rbi speech, 2023-09-21
In the Indian context, if a shock in the form of a 250 basis points parallel upward shift in the yield curve is applied, the mark-to-market impact on the HTM portfolio of banks (excluding unrealised losses) would reduce the system level capital ratio from 17.1 per cent in March 2023 to 13.7 per cent, which is still above the regulatory requirement.
Sentiment: neutral
Topic: financial_stability