Saturday, 12 March 2016

Classification of bank investment portfolio.

Q: What is classification of bank investment portfolio.
A:The entire Investment portfolio of the Bank is classified, in accordance with the Reserve Bank of India guidelines, into :
"Held to Maturity" comprising investments acquired with the intention to hold them till maturity, and include –
Investments in Subsidiaries, Joint Ventures and Regional Rural Banks,
Debentures/bonds deemed to be in the nature of advances,
Re-capitalisation bonds received from Government of India,
Preference shares.
"Held for Trading" comprising investments acquired with the intention to trade.
"Available for Sale" comprising investments not covered by (a) and (b) above i.e. those which are acquired neither for trading purposes nor for being held till maturity.
Q: What do you mean by word HTM.
A:Investments classified as "Held to Maturity" are carried at acquisition cost unless it is more than the face value, in which case the premium is amortised over the period remaining to maturity.
Q: List the areas where bank has to provide provisions.
A:Provision is made for :
depreciation in the value of debentures/bonds which are deemed to be in the nature of/treated as advances, by applying the RBI prudential norms of asset classification and provisioning applicable to advances, and
diminution other than temporary, in the value of investments in subsidiaries and Joint Ventures.
Such depreciation/diminution is determined and provided for each investment individually.
Investments classified as "Held for Trading" are marked to market scrip-wise and the resultant depreciation is recognised in the Profit and Loss Account while the appreciation, if any, is ignored.
Investments classified as "Available for Sale" are marked to market, scrip-wise and the resultant net depreciation, if any, in each category disclosed in the Balance Sheet is provided, while net appreciation, if any, is ignored.
In respect of non-performing securities (where interest/principal is in arrears), income is not recognised, and appropriate provision is made for depreciation in the value of such securities.
Q: What is Cost of acquisition of investments .
A: It is net of incentives and front end fees received in case of securities subscribed, and excludes commission, brokerage, stamp duty etc.
Q: How Profit / Loss on sale of investments.
A: It is recognised in the Profit and Loss Account based on the weighted average cost/book value of the related investment. An amount equivalent of the profit on sale of investments in "Held to Maturity" classification, is treated as, and appropriated to Capital Reserve Account.
For the purpose of valuation of quoted investments in "Held for Trading" and "Available for Sale" categories, the market rates/quotes on the Stock exchanges, the rates declared by Primary Dealers Association of India (PDAI) / Fixed Income Money Market and Derivatives Association (FIMMDA), are used.
Investments for which such rates/quotes are not available, are valued as per norms laid down by Reserve Bank of India, which are as under :-
Government/Approved securities - on appropriate Yield to Maturity basis.
Equity Shares, PSU and Trustee shares - at book value as per the latest balance sheet (not more than 12 months old), otherwise Re.1 per company.
Preference Shares - on appropriate Yield to Maturity basis.
PSU Bonds - on Yield to Maturity basis with appropriate credit spread mark - up.
Units of Mutual Funds - at the latest repurchase price / NAV declared by the Fund in respect of each scheme.
Investments in Regional Rural Banks, Treasury Bills, Commercial paper, Indira Vikas Patras, Kisan Vikas Patras and Certificates of Deposit - at carrying cost.
Q: What is value of investments shown in Balance sheet.
A:Investments are net of securities lent and include securities borrowed under repo arrangements.

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