Financial Summary | Basel III Disclosures

Pillar 3 Regulatory Capital and Liquidity Coverage Ratio Disclosures

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Consolidated Capital Adequacy Ratio

(JPY billion)

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  March 31, 2020 June 30, 2020 September 30, 2020
Common Equity Tier 1 Capital (A) 2,405 2,546 2,538
Tier 1 Capital (B) 2,572 2,864 2,856
Total Capital (C) 2,602 2,895 2,887
Risk Assets (D)=(E)+(F)+(G) 15,674 16,078 14,822
└ Credit Risk-Weighted Assets (E) 7,635 8,001 7,974
└ Market Risk Equivalent Assets (F) 5,549 5,586 4,271
└ Operational Risk Equivalent Assets (G) 2,490 2,490 2,578
Common Equity Tier 1 Capital Ratio (A)/(D) 15.34% 15.83% 17.12%
Tier 1 Capital Ratio (B)/(D) 16.40% 17.81% 19.26%
Consolidated Capital Adequacy Ratio (C)/(D) 16.60% 18.00% 19.47%

Consolidated Leverage Ratio

(JPY billion)

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  March 31, 2020 June 30, 2020 September 30, 2020
Tier 1 Capital (A) 2,572 2,864 2,856
Leverage Exposures (B)=(C)+(D)+(E)+(F) 53,136 48,053 48,731
└ On-Balance Sheet Exposures (C) 25,569 23,161 22,767
└ Derivative Exposures (D) 7,921 6,972 7,142
└ Securities Financing Transaction Exposures (E) 17,421 15,670 16,721
└ Other Off-Balance Sheet Exposures (F) 2,224 2,250 2,102
Consolidated Leverage Ratio (A)/(B) 4.83% 5.96% 5.85%

Consolidated Liquidity Coverage Ratio

(JPY billion)
Monthly average for each quarter

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  FY2019/20 4Q FY2020/21 1Q FY2020/21 2Q
HQLA (A) 4,218 4,937 5,888
Net Outflow (B)=(C)-(D) 2,110 2,349 2,385
└ Outflow (C) 7,774 7,188 7,093
└ Inflow (D) 5,708 4,869 4,709
Consolidated Liquidity Coverage Ratio (A)/(B) 201.1% 216.0% 248.4%
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