Risk Management Information (Second Quarter of FY2015)

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 FY2015)

Overview of Risk Management

Risk Management Structure	2015 Integrated Report: P.72 (PDF/10,233KB) 2015 Integrated Report: P.95 (PDF/10,233KB)
Major Risk Types and Management	Information Material (Sep 2015): P.3 (PDF/278KB)
Allocation of Risk Capital	IR presentation (Sep 2015): Appendices P.12 (PDF/610KB)
Risk Appetite Framework	2015 Integrated Report: P.70 (PDF/10,233KB)

Credit Risk

Credit Risk Management Structure	2015 Integrated Report: P.97 (PDF/10,233KB)
Status of Credit Risk Exposure	Form 6–K (Jan 2016): P.16 (PDF/531KB)
Credit Risk–weighted Assets by Asset Class and Ratings Segment	Information Material (Sep 2015): P.6 (PDF/278KB)
Methods for Credit Risk Mitigation	Form 6–K (Jan 2016): P.31 (PDF/531KB)
Counterparty Risk in Derivatives Transactions and Long–settlement Transactions	Form 6–K (Jan 2016): P.32 (PDF/531KB)
Outstanding Loan Balances and Non–Accrual, Past Due & Restructured Loans	Information Material (Sep 2015): P.5 (PDF/278KB)
Relationship between Obligor Ratings, Definition of Obligor Classifications of Self–Assessments and Claims Disclosed under the Financial Reconstruction Law	Information Material (Sep 2015): P.7 (PDF/278KB)
Securitization Exposure	Form 6–K (Jan 2016): P.34 (PDF/531KB)
Equity Exposure in Banking Book	Form 6–K (Jan 2016): P.54 (PDF/531KB)

Market Risk

Market Risk Management Structure	2015 Integrated Report: P.100 (PDF/10,233KB)
Status of Market Risk	2015 Integrated Report: P.101 (PDF/10,233KB)
Outlier Criteria	Form 6–K (Jan 2016): P.53 (PDF/531KB)

Liquidity Risk

Liquidity Risk Management Structure	2015 Integrated Report: P.104 (PDF/10,233KB)
Status of Liquid Assets	Information Material (Sep 2015): P.8 (PDF/278KB)
Projected Repayment Amounts for Bonds and Notes, Borrowed Money, and Other Interest–bearing Liabilities	2015 Integrated Report: P.192 (PDF/10,233KB)

Operational Risk

Operational Risk Management Structure	2015 Integrated Report: P.105 (PDF/10,233KB)

BIS Capital

Composition of Capital	Form 6–K (Jan 2016): P.4 (PDF/531KB)
Required Capital by Portfolio Classification	Form 6–K (Jan 2016): P.14 (PDF/531KB)
Risk–weighted Assets by Risk Type and Operating Entity	Information Material (Sep 2015): P.4 (PDF/278KB)

Information Material related to Risk Management (Second Quarter of FY2015)

Information Material related to Risk Management (Sep 2015) (PDF/278KB)

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