UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 6-K
REPORT OF FOREIGN PRIVATE ISSUER
PURSUANT TO RULE 13a-16 OR 15d-16
UNDER THE SECURITIES EXCHANGE ACT OF 1934
For the month of January 2019
Commission File Number 001-33098
Mizuho Financial Group, Inc.
(Translation of registrant’s name into English)
5-5, Otemachi 1-chome
Chiyoda-ku, Tokyo 100-8176
Japan
(Address of principal executive office)
Indicate by check mark whether the registrant files or will file annual reports under cover of Form 20-F or Form 40-F.
Form 20-F ☒ Form 40-F ☐
Indicate by check mark if the registrant is submitting the Form 6-K in paper as permitted by Regulation S-T Rule 101(b)(1): ☐
Indicate by check mark if the registrant is submitting the Form 6-K in paper as permitted by Regulation S-T Rule 101(b)(7): ☐
Indicate by check mark whether the registrant by furnishing the information contained in this Form is also thereby furnishing the information to the Commission pursuant to Rule 12g3-2(b) under the Securities Exchange Act of 1934.
Yes ☐ No ☒
If “Yes” is marked, indicate below the file number assigned to the registrant in connection with Rule 12g3-2(b):82- .
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
| Date: | January 30, 2019 | |
| Mizuho Financial Group, Inc. | ||
| By: | /s/ Makoto Umemiya | |
| Name: | Makoto Umemiya | |
| Title: | Managing Executive Officer / Group CFO | |
The following is the English translation of excerpt regarding the Basel Pillar 3 disclosures and the relevant information from our Japanese language disclosure material published in January 2019. The Japanese regulatory disclosure requirements are fulfilled with the Basel Pillar 3 disclosures and Japanese GAAP is applied to the relevant financial information. In this report, “we,” “us,” and “our” refer to Mizuho Financial Group, Inc. and, unless the context indicates otherwise, its consolidated subsidiaries. “Mizuho Financial Group” refers to Mizuho Financial Group, Inc.
| 2 | ||||
| 2 | ||||
| Status of Mizuho Financial Group’s Consolidated Capital Adequacy |
3 | |||
| 3 | ||||
| 4 | ||||
| 16 | ||||
| 18 | ||||
| 24 | ||||
| 28 | ||||
| 31 | ||||
| 33 | ||||
| 34 | ||||
| 58 | ||||
| 58 | ||||
| 59 | ||||
1
Under the capital adequacy ratio regulations agreed upon by the Basel Committee on Banking Supervision, banks are required to meet certain minimum capital requirements. We calculate our capital adequacy ratio on a consolidated basis based on “the criteria used by a bank holding company for deciding whether or not the adequacy of equity capital of the bank holding company and its subsidiaries is appropriate in light of the assets owned by the bank holding company and its subsidiaries pursuant to Article 52-25 of the Banking Law” (Financial Services Agency, or FSA, Notice No.20 issued in 2006).
We also calculate our leverage ratio on a consolidated basis according to “the leverage ratio on a consolidated basis separately prescribed by the Commissioner of the Financial Services Agency according to Article 1 Paragraph 1 item 7 of the Matters Separately Prescribed by the Commissioner of the Financial Services Agency Regarding Status of the Adequacy of Equity Capital pursuant to Article 19-2 Paragraph 1 Item 5 Sub-item (d) etc. of the Ordinance for the Enforcement of the Banking Law” (FSA Notice No.13 issued in 2015).
Liquidity standards agreed upon by the Basel Committee on Banking Supervision require our liquidity coverage ratio to surpass certain minimum standards. We calculate our consolidated liquidity coverage ratio (the “Consolidated LCR”) in accordance with the regulation “The Evaluation Criterion on the Sound Management of Liquidity Risk Defined, Based on Banking Law Article 52-25, as One of Criteria for Bank Holding Companies to Evaluate the Soundness of Their Management and the Ones of Their Subsidiaries and Others, which is also One of Evaluation Criteria on the Soundness of the Banks’ Management” (the FSA Notice No. 62 of 2015 (the “Notice No. 62”)).
KM1: Key Metrics
| (millions of yen, except percentages) | ||||||||||||||||||||||
| Basel III Template No. | a | b | c | d | e | |||||||||||||||||
| As of September 30, 2018 |
As of June 30, 2018 |
As of March 31, 2018 |
As of December 31, 2017 |
As of September 30, 2017 |
||||||||||||||||||
| Capital |
||||||||||||||||||||||
| 1 | Common Equity Tier 1 capital |
7,607,267 | 7,631,486 | 7,437,048 | 7,597,964 | 7,280,598 | ||||||||||||||||
| 2 | Tier 1 capital | 9,434,893 | 9,112,127 | 9,192,244 | 9,321,858 | 9,004,810 | ||||||||||||||||
| 3 | Total capital | 11,214,088 | 10,859,912 | 10,860,440 | 11,260,104 | 10,946,675 | ||||||||||||||||
| Risk weighted assets |
||||||||||||||||||||||
| 4 | Risk weighted assets | 60,240,051 | 60,157,998 | 59,528,983 | 63,414,867 | 61,695,509 | ||||||||||||||||
| Capital ratio |
||||||||||||||||||||||
| 5 | Common Equity Tier 1 capital ratio |
12.62 | % | 12.68 | % | 12.49 | % | 11.98 | % | 11.80 | % | |||||||||||
| 6 | Tier 1 capital ratio | 15.66 | % | 15.14 | % | 15.44 | % | 14.69 | % | 14.59 | % | |||||||||||
| 7 | Total capital ratio | 18.61 | % | 18.05 | % | 18.24 | % | 17.75 | % | 17.74 | % | |||||||||||
| Capital buffer |
||||||||||||||||||||||
| 8 | Capital conservation buffer requirement |
1.87 | % | 1.87 | % | 1.87 | % | 1.25 | % | 1.25 | % | |||||||||||
| 9 | Countercyclical buffer requirement |
0.02 | % | 0.02 | % | 0.01 | % | 0.00 | % | 0.00 | % | |||||||||||
| 10 | Bank G-SIB/D-SIB additional requirements |
0.75 | % | 0.75 | % | 0.75 | % | 0.50 | % | 0.50 | % | |||||||||||
| 11 | Total of bank CET1 specific buffer requirements |
2.64 | % | 2.64 | % | 2.63 | % | 1.75 | % | 1.75 | % | |||||||||||
| 12 | CET1 available after meeting the bank’s minimum capital requirements |
8.12 | % | 8.18 | % | 7.99 | % | 7.48 | % | 7.30 | % | |||||||||||
| Leverage ratio |
||||||||||||||||||||||
| 13 | Total exposures | 216,920,174 | 217,040,028 | 214,277,824 | 217,478,350 | 217,304,488 | ||||||||||||||||
| 14 | Leverage ratio | 4.34 | % | 4.19 | % | 4.28 | % | 4.28 | % | 4.14 | % | |||||||||||
| Liquidity coverage ratio (LCR) |
||||||||||||||||||||||
| 15 | Total HQLA allowed to be included in the calculation |
62,485,008 | 62,777,196 | 60,159,630 | 63,459,113 | 60,568,697 | ||||||||||||||||
| 16 | Net cash outflows | 48,045,874 | 51,729,447 | 50,079,075 | 50,808,181 | 48,025,220 | ||||||||||||||||
| 17 | LCR | 130.1 | % | 121.3 | % | 120.1 | % | 124.8 | % | 126.1 | % | |||||||||||
Note:
Base III Template No. from 15 to 17 are quarterly averages.
2
Status of Mizuho Financial Group’s consolidated capital adequacy
Following the partial revision of “Matters Separately Prescribed by the Commissioner of the Financial Services Agency Regarding Status of the Adequacy of Equity Capital Pursuant to Article 19-2, Paragraph 1, Item 5, Sub-item (d), etc. of the Ordinance for the Enforcement of the Banking Law,” the disclosure of any information concerning the second half of the fiscal year ending March 31, 2019 is made in accordance with the relevant FSA Notice issued after the revision (the “New FSA Notice”). The figures relating to our banking activities for the second half of the fiscal year ended March 31, 2018 are disclosed in accordance with the relevant FSA Notice issued before the revision (the “Old FSA Notice”) (See pages 34 to 57 for the disclosure items which are different from those disclosed according to the new FSA Notice).
(1) Scope of Consolidation for Calculating Consolidated Capital Adequacy Ratio
(A) Difference from the companies included in the scope of consolidation based on consolidation rules for preparation of consolidated financial statements (the “scope of accounting consolidation”)
None as of September 30, 2017 and 2018.
(B) Number of consolidated subsidiaries
| As of September 30, 2017 | As of September 30, 2018 | |||||||
| Consolidated subsidiaries |
130 | 125 | ||||||
Our major consolidated subsidiaries (and their main businesses) are Mizuho Bank, Ltd. (banking business), Mizuho Trust & Banking Co., Ltd. (trust business and banking business) and Mizuho Securities Co., Ltd. (securities business).
(C) Corporations providing financial services for which Article 9 of the FSA Notice No. 20 is applicable
None as of September 30, 2017 and 2018.
(D) Companies that are in the bank holding company’s corporate group but not included in the scope of accounting consolidation and companies that are not in the bank holding company’s corporate group but included in the scope of accounting consolidation
None as of September 30, 2017 and 2018.
(E) Restrictions on transfer of funds or capital within the bank holding company’s corporate group
None as of September 30, 2017 and 2018.
(F) Names of any other financial institutions, etc., classified as subsidiaries or other members of the bank holding company that are deficient in regulatory capital
None as of September 30, 2017 and 2018.
3
(1) Composition of Capital, etc.
(A) Composition of capital disclosure
Composition of capital disclosure (International standard)
| (Millions of yen, except percentage) | ||||||||||||||||||||
| As of September 30, 2017 | As of September 30, 2018 | |||||||||||||||||||
| Basel III template |
Amounts excluded under transitional arrangements |
Amounts excluded under transitional arrangements |
||||||||||||||||||
| Common equity Tier 1 capital: instruments and reserves |
(1) | |||||||||||||||||||
|
1a+2-1c-26 |
Directly issued qualifying common share capital plus related stock surplus and retained earnings |
7,126,803 | / | 7,559,684 | / | |||||||||||||||
| 1a |
of which: capital and stock surplus |
3,391,317 | / | 3,395,202 | / | |||||||||||||||
| 2 |
of which: retained earnings |
3,837,147 | / | 4,267,569 | / | |||||||||||||||
| 1c |
of which: treasury stock (-) |
6,475 | / | 7,888 | / | |||||||||||||||
| 26 |
of which: national specific regulatory adjustments (earnings to be distributed) (-) |
95,186 | / | 95,197 | / | |||||||||||||||
| of which: other than above |
— | / | — | / | ||||||||||||||||
| 1b |
Subscription rights to common shares |
1,173 | / | 714 | / | |||||||||||||||
| 3 |
Accumulated other comprehensive income and other disclosed reserves |
1,296,157 | 324,039 | 1,542,038 | / | |||||||||||||||
| 5 |
Common share capital issued by subsidiaries and held by third parties (amount allowed in group CET1) |
14,173 | / | 11,788 | / | |||||||||||||||
| Total of items included in common equity Tier 1 capital: instruments and reserves subject to phase-out arrangements |
23,889 | / | / | / | ||||||||||||||||
| of which: amount allowed in group CET1 capital subject to phase-out arrangements on common share capital issued by subsidiaries and held by third parties |
23,889 | / | / | / | ||||||||||||||||
| 6 | Common equity Tier 1 capital: instruments and reserves |
(A) | 8,462,197 | / | 9,114,225 | / | ||||||||||||||
| Common equity Tier 1 capital: regulatory adjustments |
(2) | |||||||||||||||||||
| 8+9 | Total intangible assets (net of related tax liability, excluding those relating to mortgage servicing rights) |
635,819 | 158,954 | 776,925 | / | |||||||||||||||
| 8 |
of which: goodwill (net of related tax liability, including those equivalent) |
73,542 | 18,385 | 76,910 | / | |||||||||||||||
| 9 |
of which: other intangibles other than goodwill and mortgage servicing rights (net of related tax liability) |
562,276 | 140,569 | 700,015 | / | |||||||||||||||
| 10 | Deferred tax assets that rely on future profitability excluding those arising from temporary differences (net of related tax liability) |
35,022 | 8,755 | 43,383 | / | |||||||||||||||
| 11 |
Deferred gains or losses on derivatives under hedge accounting |
(6,171 | ) | (1,542 | ) | (123,418 | ) | / | ||||||||||||
| 12 |
Shortfall of eligible provisions to expected losses |
31,942 | 7,990 | 95,020 | / | |||||||||||||||
| 13 |
Securitization gain on sale |
45 | 11 | 6 | / | |||||||||||||||
| 14 |
Gains and losses due to changes in own credit risk on fair valued liabilities |
1,856 | 464 | 3,382 | / | |||||||||||||||
| 15 |
Net defined benefit asset |
458,030 | 114,507 | 682,547 | / | |||||||||||||||
| 16 |
Investments in own shares (excluding those reported in the net assets section) |
4,373 | 1,093 | 2,990 | / | |||||||||||||||
4
| (Millions of yen, except percentage) | ||||||||||||||||||||
| As of September 30, 2017 | As of September 30, 2018 | |||||||||||||||||||
| Basel III template |
Amounts excluded under transitional arrangements |
Amounts excluded under transitional arrangements |
||||||||||||||||||
| 17 |
Reciprocal cross-holdings in common equity |
— | — | — | / | |||||||||||||||
| 18 |
Investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation, net of eligible short positions, where the bank does not own more than 10% of the issued share capital (amount above the 10% threshold) |
20,679 | 5,169 | 26,120 | / | |||||||||||||||
| 19+20+21 |
Amount exceeding the 10% threshold on specified items |
— | — | — | / | |||||||||||||||
| 19 |
of which: significant investments in the common stock of financials |
— | — | — | / | |||||||||||||||
| 20 |
of which: mortgage servicing rights |
— | — | — | / | |||||||||||||||
| 21 |
of which: deferred tax assets arising from temporary differences (net of related tax liability) |
— | — | — | / | |||||||||||||||
| 22 |
Amount exceeding the 15% threshold on specified items |
— | — | — | / | |||||||||||||||
| 23 |
of which: significant investments in the common stock of financials |
— | — | — | / | |||||||||||||||
| 24 |
of which: mortgage servicing rights |
— | — | — | / | |||||||||||||||
| 25 |
of which: deferred tax assets arising from temporary differences (net of related tax liability) |
— | — | — | / | |||||||||||||||
| 27 |
Regulatory adjustments applied to common equity Tier 1 due to insufficient additional Tier 1 and Tier 2 to cover deductions |
— | / | — | / | |||||||||||||||
| 28 |
Common equity Tier 1 capital: regulatory adjustments |
(B) | 1,181,599 | / | 1,506,958 | / | ||||||||||||||
| Common equity Tier 1 capital (CET1) |
||||||||||||||||||||
| 29 |
Common equity Tier 1 capital (CET1) ((A)-(B)) |
(C) | 7,280,598 | / | 7,607,267 | / | ||||||||||||||
| Additional Tier 1 capital: instruments |
(3) | |||||||||||||||||||
| 30 31a |
Directly issued qualifying additional Tier 1 instruments plus related stock surplus of which: classified as equity under applicable accounting standards and the breakdown |
— | / | — | / | |||||||||||||||
| 30 31b |
Subscription rights to additional Tier 1 instruments |
— | / | — | / | |||||||||||||||
| 30 32 |
Directly issued qualifying additional Tier 1 instruments plus related stock surplus of which: classified as liabilities under applicable accounting standards |
1,220,000 | / | 1,570,000 | / | |||||||||||||||
| 30 |
Qualifying additional Tier 1 instruments plus related stock surplus issued by special purpose vehicles and other equivalent entities |
— | / | — | / | |||||||||||||||
| 34-35 |
Additional Tier 1 instruments issued by subsidiaries and held by third parties (amount allowed in group AT1) |
30,283 | / | 30,891 | / | |||||||||||||||
| 33+35 |
Eligible Tier 1 capital instruments subject to phase-out arrangements included in additional Tier 1 capital: instruments |
577,500 | / | 303,000 | / | |||||||||||||||
| 33 |
of which: directly issued capital instruments subject to phase out from additional Tier 1 |
577,500 | / | 303,000 | / | |||||||||||||||
| 35 |
of which: instruments issued by subsidiaries subject to phase out |
— | / | — | / | |||||||||||||||
5
| As of September 30, 2017 | As of September 30, 2018 | |||||||||||||||||||
| Basel III template |
Amounts excluded under transitional arrangements |
Amounts excluded under transitional arrangements |
||||||||||||||||||
| Total of items included in additional Tier 1 capital: instruments subject to phase-out arrangements |
(15,115 | ) | / | / | / | |||||||||||||||
| of which: foreign currency translation adjustments |
(15,115 | ) | / | / | / | |||||||||||||||
| 36 |
Additional Tier 1 capital: instruments | (D) | 1,812,667 | / | 1,903,891 | / | ||||||||||||||
| Additional Tier 1 capital: regulatory adjustments |
|
|||||||||||||||||||
| 37 |
Investments in own additional Tier 1 instruments | — | — | 2,600 | / | |||||||||||||||
| 38 |
Reciprocal cross-holdings in additional Tier 1 instruments | — | — | — | / | |||||||||||||||
| 39 |
Investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation, net of eligible short positions, where the bank does not own more than 10% of the issued common share capital of the entity (amount above 10% threshold) |
97 | 24 | 164 | / | |||||||||||||||
| 40 |
Significant investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation (net of eligible short positions) |
58,800 | 14,700 | 73,500 | / | |||||||||||||||
| Total of items included in additional Tier 1 capital: regulatory adjustments subject to phase-out arrangements |
29,557 | / | / | / | ||||||||||||||||
|
|
of which: goodwill equivalent |
14,508 | / | / | / | |||||||||||||||
| of which: intangible fixed assets recognized as a result of a merger |
11,044 | / | / | / | ||||||||||||||||
| of which: capital increase due to securitization transactions |
11 | / | / | / | ||||||||||||||||
| of which: 50% of excess of expected losses relative to eligible reserves by banks adopting internal ratings-based approach |
3,992 | / | / | / | ||||||||||||||||
| 42 |
Regulatory adjustments applied to additional Tier 1 due to insufficient Tier 2 to cover deductions |
— | / | — | / | |||||||||||||||
| 43 |
Additional Tier 1 capital: regulatory adjustments |
(E) | 88,455 | / | 76,264 | / | ||||||||||||||
| Additional Tier 1 capital (AT1) |
||||||||||||||||||||
| 44 |
Additional Tier 1 capital ((D)-(E)) |
(F) | 1,724,212 | / | 1,827,626 | / | ||||||||||||||
| Tier 1 capital (T1 = CET1 + AT1) |
||||||||||||||||||||
|
45 |
Tier 1 capital (T1 = CET1 + AT1) ((C)+(F)) | (G) | 9,004,810 | / | 9,434,893 | / | ||||||||||||||
| Tier 2 capital: instruments and provisions |
(4) | |||||||||||||||||||
| 46 |
Directly issued qualifying Tier 2 instruments plus related stock surplus of which: classified as equity under applicable accounting standards and the breakdown |
— | / | — | / | |||||||||||||||
| 46 |
Subscription rights to Tier 2 instruments |
— | / | — | / | |||||||||||||||
| 46 |
Directly issued qualifying Tier 2 instruments plus related stock surplus of which: classified as liabilities under applicable accounting standards |
828,555 | / | 994,185 | / | |||||||||||||||
| 46 |
Tier 2 instruments plus related stock surplus issued by special purpose vehicles and other equivalent entities |
169,110 | / | 170,370 | / | |||||||||||||||
| 48-49 |
Tier 2 instruments issued by subsidiaries and held by third parties (amount allowed in group Tier 2) |
10,117 | / | 9,681 | / | |||||||||||||||
6
| As of September 30, 2017 | As of September 30, 2018 | |||||||||||||||||||
| Basel III template |
Amounts excluded under transitional arrangements |
Amounts excluded under transitional arrangements |
||||||||||||||||||
| 47+49 |
Eligible Tier 2 capital instruments subject to phase-out arrangements included in Tier 2: instruments and provisions |
768,789 | / | 613,542 | / | |||||||||||||||
| 47 |
of which: directly issued capital instruments subject to phase out from Tier 2 |
162,256 | / | 129,106 | / | |||||||||||||||
| 49 |
of which: instruments issued by subsidiaries subject to phase out |
606,532 | / | 484,436 | / | |||||||||||||||
| 50 |
Total of general allowance for loan losses and eligible provisions included in Tier 2 |
4,639 | / | 4,457 | / | |||||||||||||||
| 50a |
of which: general allowance for loan losses |
4,639 | / | 4,457 | / | |||||||||||||||
| 50b |
of which: eligible provisions |
— | / | — | / | |||||||||||||||
| Total of items included in Tier 2 capital: instruments and provisions subject to phase-out arrangements |
193,665 | / | / | / | ||||||||||||||||
|
|
of which: 45% of unrealized gains on other securities |
174,670 | / | / | / | |||||||||||||||
| of which: 45% of revaluation reserve for land |
18,994 | / | / | / | ||||||||||||||||
| 51 |
Tier 2 capital: instruments and provisions | (H) | 1,974,876 | / | 1,792,236 | / | ||||||||||||||
| Tier 2 capital: regulatory adjustments |
||||||||||||||||||||
|
52 |
Investments in own Tier 2 instruments | 1,658 | 414 | 2,631 | / | |||||||||||||||
| 53 |
Reciprocal cross-holdings in Tier 2 instruments | — | — | — | / | |||||||||||||||
| 54 |
Investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation, net of eligible short positions, where the bank does not own more than 10% of the issued common share capital of the entity (amount above the 10% threshold) |
8,678 | 2,169 | 10,410 | / | |||||||||||||||
| 55 |
Significant investments in the capital banking, financial and insurance entities that are outside the scope of regulatory consolidation (net of eligible short positions) |
— | — | — | / | |||||||||||||||
| Total of items included in Tier 2 capital: regulatory adjustments subject to phase-out arrangements |
22,675 | / | / | / | ||||||||||||||||
| of which: investments in the capital banking, financial and insurance entities |
18,682 | / | / | / | ||||||||||||||||
| of which: 50% of excess of expected losses relative to eligible reserves by banks adopting internal ratings-based approach |
3,992 | / | / | / | ||||||||||||||||
| 57 |
Tier 2 capital: regulatory adjustments | (I) | 33,011 | / | 13,041 | / | ||||||||||||||
| Tier 2 capital (T2) |
||||||||||||||||||||
| 58 |
Tier 2 capital (T2) ((H)-(I)) | (J) | 1,941,864 | / | 1,779,194 | / | ||||||||||||||
| Total capital (TC = T1 + T2) |
||||||||||||||||||||
| 59 |
Total capital (TC = T1 + T2) ((G)+(J)) | (K) | 10,946,675 | / | 11,214,088 | / | ||||||||||||||
7
| As of September 30, 2017 | As of September 30, 2018 | |||||||||||||||||||
| Basel III template |
Amounts excluded under transitional arrangements |
Amounts excluded under transitional arrangements |
||||||||||||||||||
| Risk weighted assets |
(5) | |||||||||||||||||||
| Total of items included in risk weighted assets subject to phase-out arrangements |
262,706 | / | / | / | ||||||||||||||||
| of which: intangible assets (net of related tax liability, excluding those relating to mortgage servicing rights) |
|
129,524 |
|
/ | / | / | ||||||||||||||
| of which: deferred tax assets that rely on future profitability excluding those arising from temporary differences (net of related tax liability) |
8,755 | / | / | / | ||||||||||||||||
| of which: net defined benefit asset |
114,507 | / | / | / | ||||||||||||||||
| of which: investments in the capital banking, financial and insurance entities |
9,918 | / | / | / | ||||||||||||||||
| 60 |
Risk weighted assets |
(L) | 61,695,509 | / | 60,240,051 | / | ||||||||||||||
| Capital ratio (consolidated) |
||||||||||||||||||||
| 61 |
Common equity Tier 1 capital ratio (consolidated) ((C)/(L)) |
11.80 | % | / | 12.62 | % | / | |||||||||||||
| 62 |
Tier 1 capital ratio (consolidated) ((G)/(L)) |
14.59 | % | / | 15.66 | % | / | |||||||||||||
| 63 |
Total capital ratio (consolidated) ((K)/(L)) |
17.74 | % | / | 18.61 | % | / | |||||||||||||
| Regulatory adjustments |
(6) | |||||||||||||||||||
| 72 |
Non-significant investments in the capital of other financials that are below the thresholds for deduction (before risk weighting) |
731,117 | / | 763,336 | / | |||||||||||||||
| 73 |
Significant investments in the common stock of financials that are below the thresholds for deduction (before risk weighting) |
127,552 | / | 159,464 | / | |||||||||||||||
| 74 |
Mortgage servicing rights that are below the thresholds for deduction (before risk weighting) |
— | / | — | / | |||||||||||||||
| 75 |
Deferred tax assets arising from temporary differences that are below the thresholds for deduction (before risk weighting) |
176,254 | / | 219,310 | / | |||||||||||||||
| Provisions included in Tier 2 capital: instruments and provisions |
(7) | |||||||||||||||||||
| 76 |
Provisions (general allowance for loan losses) |
4,639 | / | 4,457 | / | |||||||||||||||
| 77 |
Cap on inclusion of provisions (general allowance for loan losses) |
46,794 | / | 43,176 | / | |||||||||||||||
| 78 |
Provisions eligible for inclusion in Tier 2 in respect of exposures subject to internal ratings-based approach (prior to application of cap) (if the amount is negative, report as “nil”) |
— | / | — | / | |||||||||||||||
| 79 |
Cap for inclusion of provisions in Tier 2 under internal ratings-based approach |
299,418 | / | 288,806 | / | |||||||||||||||
| Capital instruments subject to phase-out arrangements |
(8) | |||||||||||||||||||
| 82 |
Current cap on AT1 instruments subject to phase-out arrangements |
1,041,569 | / | 833,255 | / | |||||||||||||||
| 83 |
Amount excluded from AT1 due to cap (excess over cap after redemptions and maturities) (if the amount is negative, report as “nil”) |
— | / | — | / | |||||||||||||||
| 84 |
Current cap on T2 instruments subject to phase-out arrangements |
843,530 | / | 674,824 | / | |||||||||||||||
8
| As of September 30, 2017 | As of September 30, 2018 | |||||||||||||||||||
| Basel III template |
Amounts excluded under transitional arrangements |
Amounts excluded under transitional arrangements |
||||||||||||||||||
| 85 |
Amount excluded from T2 due to cap (excess over cap after redemptions and maturities) (if the amount is negative, report as “nil”) |
— | / | — | / | |||||||||||||||
| Notes: |
||
| 1. |
The above figures are calculated based on the international standard applied on a consolidated basis under the FSA Notice No. 20. | |
| 2. |
In calculating the consolidated capital adequacy ratio, we underwent an examination following the procedures agreed with Ernst & Young ShinNihon LLC, on the basis of “Treatment in implementing examination by agreed-upon procedures for calculating capital adequacy ratio” (Industry Committee Practical Guideline No. 30 of the Japanese Institute of Certified Public Accountants). Note that this is not a part of the accounting audit performed on our consolidated financial statements. This consists of an examination under agreed-upon procedures performed by Ernst & Young ShinNihon LLC on a portion of the internal control structure concerning the calculation of the capital adequacy ratio and a report of the results to us. As such, they do not represent an opinion regarding the capital adequacy ratio itself nor the internal controls related to the calculation of the capital adequacy ratio. | |
9
(B) Explanation of (A) Composition of capital disclosure
Reconciliation between “Consolidated balance sheet” and items of consolidated balance sheet and “Composition of capital disclosure”
| (Millions of yen) | ||||||||||||||||
| Items |
Consolidated balance sheet as in published financial statements |
Cross- reference to Appended template |
Reference # of Basel III template under the Composition of capital disclosure |
|||||||||||||
| As of September 30, 2017 | As of September 30, 2018 | |||||||||||||||
| (Assets) |
||||||||||||||||
| Cash and due from banks |
50,982,819 | 46,579,445 | ||||||||||||||
| Call loans and bills purchased |
894,076 | 336,548 | ||||||||||||||
| Receivables under resale agreements |
9,408,646 | 10,275,017 | ||||||||||||||
| Guarantee deposits paid under securities borrowing transactions |
3,585,209 | 2,709,640 | ||||||||||||||
| Other debt purchased |
2,666,336 | 2,577,593 | ||||||||||||||
| Trading assets |
12,465,215 | 12,274,307 | 6-a | |||||||||||||
| Money held in trust |
269,577 | 409,725 | ||||||||||||||
| Securities |
32,072,076 | 34,975,299 | 2-b, 6-b | |||||||||||||
| Loans and bills discounted |
79,811,834 | 80,516,017 | 6-c | |||||||||||||
| Foreign exchange assets |
1,951,926 | 2,229,807 | ||||||||||||||
| Derivatives other than for trading assets |
1,844,878 | 1,428,605 | 6-d | |||||||||||||
| Other assets |
5,299,252 | 4,342,091 | 6-e | |||||||||||||
| Tangible fixed assets |
1,113,753 | 1,093,635 | ||||||||||||||
| Intangible fixed assets |
1,083,617 | 1,074,255 | 2-a | |||||||||||||
| Net defined benefit asset |
824,534 | 983,445 | 3 | |||||||||||||
| Deferred tax assets |
56,567 | 42,924 | 4-a | |||||||||||||
| Customers’ liabilities for acceptances and guarantees |
5,543,662 | 5,964,576 | ||||||||||||||
| Reserves for possible losses on loans |
(364,743 | ) | (252,177 | ) | ||||||||||||
|
|
|
|
|
|||||||||||||
| Total assets |
209,509,243 | 207,560,759 | ||||||||||||||
|
|
|
|
|
|||||||||||||
| (Liabilities) |
||||||||||||||||
| Deposits |
124,646,612 | 120,819,088 | ||||||||||||||
| Negotiable certificates of deposit |
11,992,948 | 12,500,325 | ||||||||||||||
| Call money and bills sold |
1,602,970 | 5,736,053 | ||||||||||||||
| Payables under repurchase agreements |
19,521,855 | 17,488,448 | ||||||||||||||
| Guarantee deposits received under securities lending transactions |
2,640,306 | 1,838,150 | ||||||||||||||
| Commercial paper |
339,787 | 683,390 | ||||||||||||||
| Trading liabilities |
7,815,999 | 7,682,367 | 6-f | |||||||||||||
| Borrowed money |
5,353,682 | 4,817,339 | 8-a | |||||||||||||
| Foreign exchange liabilities |
426,712 | 473,194 | ||||||||||||||
| Short-term bonds |
122,566 | 303,302 | ||||||||||||||
| Bonds and notes |
8,060,465 | 8,696,783 | 8-b | |||||||||||||
| Due to trust accounts |
4,692,390 | 4,725,740 | ||||||||||||||
| Derivatives other than for trading liabilities |
1,656,576 | 1,397,924 | 6-g | |||||||||||||
| Other liabilities |
4,902,561 | 4,174,229 | ||||||||||||||
| Reserve for bonus payments |
46,173 | 49,284 | ||||||||||||||
| Reserve for variable compensation |
1,614 | 1,500 | ||||||||||||||
| Net defined benefit liability |
56,163 | 59,466 | ||||||||||||||
| Reserve for director and corporate auditor retirement benefits |
1,284 | 1,308 | ||||||||||||||
| Reserve for possible losses on sales of loans |
124 | 1,153 | ||||||||||||||
| Reserve for contingencies |
5,473 | 4,750 | ||||||||||||||
| Reserve for reimbursement of deposits |
19,378 | 19,802 | ||||||||||||||
| Reserve for reimbursement of debentures |
28,132 | 28,197 | ||||||||||||||
| Reserves under special laws |
2,285 | 2,358 | ||||||||||||||
10
| Items |
Consolidated balance sheet as in published financial statements |
Cross- reference to Appended template |
Reference # of Basel III template under the Composition of capital disclosure |
|||||||||||||
| As of September 30, 2017 | As of September 30, 2018 | |||||||||||||||
| Deferred tax liabilities |
369,526 | 353,680 | 4-b | |||||||||||||
| Deferred tax liabilities for revaluation reserve for land |
66,237 | 65,732 | 4-c | |||||||||||||
| Acceptances and guarantees |
5,543,662 | 5,964,576 | ||||||||||||||
|
|
|
|
|
|||||||||||||
| Total liabilities |
199,915,493 | 197,888,149 | ||||||||||||||
|
|
|
|
|
|||||||||||||
|
(Net assets) |
||||||||||||||||
| Common stock and preferred stock |
2,256,548 | 2,256,767 | 1-a | |||||||||||||
| Capital surplus |
1,134,768 | 1,138,434 | 1-b | |||||||||||||
| Retained earnings |
3,837,710 | 4,268,037 | 1-c | |||||||||||||
| Treasury stock |
(6,475 | ) | (7,888 | ) | 1-d | |||||||||||
|
|
|
|
|
|||||||||||||
| Total shareholders’ equity |
7,222,552 | 7,655,351 | ||||||||||||||
|
|
|
|
|
|||||||||||||
| Net unrealized gains (losses) on other securities |
1,409,766 | 1,335,533 | ||||||||||||||
| Deferred gains or losses on hedges |
(7,714 | ) | (123,418 | ) | 5 | |||||||||||
| Revaluation reserve for land |
144,817 | 143,248 | ||||||||||||||
| Foreign currency translation adjustments |
(75,579 | ) | (90,790 | ) | ||||||||||||
| Remeasurements of defined benefit plans |
148,906 | 277,466 | ||||||||||||||
|
|
|
|
|
|||||||||||||
| Total accumulated other comprehensive income |
1,620,196 | 1,542,038 | 3 | |||||||||||||
|
|
|
|
|
|||||||||||||
| Stock acquisition rights |
1,173 | 714 | 1b | |||||||||||||
| Non-controlling interests |
749,827 | 474,506 | 7 | |||||||||||||
|
|
|
|
|
|||||||||||||
| Total net assets |
9,593,750 | 9,672,610 | ||||||||||||||
|
|
|
|
|
|||||||||||||
| Total liabilities and net assets |
209,509,243 | 207,560,759 | ||||||||||||||
|
|
|
|
|
|||||||||||||
Note:
The regulatory scope of consolidation is the same as the accounting scope of consolidation.
Appended template
1. Shareholders’ equity
(1) Consolidated balance sheet
| (Millions of yen) | ||||||||||||
| Ref. |
Consolidated balance sheet items |
As of September 30, 2017 | As of September 30, 2018 | Remarks | ||||||||
| 1-a |
Common stock and preferred stock | 2,256,548 | 2,256,767 | |||||||||
| 1-b |
Capital surplus | 1,134,768 | 1,138,434 | |||||||||
| 1-c |
Retained earnings | 3,837,710 | 4,268,037 | |||||||||
| 1-d |
Treasury stock | (6,475 | ) | (7,888 | ) | |||||||
| Total shareholders’ equity | 7,222,552 | 7,655,351 | ||||||||||
| (2) Composition of capital |
||||||||||||
| Basel III |
(Millions of yen) | |||||||||||
| Composition of capital disclosure |
As of September 30, 2017 | As of September 30, 2018 | Remarks | |||||||||
| Directly issued qualifying common share capital plus related stock surplus and retained earnings |
7,221,989 | 7,654,882 | Shareholders’ equity attributable to common shares (before adjusting national specific regulatory adjustments (earnings to be distributed)) | |||||||||
| 1a |
of which: capital and stock surplus |
3,391,317 | 3,395,202 | |||||||||
| 2 |
of which: retained earnings |
3,837,147 | 4,267,569 | |||||||||
| 1c |
of which: treasury stock (-) |
6,475 | 7,888 | |||||||||
| of which: other than above |
— | — | ||||||||||
| 31a |
Directly issued qualifying additional Tier 1 instruments plus related stock surplus of which: classified as equity under applicable accounting standards and the breakdown |
— | — | |||||||||
11
| 2. Intangible fixed assets |
||||||||||||
| (1) Consolidated balance sheet |
||||||||||||
| (Millions of yen) |
||||||||||||
| Ref. |
Consolidated balance sheet items |
As of September 30, 2017 |
As of September 30, 2018 |
Remarks | ||||||||
| 2-a |
Intangible fixed assets | 1,083,617 | 1,074,255 | |||||||||
| 2-b |
Securities | 32,072,076 | 34,975,299 | |||||||||
| of which: share of goodwill of companies accounted for using the equity method |
19,383 | 9,381 | Share of goodwill of companies accounted for using the equity method | |||||||||
| Income taxes related to above | (308,227 | ) | (306,710 | ) | ||||||||
| (2) Composition of capital |
||||||||||||
| Basel III template |
(Millions of yen) |
|||||||||||
| Composition of capital disclosure |
As of September 30, 2017 | As of September 30, 2018 | Remarks | |||||||||
| 8 | Goodwill (net of related tax liability, including those equivalent) |
91,928 | 76,910 |
| ||||||||
| 9 | Other intangibles other than goodwill and mortgage servicing rights (net of related tax liability) |
702,845 | 700,015 | Software and other | ||||||||
| Mortgage servicing rights (net of related tax liability) |
— | — | ||||||||||
| 20 | Amount exceeding the 10% threshold on specified items |
— | — | |||||||||
| 24 | Amount exceeding the 15% threshold on specified items |
— | — | |||||||||
| 74 | Mortgage servicing rights that are below the thresholds for deduction (before risk weighting) |
— | — | |||||||||
| 3. Net defined benefit asset |
||||||||||||
|
(1) Consolidated balance sheet
|
||||||||||||
| (Millions of yen) | ||||||||||||
| Ref. |
Consolidated balance sheet items |
As of September 30, 2017 | As of September 30, 2018 | Remarks | ||||||||
| 3 |
Net defined benefit asset |
824,534 | 983,445 | |||||||||
| Income taxes related to above |
(251,996 | ) | (300,898 | ) | ||||||||
|
(2) Composition of capital
|
||||||||||||
| Basel III |
Composition of capital disclosure |
(Millions of yen) | ||||||||||
| As of September 30, 2017 |
As of September 30, 2018 |
Remarks | ||||||||||
| 15 | Net defined benefit asset |
572,538 | 682,547 | |||||||||
|
4. Deferred tax assets
|
||||||||||||
| (1) Consolidated balance sheet | ||||||||||||
| (Millions of yen) |
||||||||||||
| Ref. |
Consolidated balance sheet items |
As of September 30, 2017 |
As of September 30, 2018 |
Remarks | ||||||||
| 4-a | Deferred tax assets |
56,567 | 42,924 | |||||||||
| 4-b | Deferred tax liabilities |
369,526 | 353,680 | |||||||||
| 4-c | Deferred tax liabilities for revaluation reserve for land |
66,237 | 65,732 | |||||||||
| Tax effects on intangible fixed assets |
308,227 | 306,710 | ||||||||||
| Tax effects on net defined benefit asset |
251,996 | 300,898 | ||||||||||
12
| (2) Composition of capital
|
||||||||||||
| Basel III template |
(Millions of yen) | |||||||||||
| Composition of capital disclosure |
As of September 30, 2017 | As of September 30, 2018 | Remarks | |||||||||
| 10 | Deferred tax assets that rely on future profitability excluding those arising from temporary differences (net of related tax liability) |
43,777 | 43,383 | This item does not agree with the amount reported on the consolidated balance sheet due to offsetting of assets and liabilities. | ||||||||
| Deferred tax assets that rely on future profitability arising from temporary differences (net of related tax liability) |
176,254 | 219,310 | This item does not agree with the amount reported on the consolidated balance sheet due to offsetting of assets and liabilities. | |||||||||
| 21 | Amount exceeding the 10% threshold on specified items |
— | — | |||||||||
| 25 | Amount exceeding the 15% threshold on specified items |
— | — | |||||||||
| 75 | Deferred tax assets arising from temporary differences that are below the thresholds for deduction (before risk weighting) |
176,254 | 219,310 | |||||||||
5. Deferred gains or losses on derivatives under hedge accounting
| (1) Consolidated balance sheet |
| (Millions of yen) | ||||||||||||
| Ref. |
Consolidated balance sheet items |
As of September 30, 2017 | As of September 30, 2018 | Remarks | ||||||||
| 5 | Deferred gains or losses on hedges |
(7,714 | ) | (123,418 | ) | |||||||
| (2) Composition of capital |
|
|||||||||||
| Basel III | (Millions of yen) | |||||||||||
| template |
Composition of capital disclosure |
As of September 30, 2017 | As of September 30, 2018 | Remarks | ||||||||
| 11 | Deferred gains or losses on derivatives under hedge accounting |
(7,714 | ) | (123,418) | ||||||||
6. Items associated with investments in the capital of financial institutions
| (1) Consolidated balance sheet |
| (Millions of yen) | ||||||||||||
| Ref. |
Consolidated balance sheet items |
As of September 30, 2017 | As of September 30, 2018 | Remarks | ||||||||
| 6-a |
Trading assets | 12,465,215 | 12,274,307 | Including trading account securities and derivatives for trading assets | ||||||||
| 6-b |
Securities |
32,072,076 | 34,975,299 | |||||||||
| 6-c |
Loans and bills discounted |
79,811,834 | 80,516,017 | Including subordinated loans | ||||||||
| 6-d |
Derivatives other than for trading assets |
1,844,878 | 1,428,605 | |||||||||
| 6-e |
Other assets |
5,299,252 | 4,342,091 | Including money invested | ||||||||
| 6-f |
Trading liabilities | 7,815,999 | 7,682,367 | Including trading account securities sold | ||||||||
| 6-g |
Derivatives other than for trading liabilities |
1,656,576 | 1,397,924 | |||||||||
13
| (2) Composition of capital |
| Basel III | (Millions of yen) | |||||||||||
| template |
Composition of capital disclosure |
As of September 30, 2017 | As of September 30, 2018 | Remarks | ||||||||
| Investments in own capital instruments |
7,540 | 8,221 | ||||||||||
| 16 |
Common equity Tier 1 capital |
5,467 | 2,990 | |||||||||
| 37 |
Additional Tier 1 capital |
— | 2,600 | |||||||||
| 52 |
Tier 2 capital |
2,073 | 2,631 | |||||||||
| Reciprocal cross-holdings in the capital of banking, financial and insurance entities |
— | — | ||||||||||
| 17 |
Common equity Tier 1 capital |
— | — | |||||||||
| 38 |
Additional Tier 1 capital |
— | — | |||||||||
| 53 |
Tier 2 capital |
— | — | |||||||||
| Investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation, net of eligible short positions, where the bank does not own more than 10% of the issued share capital (amount above 10% threshold) |
767,936 | 800,032 | ||||||||||
| 18 |
Common equity Tier 1 capital |
25,849 | 26,120 | |||||||||
| 39 |
Additional Tier 1 capital |
122 | 164 | |||||||||
| 54 |
Tier 2 capital |
10,848 | 10,410 | |||||||||
| 72 |
Non-significant investments in the capital of other financials that are below the thresholds for deduction (before risk weighting) |
731,117 | 763,336 | |||||||||
| Significant investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation, net of eligible short positions |
201,052 | 232,964 | ||||||||||
| 19 |
Amount exceeding the 10% threshold on specified items |
— | — | |||||||||
| 23 |
Amount exceeding the 15% threshold on specified items |
— | — | |||||||||
| 40 |
Additional Tier 1 capital |
73,500 | 73,500 | |||||||||
| 55 |
Tier 2 capital |
— | — | |||||||||
| 73 |
Significant investments in the common stock of financials that are below the thresholds for deduction (before risk weighting) |
127,552 | 159,464 | |||||||||
|
7. Non-Controlling Interests
|
||||||||||||
| (1) Consolidated balance sheet
|
||||||||||||
| (Millions of yen) | ||||||||||||
| Ref. |
Consolidated balance sheet items |
As of September 30, 2017 | As of September 30, 2018 | Remarks | ||||||||
| 7 |
Non-Controlling Interests |
749,827 | 474,506 | |||||||||
|
(2) Composition of capital
|
||||||||||||
| Basel III | (Millions of yen) | |||||||||||
| template |
Composition of capital disclosure |
As of September 30, 2017 | As of September 30, 2018 | Remarks | ||||||||
| 5 |
Common share capital issued by subsidiaries and held by third parties (amount allowed in group CET1) |
14,173 | 11,788 | After reflecting amounts eligible for inclusion (non-controlling interest after adjustments) | ||||||||
| 30- 31ab-32 |
Qualifying additional Tier 1 instruments plus related stock surplus issued by special purpose vehicles and other equivalent entities |
— | — | After reflecting amounts eligible for inclusion (non-controlling interest after adjustments) | ||||||||
| 34-35 |
Additional Tier 1 instruments issued by subsidiaries and held by third parties (amount allowed in group AT1) |
30,283 | 30,891 | After reflecting amounts eligible for inclusion (non-controlling interest after adjustments) | ||||||||
| 46 |
Tier 2 instruments plus related stock surplus issued by special purpose vehicles and other equivalent entities |
169,110 | 170,370 | After reflecting amounts eligible for inclusion (non-controlling interest after adjustments) | ||||||||
| 48-49 |
Tier 2 instruments issued by subsidiaries and held by third parties (amount allowed in group Tier 2) |
10,117 | 9,681 | After reflecting amounts eligible for inclusion (non-controlling interest after adjustments) | ||||||||
14
| 8. Other capital instruments
|
||||||||||||
| (1) Consolidated balance sheet
|
||||||||||||
| (Millions of yen) | ||||||||||||
| Ref. |
Consolidated balance sheet items |
As of September 30, 2017 | As of September 30, 2018 | Remarks | ||||||||
| 8-a |
Borrowed money |
5,353,682 | 4,817,339 | |||||||||
| 8-b |
Bonds and notes |
8,060,465 | 8,696,783 | |||||||||
| Total |
13,414,148 | 13,514,122 | ||||||||||
|
(2) Composition of capital
|
||||||||||||
| Basel III | (Millions of yen) | |||||||||||
| template |
Composition of capital disclosure |
As of September 30, 2017 | As of September 30, 2018 | Remarks | ||||||||
| 32 |
Directly issued qualifying additional Tier 1 instruments plus related stock surplus of which: classified as liabilities under applicable accounting standards |
1,220,000 | 1,570,000 | |||||||||
| 46 |
Directly issued qualifying Tier 2 instruments plus related stock surplus of which: classified as liabilities under applicable accounting standards |
828,555 | 994,185 | |||||||||
Note:
Amounts in the “Composition of capital disclosure” as of September 30, 2017 are based on those before considering amounts under transitional arrangements and include “Amounts excluded under transitional arrangements” disclosed in “(A) Composition of capital disclosure” as well as amounts included as regulatory capital. In addition, items for regulatory purposes under transitional arrangements are excluded from this table.
15
∎ Summary of Risk-weighted Assets (RWA)
(1) Summary of RWA
(A) OV1: Overview of Risk-weighted Assets (RWA)
| (Millions of yen) | ||||||||||||||||||
| a | b | c | d | |||||||||||||||
| RWA | capital requirements | |||||||||||||||||
| Basel III Template No. |
As of September 30, 2018 |
As of September 30, 2017 |
As of September 30, 2018 |
As of September 30, 2017 |
||||||||||||||
| 1 | Credit risk (excluding counterparty credit risk) |
39,321,500 | / | 3,318,738 | / | |||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||||
| 2 | Of which: standardized approach (SA) |
1,746,997 | / | 139,759 | / | |||||||||||||
| 3 | Of which: internal rating-based (IRB) approach |
36,045,504 | / | 3,056,658 | / | |||||||||||||
| Of which: significant investments |
— | / | — | / | ||||||||||||||
| Of which: estimated residual value of lease transaction |
— | / | — | / | ||||||||||||||
| Others |
1,528,998 | / | 122,319 | / | ||||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||||
| 4 | Counterparty credit risk (CCR) |
4,224,033 | / | 342,012 | / | |||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||||
| 5 | Of which: SA-CCR |
— | / | — | / | |||||||||||||
| Of which: current exposure method |
191,124 | / | 15,676 | / | ||||||||||||||
| 6 | Of which: expected positive exposure (EPE) method |
785,753 | / | 65,991 | / | |||||||||||||
| Of which: credit valuation adjustment (CVA) risk |
2,217,316 | / | 177,385 | / | ||||||||||||||
| Of which: central counterparty-related |
209,223 | / | 16,737 | / | ||||||||||||||
| Others |
820,615 | / | 66,221 | / | ||||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||||
| 7 | Equity positions in banking book under market-based approach |
2,933,478 | / | 248,758 | / | |||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||||
| Fund exposures–standardized approach |
— | / | — | / | ||||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||||
| Fund exposures–regarded method |
3,502,698 | / | 296,200 | / | ||||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||||
| 11 | Settlement risk |
6,530 | / | 552 | / | |||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||||
| 12 | Securitization exposures in banking book |
441,369 | / | 37,270 | / | |||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||||
| 13 | Of which: IRB ratings-based approach (RBA) or IRB internal assessment approach (IAA) |
116,430 | / | 9,873 | / | |||||||||||||
| 14 | Of which: IRB supervisory formula approach (SFA) |
283,679 | / | 24,056 | / | |||||||||||||
| 15 | Of which: SA/simplified supervisory formula approach (SSFA) |
30,262 | / | 2,421 | / | |||||||||||||
| Of which: 1250% risk weight is applied |
10,996 | / | 920 | / | ||||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||||
| 16 | Market risk |
2,939,149 | / | 235,131 | / | |||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||||
| 17 | Of which: standardized approach (SA) |
1,567,039 | / | 125,363 | / | |||||||||||||
| 18 | Of which: internal model approaches (IMM) |
1,372,110 | / | 109,768 | / | |||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||||
| 19 | Operational risk |
3,285,870 | / | 262,869 | / | |||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||||
| 20 | Of which: basic indicator approach |
608,277 | / | 48,662 | / | |||||||||||||
| 21 | Of which: standardized approach |
— | / | — | / | |||||||||||||
| 22 | Of which: advanced measurement approach |
2,677,592 | / | 214,207 | / | |||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||||
| 23 | Exposures of specified items not subject to regulatory adjustments |
946,938 | / | 77,668 | / | |||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||||
| Amounts included in RWA subject to phase-out arrangements |
— | / | — | / | ||||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||||
| 24 | Floor adjustment |
— | / | — | / | |||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||||
| 25 | Total (after applying the scaling factor) |
60,240,051 | / | 4,819,204 | / | |||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||||
| Note: | ||
| We disclose the data for the second half of the fiscal year ending March 31, 2019 according to the New FSA Notice. | ||
16
(B) Credit Risk-weighted Assets by Asset Class and Ratings Segment
| (Billions of yen) | ||||||||||||||||||||||||
| As of September 30, 2017 | As of September 30, 2018 | |||||||||||||||||||||||
| EAD | RWA | Risk Weight (%) |
EAD | RWA | Risk Weight (%) |
|||||||||||||||||||
| Internal ratings-based approach |
188,644.2 | 50,102.5 | 26.55 | 193,945.7 | 48,333.8 | 24.92 | ||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||
| Corporate, etc. |
163,110.6 | 30,839.0 | 18.90 | 168,638.0 | 30,272.7 | 17.95 | ||||||||||||||||||
| Corporate (except specialized lending) |
78,267.6 | 28,172.9 | 35.99 | 84,490.1 | 27,747.6 | 32.84 | ||||||||||||||||||
| Ratings A1-B2 |
56,939.5 | 14,611.7 | 25.66 | 63,327.7 | 14,669.1 | 23.16 | ||||||||||||||||||
| Ratings C1-D3 |
19,491.2 | 11,691.7 | 59.98 | 19,822.4 | 11,831.0 | 59.68 | ||||||||||||||||||
| Ratings E1-E2 |
1,242.9 | 1,659.9 | 133.55 | 827.7 | 1,073.1 | 129.65 | ||||||||||||||||||
| Ratings E2R-H1 |
593.9 | 209.5 | 35.28 | 512.2 | 174.2 | 34.01 | ||||||||||||||||||
| Sovereign |
79,046.8 | 1,097.1 | 1.38 | 77,614.4 | 896.5 | 1.15 | ||||||||||||||||||
| Ratings A1-B2 |
78,923.2 | 1,018.9 | 1.29 | 77,500.9 | 813.1 | 1.04 | ||||||||||||||||||
| Ratings C1-D3 |
123.2 | 77.5 | 62.96 | 113.3 | 83.2 | 73.47 | ||||||||||||||||||
| Ratings E1-E2 |
0.3 | 0.5 | 143.05 | 0.2 | 0.1 | 56.74 | ||||||||||||||||||
| Ratings E2R-H1 |
0.0 | 0.0 | 40.48 | 0.0 | 0.0 | 39.19 | ||||||||||||||||||
| Bank |
5,622.1 | 1,385.0 | 24.63 | 6,374.1 | 1,460.3 | 22.91 | ||||||||||||||||||
| Ratings A1-B2 |
5,057.2 | 1,078.5 | 21.32 | 5,839.3 | 1,128.3 | 19.32 | ||||||||||||||||||
| Ratings C1-D3 |
563.3 | 306.0 | 54.32 | 534.4 | 331.8 | 62.09 | ||||||||||||||||||
| Ratings E1-E2 |
0.0 | 0.0 | 184.04 | 0.1 | 0.0 | 72.69 | ||||||||||||||||||
| Ratings E2R-H1 |
1.4 | 0.4 | 29.54 | 0.2 | 0.0 | 29.94 | ||||||||||||||||||
| Specialized lending |
173.9 | 183.9 | 105.71 | 159.2 | 168.1 | 105.59 | ||||||||||||||||||
| Retail |
11,935.7 | 4,464.1 | 37.4 | 11,304.0 | 3,735.1 | 33.04 | ||||||||||||||||||
| Residential mortgage |
9,218.6 | 3,105.6 | 33.68 | 8,858.9 | 2,505.9 | 28.28 | ||||||||||||||||||
| Qualifying revolving loan |
654.7 | 435.1 | 66.46 | 657.6 | 508.5 | 77.32 | ||||||||||||||||||
| Other retail |
2,062.3 | 923.3 | 44.76 | 1,787.4 | 720.5 | 40.31 | ||||||||||||||||||
| Equities |
5,337.7 | 8,973.4 | 168.11 | 5,174.5 | 8,383.9 | 162.02 | ||||||||||||||||||
| PD/LGD approach |
4,221.3 | 5,367.5 | 127.15 | 4,213.9 | 5,266.7 | 124.98 | ||||||||||||||||||
| Market-based approach |
1,116.3 | 3,605.9 | 323.01 | 960.5 | 3,117.2 | 324.51 | ||||||||||||||||||
| Regarded-method exposure |
1,839.1 | 3,574.3 | 194.35 | 2,058.6 | 3,702.6 | 179.85 | ||||||||||||||||||
| Securitizations |
4,247.9 | 369.2 | 8.69 | 4,525.3 | 433.1 | 9.57 | ||||||||||||||||||
| Others |
2,173.0 | 1,882.3 | 86.62 | 2,245.0 | 1,806.3 | 80.45 | ||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||
| Standardized approach |
17,523.9 | 3,544.0 | 20.22 | 13,805.2 | 3,254.6 | 23.57 | ||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||
| CVA risk |
/ | 2,216.1 | / | / | 2,217.3 | / | ||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||
| Central counterparty-related |
/ | 219.5 | / | / | 209.2 | / | ||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||
| Total |
206,168.1 | 56,082.3 | 27.2 | 207,750.9 | 54,015.0 | 25.99 | ||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||
Note:
“Specialized lending” is specialized lending exposure under supervisory slotting criteria.
<Reference> The following table sets forth information with respect to the definition of obligor ratings:
| Obligor ratings (major category) |
Definition of ratings | Classification | ||||||||||||||
| A1–A3 |
Obligors whose certainty of debt fulfillment is very high, hence their level of credit risk is excellent. |
Investment grade zone | ||||||||||||||
| B1–B2 | Obligors whose certainty of debt fulfillment poses no problems for the foreseeable future, hence their level of credit risk is sufficient. | |||||||||||||||
| C1–C3 | Obligors whose certainty of debt fulfillment and their level of credit risk pose no problems for the foreseeable future. | Non-investment grade zone | ||||||||||||||
| D1–D3 | Obligors whose current certainty of debt fulfillment poses no problems, however, their resistance to future changes in business environment is low. | |||||||||||||||
|
E1 |
Obligors who require close watching going forward because there are problems with their borrowing conditions, such as reduced or suspended interest payments, problems with fulfillment such as de facto postponements of principal or interest payments, or problems with their financial positions as a result of their poor or unstable business conditions.
|
|||||||||||||||
| E2 | ||||||||||||||||
| R | * | |||||||||||||||
| F1 | Obligors who are not yet bankrupt but are in financial difficulties and are deemed to be very likely to go bankrupt in the future because they are finding it difficult to make progress in implementing their management improvement plans (including obligors who are receiving ongoing support from financial institutions). | Default
| ||||||||||||||
| G1 | Obligors who have not yet gone legally or formally bankrupt but who are substantially bankrupt because they are in serious financial difficulties and are not deemed to be capable of restructuring. | |||||||||||||||
| H1 | Obligors who have already gone bankrupt, from both a legal and/or formal perspective. | |||||||||||||||
| * | Obligors who have loans in need of monitoring (restructured loans and loans past due for three months or more) out of the obligors who require close watching going forward |
17
(1) Quantitative Disclosure on Credit Risk
Counterparty credit risk exposures, securitization exposures, and regarded-method exposures are excluded from the amount of credit risk exposures below.
(A) CR1: Credit Quality of Assets
| (Millions of yen) | ||||||||||||||||||
| As of September 30, 2018 | ||||||||||||||||||
| a | b | c | d | |||||||||||||||
| Gross carrying values of | ||||||||||||||||||
| Defaulted exposures |
Non-defaulted exposures |
Reserve | Net values (a+b-c) |
|||||||||||||||
| On-balance sheet exposures | ||||||||||||||||||
| 1 | Loans |
560,796 | 78,277,208 | 215,070 | 78,622,934 | |||||||||||||
| 2 | Debt securities |
4,698 | 26,834,507 | — | 26,839,206 | |||||||||||||
| 3 | Other on-balance sheet debt exposures |
5,275 | 50,244,030 | 2,810 | 50,246,495 | |||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||||
| 4 | Total on-balance sheet exposures (1+2+3) |
570,771 | 155,355,746 | 217,880 | 155,708,636 | |||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||||
| Off-balance sheet exposures | ||||||||||||||||||
| 5 | Guarantees |
18,376 | 5,945,316 | 23,767 | 5,939,925 | |||||||||||||
| 6 | Commitments |
15,616 | 26,434,835 | — | 26,450,452 | |||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||||
| 7 | Total off-balance sheet exposures (5+6) |
33,993 | 32,380,151 | 23,767 | 32,390,377 | |||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||||
| Total | ||||||||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||||
| 8 | Total assets (4+7) |
604,764 | 187,735,898 | 241,648 | 188,099,014 | |||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||||
| Notes: |
||
| 1. |
Other on-balance sheet debt exposures include deposits, call loans, bills purchased, other debt purchased, money held in trust and foreign exchange assets, etc. | |
| 2. |
Defaulted exposures include restructured loans, loans past due for three months or more, loans to bankrupt borrowers and so on. | |
| 3. |
Reserve corresponds to the amount of reserves for possible loan losses | |
(B) CR2: Changes in Defaulted Loans and Debt Securities
| (Millions of yen) | ||||||||
| No. |
Exposure | |||||||
| 1 |
Defaulted loans and debt securities as of March 31, 2018 | 653,659 | ||||||
| 2 |
Breakdown of changes in loans and debt securities during this reporting period |
Defaulted | 72,124 | |||||
| 3 |
Returned to non-defaulted status | 46,073 | ||||||
| 4 |
Amounts written off | 22,596 | ||||||
| 5 |
Other changes | (86,342 | ) | |||||
| 6 |
Defaulted loans and debt securities as of September 30, 2018 (1+2-3-4+5) | 570,771 | ||||||
Note:
Other changes corresponds to the amount of variation in defaulted exposures arising from debt recovery and additional credit to defaulted obligors, etc.
18
(2) Credit Risk under Internal Ratings-Based (IRB) Approach
(i) Quantitative Disclosure on Credit Risk under Internal Ratings-based Approach
(A) CR6: IRB–Credit Risk Exposures by Portfolio and PD Range
| (Millions of yen, %, number in the thousands, year) | ||||||||||||||||||||||||||||||||||||||||||||||||||
| a | b | c | d | e | f | g | h | i | j | k | l | |||||||||||||||||||||||||||||||||||||||
| PD scale |
Original on-balance sheet gross exposure |
Off- balance sheet exposures pre CCF |
Average CCF |
EAD post CRM and post-CCF |
Average PD |
Number of obligors |
Average LGD |
Average maturity |
RWA | RWA density |
EL | Provisions | ||||||||||||||||||||||||||||||||||||||
| As of September 30, 2018 | ||||||||||||||||||||||||||||||||||||||||||||||||||
| Sovereign |
| |||||||||||||||||||||||||||||||||||||||||||||||||
| 1 | 0.00 to <0.15 |
66,102,098 | 467,936 | 78.11 | 67,863,464 | 0.00 | 0.3 | 38.00 | 1.5 | 664,156 | 0.97 | 900 | / | |||||||||||||||||||||||||||||||||||||
| 2 | 0.15 to <0.25 |
— | — | — | — | — | — | — | — | — | — | — | / | |||||||||||||||||||||||||||||||||||||
| 3 | 0.25 to <0.50 |
26,107 | 1,474 | 75.00 | 7,940 | 0.27 | 0.0 | 37.97 | 3.8 | 4,439 | 55.91 | 8 | / | |||||||||||||||||||||||||||||||||||||
| 4 | 0.50 to <0.75 |
6,284 | — | — | 5,833 | 0.50 | 0.0 | 35.49 | 3.4 | 3,664 | 62.81 | 10 | / | |||||||||||||||||||||||||||||||||||||
| 5 | 0.75 to <2.50 |
128,826 | 5,111 | 75.00 | 85,064 | 1.24 | 0.0 | 37.97 | 1.3 | 60,186 | 70.75 | 402 | / | |||||||||||||||||||||||||||||||||||||
| 6 | 2.50 to <10.00 |
69,790 | 6,574 | 75.00 | 1,877 | 3.21 | 0.0 | 37.97 | 3.2 | 2,210 | 117.76 | 22 | / | |||||||||||||||||||||||||||||||||||||
| 7 | 10.00 to <100.00 |
18,114 | — | — | 191 | 15.16 | 0.0 | 5.30 | 3.9 | 53 | 27.88 | 1 | / | |||||||||||||||||||||||||||||||||||||
| 8 | 100.00 (Default) |
1,802 | — | — | 2 | 100.00 | 0.0 | 30.82 | 1.0 | 0 | 36.97 | 0 | / | |||||||||||||||||||||||||||||||||||||
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|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||||
| 9 | Sub-total |
66,353,025 | 481,096 | 78.02 | 67,964,374 | 0.00 | 0.3 | 38.00 | 1.5 | 734,712 | 1.08 | 1,347 | 787 | |||||||||||||||||||||||||||||||||||||
|
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|
|
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|
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|
|
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|
|
|
|
|
|||||||||||||||||||||||||||
| Banks |
| |||||||||||||||||||||||||||||||||||||||||||||||||
| 1 | 0.00 to <0.15 |
3,606,369 | 843,108 | 68.47 | 4,618,831 | 0.06 | 0.3 | 37.47 | 1.5 | 788,903 | 17.08 | 1,098 | / | |||||||||||||||||||||||||||||||||||||
| 2 | 0.15 to <0.25 |
— | — | — | — | — | — | — | — | — | — | — | / | |||||||||||||||||||||||||||||||||||||
| 3 | 0.25 to <0.50 |
140,336 | 38,272 | 71.62 | 167,096 | 0.27 | 0.0 | 34.76 | 1.5 | 55,296 | 33.09 | 149 | / | |||||||||||||||||||||||||||||||||||||
| 4 | 0.50 to <0.75 |
92,297 | 22,242 | 54.12 | 99,739 | 0.50 | 0.0 | 36.64 | 1.7 | 52,737 | 52.87 | 179 | / | |||||||||||||||||||||||||||||||||||||
| 5 | 0.75 to <2.50 |
227,774 | 42,464 | 69.49 | 240,074 | 1.12 | 0.0 | 37.07 | 1.1 | 175,765 | 73.21 | 999 | / | |||||||||||||||||||||||||||||||||||||
| 6 | 2.50 to <10.00 |
23,274 | 13,728 | 72.61 | 14,083 | 3.16 | 0.0 | 42.03 | 1.7 | 16,730 | 118.78 | 186 | / | |||||||||||||||||||||||||||||||||||||
| 7 | 10.00 to <100.00 |
— | — | — | — | — | — | — | — | — | — | — | / | |||||||||||||||||||||||||||||||||||||
| 8 | 100.00 (Default) |
265 | — | — | 265 | 100.00 | 0.0 | 96.57 | 5.0 | 75 | 28.24 | 250 | / | |||||||||||||||||||||||||||||||||||||
|
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|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||||
| 9 | Sub-total |
4,090,317 | 959,816 | 68.37 | 5,140,091 | 0.14 | 0.5 | 37.36 | 1.5 | 1,089,508 | 21.19 | 2,864 | 1,673 | |||||||||||||||||||||||||||||||||||||
|
|
|
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|
|
|
|
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|
|
|
|
|
|
|||||||||||||||||||||||||||
| Corporate (except SME and specialized lending) |
| |||||||||||||||||||||||||||||||||||||||||||||||||
| 1 | 0.00 to <0.15 |
39,465,542 | 23,308,850 | 73.71 | 57,563,759 | 0.07 | 7.0 | 38.03 | 2.4 | 12,329,342 | 21.41 | 16,945 | / | |||||||||||||||||||||||||||||||||||||
| 2 | 0.15 to <0.25 |
— | — | — | — | — | — | — | — | — | — | — | / | |||||||||||||||||||||||||||||||||||||
| 3 | 0.25 to <0.50 |
4,373,841 | 1,325,306 | 75.19 | 5,057,722 | 0.27 | 5.3 | 33.54 | 2.7 | 2,074,548 | 41.01 | 4,695 | / | |||||||||||||||||||||||||||||||||||||
| 4 | 0.50 to <0.75 |
3,499,199 | 943,452 | 74.03 | 4,072,508 | 0.50 | 3.8 | 33.90 | 2.8 | 2,289,355 | 56.21 | 6,948 | / | |||||||||||||||||||||||||||||||||||||
| 5 | 0.75 to <2.50 |
4,616,743 | 1,147,157 | 75.92 | 4,948,057 | 1.19 | 5.0 | 31.92 | 2.8 | 3,556,995 | 71.88 | 18,898 | / | |||||||||||||||||||||||||||||||||||||
| 6 | 2.50 to <10.00 |
1,470,179 | 335,920 | 69.61 | 1,253,154 | 3.66 | 6.0 | 30.29 | 2.7 | 1,157,675 | 92.38 | 14,126 | / | |||||||||||||||||||||||||||||||||||||
| 7 | 10.00 to <100.00 |
473,095 | 160,093 | 77.38 | 400,862 | 15.16 | 0.7 | 28.29 | 2.3 | 551,975 | 137.69 | 17,203 | / | |||||||||||||||||||||||||||||||||||||
| 8 | 100.00 (Default) |
346,619 | 27,415 | 73.89 | 345,218 | 100.00 | 0.5 | 40.03 | 2.2 | 107,016 | 30.99 | 129,650 | / | |||||||||||||||||||||||||||||||||||||
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|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||||
| 9 | Sub-total |
54,245,221 | 27,248,196 | 73.85 | 73,641,283 | 0.80 | 28.5 | 36.91 | 2.5 | 22,066,910 | 29.96 | 208,468 | 121,792 | |||||||||||||||||||||||||||||||||||||
|
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|
|
|
|||||||||||||||||||||||||||
| SME |
| |||||||||||||||||||||||||||||||||||||||||||||||||
| 1 | 0.00 to <0.15 |
86,027 | 53,668 | 73.10 | 122,125 | 0.10 | 0.0 | 32.19 | 3.1 | 24,804 | 20.31 | 38 | / | |||||||||||||||||||||||||||||||||||||
| 2 | 0.15 to <0.25 |
— | — | — | — | — | — | — | — | — | — | — | / | |||||||||||||||||||||||||||||||||||||
| 3 | 0.25 to <0.50 |
601,492 | 29,485 | 71.95 | 612,641 | 0.27 | 3.1 | 25.19 | 2.8 | 163,263 | 26.64 | 427 | / | |||||||||||||||||||||||||||||||||||||
| 4 | 0.50 to <0.75 |
643,451 | 16,959 | 71.32 | 636,153 | 0.50 | 3.4 | 22.87 | 3.1 | 201,174 | 31.62 | 732 | / | |||||||||||||||||||||||||||||||||||||
| 5 | 0.75 to <2.50 |
1,310,885 | 45,293 | 74.58 | 1,301,707 | 1.20 | 5.9 | 21.50 | 3.4 | 540,949 | 41.55 | 3,466 | / | |||||||||||||||||||||||||||||||||||||
| 6 | 2.50 to <10.00 |
449,935 | 18,866 | 79.68 | 442,031 | 3.30 | 2.7 | 20.65 | 3.8 | 234,136 | 52.96 | 3,078 | / | |||||||||||||||||||||||||||||||||||||
| 7 | 10.00 to <100.00 |
157,157 | 5,157 | 74.51 | 153,317 | 15.16 | 0.7 | 18.78 | 3.1 | 121,803 | 79.44 | 4,369 | / | |||||||||||||||||||||||||||||||||||||
| 8 | 100.00 (Default) |
145,333 | 775 | 61.86 | 136,457 | 100.00 | 0.6 | 42.62 | 2.3 | 42,442 | 31.10 | 54,763 | / | |||||||||||||||||||||||||||||||||||||
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|
|||||||||||||||||||||||||||
| 9 | Sub-total |
3,394,284 | 170,206 | 73.84 | 3,404,435 | 5.72 | 16.7 | 23.42 | 3.2 | 1,328,574 | 39.02 | 66,876 | 39,070 | |||||||||||||||||||||||||||||||||||||
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| Specialized Lending |
| |||||||||||||||||||||||||||||||||||||||||||||||||
| 1 | 0.00 to <0.15 |
2,600,569 | 305,192 | 76.56 | 2,414,041 | 0.09 | 0.4 | 35.28 | 4.3 | 756,824 | 31.35 | 819 | / | |||||||||||||||||||||||||||||||||||||
| 2 | 0.15 to <0.25 |
— | — | — | — | — | — | — | — | — | — | — | / | |||||||||||||||||||||||||||||||||||||
| 3 | 0.25 to <0.50 |
400,392 | 185,609 | 78.26 | 432,729 | 0.27 | 0.0 | 39.64 | 4.2 | 265,989 | 61.46 | 474 | / | |||||||||||||||||||||||||||||||||||||
| 4 | 0.50 to <0.75 |
222,812 | 99,798 | 74.62 | 242,831 | 0.50 | 0.0 | 38.78 | 4.0 | 185,663 | 76.45 | 473 | / | |||||||||||||||||||||||||||||||||||||
| 5 | 0.75 to <2.50 |
400,411 | 92,648 | 75.08 | 321,920 | 0.97 | 0.0 | 38.15 | 4.5 | 316,881 | 98.43 | 1,191 | / | |||||||||||||||||||||||||||||||||||||
| 6 | 2.50 to <10.00 |
79,164 | 7,794 | 76.51 | 39,764 | 4.16 | 0.0 | 36.76 | 4.6 | 54,069 | 135.97 | 615 | / | |||||||||||||||||||||||||||||||||||||
| 7 | 10.00 to <100.00 |
42,410 | 1,400 | 93.96 | 9,800 | 15.16 | 0.0 | 37.97 | 3.9 | 19,729 | 201.31 | 564 | / | |||||||||||||||||||||||||||||||||||||
| 8 | 100.00 (Default) |
27,688 | 418 | 99.99 | 24,576 | 100.00 | 0.0 | 64.54 | 4.3 | 12,093 | 49.20 | 14,896 | / | |||||||||||||||||||||||||||||||||||||
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| 9 | Sub-total |
3,773,450 | 692,861 | 76.59 | 3,485,664 | 1.01 | 0.6 | 36.56 | 4.3 | 1,611,251 | 46.22 | 19,035 | 11,121 | |||||||||||||||||||||||||||||||||||||
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| Equities (PD/LGD approach) |
| |||||||||||||||||||||||||||||||||||||||||||||||||
| 1 | 0.00 to <0.15 |
3,682,099 | 115,548 | 100.00 | 3,797,647 | 0.05 | 1.0 | 90.00 | 5.0 | 3,956,333 | 104.17 | / | / | |||||||||||||||||||||||||||||||||||||
| 2 | 0.15 to <0.25 |
— | — | — | — | — | — | — | — | — | — | / | / | |||||||||||||||||||||||||||||||||||||
| 3 | 0.25 to <0.50 |
95,148 | — | — | 95,148 | 0.27 | 0.4 | 90.00 | 5.0 | 150,572 | 158.25 | / | / | |||||||||||||||||||||||||||||||||||||
| 4 | 0.50 to <0.75 |
39,354 | — | — | 39,354 | 0.50 | 0.3 | 90.00 | 5.0 | 80,497 | 204.54 | / | / | |||||||||||||||||||||||||||||||||||||
| 5 | 0.75 to <2.50 |
105,586 | — | — | 105,586 | 1.25 | 0.2 | 90.00 | 5.0 | 291,781 | 276.34 | / | / | |||||||||||||||||||||||||||||||||||||
| 6 | 2.50 to <10.00 |
12,058 | — | — | 12,058 | 4.06 | 0.0 | 90.00 | 5.0 | 46,523 | 385.81 | / | / | |||||||||||||||||||||||||||||||||||||
| 7 | 10.00 to <100.00 |
943 | — | — | 943 | 15.16 | 0.0 | 90.00 | 5.0 | 6,318 | 669.85 | / | / | |||||||||||||||||||||||||||||||||||||
| 8 | 100.00 (Default) |
4,030 | — | — | 4,030 | 100.00 | 0.1 | 90.00 | 5.0 | 45,341 | 1,125.00 | / | / | |||||||||||||||||||||||||||||||||||||
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| 9 | Sub-total |
3,939,221 | 115,548 | 100.00 | 4,054,769 | 0.21 | 2.3 | 90.00 | 5.0 | 4,577,368 | 112.88 | / | / | |||||||||||||||||||||||||||||||||||||
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19
(-Continued)
| (Millions of yen, %, number in the thousands, year) | ||||||||||||||||||||||||||||||||||||||||||||||||||
| a | b | c | d | e | f | g | h | i | j | k | l | |||||||||||||||||||||||||||||||||||||||
| PD scale |
Original on-balance sheet gross exposure |
Off- balance sheet exposures pre CCF |
Average CCF |
EAD post CRM and post-CCF |
Average PD |
Number of obligors |
Average LGD |
Average maturity |
RWA | RWA density |
EL | Provisions | ||||||||||||||||||||||||||||||||||||||
| As of September 30, 2018 | ||||||||||||||||||||||||||||||||||||||||||||||||||
| Purchased receivables (Corporate, etc.)–Default Risk Equivalent |
| |||||||||||||||||||||||||||||||||||||||||||||||||
| 1 | 0.00 to <0.15 |
1,900,286 | 635,299 | 75.19 | 2,371,285 | 0.07 | 0.6 | 38.29 | 2.1 | 431,196 | 18.18 | 720 | / | |||||||||||||||||||||||||||||||||||||
| 2 | 0.15 to <0.25 |
— | — | — | — | — | — | — | — | — | — | — | / | |||||||||||||||||||||||||||||||||||||
| 3 | 0.25 to <0.50 |
128,441 | 61,875 | 76.44 | 175,739 | 0.27 | 0.1 | 37.93 | 2.0 | 70,720 | 40.24 | 184 | / | |||||||||||||||||||||||||||||||||||||
| 4 | 0.50 to <0.75 |
146,916 | 20,555 | 81.80 | 163,730 | 0.50 | 0.1 | 37.86 | 1.8 | 85,199 | 52.03 | 311 | / | |||||||||||||||||||||||||||||||||||||
| 5 | 0.75 to <2.50 |
84,293 | 40,154 | 78.62 | 115,867 | 1.13 | 0.0 | 37.97 | 1.9 | 84,432 | 72.87 | 499 | / | |||||||||||||||||||||||||||||||||||||
| 6 | 2.50 to <10.00 |
13,609 | — | — | 13,047 | 3.40 | 0.0 | 37.96 | 2.5 | 14,622 | 112.07 | 168 | / | |||||||||||||||||||||||||||||||||||||
| 7 | 10.00 to <100.00 |
436 | 19,048 | 75.73 | 14,862 | 15.16 | 0.0 | 37.97 | 1.0 | 25,939 | 174.53 | 855 | / | |||||||||||||||||||||||||||||||||||||
| 8 | 100.00 (Default) |
1,905 | — | — | 1,905 | 100.00 | 0.0 | 55.41 | 1.0 | 1,067 | 56.00 | 970 | / | |||||||||||||||||||||||||||||||||||||
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| 9 | Sub-total |
2,275,890 | 776,933 | 75.65 | 2,856,439 | 0.31 | 1.1 | 38.24 | 2.0 | 713,178 | 24.96 | 3,711 | 2,168 | |||||||||||||||||||||||||||||||||||||
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| Purchased receivables (Retail)–Default Risk Equivalent |
| |||||||||||||||||||||||||||||||||||||||||||||||||
| 1 | 0.00 to <0.15 |
— | — | — | — | — | — | — | — | — | — | — | / | |||||||||||||||||||||||||||||||||||||
| 2 | 0.15 to <0.25 |
— | — | — | — | — | — | — | — | — | — | — | / | |||||||||||||||||||||||||||||||||||||
| 3 | 0.25 to <0.50 |
— | — | — | — | — | — | — | — | — | — | — | / | |||||||||||||||||||||||||||||||||||||
| 4 | 0.50 to <0.75 |
— | — | — | — | — | — | — | — | — | — | — | / | |||||||||||||||||||||||||||||||||||||
| 5 | 0.75 to <2.50 |
87 | — | — | 87 | 2.12 | 0.0 | 42.69 | 1.0 | 49 | 55.82 | 0 | / | |||||||||||||||||||||||||||||||||||||
| 6 | 2.50 to <10.00 |
— | — | — | — | — | — | — | — | — | — | — | / | |||||||||||||||||||||||||||||||||||||
| 7 | 10.00 to <100.00 |
— | — | — | — | — | — | — | — | — | — | — | / | |||||||||||||||||||||||||||||||||||||
| 8 | 100.00 (Default) |
— | — | — | — | — | — | — | — | — | — | — | / | |||||||||||||||||||||||||||||||||||||
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| 9 | Sub-total |
87 | — | — | 87 | 2.12 | 0.0 | 42.69 | 1.0 | 49 | 55.82 | 0 | 0 | |||||||||||||||||||||||||||||||||||||
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| Purchased receivables (Dilution Risk Equivalent) |
| |||||||||||||||||||||||||||||||||||||||||||||||||
| 1 | 0.00 to <0.15 |
922,426 | 12,592 | 100.00 | 935,019 | 0.08 | 0.1 | 6.14 | — | 139,131 | 14.88 | 312 | / | |||||||||||||||||||||||||||||||||||||
| 2 | 0.15 to <0.25 |
— | — | — | — | — | — | — | — | — | — | — | / | |||||||||||||||||||||||||||||||||||||
| 3 | 0.25 to <0.50 |
49,619 | — | — | 49,619 | 0.27 | 0.0 | 13.12 | — | 15,467 | 31.17 | 52 | / | |||||||||||||||||||||||||||||||||||||
| 4 | 0.50 to <0.75 |
45,740 | — | — | 45,740 | 0.50 | 0.0 | 19.96 | — | 23,057 | 50.40 | 87 | / | |||||||||||||||||||||||||||||||||||||
| 5 | 0.75 to <2.50 |
71,032 | — | — | 71,032 | 1.66 | 0.0 | 26.50 | — | 54,315 | 76.46 | 449 | / | |||||||||||||||||||||||||||||||||||||
| 6 | 2.50 to <10.00 |
6,166 | — | — | 6,166 | 3.74 | 0.0 | 37.97 | — | 6,136 | 99.51 | 87 | / | |||||||||||||||||||||||||||||||||||||
| 7 | 10.00 to <100.00 |
1,119 | — | — | 1,119 | 15.16 | 0.0 | 37.97 | — | 1,882 | 168.13 | 64 | / | |||||||||||||||||||||||||||||||||||||
| 8 | 100.00 (Default) |
4,940 | — | — | 4,940 | 100.00 | 0.0 | 49.24 | — | 2,560 | 51.83 | 2,227 | / | |||||||||||||||||||||||||||||||||||||
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| 9 | Sub-total |
1,101,045 | 12,592 | 100.00 | 1,113,638 | 0.69 | 0.1 | 8.72 | — | 242,552 | 21.78 | 3,280 | / | |||||||||||||||||||||||||||||||||||||
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| Retail–qualifying revolving retail exposures (QRRE) |
| |||||||||||||||||||||||||||||||||||||||||||||||||
| 1 | 0.00 to <0.15 |
— | — | — | — | — | — | — | / | — | — | — | / | |||||||||||||||||||||||||||||||||||||
| 2 | 0.15 to <0.25 |
— | — | — | 31 | 0.18 | 0.4 | 77.41 | / | 2 | 7.82 | 0 | / | |||||||||||||||||||||||||||||||||||||
| 3 | 0.25 to <0.50 |
— | — | — | 70 | 0.35 | 2.0 | 78.04 | / | 9 | 13.14 | 0 | / | |||||||||||||||||||||||||||||||||||||
| 4 | 0.50 to <0.75 |
— | — | — | — | — | — | — | / | — | — | — | / | |||||||||||||||||||||||||||||||||||||
| 5 | 0.75 to <2.50 |
241,806 | 873,575 | 14.80 | 371,125 | 2.31 | 479.3 | 78.03 | / | 207,006 | 55.77 | 6,708 | / | |||||||||||||||||||||||||||||||||||||
| 6 | 2.50 to <10.00 |
171,763 | 895,589 | 8.24 | 245,510 | 4.08 | 1,841.3 | 78.04 | / | 200,242 | 81.56 | 7,825 | / | |||||||||||||||||||||||||||||||||||||
| 7 | 10.00 to <100.00 |
33,971 | 16,943 | 37.26 | 40,284 | 18.45 | 118.8 | 78.04 | / | 72,007 | 178.74 | 5,800 | / | |||||||||||||||||||||||||||||||||||||
| 8 | 100.00 (Default) |
521 | 1,337 | 11.36 | 670 | 100.00 | 2.0 | 71.84 | / | 533 | 79.54 | 438 | / | |||||||||||||||||||||||||||||||||||||
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| 9 | Sub-total |
448,063 | 1,787,445 | 11.72 | 657,693 | 4.06 | 2,444.0 | 78.03 | / | 479,801 | 72.95 | 20,773 | 12,136 | |||||||||||||||||||||||||||||||||||||
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| Retail–Residential mortgage |
| |||||||||||||||||||||||||||||||||||||||||||||||||
| 1 | 0.00 to <0.15 |
1,587,493 | — | — | 1,621,320 | 0.07 | 123.8 | 29.13 | / | 89,974 | 5.54 | 361 | / | |||||||||||||||||||||||||||||||||||||
| 2 | 0.15 to <0.25 |
1,403,767 | — | — | 1,405,418 | 0.19 | 90.5 | 31.43 | / | 176,710 | 12.57 | 883 | / | |||||||||||||||||||||||||||||||||||||
| 3 | 0.25 to <0.50 |
2,073,588 | — | — | 2,078,207 | 0.35 | 145.1 | 33.14 | / | 420,958 | 20.25 | 2,460 | / | |||||||||||||||||||||||||||||||||||||
| 4 | 0.50 to <0.75 |
1,921,100 | 94,608 | 97.90 | 1,971,708 | 0.67 | 178.3 | 36.00 | / | 673,648 | 34.16 | 4,718 | / | |||||||||||||||||||||||||||||||||||||
| 5 | 0.75 to <2.50 |
1,595,251 | 743 | 100.00 | 1,597,278 | 1.12 | 122.3 | 36.04 | / | 768,886 | 48.13 | 6,385 | / | |||||||||||||||||||||||||||||||||||||
| 6 | 2.50 to <10.00 |
80,452 | 3,072 | 100.00 | 84,070 | 9.60 | 7.2 | 37.36 | / | 140,223 | 166.79 | 3,015 | / | |||||||||||||||||||||||||||||||||||||
| 7 | 10.00 to <100.00 |
29,884 | 2,332 | 100.00 | 32,229 | 48.13 | 3.1 | 39.78 | / | 61,705 | 191.45 | 6,179 | / | |||||||||||||||||||||||||||||||||||||
| 8 | 100.00 (Default) |
67,292 | 1,345 | 100.00 | 68,718 | 100.00 | 4.3 | 45.29 | / | 31,999 | 46.56 | 28,565 | / | |||||||||||||||||||||||||||||||||||||
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| 9 | Sub-total |
8,758,831 | 102,101 | 98.06 | 8,858,952 | 1.52 | 674.9 | 33.45 | / | 2,364,108 | 26.68 | 52,570 | 30,712 | |||||||||||||||||||||||||||||||||||||
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| Other retail |
| |||||||||||||||||||||||||||||||||||||||||||||||||
| 1 | 0.00 to <0.15 |
21 | — | — | 280,380 | 0.05 | 38.8 | 43.49 | / | 18,105 | 6.45 | 71 | / | |||||||||||||||||||||||||||||||||||||
| 2 | 0.15 to <0.25 |
8 | — | — | 54,272 | 0.17 | 4.3 | 43.08 | / | 8,740 | 16.10 | 41 | / | |||||||||||||||||||||||||||||||||||||
| 3 | 0.25 to <0.50 |
119,038 | 27 | 100.00 | 135,414 | 0.34 | 4.5 | 46.57 | / | 36,665 | 27.07 | 220 | / | |||||||||||||||||||||||||||||||||||||
| 4 | 0.50 to <0.75 |
185,818 | 572 | 75.15 | 184,617 | 0.69 | 70.0 | 26.63 | / | 40,919 | 22.16 | 322 | / | |||||||||||||||||||||||||||||||||||||
| 5 | 0.75 to <2.50 |
932,959 | 3,515 | 79.07 | 864,854 | 1.39 | 24.7 | 51.23 | / | 471,471 | 54.51 | 5,437 | / | |||||||||||||||||||||||||||||||||||||
| 6 | 2.50 to <10.00 |
375,436 | 1,936 | 66.77 | 164,544 | 6.32 | 10.4 | 19.74 | / | 48,416 | 29.42 | 1,781 | / | |||||||||||||||||||||||||||||||||||||
| 7 | 10.00 to <100.00 |
92,135 | 9,564 | 53.10 | 47,419 | 18.26 | 11.4 | 31.50 | / | 30,984 | 65.34 | 3,012 | / | |||||||||||||||||||||||||||||||||||||
| 8 | 100.00 (Default) |
69,080 | 2,701 | 90.54 | 55,052 | 100.00 | 2.8 | 43.88 | / | 24,155 | 43.87 | 22,226 | / | |||||||||||||||||||||||||||||||||||||
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| 9 | Sub-total |
1,774,499 | 18,317 | 65.81 | 1,786,555 | 4.93 | 167.2 | 43.22 | / | 679,460 | 38.03 | 33,114 | 19,346 | |||||||||||||||||||||||||||||||||||||
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| Total (all portfolios) |
150,153,939 | 32,365,116 | 70.60 | 172,963,985 | 0.64 | 3,336.7 | 38.16 | 2.10 | 35,887,475 | 20.67 | 412,043 | 238,808 | ||||||||||||||||||||||||||||||||||||||
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| Notes: |
||
| 1. |
Counterparty credit risk exposures, securitization exposures, and regarded-method exposures are excluded from the amount of credit risk exposures above. | |
| 2. |
On-balance sheet exposures, pre-CCF and pre- CRM off-balance sheet exposures, and the average CCF are allocated to the PD ranges based on pre- CRM PD estimates. | |
| 3. |
The number of credits is disclosed as the number of data of obligors for QRRE, residential mortgage and other retail excluding credit for business purpose. | |
20
(B) CR10: IRB -Specialized Lending under the Slotting Criteria Approach and Equity Exposures under the Market-based Approach etc.
| (Millions of yen, %) |
| As of September 30, 2018 |
||||||||||||||||||||||||||||||||||||||||||
| a |
b |
c | d | e | f | g | h | i | j | k | l | |||||||||||||||||||||||||||||||
| Specialized lending under slotting criteria approach |
||||||||||||||||||||||||||||||||||||||||||
| Other than HVCRE |
||||||||||||||||||||||||||||||||||||||||||
| Remaining maturity |
On- balance sheet amount |
Off- balance sheet amount |
RW | Exposure amount | RWA | Expected losses |
||||||||||||||||||||||||||||||||||||
| Regulatory categories |
P F | O F | C F | I P R E | Total | |||||||||||||||||||||||||||||||||||||
| Strong |
Less than 2.5 years |
— | — | 50 | % | — | — | — | — | — | — | — | ||||||||||||||||||||||||||||||
| Equal to or more than 2.5 years |
24,962 | — | 70 | % | — | 24,962 | — | — | 24,962 | 17,473 | 99 | |||||||||||||||||||||||||||||||
| Good |
Less than 2.5 years | — | — | 70 | % | — | — | — | — | — | — | — | ||||||||||||||||||||||||||||||
| Equal to or more than 2.5 years |
— | — | 90 | % | — | — | — | — | — | — | — | |||||||||||||||||||||||||||||||
| Satisfactory |
3,255 | — | 115 | % | — | 3,260 | — | — | 3,260 | 3,749 | 91 | |||||||||||||||||||||||||||||||
| Weak |
10,884 | — | 250 | % | — | 11,045 | — | — | 11,045 | 27,614 | 883 | |||||||||||||||||||||||||||||||
| Default |
3,081 | — | — | — | 9,312 | — | — | 9,312 | — | 4,656 | ||||||||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||
| Total |
42,183 | — | — | — | 48,581 | — | — | 48,581 | 48,837 | 5,731 | ||||||||||||||||||||||||||||||||
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||
| HVCRE |
||||||||||||||||||||||||||||||||||||||||||
| Regulatory categories |
Remaining maturity |
On- balance sheet amount |
Off- balance sheet amount |
RW | Exposure amount |
RWA | Expected losses |
|||||||||||||||||||||||||||||||||||
| Strong |
Less than 2.5 years |
6,299 | — | 70 | % | 6,299 | 4,409 | 25 | ||||||||||||||||||||||||||||||||||
| Equal to or more than 2.5 years |
59,337 | 26,856 | 95 | % | 79,483 | 75,509 | 317 | |||||||||||||||||||||||||||||||||||
| Good |
Less than 2.5 years | 9 | — | 95 | % | 9 | 9 | 0 | ||||||||||||||||||||||||||||||||||
| Equal to or more than 2.5 years |
21,384 | 3,970 | 120 | % | 24,385 | 29,263 | 97 | |||||||||||||||||||||||||||||||||||
| Satisfactory |
— | — | 140 | % | — | — | — | |||||||||||||||||||||||||||||||||||
| Weak |
— | — | 250 | % | — | — | — | |||||||||||||||||||||||||||||||||||
| Default |
— | — | — | — | — | — | ||||||||||||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||||||||
| Total |
87,031 | 30,826 | — | 110,178 | 109,191 | 440 | ||||||||||||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||||||||
| Equity exposures under the market-based approach etc. |
||||||||||||||||||||||||||||||||||||||||||
| Equity exposures under the market-based approach |
||||||||||||||||||||||||||||||||||||||||||
| Categories |
On- balance sheet amount |
Off- balance sheet amount |
RW | Exposure amount |
RWA | |||||||||||||||||||||||||||||||||||||
| Exchange-traded equity exposures |
872,252 | 22,143 | 300 | % | 894,395 | 2,683,187 | ||||||||||||||||||||||||||||||||||||
| Private equity exposures |
60,140 | 1,733 | 400 | % | 61,440 | 245,761 | ||||||||||||||||||||||||||||||||||||
| Other equity exposures |
— | — | — | — | — | |||||||||||||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||||||||||
| Total |
932,392 | 23,877 | — | 955,836 | 2,928,949 | |||||||||||||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||||||||||
| Equity exposures to which a risk weight of 100% is applied |
||||||||||||||||||||||||||||||||||||||||||
| Equity exposures to which a risk weight of 100% is applied |
4,528 | — | 100 | % | 4,528 | 4,528 | ||||||||||||||||||||||||||||||||||||
| Notes: |
||
| 1. |
Counterparty credit risk exposures, securitization exposures, and regarded-method exposures are excluded from the amount of credit risk exposures above. | |
| 2. |
PF, OF, CF and IPRE respectively stand for project finance, object finance, commodity finance and income-producing real estate. | |
(C) Credit RWA Exposures under Regarded-method
| (Millions of yen) | ||||
| As of September 30, 2018 | ||||
| Ending balance |
2,058,655 | |||
21
(3) Credit Risk under Standardized Approach
(i) Quantitative disclosure on credit risk under standardized approach
(A) CR5: Standardized Approach–Exposures by Asset Classes and Risk Weights
| (Millions of yen) | ||||||||||||||||||||||||||||||||||||||||||||||||||||
| As of September 30, 2018 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
| a | b | c | d | e | f | g | h | i | j | k | ||||||||||||||||||||||||||||||||||||||||||
| Credit exposures amount (post CCF and post-CRM) | ||||||||||||||||||||||||||||||||||||||||||||||||||||
| Asset classes |
Risk weight | 0% | 10% | 20% | 35% | 50% | 75% | 100% | 150% | 250% | 1,250% | Total | ||||||||||||||||||||||||||||||||||||||||
| 1 | Cash | 10,201 | — | — | — | — | — | — | — | — | — | 10,201 | ||||||||||||||||||||||||||||||||||||||||
| 2 | Japanese sovereigns and Bank of Japan |
8,487,594 | — | — | — | — | — | — | — | — | — | 8,487,594 | ||||||||||||||||||||||||||||||||||||||||
| 3 | Foreign central sovereigns and central banks |
59,051 | — | 38,912 | — | 108,388 | — | 41,517 | — | — | — | 247,870 | ||||||||||||||||||||||||||||||||||||||||
| 4 | Bank for International Settlements, etc. |
— | — | — | — | — | — | — | — | — | — | — | ||||||||||||||||||||||||||||||||||||||||
| 5 | Japanese non-central governmental PSEs |
45,808 | — | — | — | — | — | — | — | — | — | 45,808 | ||||||||||||||||||||||||||||||||||||||||
| 6 | Non-central governmental PSEs other than foreign central sovereigns, etc. |
— | — | 8,767 | — | 0 | — | 15 | — | — | — | 8,783 | ||||||||||||||||||||||||||||||||||||||||
| 7 | International development banks |
2,821 | — | — | — | — | — | — | — | — | — | 2,821 | ||||||||||||||||||||||||||||||||||||||||
| 8 | Japan Finance Organization for Municipalities |
— | 36,000 | — | — | — | — | — | — | — | — | 36,000 | ||||||||||||||||||||||||||||||||||||||||
| 9 | Japanese government institutions |
— | 566,186 | — | — | — | — | — | — | — | — | 566,186 | ||||||||||||||||||||||||||||||||||||||||
| 10 | Three regional public sectors of Japan |
— | — | — | — | — | — | — | — | — | — | — | ||||||||||||||||||||||||||||||||||||||||
| 11 | Financial institutions and business operators conducting the type I financial instruments business |
— | — | 463,086 | — | 33,647 | — | 90,703 | — | — | — | 587,438 | ||||||||||||||||||||||||||||||||||||||||
| 12 | Corporates, etc. |
— | — | — | — | — | — | 1,416,382 | — | — | — | 1,416,382 | ||||||||||||||||||||||||||||||||||||||||
| 13 | Regulatory retail portfolios and individuals |
— | — | — | — | — | — | — | — | — | — | — | ||||||||||||||||||||||||||||||||||||||||
| 14 | Mortgage housing loan |
— | — | — | — | — | — | — | — | — | — | — | ||||||||||||||||||||||||||||||||||||||||
| 15 | Real estate acquisition business, etc. |
— | — | — | — | — | — | — | ||||||||||||||||||||||||||||||||||||||||||||