in million INR

As on March 31st, 2019 Day 1 2 to 7 days 8 to 14 days 15 to 30 days

Loans & Advances 23,338.39 13,259.37 10,239.57 38,815.39

Investment securities 22.36 6,432.46 2,525.26 13,582.82
Deposits 20,801.66 67,397.57 38,395.92 70,124.55
Borrowings 16,679.67 89,536.61 3,684.07 20,965.35
Total foreign currency assets 43,190.02 3,268.05 3,451.22 10,523.17
Total foreign currency liabilities 24,255.18 17,027.04 4,671.82 29,440.95

Risk Sensitive Assets (RSA)

Loans & Advances 23,338.39 13,259.37 10,239.57 38,815.39
Investment securities 22.36 6,432.46 2,525.26 13,582.82
Total foreign currency assets 43,190.02 3,268.05 3,451.22 10,523.17
Total RSA 66550.77 22959.88 16216.05 62921.38
Risk Sensitive Liability (RSL)
Deposits 20,801.66 67,397.57 38,395.92 70,124.55
Borrowings 16,679.67 89,536.61 3,684.07 20,965.35
Total foreign currency liabilities 24,255.18 17,027.04 4,671.82 29,440.95
Total RSL 61736.51 173961.22 46751.81 120530.85
GAP = RSA - RSL 4,814.26 -151,001.34 -30,535.76 -57,609.47
Overall GAP -223,864.51
GAP Ratio 1.0779807605 0.1319827488 0.3468539507 0.5220354789

Value (In INR

NET INTEREST INCOME Billion)
Interest Income 2428.68
Interest Expenses 1545.2
NII for FY 2019 (in INR Billion) 883.48

Change in interest rates -1.00%

EFFECT OF INTEREST RATE CHANGE

Time Buckets Day 1 2 to 7 days 8 to 14 days 15 to 30 days

New GAP 4766.1174 -149491.327 -30230.4024 -57033.3753

New Overall GAP -221625.865
Change in overall GAP 1.0101%

EFFECT ON NII
Value (In INR
NET INTEREST INCOME Billion)

New NII for FY 2019 (in INR Billion) 874.6452

% Change 1.0101%
 Gap Analysis - SBI
100,000.00

50,000.00

0.00

GAP = RSA - RSL

y1 ys ys ys th
s
th
s
Da da da da on on
7 14 30 m m
-50,000.00 to to to 2 3 6
2 8 to to to
15 s 2 3
d ay
31
-100,000.00

-150,000.00

-200,000.00

TIME BUCKETS
 31 days to 2 3 to 6 6 months to 1
2 to 3 months 1 to 3 years 3 to 5 years Above 5 years
months months year
31,390.31 33,817.93 69,805.47 1,00,265.25 10,91,890.56 2,90,220.65 4,82,834.03
8,105.72 22,921.96 25,099.70 42,890.15 1,66,758.51 1,81,538.37 4,97,144.64
1,09,112.89 1,04,290.94 2,80,613.69 5,56,965.57 5,31,671.81 3,03,630.51 8,28,380.90
57,773.72 20,810.07 27,681.37 34,911.01 47,258.20 28,896.05 54,821.00
18,236.76 16,732.11 35,576.40 41,045.46 95,815.96 83,623.23 39,988.32
23,767.03 29,231.40 40,986.24 65,749.56 59,114.18 47,839.17 15,742.68

31,390.31 33,817.93 69,805.47 1,00,265.25 10,91,890.56 2,90,220.65 4,82,834.03

8,105.72 22,921.96 25,099.70 42,890.15 1,66,758.51 1,81,538.37 4,97,144.64
18,236.76 16,732.11 35,576.40 41,045.46 95,815.96 83,623.23 39,988.32
57732.79 73472 130481.57 83935.61 95815.96 83623.23 39988.32

1,09,112.89 1,04,290.94 2,80,613.69 5,56,965.57 5,31,671.81 3,03,630.51 8,28,380.90

57,773.72 20,810.07 27,681.37 34,911.01 47,258.20 28,896.05 54,821.00
23,767.03 29,231.40 40,986.24 65,749.56 59,114.18 47,839.17 15,742.68
81540.75 50041.47 68667.61 100660.57 106372.38 76735.22 70563.68
-23,807.96 23,430.53 61,813.96 -16,724.96 -10,556.42 6,888.01 -30,575.36

0.7080237795 1.4682222565 1.900190934 0.8338479506 0.9007597649 1.0897633447 0.5666983355

INTEREST RATE CHANGE ON GAP

31 days to 2 3 to 6 6 months to 1
2 to 3 months 1 to 3 years 3 to 5 years Above 5 years
months months year
-23569.8804 23196.2247 61195.82 -16557.7104 -10450.8558 6819.1299 -30269.606
p Analysis - SBI Bank

ys s s s a r rs rs rs
da th th th ye a a a
on on on 1 3
ye
5
ye
5
ye
m m m to
2 3 6 s to to ov
e
to to to th 1 3
ys 2 3 on Ab
da 6
m
1

TIME BUCKETS
 1% increase
Original NII1% Decrease in interest rate 1% increase
272.8515 883.48 267.4485 184059.5

Impact on NII

900
800
700
600
500
400
300
200
100
0
1% i ncrea s e i n i nterest rate Ori gi na l NII 1% Decreas e i n i nterest rate
Original Gap 1% Decrease in interest rate
182237.1 180414.729

Impact on GAP (Values to be taken as negative)

185000

184000

183000

182000

181000

180000

179000

178000
1% i ncreas e i n i nterest rate Origi nal Ga p 1% Decreas e i n i nterest rate
 BALANCE SHEET
At 31.03.2019
CAPITAL AND LIABILITIES INR. (in 000s)
Capital 12,894,598
Employees stock options outstanding 46,755
Reserves and surplus 1,070,739,063
Deposits 6,529,196,711
Borrowings 1,653,199,742
Other liabilities and provisions 378,514,609

TOTAL CAPITAL AND LIABILITIES 9,644,591,478

ASSETS
Cash and balances with Reserve Bank of India 378,580,118
Balances with banks and money at call and short notice 424,382,742
Investments 2,077,326,800
Advances 5,866,465,827
Fixed assets 79,314,287
Other assets 818,521,704
TOTAL ASSETS 9,644,591,478

Contingent liabilities 19,220,382,868

Bills for collection 493,919,862
`
 GAP CALCULATION
Source of Funds INR. (in 000s) Uses of Funds
Equity share capital INR 12,894,598.00 Fixed assets: Net block
Reserve & surplus INR 1,070,739,063.00 Capital work in progress
Unsecured loans INR 1,614,909,538.00 Investments
Current Liabilities and provision INR 378,514,609.00 Current assets, Loan & advances
Total INR 3,077,057,808.00 Total

GAP CALCULATION(in 000s)

Total source of fund INR 3,077,057,808.00
Total uses of fund INR 8,806,987,162.00
Gap INR 5,729,929,354.00

Equity economic ratio

The equity economic ratio shows that owner’s stake is
Owner's fund INR 12,894,598.00 compare to total assets and huge gap between (INR 5,
Total Assets INR 9,644,591,478.00 total assets and total liabilities.
Equity economic ratio 0.13%
 INR. (in 000s) ALM Gap Chart
INR 60,231,675.00
INR 0.00
INR 2,077,326,800.00 INR 9,000,000,000.00
INR 6,669,428,687.00 INR 8,000,000,000.00
INR 8,806,987,162.00 INR 7,000,000,000.00
INR 6,000,000,000.00 INR
8,806,987,162.0
INR 5,000,000,000.00 0
INR 4,000,000,000.00
INR 3,000,000,000.00 INR
3,077,057,808.0
INR 2,000,000,000.00 0
INR 1,000,000,000.00
INR 0.00

hows that owner’s stake is less(.13%) as

d huge gap between (INR 5,729,929,354.00)
ties.
0
 Total Total
Maturity Loans & Investment foreign foreign
Deposits Borrowings currency
buckets Advances securities currency
assets liabilities

Day 1 18,074.70 327,197.80 112,052.10 - 235,787.10 3,566.60

2 to 7 42,903.40 135,338.60 443,751.30 74,566.70 124,344.40 19,645.10
days
8 to 14 44,478.60 62,223.90 162,499.00 1,116.90 16,749.60 8,186.20
days
15 to 30 153,054.50 89,610.70 140,542.60 53,488.30 65,936.00 52,279.60
days
31 days
to 2 215,897.30 51,194.80 210,081.10 130,147.60 89,126.20 142,897.90
months
2 to 3 229,534.30 48,940.10 171,189.60 45,880.00 81,016.60 54,264.00
months
3 to 6 476,884.40 100,862.90 335,622.80 164,802.00 136,678.80 177,512.80
months
6 months 673,180.70 212,942.90 722,505.40 256,331.10 127,971.40 285,663.20
to 1 year
1 to 3 1,544,031.30 237,442.30 653,019.00 336,246.30 129,809.10 206,655.10
years
3 to 5 1,036,848.40 332,798.60 1,795,681.70 314,786.80 84,077.90 109,048.70
years
Above 5 1,431,578.20 478,774.20 1,782,252.10 275,834.00 140,159.20 115,570.40
years
Total 5866465.8 2077326.8 6529196.7 1653199.7 1231656.3 1175289.6
Day1 2-7 Days 8-14 Days 15 to 30
days
Over 31 days
and upto 2
months
Over 2
months
and upto 3
months
Over 3
months
& upto 6
months
Over 6
months &
upto 1 Year
Over 1 Year
& upto 3
years
Over 3 Years
& upto 5
years
Over 5 Years Total
Deposits 20,801.66 67,397.57 38,395.92 70,124.55 1,09,112.89 1,04,290.94 2,80,613.69 5,56,965.57 5,31,671.81 3,03,630.51
(18,801.34) (62,884.68) (36,410.72) (59,039.39) (1,02,902.64) (95,934.27) (2,68,120.10) (5,02,239.16) (5,05,095.20) (2,82,468.
Advances 23,338.39 13,259.37 10,239.57 38,815.39 31,390.31 33,817.93 69,805.47 1,00,265.25 10,91,890.56 2,90,220.65 4,82
(9,505.35) (22,201.83) (23,146.72) (96,137.66) (47,241.42) (61,224.31) (1,17,078.25) (2,73,529.68) (2,87,544.39) (2,47,962.40)
Investments 22.36 6,432.46 2,525.26 13,582.82 8,105.72 22,921.96 25,099.70 42,890.15 1,66,758.51 1,81,538.37 4,97,144.64
(79.71) (1,753.94) (7,824.29) (7,044.03) (41,927.02) (29,445.22) (33,385.93) (55,415.07) (164,722.92) (174,516.31) (5,44,872.2
Borrowings 16,679.67 89,536.61 3,684.07 20,965.35 57,773.72 20,810.07 27,681.37 34,911.01 47,258.20 28,896.05 54,821.00
(217.95) (84,918.90) (38,244.45) (19,866.70) (23,856.81) (23,304.46) (25,422.91) (30,492.51) (44,182.98) (23,658.96) (47,975.4
Foreign
Currency
Assets #
43,190.02 3,268.05 3,451.22 10,523.17 18,236.76 16,732.11 35,576.40 41,045.46 95,815.96 83,623.23 39,988.32 3,91,450.70
(2,410.92) (2,875.52) (3,525.69) (22,501.88) (13,481.32) (17,334.18) (31,977.62) (40,927.39) (145,715.96) (74,935.97) (37,041.
Foreign
Currency
Liabilities $
24,255.18 17,027.04 4,671.82 29,440.95 23,767.03 29,231.40 40,986.24 65,749.56 59,114.18 47,839.17 15,742.68 3,57,825.25
(877.05) (22,146.51) (10,534.83) (23,488.39) (31,245.24) (31,360.75) (39,865.36) (63,595.71) (73,874.40) (39,418.43) (28,029.9
# Foreign Curren
965.57 5,31,671.81 3,03,630.51 8,28,380.90 29,11,386.01
239.16) (5,05,095.20) (2,82,468.59) (7,72,447.20) (27,06,343.29)
25 10,91,890.56 2,90,220.65 4,82,834.03 21,85,876.92
.68) (2,87,544.39) (2,47,962.40) (7,49,308.18) (19,34,880.19)
758.51 1,81,538.37 4,97,144.64 9,67,021.95
722.92) (174,516.31) (5,44,872.27) (10,60,986.71)
1 47,258.20 28,896.05 54,821.00 4,03,017.12
44,182.98) (23,658.96) (47,975.44) (3,62,142.07)

3,623.23 39,988.32 3,91,450.70

145,715.96) (74,935.97) (37,041.66) (3,92,728.11)

47,839.17 15,742.68 3,57,825.25

73,874.40) (39,418.43) (28,029.95) (3,64,436.62)
Day1 2-7 Days 8-14 Days 15 to 30
days
Over 31 days
and upto 2
months
Over 2
months
and upto 3
months
Over 3
months
& upto 6
months
Over 6
months &
upto 1 Year
Over 1 Year
& upto 3
years
Over 3 Years
& upto 5
years
Over 5 Years Total
Deposits 20,801.66 67,397.57 38,395.92 70,124.55 1,09,112.89 1,04,290.94 2,80,613.69 5,56,965.57 5,31,671.81 3,03,630.51
(18,801.34) (62,884.68) (36,410.72) (59,039.39) (1,02,902.64) (95,934.27) (2,68,120.10) (5,02,239.16) (5,05,095.20) (2,82,468.
Advances 23,338.39 13,259.37 10,239.57 38,815.39 31,390.31 33,817.93 69,805.47 1,00,265.25 10,91,890.56 2,90,220.65 4,82
(9,505.35) (22,201.83) (23,146.72) (96,137.66) (47,241.42) (61,224.31) (1,17,078.25) (2,73,529.68) (2,87,544.39) (2,47,962.40)
Investments 22.36 6,432.46 2,525.26 13,582.82 8,105.72 22,921.96 25,099.70 42,890.15 1,66,758.51 1,81,538.37 4,97,144.64
(79.71) (1,753.94) (7,824.29) (7,044.03) (41,927.02) (29,445.22) (33,385.93) (55,415.07) (164,722.92) (174,516.31) (5,44,872.2
Borrowings 16,679.67 89,536.61 3,684.07 20,965.35 57,773.72 20,810.07 27,681.37 34,911.01 47,258.20 28,896.05 54,821.00
(217.95) (84,918.90) (38,244.45) (19,866.70) (23,856.81) (23,304.46) (25,422.91) (30,492.51) (44,182.98) (23,658.96) (47,975.4
Foreign
Currency
Assets #
43,190.02 3,268.05 3,451.22 10,523.17 18,236.76 16,732.11 35,576.40 41,045.46 95,815.96 83,623.23 39,988.32 3,91,450.70
(2,410.92) (2,875.52) (3,525.69) (22,501.88) (13,481.32) (17,334.18) (31,977.62) (40,927.39) (145,715.96) (74,935.97) (37,041.
Foreign
Currency
Liabilities $
24,255.18 17,027.04 4,671.82 29,440.95 23,767.03 29,231.40 40,986.24 65,749.56 59,114.18 47,839.17 15,742.68 3,57,825.25
(877.05) (22,146.51) (10,534.83) (23,488.39) (31,245.24) (31,360.75) (39,865.36) (63,595.71) (73,874.40) (39,418.43) (28,029.9
965.57 5,31,671.81 3,03,630.51 8,28,380.90 29,11,386.01
239.16) (5,05,095.20) (2,82,468.59) (7,72,447.20) (27,06,343.29)
25 10,91,890.56 2,90,220.65 4,82,834.03 21,85,876.92
.68) (2,87,544.39) (2,47,962.40) (7,49,308.18) (19,34,880.19)
758.51 1,81,538.37 4,97,144.64 9,67,021.95
722.92) (174,516.31) (5,44,872.27) (10,60,986.71)
1 47,258.20 28,896.05 54,821.00 4,03,017.12
44,182.98) (23,658.96) (47,975.44) (3,62,142.07)

3,623.23 39,988.32 3,91,450.70

145,715.96) (74,935.97) (37,041.66) (3,92,728.11)

47,839.17 15,742.68 3,57,825.25

73,874.40) (39,418.43) (28,029.95) (3,64,436.62)
Day1 2-Jul Days Aug-14 Days 15 to 30
days
Over 31 days
and upto 2
months
Over 2
months
and upto 3
months
Over 3
months
& upto 6
months
Over 6
months &
upto 1 Year
Over 1 Year
& upto 3
years
Over 3 Years
& upto 5
years
Over 5 Years Total
Deposits 20,801.66 67,397.57 38,395.92 70,124.55 1,09,112.89 1,04,290.94 2,80,613.69
-18,801.34 -62,884.68 -36,410.72 -59,039.39 (1,02,902.64) -95,934.27 (2,68,120.10) (5,02,239.16)
Advances 23,338.39 13,259.37 10,239.57 38,815.39 31,390.31 33,817.93 69,805.47
-9,505.35 -22,201.83 -23,146.72 -96,137.66 -47,241.42 -61,224.31 (1,17,078.25) (2,73,529.68)
Investments 22.36 6,432.46 2,525.26 13,582.82 8,105.72 22,921.96 25,099.70
-79.71 -1,753.94 -7,824.29 -7,044.03 -41,927.02 -29,445.22 -33,385.93 -55,415.07
Borrowings 16,679.67 89,536.61 3,684.07 20,965.35 57,773.72 20,810.07 27,681.37
-217.95 -84,918.90 -38,244.45 -19,866.70 -23,856.81 -23,304.46 -25,422.91 -30,492.51
Foreign
Currency
Assets #
43,190.02 3,268.05 3,451.22 10,523.17 18,236.76 16,732.11 35,576.40 41,045.46
-2,410.92 -2,875.52 -3,525.69 -22,501.88 -13,481.32 -17,334.18 -31,977.62 -40,927.39
Foreign
Currency
Liabilities $
24,255.18 17,027.04 4,671.82 29,440.95 23,767.03 29,231.40 40,986.24 65,749.56
-877.05 -22,146.51 -10,534.83 -23,488.39 -31,245.24 -31,360.75 -39,865.36 -63,595.71
# Foreign Curren
5,56,965.57 5,31,671.81 3,03,630.51 8,28,380.90 29,11,386.01
(5,05,095.20) (2,82,468.59) (7,72,447.20) (27,06,343.29)
1,00,265.25 10,91,890.56 2,90,220.65 4,82,834.03 21,85,876.92
(2,87,544.39) (2,47,962.40) (7,49,308.18) (19,34,880.19)
42,890.15 1,66,758.51 1,81,538.37 4,97,144.64 9,67,021.95
-164,722.92 -174,516.31 (5,44,872.27) (10,60,986.71)
34,911.01 47,258.20 28,896.05 54,821.00 4,03,017.12
-44,182.98 -23,658.96 -47,975.44 (3,62,142.07)

95,815.96 83,623.23 39,988.32 3,91,450.70

-145,715.96 -74,935.97 -37,041.66 (3,92,728.11)

59,114.18 47,839.17 15,742.68 3,57,825.25

-73,874.40 -39,418.43 -28,029.95 (3,64,436.62)