RAROC profiles and pricing benchmarks for 2 India banks, sourced from Pillar 3 disclosures.
OpenRAROC tracks 2 banks headquartered in India with a combined corporate credit exposure of EUR 17.3tn. The average India bank in our dataset has a cost-to-income ratio of 47.2% and an average corporate probability of default of 1.45%. On a representative BBB+ EUR 25M 5-year term loan, these banks generate an average RAROC of 7.09%.
On the standard sample deal, HDFC Bank is the cheapest lender in India, requiring just 252bp to hit a 12% RAROC hurdle. The most expensive is State Bank of India at 262bp — a difference of 10bp on the same deal. For a EUR 25M facility, that's EUR 23,958 per year in interest expense.
RAROC computed on a representative BBB+ rated, 5-year, EUR 25M term loan at 150bp spread. Click any bank for its full profile.
| # | Bank | C/I | Avg PD | LGD | EAD | RAROC | Min spread |
|---|---|---|---|---|---|---|---|
| 1 | HDFC Bank | 40.5% | 1.10% | 45.0% | EUR 4.9tn | 7.31% | 252bp |
| 2 | State Bank of India | 54.0% | 1.80% | 45.0% | EUR 12.4tn | 6.87% | 262bp |
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