NRI - Return filing

Dear Sirs,

                  Kindly let me know what to do in the foll case:

             An person who is an NRI working on an Indian Ship has NO INCOME accruing no or arising in INDIA

           He wants to procure a Housing Loan ,but the bank authorities are demanding his I.Tax return.He has not yet filed his I.Tax return since he did not have any Income from any source in India

          a) Is it essential for him to file his return now

             (If Yes then i) which ITR should he file

                                ii) Should he show Zero '0' against all Heads of Income (since he has no taxable 

                                                                                                                        Income)

                                        OR

          b) Is there any other option to procure loan

          Pl reply at the earliest

          Thanks