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Risk Management Information

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)

  • *2017 Integrated Report will be replaced by "2018 Integrated Report", being published in September

Overview of Risk Management

Credit Risk

Credit Risk Management Structure
Status of Credit Risk Exposure
Credit Risk–weighted Assets by Asset Class and Ratings Segment
Credit Risk Mitigation Techniques
Counterparty Credit Risk
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

Liquidity Risk

Liquidity Risk Management Structure
Status of Major Liquid Assets
Status of Major Funding

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 (FY2017)