สาขามุมไบ

Mumbai Branch

สาขามุมไบ

Public Notice : Krung Thai Bank Public Company Limited, Mumbai Branch - India's Deposit Accounts Being Moved to HDFC Bank More Information .

Mumbai Branch Information
Disclosures under New Capital Adequacy (Basel III) Framework

Branch Address & Staff

62 Maker Chamber VI, Nariman Point, Mumbai-400021

The KTB-PCL Mumbai Branch has been established to support the Thai Governme ktfast-regular bluent’s policy in promoting the economic co-operation between Thailand and countries in South Asian sub-continent. The operations of the Mumbai Branch are directed towards facilitating investment and trade in the region and as a strategy has been focusing in the wholesale segment of the banking sector and has been dealing with other national / foreign banks, corporate bodies and Thai Offices & Embassies.

Mr. Gasinpong Kongrit

General Manager

Mr. Shaukat Faizi

Senior Manager-Operations

Mr. Rajesh Purandare

Senior Manager - Vigilance and Compliance

Grievance Redressal Policy

Introduction

This policy document aims at minimizing instances of customer complaints and grievances through proper service delivery and review mechanism and to ensure prompt redressal of customer complaints and grievances.

The bank’s policy on grievance redressal follows the under noted principles.

Customers be treated fairly at all times
Complaints raised by customers are dealt with courtesy and on time
Customers are fully informed of avenues to escalate their complaints/grievances within the organization and their rights to alternative remedy, if they are not fully satisfied with the response of the bank to their complaints.
Bank will treat all complaints efficiently and fairly as they can damage the bank’s reputation and business if handled otherwise.
The bank employees must work in good faith and without prejudice to the interests of the customer.

Customer Complaints / Grievances

The customer complaint arises due to;

The attitudinal aspects in dealing with customers
Inadequacy of the functions/arrangements made available to the customers or gaps in standards of services expected and actual services rendered.

The customer is having full right to register his complaint if he is not satisfied with the services provided by the bank. He can give his complaint in writing, orally or over telephone. If customer’s complaint is not resolved within given time or if he is not satisfied with the solution provided by the bank, he can approach Banking Ombudsman with his complaint or other legal avenues available for grievance redressal.

Bank would appoint a Nodal Officer who will be responsible for the implementation of customer service and complaint handling for the entire bank. The bank may also appoint other designated officers such as Customer Service Officer to handle complaint grievances.

Resolution of Complaints / Grievances

Complaint has to be seen in the right perspective because they indirectly reveal a weak spot in the working of the bank. Complaint received should be analyzed from all possible angles. It is bank’s foremost duty to see that the complaint should be resolved completely to the customer’s satisfaction and if the customer is not satisfied, then he should be provided with alternate avenues to escalate the issue.

Customer complaints would be resolved within 15 days of its receipt and incase more than 15 days are needed to resolve then the same would be communicated to the customer.

The bank recognizes that customer’s expectation/requirement/grievances can be better appreciated through personal interaction with customers by bank’s staff. Many of the complaints arise on account of lack of awareness among customers about bank services and such interactions will help the customers appreciate banking services better.

Grievance Redressal Mechanism

The Bank shall adopt below mentioned approach for handling / escalation of complaints/ grievances by the customers. The Bank shall ensure that appropriate efforts are made to resolve the escalated complaints within the Bank itself. In case of inability to resolve the complaint within the Bank, appropriate reasons shall be documented for non-resolution of such complaints.

Escalation of customer complaints/ grievances shall be handled in a structured manner as under:

Complaints / Grievances	Official to be approached
To be lodged with	Customer Service Officer
First level of escalation	Deputy General Manager
Second level of escalation	General Manager
Third level of escalation	Nodal Officer
Fourth level of escalation	Banking Ombudsman

The Bank shall inform the customers that if their complaints are not resolved to their satisfaction, they may approach Nodal Officer, whose details are given below:

Details of Nodal Officer

Mr. Shaukat Faizi

Senior Manager – Operations

6th Floor, 62, Maker Chambers VI, Nariman Point, Mumbai – 400 021.

Tel Nos. : (022) 22873741-43

Fax : (022) 22873744

Email : shaukat.faizi@krungthai.com

If the customer is still not satisfied, the Bank shall inform the customer that he may approach the banking ombudsman within one month from the date of such intimation.

Name & Address of the Office of Banking Ombudsman

Dr. Neena Rohit Jain

C/o Reserve Bank of India

4th Floor, RBI Byculla Office Building, Opp. Mumbai Central Railway Station, Byculla, Mumbai-400 008.

STD Code : 022

Tel No. : 23022028

Fax : 23022024

Email : cms.bomumbai1@rbi.org.in

Scope of Application and Capital Adequacy

(All amounts in thousands of Indian Rupees)

Scope of application:

Qualitative Disclosures: The disclosures and analysis provided herein below are in respect of the Mumbai Branch, India (‘the Bank’) of Krung Thai Bank Public Company Limited which is incorporated in Thailand and predominantly owned by the Royal Thai Government through Financial Institution Development Fund of Thailand. The Bank has no subsidiaries which are subject to consolidation requirements. It has only one branch in India which operates as a standalone entity.

Quantitative Disclosures: The Bank has no subsidiaries and therefore the disclosure on the aggregate amount of capital deficiencies in subsidiaries is not applicable. Similarly, the risk-weighted aggregate amount of the bank’s total interests in insurance entities is not applicable to the Bank.

Capital structure:

The capital structure of the Bank comprises of interest free funds provided by its Head Office in the form of Tier 1 capital and supplemented by Statutory Reserves created out of profits from operations in India. Reserves and General Provisions not assigned to loss or diminution in value of any specific asset form the Tier 2 capital of the Bank.

Unit: ,000

Composition of capital	31.03.2020 (Basel III)	31.03.2019 (Basel III)
Tier 1 Capital
Start-Up Capital-Interest free funds remitted from H.O.	358,445	358,445
Statutory Reserves	207,163	193,665
Deduction on account of Intangible Assets-Deferred Tax Assets	Nil	Nil
Less: Deposit with overseas branch	Nil	Nil
Total Tier1 Capital	565,608	552,110
Tier2 Capital	11,016	9,755
Total eligible Tier2 Capital	11,016	9,755
Total Eligible Capital	576,624	561,865

Capital Adequacy:

Qualitative Disclosures: The Banks’ policy is to maintain a strong capital base so as to maintain confidence of depositors and the market and to sustain and augment the current activities and future growth plan of the Bank. The Bank maintains CRAR and Core CRAR well above the regulatory requirement on an ongoing basis and is commensurate with the Banks’ overall risk profile. The Bank’s capital management framework includes a comprehensive internal capital adequacy assessment process (ICAAP) conducted annually which determines the adequate level of capitalisation for the Bank to meet regulatory norms and current and future business needs, including under stress scenarios. The ICAAP encompasses capital planning, identification and measurement of material risks and the relationship between risk and capital. The Bank has developed and documented a suitable Internal Capital Adequacy Assessment Process (ICAAP).

Quantitative Disclosures:

Unit: ,000

Particulars	31.03.2020 (Basel III)	31.03.2019 (Basel III)
(a) Capital requirement for Credit Risk:
Portfolios subject to standardized approach	35,524	41,121
Securitization exposures	Nil	Nil
(b) Capital requirement for Market Risk:
Standardized Duration Approach;
Interest Rate Risk	13,210	2,108
Foreign Exchange Risk	450	450
Equity Risk	Nil	Nil
(c) Capital requirement for Operational Risk:
Basic Indicator Approach	24,567	24,566
(d) Common Equity Tier-1 Capital ratio %	64.18	70.88
Tier 1 Capital ratio %	64.18	70.88
Tier 2 Capital ratio %	1.25	1.25
Total Capital ratio (CRAR) %	65.43	72.13

Risk Exposure and Assessment

General qualitative disclosure for each risk area (identified as under), risk management objectives and policies, processes and techniques used by the Bank to identify, measure, monitor and control the following risks as material to its nature of operations:

Credit Risk
Market Risk
Operational Risk
Liquidity Risk
Interest Rate Risk in the Banking Book

Credit Risk: General Disclosures (including equities):

Qualitative Disclosure:

Credit Risk is defined as the risk of financial loss arising when the Banks’ borrowers or counter-parties fail to meet their obligations in accordance with the agreed terms. The goal of credit risk management is to maximize the Banks’ risk adjusted rate of return by maintaining credit-risk exposures within acceptable parameters.

The Bank does not have retail loans segment. There are no Term Loans. The Bank has Cash Credit Advances and Bills Discounting in its funded exposures and issues/confirms Letters of Credit and also Guarantees in its’ non-funded exposure.

The Bank has a Credit Committee to independently assess the credit proposal in context with the risk rating guidelines set by the Head Office. All credit limits are approved by H.O after thorough assessment of the risk profile of the borrower or counter-party. The Banks’ Credit Committee ensures credit facilities are released after proper approval and against proper documentation. It also monitors concentration risk by setting up limits for maximum exposure to individual borrower, bank/industry.

The Head Office has well defined policies and procedures for identifying, measuring and monitoring quality and composition of credit and for controlling credit risk in all its activities. The Bank has adopted the definition of “past due” and “impaired” as defined by RBI for income recognition and asset classification. The Bank has risk-based internal audit and monthly concurrent branch audit.

Quantitative Disclosure:

Unit: ,000

Total Gross Credit Exposures without taking into account the effect of Credit Risk Mitigation techniques:	2020	2019
Total fund based credit risk exposure	135,000	135,000
Total non-fund based credit risk exposure	1,000	1,000

Industry-Type distribution of exposures:

Unit: ,000

Industry Name	Fund Based	Non-Fund Based	Total
Iron and Steel	3,303	NIL	3,303
Petrochemicals	14,987	NIL	14,987
Decoration	NIL	1,000	1,000

Residual contractual maturity breakdown of assets:

Unit: ,000

Particulars	Cash & Balances with RBI	Inter Bank Assets	Investments	Advances	Fixed & Other Assets	Total
Next Day	616	693,186	Nil	Nil	114	693,916
02-07 D	Nil	Nil	Nil	1,631	Nil	1,631
08-14 D	Nil	Nil	254,215	Nil	Nil	254,215
15-28 D	128,891	Nil	49,877	2,145	Nil	180,913
29D-3M	Nil	Nil	2,081,890	14,424	1,462	2,097,775
3M-6M	Nil	Nil	343,240	Nil	338	343,578
6M-12M	Nil	203,527	1,411,021	Nil	7,839	1,622,387
1YR-3YR	Nil	Nil	Nil	Nil	272	272
3YR-5YR	Nil	Nil	Nil	Nil	1,964	1,964
Over5YRS	Nil	Nil	Nil	Nil	89,793	89,793
Total	129,507	896,713	4,140,243	18,200	101,781	5,286,444

Credit Risk: Portfolios subject to Standardised Approach

Qualitative Disclosure:

The Bank is using Credit Risk Assessment of ICRA, CRISIL, FITCH and CARE for the purpose of arriving at risk weightage wherever available.

Quantitative Disclosure:

As at March 31, 2020 the Bank does not have rated claims of any borrower counter-party.

Unit: ,000

Particulars	`
Below 100% risk weight	5,183,793
100% risk weight	96,580
More than 100% risk weight	116,800

Credit Risk Mitigation: Standardised Approaches

Qualitative Disclosure:

It is the policy of the Bank to obtain collaterals for credits, unless the business case warrants clean lending. The Bank has a policy for valuation of immovable properties taken as collaterals which envisage assessment of market value by approved valuer and periodic revaluation. Cash deposits / cash equivalent are taken at face value. The Bank uses various collaterals both financial as well as non-financial as credit risk mitigants. All deeds of ownership / titles related to collateral are held in physical custody under the control of authorised executives. Cash security is however recognised only as a fallback option and repayment of facilities are primarily sought from the cash flow of the borrower’s business. However, collateral may be an important mitigant of risk.

Description of the main types of recognised collaterals: Fixed deposit receipts and cash margin. Other collaterals: Equitable mortgage of immovable properties, charge over stock and debtors.

Main type of guarantor counterparty and their creditworthiness: Main types of guarantors include corporate, parent companies, partners and directors. Net worth is calculated based on financial statements / tax returns.

Information about (market or credit) risk concentrations within the mitigation taken: The Bank reduces its credit exposure to counterparty with the value of eligible financial collateral to take account of the risk mitigating effect of the collateral.

Quantitative Disclosure:

For disclosed credit risk portfolio under the standardised approach, the total exposure that is covered by the total value of eligible financial collateral, for credit portfolio is ` 10 lakhs.

Securitization: Disclosure for Standardised Approach

Qualitative Disclosure and Quantitative Disclosure:

Not applicable as the Bank has not entered into any securitization activity.

Market Risk in Trading Book:

Market risk arises from changes in equity value that came as a result of changes in market factors such as volatility of interest rates, foreign exchange rate and securities prices and consequently affect income and capital fund of the Bank.

The Bank has an ALM and Investment Policy for conducting investment and foreign exchange business. It is the Banks’ policy to trade in securities and foreign exchange only to maintain SLR and other statutory requirement and for hedging merchant transactions respectively. The Bank does not take exposure to equity, commodity and capital market.

The Bank is following the modified duration for calculating market risk on securities held under AFS category and capital charge for market risk in foreign exchange is calculated at 9% on the open position limit of the Bank.

The Head Office has adopted Value at Risk (VaR) to assess market risk. VaR refers to the maximum value of losses upon changes of market risk factors at confidence level of 99 percent during one-day position. The Bank also conducts Liquidity and Interest Gap Analysis, NII Simulation, Volatility and Stress Tests.

Quantitative Disclosure:

The capital requirement for market risk is as under:

Unit: ,000

Particulars	`
Interest Rate Risk	13,210
Foreign Exchange Risk	450
Equity Risk	Nil

Operational Risk:

Operational risk includes risk arising from inadequacy or deficiency of internal work process, human resources, work system or external incidents including legal risk. The Bank tries to provide its staff members at all levels with the knowledge and right understanding about operational risk so they will realize the significance and their participation in operational risk management.

The Bank has defined operation procedures for each of its product and services. It has a policy document on Know Your Customer (KYC), Anti-Money Laundering Procedures, Business Continuity Plan and Disaster Recovery Plan. The Bank has risk-based internal audit and concurrent audit systems which facilitate identifying and rectifying operational deficiencies.

Capital charge for operational risk is computed as per the basic indicator approach. The average of the gross income as defined in the new capital adequacy framework guidelines, for the previous three years is considered for computing the capital charge.

Interest Rate Risk in Banking Book (IRRBB)

Interest rate risk in banking book arises due to potential impact of movement in interest rates on the future net interest income. This is due to mismatch in maturity profiles of interest rate sensitive assets and liabilities.

The impact on the Banks’ net interest income due to the movement in the interest rate is monitored on a regular basis. The impact on NII is calculated on the basis of GAP in assets and liabilities maturity profiles. In case of upward movement of interest rates by 100 basis points way may result in increase in interest income by Rs. 12.64 million. Similarly in case of decrease in interest rates by 100 basis points may reduce interest income by Rs. 10.94 million.

ดาวน์โหลด

KTB Mumbai - List of unclaimed deposits 31.12.2021

(0.53 MB) PDF

ดาวน์โหลด

ค้นหาเบอร์โทร/สาขาใกล้คุณ

ติดต่อธนาคาร

ค้นหาเบอร์โทร/สาขาใกล้คุณ

ติดต่อธนาคาร