Risk Management Information (Second Quarter of FY2014)

We classify our risk exposures according to the various kinds of risk, including credit risk, market risk, liquidity risk and operational risk, and manage each type of risk according to its characteristics.

Index of Information related to Risk Management (Second Quarter of FY2014)

Overview of Risk Management

Risk Management Structure	2014 Annual Review: P.50 (PDF/2,940KB)
Major Risk Types and Management	Information Material related to Risk Management (Sep 2014): P.3 (PDF/302KB)
Allocation of Risk Capital	IR presentation (Nov 2014): Appendices P.12 (PDF/576KB)

Credit Risk

Credit Risk Management Structure	2014 Annual Review: P.52 (PDF/2,940KB)
Status of Credit Risk Exposure	Form 6–K (Jan 2015): P.15 (PDF/994KB)
Credit Risk–weighted Assets by Asset Class and Ratings Segment	Information Material related to Risk Management (Sep 2014): P.6 (PDF/302KB)
Methods for Credit Risk Mitigation	Form 6–K (Jan 2015): P.29 (PDF/994KB)
Counterparty Risk in Derivatives Transactions and Long–settlement Transactions	Form 6–K (Jan 2015): P.30 (PDF/994KB)
Outstanding Loan Balances and Non–Accrual, Past Due & Restructured Loans	Information Material related to Risk Management (Sep 2014): P.5 (PDF/302KB)
Relationship between Obligor Ratings, Definition of Obligor Classifications of Self–Assessments and Claims Disclosed under the Financial Reconstruction Law	Information Material related to Risk Management (Sep 2014): P.7 (PDF/302KB)
Securitization Exposure	Form 6–K (Jan 2015): P.32 (PDF/994KB)
Equity Exposure in Banking Book	Form 6–K (Jan 2015): P.52 (PDF/994KB)

Market Risk

Market Risk Management Structure	2014 Annual Review: P.55 (PDF/2,940KB)
Status of Market Risk	2014 Annual Review: P.57 (PDF/2,940KB)
Outlier Criteria	IR presentation (Nov 2014): Appendices P.12 (PDF/576KB)

Liquidity Risk

Liquidity Risk Management Structure	2014 Annual Review: P.57 (PDF/2,940KB)
Status of Liquid Assets	Information Material related to Risk Management (Sep 2014): P.8 (PDF/302KB)
Projected Repayment Amounts for Bonds and Notes, Borrowed Money, and Other Interest–bearing Liabilities	2014 Annual Review: Financial Data P.63 (PDF/2,940KB)

Operational Risk

Operational Risk Management Structure

2014 Annual Review: P.60 (PDF/2,940KB)

BIS Capital

Composition of Capital	Form 6–K (Jan 2015): P.4 (PDF/994KB)
Required Capital by Portfolio Classification	Form 6–K (Jan 2015): P.13 (PDF/994KB)
Risk–weighted Assets by Risk Type and Operating Entity	Information Material related to Risk Management (Sep 2014): P.4 (PDF/302KB)

Information Material related to Risk Management (Second Quarter of FY2014)

Information Material related to Risk Management (Sep 2014) (PDF/302KB)

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