Sector Update| 22 February 2016
Financials
Please refer our detailed report
dated 23 January 2016
PSU banks – No place to hide
Are valuations really cheap?
PSU banks (PSBs) reported one of their worst quarters in the last decade, with no
near-term visibility in operational improvement. Valuations have corrected
sharply, taking cues from near-term weak economic outlook. In this note, we
analyze the asset quality situation post RBI’s clean up exercise and its impact on
capital requirement. We also run the stress test to see the adjusted valuations,
taking into consideration the pile of stress loans on the balance sheets. Relatively
better asset quality position, relatively strong capitalization, management
continuity and focus on core operating parameters (even at the cost of growth)
keeps us positive on BOB, SBIN and INBK amongst our PSU bank coverage.
Banks clean up much more than RBI asset quality review (AQR)
Our back of the envelope calculations (exhibit 1) suggest that the RBI’s AQR covered
(including all three lists) ~3.5% of the system stressed loans. Contribution from
restructured loans was significantly higher at ~2.2% (0.9% relapse and 1.3% loans
requiring enhanced provisioning). New stress addition at the system level (from
non-stress recognized standard loans) was lower at 1.3% of loans. RBI AQR
contributed ~50% of the slippages for the quarter. Aggressive stress recognition
outside the RBI AQR surprised us. Banks have utilized the opportunity to clean up
aggressively and this is likely to continue in 4QFY16 as well.
RBI focus on balance sheet health – credit cost to remain elevated
Large part (50%+) of the NPA recognition in the RBI AQR happened via relapse from
RL, wherein the account status classification into NPA happened from date of
restructuring. Hence, most loans in this category moved to >2years NPA
classification (D1/D2), leading to higher NPA provisioning. Total provisioning
requirements on RBI AQR (including IRAC norms for ageing of NPA portfolio) would
be INR400b-450b (90%+ expected to be with PSBs), of which half would hit P&L in
FY16 and the rest in FY17 (exhibit 9). Significant pile-up of stress loans on the
balance sheet would keep credit cost elevated, with limited support from core PPoP
(higher non-interest bearing loans on balance sheet now). The RBI is also likely to
come out with the guideline for increasing provisions on 5:25 and SDR accounts,
which would further intensify pressure on credit cost.
Capitalization: Only three PSBs with CET1 >8.5%
Sharp rise in RWA (significant downgrade of loans), PBT losses/negligible profits and
build-up of DTA (banks used this to report PAT although DTA is deducted while
calculating CET1 capital) led to sharp drop in capitalization in 3QFY16 (most PSBs at
7-8.5% now). With the guidance of half of the stress recognition related to RBI AQR
to be taken in 4Q and dividend payout (expected in few cases though), stress on
capitalization is expected to continue. In our base case (CET1 at 9% v/s regulatory
Alpesh Mehta
(Alpesh.Mehta@MotilalOswal.com); +91 22 3982 5415
AS Venkata Krishnan
(A.Krishnan@MotilalOswal.com); +91 22 3010 2603 /
Dhaval Gada
(dhaval.gada@motilaloswal.com)
22 February 2016
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.
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