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KYC is one time exercise while dealing in securities markets - once KYC is done through a SEBI registered intermediary (broker, DP, Mutual Fund, etc.), you need not undergo the same process again when you approach another intermediary.
 

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A non-resident Indian (NRI) is a person resident outside India who is an Indian citizen who stays abroad for employment / carrying on bu​siness or vocation outside India or stays abroad under circumstances indicating an uncertain duration of stay abroad or a person of Indian origin resident outside India and includes a student who has gone outside India for further studies.