Risk Management Information (Second Quarter of FY2019)

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

Overview of risk management

Comprehensive risk management systems	2019 Integrated Report: P.75–76 (PDF/8,127KB)
Major risk types and management	2019 Integrated Report: Appendix P.105–116 (PDF/8,127KB)
Allocation of risk capital	2019 Integrated Report: P.77 (PDF/8,127KB) IR presentation (Nov 2019): Appendices P.11 (PDF/584KB)
Risk appetite framework (RAF)	2019 Integrated Report: P.73–74 (PDF/8,127KB)

Credit risk

Credit risk management	2019 Integrated Report: Appendix P.105 (PDF/8,127KB)
Status of credit risk exposure	Basel Pillar 3 Disclosures Interim for FY2019 P.15 (PDF/791KB)
Credit risk-weighted assets by asset class and ratings segment	Basel Pillar 3 Disclosures Interim for FY2019 P.14 (PDF/791KB)
Credit risk mitigation techniques	Basel Pillar 3 Disclosures Interim for FY2019 P.25 (PDF/791KB)
Counterparty credit risk	Basel Pillar 3 Disclosures Interim for FY2019 P.30 (PDF/30KB)
Outstanding loan balances and non–accrual, past due & restructured loans	2019 Integrated Report: Appendix P.127–131 (PDF/8,127KB)
Connection between obligor ratings, definition of obligor classifications of self–assessments, claims disclosed under the FRA and non–accrual, past due & restructured loans	2019 Integrated Report: Appendix P.106 (PDF/8,127KB)
Securitization exposures	Basel Pillar 3 Disclosures Interim for FY2019 P.38 (PDF/791KB)

Market risk

Market risk management structure	2019 Integrated Report: Appendix P.109 (PDF/8,127KB)
Status of Mizuho Financial Group's market risk	Basel Pillar 3 Disclosures Interim for FY2019 P.44 (PDF/791KB)
IRRBB	Basel Pillar 3 Disclosures Interim for FY2019 P.45 (PDF/791KB)

Liquidity risk

Liquidity risk management structure	2019 Integrated Report: Appendix P.112 (PDF/8,127KB)
Status of major liquid assets	Basel Pillar 3 Disclosures Interim for FY2019 P.51 (PDF/791KB)
Status of major funding	2019 Integrated Report: Appendix P.308 (PDF/8,127KB)

Operational risk

Operational risk management structure

2019 Integrated Report: Appendix P.113 (PDF/8,127KB)

BIS Capital

Key metrics	Basel Pillar 3 Disclosures Interim for FY2019 P.2 (PDF/791KB)
Composition of capital	Basel Pillar 3 Disclosures Interim for FY2019 P.4 (PDF/791KB)
Overview of risk–weighted assets	Basel Pillar 3 Disclosures Interim for FY2019 P.13 (PDF/791KB)

List of disclosure materials related to risk management (Second quarter of FY2019)

List of disclosure materials related to risk management (Second quarter of FY2019) (PDF/141KB)

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