rbi speech, 2024-01-17
For instance, if a 250 basis points (the cumulative rate hike between May 2022-February 2023) parallel upward shift in the yield curve is applied, the mark-to-market impact on the held to maturity (HTM) portfolio of banks would reduce the system level capital to risk weighted assets ratio (CRAR) from 16.6 per cent to 13.1 per cent in September 2023.
Sentiment: neutral
Topic: financial_stability