Last Updated2026-06-02

Market View

₹1,226.6(▼1.06%)

Reporting PeriodQ3 FY26

ICICIBANKICICI Bank Limited Forensic Risk Analysis

Name: ICICI Bank Limited Structural Risk Analysis
Creator: Flagium AI
License: https://creativecommons.org/licenses/by-nc-nd/4.0/

Private Sector Bank

Risk ClassWatch

Market Cap₹9,68,643 Cr

Primary DriverGovernance

Flagium AI Risk Score

24 / 100

-5 QoQ

Improving

Sentinel Insight

Early signs of pressure are emerging in asset quality. Pressure is receding in governance. This suggests the risk profile is currently stabilizing. Risk levels are improving.

52.6th %ile (Sector)Accel: +0 Qtrs

Updated2026-06-02

Market View

₹1,226.6▼1.06%

PeriodQ3 FY26

Score Waterfall
Absolute contribution points of each forensic pillar to the final risk score. Derived from: Sector Baseline + Active Penalties - Mitigation Buffers.

Stability Adjustment

+24.0 pts

Final Composite Risk24 / 100

Investment Risk Thesis

Historical Trend

Current risk score has risen from 11 → 24 over 12 quarters.

Expected Direction

🟢 Improving

Primary Deterioration Drivers

CAR Decay
NIM Compression

What to Watch Next Quarter

Operating profit margins

Active Risk Objects (2)

CriticalHigh

CAR Decay

🏛️ Solvency & LeverageQuarterlyActive for 5 Qtrs

More Detail

Impact Weight15/15

MomentumPersistent

Last SignalQ3 FY2026

ICICIBANK: Persistent 3-quarter CAR decline detected in vigilance zone.

"Early signs of capital erosion. Internal accruals are not enough to support loan growth."

NIM Compression

📊 Earnings QualityQuarterlyActive for 6 Qtrs

More Detail

Impact Weight10/15

MomentumPersistent

Last SignalQ3 FY2026

ICICIBANK: NIM declining for 3 consecutive quarters.

"Early signs of margin compression detected. Core interest income is being squeezed."

Risk Trajectory

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Resilience Matrix

Metric	Value	vs Sector	Signal
Volatility (σ)	7.55	11.47	✅ RESILIENT
Sensitivity (ε_s)	1	1.00	✅ RESILIENT
Escalation Prob.	5%	5%	✅ NEUTRAL
Safety Buffer	+42.0	+42.5	📈 CRITICAL

Forensic Benchmark Context: Private Sector Bank (n=20 peers)

Correlation Analysis
Visualizing the relationship between stock price movement and structural risk objects.

Loading Chart

Share Price

Risk Score (0-100)

Market Performance

₹1,226.6(-1.06%)

1M Divergence-2.25%

1 Week-4.1%

1 Month-2.91%

6 Months-11.55%

1 Year-14.78%

2 Year+11.21%

3 Year+33.98%

Sector Average (1M)-0.66%

Sentinel Forensic Assessment

ALGORITHMIC RISK PROFILE • NON-ADVISORY

The risk profile is Early Signals and currently improving. Recent structural triggers in governance suggest a building pressure on the underlying framework. Material forensic traces are visible in structural transparency and audit trails, indicating a progressive erosion of structural stability. Initial structural recovery is visible; monitor for a sustained return to resilience.

ICICIBANK • MARKET STRUCTURE

Stage 4 — Declining

The company is in a defensive phase. Sentiment and fundamentals are deteriorating under persistent downward pressure, indicating elevated risk levels.

Stage Transition Prob.0%

Trend QualityDeteriorating

Phase Progression

Phase Progression Score0%

Readiness LabelLow (Early Base Consolidation)

Probability of Advancing0%

CoinTree Momentum

Composite Z-Score-0.5760σ

Weakening momentum trend

Universe Rank#2180 of 2716

Top 80.27% in momentum strength

Timeframe Sparklines

1W-4.1%

1M-2.9%

6M-11.6%

Weinstein Indicators

150 DMA₹1,338.47

200 DMA₹1,354.23

150 DMA Slope-1.2250%Declining

Relative Strength-6.06%Lagging

Relative Turnover (RTR)1.2187

ParticipationHealthy

PEER COMPARISON

Ranked comparison against sector peers

Risk profile is broadly in line with the Sector Mean (23.5).

Ticker	Risk Score	Sector %ile	Delta	Flags	Accel	Primary Driver
AXISBANKAxis Bank Limited	22	37th	-5	15	+0	Earnings QualityWatch
ICICIBANKICICI Bank Limited	24	53th	-5	2	+0	GovernanceWatch
INDUSINDBKIndusInd Bank Limited	35	95th	-8	16	+0	GovernanceWatch
RBLBANKRBL Bank Limited	39	100th	+8	15	+1	SolvencyWatch