E
CO
S
COPE
The Economy Observer
5 September 2024
Commendable improvement in the methodology for calculating household
savings/assets in the securities market
Although it does not change the macroeconomic narrative
1)
2)
3)
4)
The Securities and Exchange Board of India (SEBI)
published
a
“Working Paper on Household Savings through Indian
Securities Market”
on 4
th
Sep’24, which reviewed and updated the computation methodology of the savings of
households in the securities market. SEBI uses actual granular data, which improves the quality, scope, and accuracy of
capturing total household investments in the securities market.
Not only does the 11-page working paper explain the existing methodology for estimating financial flows (savings) and
stocks (assets) of households in the securities markets, but the proposed changes to the methodology also consider the
structural changes that the Indian securities market has undergone over the past decade.
The paper states that there are three sets of proposed changes regarding: 1) the category of investors (to be considered
under the household sector), 2) the instruments, and 3) the missing components. The details of these proposed changes
are explained in
Exhibit 1
on the next page. In our view, the four biggest changes are:
the inclusion of Non-Profit Institutions Serving Households (NPISHs) in the definition of investors (such as NGOs, trusts,
AOPs, charities, etc)
the inclusion of the secondary market data
the use of actual data from the primary market instead of fixed ratios used in the existing methodology
the inclusion of hybrid securities (REITs & InvITs) and the expansion of equity and debt segments
Due to these proposed changes, household financial savings under ‘shares & debentures’ increased over FY21-FY23
(Exhibit 2).
The average increase in these three years was 0.6 percentage point (pp) of GDP, including an increase of 1.2pp
of GDP in FY22 and 0.5pp of GDP in FY23.
The differences in the financial assets of the household sector are more pronounced, which has increased by 3-4x, as per
the revised methodology
(Exhibit 3).
Please note that while RBI has published the stock of financial assets of households
from FY21 to FY23 in Sep’23, it has recently published quarterly estimates of the financial wealth of Indian households,
which offer much broader coverage.
Since household financial savings are estimated by RBI using the bottom-up approach, i.e. by components, higher
investments in the securities market can increase the household Gross Financial Savings (GFS) and, thus, the Net
Financial Savings (NFS). Assuming that the estimates of other components (i.e. deposits, currency, insurance, and claims
on government securities and pension & provident funds) remain unchanged, HHNFS would increase to 8.4% GDP in FY22
(from 7.3% GDP earlier) and 5.7% GDP in FY23 (from 5.3% GDP).
However, these would lead to an equivalent reduction in physical savings as gross domestic savings (and thus, household
total savings) are unlikely to change due to revisions in HHNFS. Physical savings, thus, would be reduced to 11.7% GDP in
FY22 (from 12.8% GDP earlier) and 12.7% GDP in FY23 (from 13.2% GDP). This is because gross domestic savings are
estimated indirectly using total investments and current account balance, none of which are affected by revisions in
HHNFS. It also suggests that ‘errors & omissions’ under total investments were higher than estimated over FY21-FY23.
Overall, the improved and comprehensive methodology to calculate household savings and assets in the Indian securities
market is commendable; however, it does not change much in the macro narrative. It suggests that HHNFS was not as
low as estimated in FY23; however, even at the revised GDP of 5.7%, it was the lowest in four decades. Physical savings,
on the other hand, were not as strong. Further, the skewness in the composition of household savings (between financial
and physical assets) was not as extreme in FY23 as earlier believed to be. Lastly, the financial assets of Indian households
are much higher, which means that their financial net worth is stronger.
What about FY24? Well, SEBI’s working paper calculates that household savings in the securities market was 1.2% GDP in
FY24, same as in FY23. It also confirms that household assets in the securities markets grew 52% YoY in FY24, rising to
43.3% GDP from 31.1% in FY23 (and 36.1% in FY22).
Nikhil Gupta
– Research analyst
(Nikhil.Gupta@MotilalOswal.com)
Tanisha Ladha
– Research analyst
(Tanisha.Ladha@MotilalOswal.com)
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Exhibit 1: Key changes proposed under the new methodology
1. Category of Investors
2. Instruments
Equity
Debt
Mutual Funds
REITs & InvITs
AIFs
3. Inclusion of Components
Equity Segment
Debt Segment
Hybrid Securities
Resource Mobilization – Secondary
Market
1. Instruments
Mutual Funds
Equity, Debt,
REITs, InvITs, AIF
2. Inclusion of Components
Holding Data
Existing Methodology
Proposed Methodology
For the changes in financial flows
Individuals (all domestic Individual investors
irrespective of income/extent of investment and HUFs)
Individuals: Retail, HNIs, and HUFs
and non-individuals (NPISHs: NGOs, charities, trusts,
etc)
Only primary market; 35% of total
Actual amounts from primary and secondary markets
equity investments
Only primary market; 40% of total
Actual amounts from primary and secondary markets
debt investments
Net slows into MFs and
Net flows into MFs
ETF transactions in the secondary market
Not captured
Actual amounts from primary and secondary markets
Not captured
Data to be included from FY25
Preferential issuances in the primary market and offer
for sale executed through stock exchange platform
Private placement of debt, municipal debt securities,
Securitized Debt Instruments (SDIs), and listed SRs
REITs and InvITs
Equity, debt (capital market, RFQ, and OTC), hybrid
securities (REITs & InvITs), mutual funds, and ETFs
For the changes in financial stocks
AUM data for HNIs & retail
Not covered
AUM data for individuals & NPISHs from AMFI
Holding data from depositories
Equity, debt (including municipal debt securities),
Securitized Debt Instruments (SDIs) and listed SRs,
hybrid securities (REITs and InvITs), and AUM in MF
pertaining to NPISHs
Source: SEBI
Exhibit 2: Revised methodology suggests an increase in
HHNFS…
Household net financial savings (% of GDP)
Existing data
*New proposed estimates
11.7
11.8
8.4
5.3
FY21
FY22
FY23
5.7
Exhibit 3: …and that the household financial net worth was
stronger than previously estimated
Household
financial net worth
Existing data
7.3
*New proposed
estimates
(INR b) (% of GDP) (INR b)
(% of GDP)
FY21
229
115.2
275
138.4
FY22
254
107.8
318
134.7
FY23
281
104.2
341
126.5
*Assuming no changes in other components
Source: SEBI, MOFSL
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5 September 2024
2
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