Risk Management Information (Second Quarter of FY2017)

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 (FY2017)

Overview of Risk Management

Risk Management Structure	2017 Integrated Report: P.77 (PDF/6,084KB)
Major Risk Types and Management	2017 Integrated Report: P.108–124 (PDF/6,084KB)
Allocation of Risk Capital	IR presentation (Nov 2017): Appendices P.14 (PDF/1,550KB)
Risk Appetite Framework	2017 Integrated Report: P.75–76 (PDF/6,084KB)

Credit Risk

Credit Risk Management Structure	2017 Integrated Report: P.111 (PDF/6,084KB)
Status of Credit Risk Exposure	Form 6–K (Pillar 3 Jan 2018) : P.20 (PDF/590KB)
Credit Risk–weighted Assets by Asset Class and Ratings Segment	Form 6–K (Pillar 3 Jan 2018) : P.4 (PDF/590KB)
Methods for Credit Risk Mitigation	Form 6–K (Pillar 3 Jan 2018) : P.37 (PDF/590KB)
Counterparty Risk in Derivatives Transactions and Long–settlement Transactions	Form 6–K (Pillar 3 Jan 2018) : P.39 (PDF/590KB)
Outstanding Loan Balances and Non–Accrual, Past Due & Restructured Loans	Form 6–K (Dec 2017) : P.13–14 (PDF/294KB)
Relationship between Obligor Ratings, Definition of Obligor Classifications of Self–Assessments and Claims Disclosed under the Financial Reconstruction Law	2017 Integrated Report: P.112 (PDF/6,084KB)
Securitization Exposure	Form 6–K (Pillar 3 Jan 2018) : P.41 (PDF/590KB)
Equity Exposure in Banking Book	Form 6–K (Pillar 3 Jan 2018) : P.58 (PDF/590KB)

Market Risk

Market Risk Management Structure	2017 Integrated Report: P.115 (PDF/6,084KB)
Status of Market Risk	2017 Integrated Report: P.116 (PDF/6,084KB)
Outlier Criteria	IR presentation (Nov 2017): Appendices P.14 (PDF/1,550KB)

Liquidity Risk

Liquidity Risk Management Structure	2017 Integrated Report: P.119 (PDF/6,084KB)
Status of Major Liquid Assets	Form 6–K (Pillar 3 Jan 2018) : P.64 (PDF/590KB)
Status of Major Funding	2017 Integrated Report: P.323 (PDF/6,084KB)

Operational Risk

Operational Risk Management Structure

2017 Integrated Report: P.120 (PDF/6,084KB)

BIS Capital

Composition of Capital	Form 6–K (Dec 2017) : P.24 (PDF/294KB)
Required Capital by Portfolio Classification	Form 6–K (Pillar 3 Jan 2018) : P.18 (PDF/590KB)
Risk–weighted Assets by Risk Type and Operating Entity	Form 6–K (Pillar 3 Jan 2018) : P.2 (PDF/590KB)

List of Disclosure Materials related to Risk Management (Second Quarter of FY2017)

List of Disclosure Materials related to Risk Management (Second Quarter of FY2017) (PDF/97KB)

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