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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 Risk Management Information (Second Quarter of FY2016)

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
Methods for Credit Risk Mitigation
Counterparty Risk in Derivatives Transactions and Long–settlement Transactions
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
Equity Exposure in Banking Book

Liquidity Risk

Liquidity Risk Management Structure
Status of Liquid Assets
Projected Repayment Amounts for Bonds and Notes, Borrowed Money, and Other Interest–bearing Liabilities

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 (Second Quarter of FY2016)