Sumitomo Mitsui Banking Corporation and Subsidiaries
(One hundred billions of yen)
CR8:RWA flow statements of credit risk exposures under IRB
RWA amountsRWA at end of previous reporting periodAsset size
Asset quality
349 10 6
Breakdown of variations in the credit risk-weighted assets
Model updates
Methodology and policy
Acquisitions and disposals
― ― ―
Foreign exchange movements
0
Other
―
RWA at end of reporting period
365
Notes: Row "5. Methodology and policy" refers to changes due to methodological changes in calculations driven by regulatory policy changes, including revisions to both existing regulations and new regulations.
Sumitomo Mitsui Banking Corporation and Subsidiaries
(Billions of yen)
MR2: RWA flow statements of market risk exposures under an IMA | |||||||
Item No. | a | b | c | d | e | f | |
VaR | Stressed VaR | IRC | CRM | Other | Total RWA | ||
1a | RWA as of previous reporting period | 428 | 1,111 | ― | ― | 1,539 | |
1b | Ratio of 1a / 1c | 3.0 | 2.9 | ― | ― | 2.9 | |
1c | RWA at end of previous reporting period | 138 | 380 | ― | ― | 519 | |
2 | Breakdown of variations in the market risk-weighted assets | Movement in risk levels | 44 | △ 16 | ― | ― | 28 |
3 | Model updates/changes | ― | ― | ― | ― | ― | |
4 | Methodology and policy | ― | ― | ― | ― | ― | |
5 | Acquisitons and disposals | ― | ― | ― | ― | ― | |
6 | Foreign exchange movements | △ 7 | △ 7 | ― | ― | △ 14 | |
7 | Other | △ 23 | ― | ― | ― | △ 23 | |
8a | RWA at end of reporting period | 152 | 356 | ― | ― | 508 | |
8b | Ratio of 8c / 8a | 2.7 | 3.1 | ― | ― | 3.0 | |
8c | RWA as of reporting period | 418 | 1,131 | ― | ― | 1,550 |
Notes: Row "7. Other" refers to an updating of historical scenarios which are used to calculate RWA.
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Sumitomo Mitsui Financial Group Inc. published this content on 25 February 2021 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 26 February 2021 08:10:03 UTC.