Risk Management Information (Second Quarter of FY2020)
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 | 2020 Integrated Report: P.85–86 (PDF/7,887KB) |
| Major risk types and management | 2020 Integrated Report: Appendix P.114–125 (PDF/7,887KB) |
| Allocation of risk capital | 2020 Integrated Report: P.87 (PDF/7,887KB) IR presentation (Nov 2020): Appendices P.11 (PDF/1,318KB) |
| Risk appetite framework (RAF) | 2020 Integrated Report: P.83–84 (PDF/7,887KB) |
Credit risk
| Credit risk management | 2020 Integrated Report: Appendix P.114–117 (PDF/7,887KB) |
| Status of credit risk exposure | 2020 Integrated Report: Appendix P.277 (PDF/7,887KB) |
| Credit risk-weighted assets by asset class and ratings segment | 2020 Integrated Report: Appendix P.271 (PDF/7,887KB) |
| Credit risk mitigation techniques | 2020 Integrated Report: Appendix P.294 (PDF/7,887KB) |
| Counterparty credit risk | 2020 Integrated Report: Appendix P.297 (PDF/7,887KB) |
| Outstanding loan balances and non–accrual, past due & restructured loans | 2020 Integrated Report: Appendix P.136–139 (PDF/7,887KB) |
| Connection between obligor ratings, definition of obligor classifications of self–assessments, claims disclosed under the FRA and non–accrual, past due & restructured loans | 2020 Integrated Report: Appendix P.115 (PDF/7,887KB) |
| Securitization exposures | 2020 Integrated Report: Appendix P.306 (PDF/7,887KB) |
Market risk
| Market risk management structure | 2020 Integrated Report: Appendix P.118 (PDF/7,887KB) |
| Status of Mizuho Financial Group's market risk | 2020 Integrated Report: Appendix P.119 (PDF/7,887KB) |
| IRRBB | 2020 Integrated Report: Appendix P.315 (PDF/7,887KB) |
Liquidity risk
| Liquidity risk management structure | 2020 Integrated Report: Appendix P.121 (PDF/7,887KB) |
| Status of major liquid assets | 2020 Integrated Report: Appendix P.326 (PDF/7,887KB) |
| Status of major funding | 2020 Integrated Report: Appendix P.326 (PDF/7,887KB) |
Operational risk
| Operational risk management structure | 2020 Integrated Report: Appendix P.122 (PDF/7,887KB) |
BIS Capital
| Key metrics | 2020 Integrated Report: Appendix P.251 (PDF/7,887KB) |
| Composition of capital | 2020 Integrated Report: Appendix P.254 (PDF/7,887KB) |
| Overview of risk–weighted assets | 2020 Integrated Report: Appendix P.270 (PDF/7,887KB) |
List of disclosure materials related to risk management (Second quarter of FY2020)
List of disclosure materials related to risk management (Second Quarter of FY2020) (PDF/243KB)