Financial Summary | Basel III Disclosures

Pillar 3 Regulatory Capital and Liquidity Coverage Ratio Disclosures

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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)

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  March 31, 2023 June 30, 2023 September 30, 2023
Common Equity Tier 1 Capital (A) 2,829 2,971 3,006
Tier 1 Capital (B) 3,204 3,347 3,383
Total Capital (C) 3,204 3,347 3,383
Risk Assets (D)=(E)+(F)+(G) 17,324 17,814 18,160
└ Credit Risk-Weighted Assets (E) 8,386 8,806 8,969
└ Market Risk Equivalent Assets (F) 6,271 6,340 6,575
└ Operational Risk Equivalent Assets (G) 2,668 2,668 2,616
Common Equity Tier 1 Capital Ratio (A)/(D) 16.32% 16.67% 16.55%
Tier 1 Capital Ratio (B)/(D) 18.49% 18.78% 18.62%
Consolidated Capital Adequacy Ratio (C)/(D) 18.49% 18.79% 18.62%

Consolidated Leverage Ratio

(JPY billion)

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  March 31, 2023 June 30, 2023 September 30, 2023
Tier 1 Capital (A) 3,204 3,470 3,383
Leverage Exposures (B)=(C)+(D)+(E)+(F) 56,865 61,835 65,284
└ On-Balance Sheet Exposures (C) 25,495 28,958 28,850
└ Derivative Exposures (D) 9,665 10,134 10,940
└ Securities Financing Transaction Exposures (E) 19,712 20,700 23,510
└ Other Off-Balance Sheet Exposures (F) 1,993 2,043 1,985
Consolidated Leverage Ratio (A)/(B) 5.63% 5.41% 5.18%

Consolidated Liquidity Coverage Ratio

(JPY billion)
Daily average for each quarter

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  FY2022/23 4Q FY2023/24 1Q FY2023/24 2Q
HQLA (A) 6,530 6,480 6,036
Net Outflow (B)=(C)-(D) 3,226 3,142 3,131
└ Outflow (C) 8,906 9,081 9,361
└ Inflow (D) 5,681 5,939 6,230
Consolidated Liquidity Coverage Ratio (A)/(B) 203.8% 207.1% 193.7%

Consolidated Net Stable Funding Ratio

(JPY billion)

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  March 31, 2023 June 30, 2023 September 30, 2023
Available Stable Funding (A) 15,971 16,720 17,450
Required Stable Funding (B) 13,318 14,647 15,546
Consolidated Net Stable Funding Ratio (A)/(B) 119.9% 114.1% 112.1%
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