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, 2021 December 31, 2021 March 31, 2022
Common Equity Tier 1 Capital (A) 2,522 2,668 2,726
Tier 1 Capital (B) 2,841 3,045 3,103
Total Capital (C) 2,845 3,049 3,103
Risk Assets (D)=(E)+(F)+(G) 15,951 14,770 15,830
└ Credit Risk-Weighted Assets (E) 8,551 7,937 8,301
└ Market Risk Equivalent Assets (F) 4,952 4,300 4,899
└ Operational Risk Equivalent Assets (G) 2,449 2,533 2,630
Common Equity Tier 1 Capital Ratio (A)/(D) 15.81% 18.06% 17.22%
Tier 1 Capital Ratio (B)/(D) 17.80% 20.61% 19.60%
Consolidated Capital Adequacy Ratio (C)/(D) 17.83% 20.64% 19.60%

Consolidated Leverage Ratio

(JPY billion)

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  March 31, 2021 December 31, 2021 March 31, 2022
Tier 1 Capital (A) 2,841 3,045 3,103
Leverage Exposures (B)=(C)+(D)+(E)+(F) 50,437 53,124 51,829
└ On-Balance Sheet Exposures (C) 22,994 24,288 23,047
└ Derivative Exposures (D) 7,781 7,540 8,388
└ Securities Financing Transaction Exposures (E) 17,490 19,381 18,312
└ Other Off-Balance Sheet Exposures (F) 2,172 1,915 2,082
Consolidated Leverage Ratio (A)/(B) 5.63% 5.73% 5.98%

Consolidated Liquidity Coverage Ratio

(JPY billion)
Daily average for each quarter

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  FY2020/21 4Q FY2021/22 3Q FY2021/22 4Q
HQLA (A) 5,437 6,236 5,987
Net Outflow (B)=(C)-(D) 2,845 2,275 2,504
└ Outflow (C) 8,251 7,691 7,703
└ Inflow (D) 5,406 5,420 5,201
Consolidated Liquidity Coverage Ratio (A)/(B) 192.4% 277.7% 241.7%

Consolidated Net Stable Funding Ratio

(JPY billion)

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  March 31, 2021 December 31, 2021 March 31, 2022
Available Stable Funding (A) - 13,685 14,339
Required Stable Funding (B) - 11,566 12,339
Consolidated Net Stable Funding Ratio (A)/(B) - 118.3% 116.2%
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