Financial Stability Report June 2026 ⏳ Published: Sep 2026 | 🎯 40 MCQs

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Financial Stability Report June 2026 ⏳ Published: Sep 2026 | 🎯 40 MCQs

Q 1 / 40
In the context of Indian equity performance and ownership, consider the following set of statements:
1. As of March 2026, the ownership share of Domestic Institutional Investors (DIIs) stood at 15.8%, exceeding that of Foreign Portfolio Investors (FPIs).
2. Valuation losses in FPIs Assets under Custody (AUC) accounted for roughly 65% of the overall decline in FPI AUC between December 2025 and May 2026.
3. China has a higher country-wise equity allocation than Taiwan and South Korea in the basket of emerging markets.
Select the correct answer using the code given below:
A. 1 and 2
B. 2 and 3
C. 1, 2, and 3
D. 2
In the context of foreign exchange market trends, consider the following statements:
1. The deprecation of Indian Rupee (INR) during the Taper Tantrum episode (2013) exceeded its depreciation during the Global Financial Crisis (2008-09).
2. Thailand, Indonesia, and India experienced currency depreciation between April 2025 and June 2026.
3. The Exchange Market Pressure Index (EMPI) considers only two factors: change in exchange rate and change in foreign currency assets.
Select the correct answer using the code given below:
A. 1,2, and 3
B. 2 and 3
C. 3
D. 1 and 2
According to the FSR-June 2026, how many entities formed the innermost core of the Indian Banking System (SCBs+UCBs) in March 2026 ?
A. 3
B. 5
C. 4
D. 2
In the insurance sector, what trend signals a structural risk, as India’s ageing population increases?
A. Volatility in ULIP funds
B. Gross investment yield of top 10 general insurers
C. Declining trend in P&G funds of top life insurers
D. Declining trend of Life Funds of top nine private life insurers
Since 2021-22 what has been the general trend of total reported grievances for Life Insurers and General insurers?
A. Has fallen for Life Insurers and increased for General Insurers
B. Has increased for Life Insurers and fallen for General Insurers
C. Has increased for both
D. Has decreased for both
What component of total borrowing increased for both NBFC-ML and NBFC-UL?
A. CPs subscription (excluding by banks)
B. Debentures subscription (excluding by banks)
C. CPs subscription by banks
D. Borrowing from Banks
What was the common thread in the two hypothetical adverse scenarios of the macro stress tests of FSR June 2026?
A. Stagflation
B. Stock market crash
C. Geopolitical Risk
D. Sovereign Crisis
In the credit risk sensitivity analysis for SCBs, how many banks failed to meet the regulatory minimum CRAR under Shock 2?
A. 5
B. 3
C. 4
D. 2
According to the equity price risk sensitivity analysis for SCBs, what percentage decline in equity prices are assumed under the shock scenarios?
A. 20, 30, 40
B. 25, 35, 45
C. 20, 30, 50
D. 25, 35, 55
What is the reduction in CRAR under the severe stress scenario in the credit risk sensitivity analysis for SFBs?
A. 175 bps
B. 170 bps
C. 165 bps
D. 180 bps
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According to the derivatives portfolio stress test, what does the increased potential loss from rupee appreciation indicate? (Page 80, Para 2.43)
A. Banks accumulated long INR positions.
B. Banks reduced their foreign exchange exposure.
C. Banks accumulated long USD positions.
D. Banks shifted entirely to interest rate derivatives.
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According to the derivatives portfolio stress test, which category of banks maintained a predominantly net positive mark-to-market (MTM) position as a proportion of CET1 capital?
A. Public Sector Banks (PSBs)
B. Private Sector Banks (PVBs)
C. Small Finance Banks (SFBs)
D. Foreign Banks (FBs)
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Which of following is true for Network Analysis.
1. NBFCs are the largest net borrowers of funds from the system
2. HFCs are the second largest net borrowers of funds from the system
A. Both 1 and 2 True
B. Only 1 true
C. Only 2 true
D. Both 1 and 2 false
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Which of the following group has highest total bilateral exposure (as a percent of its total financial assets) to SCBs
A. NBFCs
B. HFCs
C. AIFIs
D. AMC-MFs.
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Macro Stress Tests attempt to project banks’ capital ratios under a baseline scenario and two adverse macroeconomic scenarios over a two-year horizon. In this context,
which of the following statements is correct?
A. The baseline is a historical-average path, the adverse scenarios are hypothetically stringent and are derived through simulations using a VARX model.
B. The baseline uses the latest forecast paths of macro variables; the adverse scenarios are hypothetically stringent and are derived through simulations using a VARX model.
C. All three scenarios are forecasts generated from the same VAR model, with only the confidence interval altered between scenarios.
D. The baseline uses the latest forecast paths of macro variables, while adverse scenarios are reverse-stress thresholds calibrated directly to bank-level CRAR.
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What is the key distinction between Adverse Scenario 1 and Adverse Scenario 2 in the June 2026 macro stress test?
A. Scenario 1 assumes a domestic credit event that fades in the second year; Scenario 2 assumes only a one-year exchange-rate shock.
B. Scenario 1 assumes prolonged geopolitical conflicts through both years; Scenario 2 assumes energy-price and exchange-rate pressures followed by improvement.
C. Scenario 1 combines intensified geopolitical risk, energy-price and exchange-rate pressures with gradual improvement in 2027-28; Scenario 2 assumes prolonged and more widespread conflicts extending into 2027-28, disrupting inflation and growth in both years.
D. The scenarios differ only in the severity of GDP growth; their inflation and geopolitical assumptions are identical.
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In connection with the macro stress test of SCBs,
which of the following statements correctly describes the findings at the end of the stress horizon under the two adverse scenarios?
A. All 46 banks remain above the 5.5% CET1 minimum in every scenario, but the number below the 9% CRAR minimum is zero under the baseline, one under Adverse Scenario 1 and two under Adverse Scenario 2.
B. All 46 banks remain above the 9% CRAR minimum in every scenario, but two banks breach the CET1 minimum only under Adverse Scenario 2.
C. One bank breaches the CET1 minimum under Adverse Scenario 1 and two under Adverse Scenario 2; no bank breaches CRAR.
D. The baseline itself produces one CRAR breach, while both adverse scenarios produce two CET1 breaches.
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Which of the following patterns across UCB tiers is consistent with the severe stress-test results?
A. Tier 1 is the only tier with regulatory breaches under severe credit and interest-rate stress; Tier 2 and Tier 3 remain unaffected.
B. Tier 4 breaches occur only under trading-book interest-rate stress, not under credit default or concentration stress.
C. Tier 2 and Tier 3 UCBs show the main vulnerability across several severe tests; Tier 4 breaches arise under severe credit default/concentration, while the reported interest-rate tests do not push Tier 1 or Tier 4 below their regulatory thresholds.
D. The severe liquidity test produces regulatory-capital breaches in every tier, while credit stress produces none.
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In the context of liquidity risk management for open-ended debt schemes,
which of the following correctly pairs the definitions of LR-RaR and LR-CRaR?
A. LR-RaR is the tail behaviour at a confidence interval; LR-CRaR is the expected recovery rate after redemption.
B. LR-RaR is the liquid-asset buffer after haircuts; LR-CRaR is the likely outflow at a confidence interval.
C. LR-RaR is the likely outflow conditional on a tail event; LR-CRaR is the unconditional average redemption rate.
D. LR-RaR refers to likely outflows at a given confidence interval; LR-CRaR refers to the behaviour of the tail at a given confidence interval.
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The report notes that the market value of investments subject to fair value increased from ₹22.8 lakh crore to ₹24.1 lakh crore. Which development would pose the greatest interest rate risk to these portfolios?
A. Decline in policy rates accompanied by falling yields.
B. Parallel upward shift in the yield curve.
C. Increase in modified duration of the HTM portfolio.
D. Fall in credit spreads.
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Which statement regarding the interest-rate risk analysis is most accurate?
A. The analysis covers every asset on bank balance sheets that is exposed to changes in interest rates.
B. The analysis excludes HTM securities because they are not marked to market.
C. The analysis is restricted to domestic operations and includes only specified investment portfolios.
D. The analysis measures only the effect of policy-rate changes on net interest margins.
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Between March 2014 and March 2026, how did the composition of commercial banks' housing loan portfolios shift in terms of credit limits?
A. Loans below ₹25 lakh increased to account for over 70% of total housing loans.
B. Loans with credit limits of ₹50 lakh and above grew to account for 44.7% of outstanding housing loans.
C. Loans between ₹10 lakh and ₹25 lakh became the dominant category at 60.6% share.
D. Loans above ₹1 crore dropped to less than 5% of total housing loan balances.
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According to score mitigation for risk categories of personal loans, what were the score tier upgrade and downgrade rates for Near Prime and Super Prime personal loan borrowers, respectively, from March 2025 to March 2026?
A. Near Prime upgrade: 45.9%; Super Prime downgrade: 45.2%
B. Near Prime upgrade: 50.0%; Super Prime downgrade: 52.7%
C. Near Prime upgrade: 31.7%; Super Prime downgrade: 27.3%
D. Near Prime upgrade: 18.3%; Super Prime downgrade: 17.8%
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What was the Compound Annual Growth Rate (CAGR) of gold loans between March 2024 and March 2026 relative to overall non-housing retail loans?
A. Gold loans grew at 23.0% CAGR, matching the non-housing retail loan growth rate.
B. Gold loans grew at 42.4% CAGR, nearly twice the pace of overall non-housing retail loans.
C. Gold loans grew at 54.5% CAGR, three times the pace of overall non-housing retail loans.
D. Gold loans grew at 15.3% CAGR, trailing behind personal loan growth.
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What notable trend was observed among sub-prime borrowers holding both personal loans and gold loans in March 2026?
A. Their personal loan outstanding balances contracted by 10% year-on-year.
B. Their gold loan LTV ratios increased beyond 85%.
C. Their average number of personal loan accounts increased to 3.5 per borrower.
D. Their 1-year default rate surged to 6.4%.
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In Box 1.2, which two income cohorts and risk tiers dominated unsecured personal loan originations, accounting for nearly three-fourths of total originations?
A. Income: ₹10–15 lakh and ≥₹15 lakh; Risk Tiers: Super Prime and Prime Plus
B. Income: <₹5 lakh and ₹5–10 lakh; Risk Tiers: Prime and Prime Plus
C. Income: <₹5 lakh and ₹10–15 lakh; Risk Tiers: Near Prime and Sub-Prime
D. Income: ₹5–10 lakh and ≥₹15 lakh; Risk Tiers: Prime and Sub-Prime
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What proportion of total household debt was accounted for by non-housing retail loans as of end-March 2026, and what was its position relative to housing, agriculture, and business loans?
A. 26.3%, trailing behind housing loans
B. 45.5%, matching agricultural loan balances
C. 58.4%, consistently outpacing housing as well as agriculture and business loans
D. 15.3%, making up the smallest share of household borrowings
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As of March 2026, how did Public Sector Banks (PSBs) compare to Private Sector Banks (PVBs) in terms of consumer credit growth and GNPA ratios?
A. PSBs grew at 12.1% with GNPA of 0.9%; PVBs grew at 22.6% with GNPA of 1.4%
B. PSBs grew at 22.6% with GNPA of 1.4%; PVBs grew at 12.1% with GNPA of 0.9%
C. Both bank groups recorded identical credit growth of 17.5% and GNPA of 1.2%
D. PSBs recorded negative credit growth (-5.5%) while PVBs grew at 31.0%
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As of end-March 2026, what percentage of total household borrowing was allocated specifically for consumption purposes?
A. 26.3%
B. 33.5%
C. 49.7%
D. 58.4%
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RBI supplied durable liquidity through several measures during April 2025 – April 2026 which include(s) :
A. Open market operations
B. Open market operations and FX Sell-Buy swaps
C. Open market operations, FX Sell-Buy swaps and variable reverse rate repos
D. FX sell-buy swaps and variable rate repos
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With respect to money market rates ,
A. CD-OIS spreads widened considerably in the first half of CY 2026 largely reflecting underlying system liquidity was not in consistent surplus condition.
B. Rising divergence between credit and deposit growth rates was one of the reasons for volatility in CD rates in Q1 of 2026-27
C. System liquidity affects both CD and OIS rates in similar fashion though not to identical degrees, and therefore this was the reason for the widening of CD-OIS spreads.
D. OIS rates remained volatile in Q1 of 2026-27.
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Which of the following statements is correct regarding demand for G-secs .
A. Long-term institutional investors prefer only a specific segment of the yield curve and therefore do not impact the demand for G-secs significantly.
B. The share of SGS in Pension funds’ portfolio witnessed the largest jump in March 2026 over March 2026
C. Large issuances of State government securities (SGS) led to widening of SGS spread over G-secs reducing demand for G-secs
D. Equities now form the third largest share in long term institutional investors’ portfolios after G-secs and SGS, partly muting some demand for G-secs.
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In respect of Corporate bonds,
select the correct statement
A. Spreads of longer tenor bonds issued by corporates are generally higher than those issued by NBFCs.
B. Individuals are the second largest investors in listed corporate bonds.
C. Corporate bond issuances fell in 2025-26 as robust transmission of policy rate to bank lending rate improved lending to corporates.
D. None of the above.
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Select the correct statement.
A. Loans against the collateral security of gold jewellery, ornaments and coins form the largest segment of retail credit as on March 2026.
B. NBFCs led gold loan originations growth driven by loans to existing and new-to-credit customers.
C. Growth in originations in gold loans in public sector banks, private sector banks and NBFCs outpaced growth in gold price in 2025-26.
D. Gold loan originations have consistently been larger than gold loans outstanding for the past three financial years.
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Select the correct statement
A. Personal loan outstanding of those borrowers who have at least one gold loan has declined in March 2026 as compared to the previous years.
B. Growth in personal loans outstanding of borrowers with at least one gold loan has declined in March 2026 compared to March 2024.
C. The average number of personal loan accounts per borrower with at least one gold loan has increased for lower rated borrowers in March 2026.
D. Higher LTV ratios indicate improved collateral buffers and therefore offer larger cushion against adverse movements in gold prices.
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According to the fully phased-in final Basel III framework outlined by the Basel Committee on Banking Supervision (BCBS),
what is the target calibration percentage for the 'output floor' of banks' capital to be reached by January 2028?
A. 50.0 per cent
B. 65.0 per cent
C. 72.5 per cent
D. 80.0 per cent
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Under DICGC's Risk-Based Premium (RBP) Framework introduced for insured banks in India, which specific mechanism is incorporated to recognize institutions with a sustained record of contributions without insurance claim payouts?
A. Capital Multiplier Rebate
B. Vintage Discount Mechanism
C. Liquidity Buffer Exemption
D. Tier 1 Solvency Discount
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On March 27, 2026, the Reserve Bank of India mandated Authorised Dealers to maintain their net open positions involving INR (NOP-INR) in the onshore deliverable market within what daily ceiling limit by the end of each business day?
A. US$ 50 million
B. US$ 100 million
C. US$ 250 million
D. US$ 500 million
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What is the primary operational scope of SEBI's AI-powered RegTech platform known as Project SUDARSAN?
A. Automated approval of Initial Public Offering (IPO) draft prospectuses
B. Real-time surveillance of social media to detect unauthorized digital activity and financial fraud
C. Facilitating cross-border debt securities clearing for foreign investors
D. Automating ESG reporting evaluations for listed corporations
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Effective April 1, 2027, RBI's revised Directions on asset classification repeal existing IRACP norms and introduce an Expected Credit Loss (ECL) framework based on which provisioning approach and accounting methodology?
A. Two-stage provisioning approach and Fair Value accounting
B. Three-stage provisioning approach and Effective Interest Rate methodology
C. Four-tier risk weighting and Historical Default Rate analysis
D. Dynamic provisioning buffer approach and Cash Flow Discounting

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