World Investor Week Nov 22-28, 2021

Message from Chairman, SEBI

List of benchmark indices intended to used by AMCs as 1st tier Benchmarks for open ended debt schemes as per the Potential Risk Class Matrix


Please click here to download the file.

Credit Risk / Macualay DurationClass A (CRV>=12)Class B (CRV>=10)Class C (CRV<10)
Class I: (MD<=1 year)NIFTY 1D Rate IndexCrisil Overnight Index--
NIFTY Liquid - Low Credit Risk IndexCRISIL Liquid Fund Index - Low Credit RiskNIFTY Liquid - Moderate Credit Risk IndexCRISIL Liquid Fund Index - Medium Credit Risk-CRISIL Liquid Fund Index - High Credit Risk
NIFTY Ultra Short Duration Debt - Low Credit Risk IndexCRISIL Ultra Short Term Debt Index - Low Credit RiskNIFTY Ultra Short Duration Debt - Moderate Credit Risk IndexCRISIL Ultra Short Term Debt Index - Medium Credit RiskNIFTY Ultra Short Duration Debt - High Credit Risk IndexCRISIL Ultra Short Term Debt Index - High Credit Risk
NIFTY Low Duration Debt - Low Credit Risk IndexCRISIL Low Duration Debt Index - Low Credit RiskNIFTY Low Duration Debt - Moderate Credit Risk IndexCRISIL Low Duration Debt Index - Medium Credit RiskNIFTY Low Duration Debt - High Credit Risk IndexCRISIL Low Duration Debt Index - High Credit Risk
NIFTY Money Market -Low Credit Risk IndexCRISIL Money Market Index - Low Credit RiskNIFTY Money Market - Moderate Credit Risk IndexCRISIL Money Market Index - Medium Credit Risk-CRISIL Money Market Index - High Credit Risk
Class II: (MD<=3 year)NIFTY Short Duration Debt - Low Credit Risk IndexCRISIL Short Term Bond Fund Index - Low Credit RiskNIFTY Short Duration Debt - Moderate Credit Risk IndexCRISIL Short Term Bond Fund Index - Medium Credit RiskNIFTY Short Duration Debt - High Credit Risk IndexCRISIL Short Term Bond Fund Index - High Credit Risk
Class III: Across all Macualay durationNIFTY Medium Duration Debt - Low Credit Risk IndexCRISIL Medium Term Debt Index - Low Credit RiskNIFTY Medium Duration Debt - Moderate Credit Risk IndexCRISIL Medium Term Debt Index- Medium Credit RiskNIFTY Medium Duration Debt - High Credit Risk IndexCRISIL Medium Term Debt Index- High Credit Risk
NIFTY Medium to Long Duration Debt - Low Credit Risk IndexCRISIL Medium To Long Term Debt Index - Low Credit RiskNIFTY Medium to Long Duration Debt - Moderate Credit Risk IndexCRISIL Medium to Long Term Debt Index - Medium Credit RiskNIFTY Medium to Long Duration Debt - High Credit Risk IndexCRISIL Medium to Long term Debt Index - High credit risk
NIFTY Long Duration Debt - Low Credit Risk IndexCRISIL long Term Debt Index- Low Credit RiskNIFTY Long Duration Debt - Moderate Credit Risk IndexCRISIL Long Term Debt Index- Medium Credit RiskNIFTY Long Duration Debt - High Credit Risk IndexCRISIL Long Term Debt Index- High credit risk
NIFTY Composite Debt - Low Credit Risk IndexCRISIL Composite Bond Fund Index - Low Credit RiskNIFTY Composite Debt - Moderate Credit Risk IndexCRISIL Composite Bond Fund Index- Medium Credit RiskNIFTY Composite Debt - High Credit Risk Index
NIFTY Corporate Bond - Low Credit Risk IndexCRISIL Corporate Bond Composite Index - Low Credit RiskNIFTY Corporate Bond - Moderate Credit Risk IndexCRISIL Corporate Bond Composite Index - Medium Credit Risk
NIFTY Banking & PSU Debt - Low Credit Risk IndexCRISIL Banking and PSU Debt Index - Low Credit RiskNIFTY Banking & PSU Debt - Moderate Credit Risk IndexCRISIL Banking and PSU Debt Index - Medium Credit Risk
NIFTY Credit Risk - Moderate Credit Risk IndexCRISIL Composite Credit Risk Index - Medium Credit RiskNIFTY Credit Risk - High Credit Risk IndexCRISIL Composite Credit Risk Index - High Credit Risk
Nifty Composite G-Sec IndexCRISIL Dynamic Gilt Index