Financial Summary | Basel III Disclosures
Pillar 3 Regulatory Capital and Liquidity Coverage Ratio Disclosures
* Please scroll horizontally to look at table below.
1st Quarter | 2nd Quarter | 3rd Quarter | Full year | |
---|---|---|---|---|
FY2017/18 | PDF 958KB | PDF 1,355KB | ||
FY2016/17 | PDF 377KB | PDF 1,407KB | PDF 958KB | PDF 1,518KB |
FY2015/16 | PDF 1,599KB |
Consolidated Capital Adequacy Ratio
(JPY billion)
* Please scroll horizontally to look at table below.
March 31, 2017 | September 30, 2017 | December 31, 2017 | |||
---|---|---|---|---|---|
Common Equity Tier 1 Capital | (A) | 2,549 | 2,599 | 2,605 | |
Tier 1 Capital | (B) | 2,690 | 2,740 | 2,742 | |
Total Capital | (C) | 2,799 | 2,834 | 2,827 | |
Risk Assets | (D)=(E)+(F)+(G) | 13,978 | 14,868 | 15,010 | |
└ Credit risk-weighted assets | (E) | 7,763 | 7,970 | 8,099 | |
└ Market risk equivalent assets | (F) | 3,505 | 4,217 | 4,230 | |
└ Operational risk equivalent assets | (G) | 2,711 | 2,681 | 2,681 | |
Common Equity Tier 1 Capital Ratio | (A)/(D) | 18.2% | 17.4% | 17.3% | |
Tier 1 Capital Ratio | (B)/(D) | 19.2% | 18.4% | 18.2% | |
Consolidated Capital Adequacy Ratio | (C)/(D) | 20.0% | 19.0% | 18.8% |
Consolidated Leverage Ratio
(JPY billion)
* Please scroll horizontally to look at table below.
March 31, 2017 | September 30, 2017 | December 31, 2017 | |||
---|---|---|---|---|---|
Tier 1 Capital | (A) | 2,690 | 2,740 | 2,742 | |
Leverage Exposures | (B)=(C)+(D)+(E)+(F) | 58,055 | 59,859 | 61,062 | |
└ On-balance sheet exposures | (C) | 21,402 | 22,912 | 23,513 | |
└ Derivative exposures | (D) | 15,053 | 15,472 | 15,845 | |
└ Securities financing transaction exposures | (E) | 20,569 | 20,448 | 20,493 | |
└ Other off-balance sheet exposures | (F) | 1,031 | 1,027 | 1,210 | |
Consolidated Leverage Ratio | (A)/(B) | 4.63% | 4.57% | 4.49% |
Consolidated Liquidity Coverage Ratio
(JPY billion)
Monthly average for each quarter
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FY 2016/2017 4Q | FY 2017/18 2Q | FY 2017/18 3Q | |||
---|---|---|---|---|---|
HQLA | (A) | 4,515 | 4,066 | 4,094 | |
Net Outflow | (B)=(C)-(D) | 2,528 | 2,278 | 2,376 | |
└ Outflow | (C) | 7,888 | 7,623 | 8,135 | |
└ Inflow | (D) | 5,360 | 5,345 | 5,759 | |
Consolidated Liquidity Coverage Ratio | (A)/(B) | 180.0% | 179.7% | 175.8% |