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Information related to Risk Management

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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 (FY2015)

Overview of Risk Management

Credit Risk

Credit Risk Management Structure 2016 Integrated Report: P.118 (PDF/10,751KB)
Status of Credit Risk Exposure 2016 Integrated Report: P.290 (PDF/10,751KB)
Credit Risk–weighted Assets by Asset Class and Ratings Segment Information Material (Mar 2016): P.6 (PDF/314KB)
Methods for Credit Risk Mitigation 2016 Integrated Report: P.306 (PDF/10,751KB)
Counterparty Risk in Derivatives Transactions and Long–settlement Transactions 2016 Integrated Report: P.308 (PDF/10,751KB)
Outstanding Loan Balances and Non–Accrual, Past Due & Restructured Loans Information Material (Mar 2016): P.5 (PDF/314KB)
Relationship between Obligor Ratings, Definition of Obligor Classifications of Self–Assessments and Claims Disclosed under the Financial Reconstruction Law Information Material (Mar 2016): P.7 (PDF/314KB)
Securitization Exposure 2016 Integrated Report: P.310 (PDF/10,751KB)
Equity Exposure in Banking Book 2016 Integrated Report: P.332 (PDF/10,751KB)

Market Risk

Liquidity Risk

Liquidity Risk Management Structure 2016 Integrated Report: P.126 (PDF/10,751KB)
Status of Liquid Assets Information Material (Mar 2016): P.8 (PDF/314KB)
Projected Repayment Amounts for Bonds and Notes, Borrowed Money, and Other Interest–bearing Liabilities 2016 Integrated Report: P.216 (PDF/10,751KB)

Operational Risk

Operational Risk Management Structure 2016 Integrated Report: P.127 (PDF/10,751KB)

BIS Capital

Composition of Capital 2016 Integrated Report: P.270 (PDF/10,751KB)
Required Capital by Portfolio Classification 2016 Integrated Report: P.287 (PDF/10,751KB)
Risk–weighted Assets by Risk Type and Operating Entity Information Material (Mar 2016): P.4 (PDF/314KB)

Information Material related to Risk Management (FY2015)

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