Financial Summary | Basel III Disclosures

Pillar 3 Regulatory Capital and Liquidity Coverage Ratio Disclosures

* Please scroll horizontally to look at table below.

Disclosures for Q1, Q2, and Q3 have been corrected and updated mainly due to the underestimation of market risk and credit risk related to securities financing transactions. Please click here (PDF 865KB) for details.

Consolidated Capital Adequacy Ratio

(JPY billion)

* Please scroll horizontally to look at table below.

  March 31, 2021 March 31, 2022 June 30, 2022
Common Equity Tier 1 Capital (A) 2,522 2,726 2,823
Tier 1 Capital (B) 2,841 3,103 3,198
Total Capital (C) 2,845 3,103 3,198
Risk Assets (D)=(E)+(F)+(G) 15,951 15,830 16,893
└ Credit Risk-Weighted Assets (E) 8,551 8,301 8,428
└ Market Risk Equivalent Assets (F) 4,952 4,899 5,836
└ Operational Risk Equivalent Assets (G) 2,449 2,630 2,630
Common Equity Tier 1 Capital Ratio (A)/(D) 15.81% 17.22% 16.70%
Tier 1 Capital Ratio (B)/(D) 17.80% 19.60% 18.93%
Consolidated Capital Adequacy Ratio (C)/(D) 17.83% 19.60% 18.93%

Consolidated Leverage Ratio

(JPY billion)

* Please scroll horizontally to look at table below.

  March 31, 2021 March 31, 2022 June 30, 2022
Tier 1 Capital (A) 2,841 3,103 3,198
Leverage Exposures (B)=(C)+(D)+(E)+(F) 50,437 51,829 57,904
└ On-Balance Sheet Exposures (C) 22,994 23,047 25,661
└ Derivative Exposures (D) 7,781 8,388 9,883
└ Securities Financing Transaction Exposures (E) 17,490 18,312 20,541
└ Other Off-Balance Sheet Exposures (F) 2,172 2,082 1,819
Consolidated Leverage Ratio (A)/(B) 5.63% 5.98% 5.52%

Consolidated Liquidity Coverage Ratio

(JPY billion)
Daily average for each quarter

* Please scroll horizontally to look at table below.

  FY2020/21 4Q FY2021/22 4Q FY2022/23 1Q
HQLA (A) 5,437 5,987 5,630
Net Outflow (B)=(C)-(D) 2,845 2,504 2,992
└ Outflow (C) 8,251 7,703 8,447
└ Inflow (D) 5,406 5,201 5,455
Consolidated Liquidity Coverage Ratio (A)/(B) 192.4% 241.7% 189.4%

Consolidated Net Stable Funding Ratio

(JPY billion)

* Please scroll horizontally to look at table below.

  March 31, 2021 March 31, 2022 June 30, 2022
Available Stable Funding (A) - 14,339 15,025
Required Stable Funding (B) - 12,339 13,031
Consolidated Net Stable Funding Ratio (A)/(B) - 116.2% 115.2%
Request Printed Nomura Report (Integrated Report) / 20-F
Feedback to Investor Relations
News Release Subscription Service