MACRO FX WORKBENCH

RBI Diaspora Swap & Rupee Stabilization Model

Status: Active Simulation

Policy Parameters Interactive

Target Mobilization (USD Bn) $30.0 B
RBI Concessional Swap Rate (%) 3.50%
Market Forward Swap Rate (%) 6.20%
Diaspora Deposit Yield (FCNR-B) 7.50%
Global Benchmark Rate (SOFR) 4.80%
Monthly CAD Deficit Drag (USD Bn) $6.5 B
Deposit Tenor (Years) 3 Years
Bank Swap Spread
+2.70%
Mkt 6.20% - RBI 3.50%
NRI Yield Premium
+2.70%
Over Global SOFR (4.80%)
RBI Swap Subsidy Cost
$2.43 B
Quasi-fiscal annual
FX Reserve Runway
42 Mos
+12 Mos vs unhedged
Forex Reserve Trajectory: Concessional Intervention vs. Baseline Runoff USD Billions (36-Month Horizon)
With RBI Diaspora Swap Mobilization
Unhedged Baseline Runoff (No Subsidy)
Quasi-Fiscal Cost Accounting & Forward Commitment Ledger Cumulative Amortization
Horizon Intervention Reserves Baseline Reserves Reserve Delta Cumulative RBI Subsidy Est. USD/INR Spot
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