Risk Management Information (Second Quarter of FY2016)
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 Risk Management Information (Second Quarter of FY2016)
Overview of Risk Management
Risk Management Structure | |
Major Risk Types and Management | |
Allocation of Risk Capital | |
Risk Appetite Framework |
Credit Risk
Credit Risk Management Structure | |
Status of Credit Risk Exposure | |
Credit Risk–weighted Assets by Asset Class and Ratings Segment | |
Methods for Credit Risk Mitigation | |
Counterparty Risk in Derivatives Transactions and Long–settlement Transactions | |
Outstanding Loan Balances and Non–Accrual, Past Due & Restructured Loans | |
Relationship between Obligor Ratings, Definition of Obligor Classifications of Self–Assessments and Claims Disclosed under the Financial Reconstruction Law | |
Securitization Exposure | |
Equity Exposure in Banking Book |
Market Risk
Market Risk Management Structure | |
Status of Market Risk | |
Outlier Criteria |
Liquidity Risk
Liquidity Risk Management Structure | |
Status of Liquid Assets | |
Projected Repayment Amounts for Bonds and Notes, Borrowed Money, and Other Interest–bearing Liabilities |
Operational Risk
Operational Risk Management Structure |
BIS Capital
Composition of Capital | |
Required Capital by Portfolio Classification | |
Risk–weighted Assets by Risk Type and Operating Entity |
List of Disclosure Materials related to Risk Management (Second Quarter of FY2016)
List of Disclosure Materials related to Risk Management (Second Quarter of FY2016) (PDF/34KB)