Financials -
November 2024
Sector Update | 19
Banks | Financials
Financials - Banks
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Assessing impact of draft LCR guidelines: RoA to dip by up to 8bp
Sector earnings to be impacted by ~1%; incremental deposits required at INR2.7t
AUBANK
IDFCB
FB
AXSB
IIB
ICICIBC
BOB
HDFCB
SBIN
CBK
KMB
Potential impact
on NIMs (bp)
-25.6
-21.9
-17.1
-16.0
-12.7
-12.1
-4.9
-5.3
-3.0
NA
NA
Potential impact
on RoA (bp)
-8
-7
-7
-6
-5
-5
-3
-2
-1
NA
NA
Old
New Drop in
LCR (%) LCR (%) LCR (%)
115.2
97.7
17.4
137.4 123.4
14.0
127.3 113.4
13.9
135.9 122.3
13.6
127.7 114.1
13.5
130.0 116.7
13.3
111.9 100.2
11.7
115.8 104.1
11.7
120.7 109.4
11.2
114.9 104.2
10.7
118.1 109.3
8.8
*data as of 1QFY25
Source: Company, MOFSL
In July’24, RBI issued draft guidelines to enhance the liquidity resilience of banks
under the Basel III Framework on Liquidity Standards. These guidelines focus on
reviewing haircuts on HQLA and run-off rates on certain categories of deposits.
In our previous note, we highlighted a potential 7 to 13% hit on the overall LCR if the
draft guidelines were implemented; in this note, we are further assessing the NIMs,
profitability, and growth implication from the same. We estimate that if the guidelines
were to be implemented, our key coverage banks would require an additional deposit
of INR2.7t. Alternatively, the absence of these guidelines could lead to a moderation
in their growth trajectory. We have recently published a note on systemic business
growth trends pegging FY25 credit growth at 11%.
We estimate that while our coverage banks’ LCRs will be impacted by 8.8% to 17.4%
(as we keep a threshold LCR level of 120%) the impact on NIMs from the same will
vary between 3 to 26bp. This will translate into a RoA impact of 1 to 8bp for our
coverage banks, with PSBs being more resilient due to higher LCRs. Top ideas: ICICIBC,
HDFCB, SBIN, FB, and AUBANK.
Draft guidelines to have an impact of 8.8% to 17.4% on banks’ LCR
AUBANK
FB
AXSB
ICICIBC
IIB
IDFCB
HDFCB
BOB
SBIN
CBK
KMB
The draft guidelines from RBI represent proactive steps to strengthen the
liquidity framework of banks. By increasing run-off factors for digital banking
deposits and ensuring accurate valuation of HQLA, these measures aim to
enhance the overall liquidity resilience of banks, ensuring they are better
prepared to manage risks in the evolving financial landscape.
Within our coverage universe, AUBANK, AXSB, and FB are among the PVBs with
lower LCRs, while most PSBs are better positioned with LCRs of >120%.
However, PSBs hold a larger share of retail deposits, which may offset this
advantage to some extent.
According to our calculations, we observe that the impact on banks’ LCR is
broadly in the range of 8.8% to 17.4%, based on the assumptions that large PVBs
have IMB deposits of 85% and PSBs have close to 70% while we keep a
threshold LCR of 120%.
FB
CBK
BOB*
KMB
HDFCB
SBIN
AUBANK
IDFCB
ICICIBC
AXSB
IIB
NIMs for our coverage banks to witness a limited impact of 3 to 26 bp
We estimate that banks will need to raise 1% to 5.7% of their existing deposit pool
to meet the LCR requirements. Given the current tight liquidity, we expect banks to
raise retail deposits at a rate of 7.25% while earning only 6.7% on the G-Sec/SLR
after accounting for the CRR impact. Considering this, we reckon that banks will
witness an overall impact of 3 to 26 bp on NIMs, with PSBs being in more
comfortable positions aided by their higher LCR ratio. Meanwhile, amongst PVBs,
AUBANK and IDFCB are expected to have the highest impact at 26bp and 22bp,
respectively, and HDFCB the lowest at 5bp. Select banks such as KMB and CBK
within our coverage will not have any impact on NIMs as they have been already
maintaining a healthy LCR ratio.
Nitin Aggarwal - Research Analyst
(Nitin.Aggarwal@MotilalOswal.com)
Research Analyst: Dixit Sankharva
(Dixit.sankharva@MotilalOswal.com) |
Disha Singhal
(Disha Singhal@MotilalOswal.com)
Investors are advised to refer through important disclosures made at the last page of the Research Report.
Motilal Oswal research is available on www.motilaloswal.com/Institutional-Equities, Bloomberg, Thomson Reuters, Factset and S&P Capital.