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Information related to Risk Management (Second Quarter of FY2014)

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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 FY2014)

Overview of Risk Management

Credit Risk

Credit Risk Management Structure 2014 Annual Review: P.52 (PDF/2,940KB)
Status of Credit Risk Exposure Form 6–K (Jan 2015): P.15 (PDF/994KB)
Credit Risk–weighted Assets by Asset Class and Ratings Segment Information Material related to Risk Management (Sep 2014): P.6 (PDF/302KB)
Methods for Credit Risk Mitigation Form 6–K (Jan 2015): P.29 (PDF/994KB)
Counterparty Risk in Derivatives Transactions and Long–settlement Transactions Form 6–K (Jan 2015): P.30 (PDF/994KB)
Outstanding Loan Balances and Non–Accrual, Past Due & Restructured Loans Information Material related to Risk Management (Sep 2014): P.5 (PDF/302KB)
Relationship between Obligor Ratings, Definition of Obligor Classifications of Self–Assessments and Claims Disclosed under the Financial Reconstruction Law Information Material related to Risk Management (Sep 2014): P.7 (PDF/302KB)
Securitization Exposure Form 6–K (Jan 2015): P.32 (PDF/994KB)
Equity Exposure in Banking Book Form 6–K (Jan 2015): P.52 (PDF/994KB)

Market Risk

Liquidity Risk

Liquidity Risk Management Structure 2014 Annual Review: P.57 (PDF/2,940KB)
Status of Liquid Assets Information Material related to Risk Management (Sep 2014): P.8 (PDF/302KB)
Projected Repayment Amounts for Bonds and Notes, Borrowed Money, and Other Interest–bearing Liabilities 2014 Annual Review: Financial Data P.63 (PDF/2,940KB)

Operational Risk

Operational Risk Management Structure 2014 Annual Review: P.60 (PDF/2,940KB)

BIS Capital

Composition of Capital Form 6–K (Jan 2015): P.4 (PDF/994KB)
Required Capital by Portfolio Classification Form 6–K (Jan 2015): P.13 (PDF/994KB)
Risk–weighted Assets by Risk Type and Operating Entity Information Material related to Risk Management (Sep 2014): P.4 (PDF/302KB)
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