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)

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  March 31, 2020 December 31, 2020 March 31, 2021
Common Equity Tier 1 Capital (A) 2,405 2,636 2,522
Tier 1 Capital (B) 2,572 2,953 2,841
Total Capital (C) 2,602 2,961 2,845
Risk Assets (D)=(E)+(F)+(G) 15,674 14,974 15,951
└ Credit Risk-Weighted Assets (E) 7,635 8,059 8,551
└ Market Risk Equivalent Assets (F) 5,549 4,337 4,952
└ Operational Risk Equivalent Assets (G) 2,490 2,578 2,449
Common Equity Tier 1 Capital Ratio (A)/(D) 15.34% 17.60% 15.81%
Tier 1 Capital Ratio (B)/(D) 16.40% 19.71% 17.80%
Consolidated Capital Adequacy Ratio (C)/(D) 16.60% 19.77% 17.83%

Consolidated Leverage Ratio

(JPY billion)

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  March 31, 2020 December 31, 2020 March 31, 2021
Tier 1 Capital (A) 2,572 2,953 2,841
Leverage Exposures (B)=(C)+(D)+(E)+(F) 53,136 52,563 50,437
└ On-Balance Sheet Exposures (C) 25,569 23,801 22,994
└ Derivative Exposures (D) 7,921 7,492 7,781
└ Securities Financing Transaction Exposures (E) 17,421 18,564 17,490
└ Other Off-Balance Sheet Exposures (F) 2,224 2,705 2,172
Consolidated Leverage Ratio (A)/(B) 4.83% 5.61% 5.63%

Consolidated Liquidity Coverage Ratio

(JPY billion)
Monthly average for each quarter

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  FY2019/20 4Q FY2020/21 3Q FY2020/21 4Q
HQLA (A) 4,218 5,645 5,437
Net Outflow (B)=(C)-(D) 2,110 2,519 2,845
└ Outflow (C) 7,774 7,496 8,251
└ Inflow (D) 5,708 4,977 5,406
Consolidated Liquidity Coverage Ratio (A)/(B) 201.1% 231.5% 192.4%
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