top of this page
Skip to main content
main contents start from here

Financial Summary | Basel III Disclosures

Balance Sheet (Summary)
Income Statement (Summary)
Basel III Disclosures

Pillar 3 Regulatory Capital and Liquidity Coverage Ratio Disclosures

  1st Quarter 2nd Quarter 3rd Quarter Full year
FY2016/17 PDF 377KBnew window blank blank blank
FY2015/16 blank blank blank PDF 1,599KBnew window

Consolidated Capital Adequacy Ratio

(JPY billion)

Table1:Consolidated Capital Adequacy Ratio
  March 31, 2016 June 30, 2016 September 30, 2016
Common Equity Tier 1 Capital (A) 2,469 2,464 2,476
Tier 1 Capital (B) 2,578 2,555 2,566
Total Capital (C) 2,901 2,870 2,873
Risk Assets (D)=(E)+(F)+(G) 15,971 15,036 13,706
  Credit risk-weighted assets (E) 7,872 8,254 7,629
Market risk equivalent assets (F) 5,307 3,992 3,339
Operational risk equivalent assets (G) 2,791 2,791 2,738
Common Equity Tier 1 Capital Ratio (A)/(D) 15.4% 16.3% 18.0%
Tier 1 Capital Ratio (B)/(D) 16.1% 16.9% 18.7%
Consolidated Capital Adequacy Ratio (C)/(D) 18.1% 19.0% 20.9%

Consolidated Leverage Ratio

(JPY billion)

Table2:Consolidated Leverage Ratio
  March 31, 2016 June 30, 2016 September 30, 2016
Tier 1 Capital (A) 2,578 2,555 2,566
Leverage Exposures (B)=(C)+(D)+(E)+(F) 60,093 59,447 58,367
  On-balance sheet exposures (C) 23,099 22,809 23,010
Derivative exposures (D) 18,514 17,126 15,690
Securities financing transaction exposures (E) 17,635 18,586 18,654
Other off-balance sheet exposures (F) 845 926 1,013
Consolidated Leverage Ratio (A)/(B) 4.28% 4.29% 4.39%

Consolidated Liquidity Coverage Ratio

(JPY billion)
Monthly average for each quarter

Table3:Consolidated Liquidity Coverage Ratio
  FY 2015/2016
4th Quarter
FY 2016/2017
1st Quarter
FY 2016/2017
2nd Quarter
HQLA (A) 6,181 5,817 5,168
Net Outflow (B)=(C)-(D) 3,525 3,053 2,845
  Outflow (C) 7,952 7,717 7,549
Inflow (D) 4,427 4,664 4,703
Consolidated Liquidity Coverage Ratio (A)/(B) 175.8% 190.8% 181.3%
go back to main menu of this page.