Sumitomo Mitsui Financial : CMS1: Comparison of modelled and standardised RWA at risk level (17KB)
May 15, 2024 at 07:17 am
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Sumitomo Mitsui Banking Corporation and Subsidiaries
(Millions of yen)
CMS1:Comparison of modelled and standardised RWA at risk level
a
b
c
d
Risk-weighted assets (RWA)
項番
RWA calculated using full standardised
RWA for modelled approaches that
RWA for portfolios where standardised
Total Actual RWA
approach and prior to the application of
banks have supervisory approval to use
approaches are used
the output floor
(ie RWA used in capital floor
1
Credit risk (excluding counterparty credit risk)
54,768,466
2,043,415
56,811,882
110,491,253
2
Counterparty credit risk (CCR)
1,785,536
136,593
1,922,129
4,695,035
3
Credit valuation adjustment (CVA)
2,045,772
2,045,772
2,045,772
4
Securitisation exposures in the banking book
1,317,929
170,908
1,488,838
2,314,186
5
Market risk
―
1,792,417
1,792,417
1,792,417
6
Operational risk
3,966,778
3,966,778
3,966,778
7
Residual RWA
12,613,433
12,613,433
8,421,868
8
Total
57,871,931
22,769,320
80,641,252
133,727,312
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Sumitomo Mitsui Financial Group Inc. published this content on
15 May 2024 and is solely responsible for the information contained therein. Distributed by
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15 May 2024 11:16:31 UTC.
Sumitomo Mitsui Financial Group, Inc. is one of the Japanese largest financial services groups. The group's activity is organized around 3 areas:
- bank: retail bank, business bank, financing and investment bank, assets management, etc.;
- issuance of credit cards;
- leasing services.