
Currency Interest rate
Derivatives rate Derivatives derivatives
derivatives
(i) Derivatives (Notional
Principal Amount)
a) For hedging 1495.97 0.00 1746.36 0.00
0.00 0.00
b) For trading 0.00 0.00
123.54 0
(ii) Marked to Market 203.91 0.00
Positions[1]
a) Asset (+) 131.34
b) Liability (-) 0.00
(iii) Credit Exposure [2] 197.45 0.00
(iv) Likely impact of one 0.00
percentage change in
interest rate (100*PV01)
a) on hedging derivatives 55.1 0.00 59.31 0.00
b) on trading derivatives 0
(v) Maximum and Minimum 0
of 100*PV01 observed
during the year*
a) on hedging 55.10/47.45 0.00 70.17/59.31 0.00
b) on trading
* Since, the PVBP is calculated on a quarterly basis, the maximum and the minimum values
are taken from a quarterly basis.
1.9 Disclosure of Letters of Comfort (LoCs) issued by AIFIs Nil
325(p) | Annual Report 2020-21
