Composition of Leverage Ratio on a Consolidated Basis
Sumitomo Mitsui Financial Group, Inc. and Subsidiaries
Basel Ⅲ
TemplateItems
No.
- Total assets reported in the consolidated balance sheet
- The amount of assets of subsidiaries that are not included in the scope of the leverage ratio on a consolidated basis (-)
- Adjustment for securitised exposures that meet the operational requirements for the recognition of risk transference
- Adjustments for exemption of central bank reserves (-)
- Adjustment for fiduciary assets recognised on the balance sheet pursuant to the operative accounting framework but excluded from the leverage ratio exposure measure (-)
- Adjustments for regular-way purchases and sales of financial assets subject to trade date accounting
7 Adjustments for eligible cash pooling transactions
8 Adjustments for total exposures related to derivatives transactions, etc.
8a Total exposures related to derivatives transactions, etc.
8b The amount of deductions from the exposures above (line 8a) (-)
9 Adjustment for total exposures related to repo transactions, etc. 9a Total exposures related to repo transactions, etc.
9b The amount of deductions from the exposures above (line 9a) (-)
- Adjustments for total off-balance sheet exposures
- The amount of adjustments associated with Tier 1 capital (specific and general provisions) (-)
- Other adjustments
12a | The amount of adjustments associated with Tier 1 capital (excluding specific and general provisions) |
(-) | |
12b | The amount of customers' liabilities for acceptances and guarantees (-) |
12c | The amount of receivables arising from providing collateral, provided where deducted from the |
consolidated balance sheet pursuant to the operative accounting framework | |
12d | The amount of receivables arising from providing cash variation margin (-) |
The amount of assets of subsidiaries that are included in the scope of the leverage ratio on a | |
12e | consolidated basis (excluding those included in the total assets reported in the consolidated balance |
sheet) | |
13 | Total exposures |
(In million yen) | |
As of | As of |
March 31, | December 31, |
2024 | 2023 |
295,236,701
-
-
61,284,825
1,076,148
-
749,438
11,991,542
11,242,104
637,513
15,962,743
15,325,230
34,416,562
-
- 18,317,462
2,723,350
14,869,558
-
724,554
-
252,514,076
Sumitomo Mitsui Financial Group, Inc. and Subsidiaries
Basel Ⅲ
TemplateItems
No.
On-balance sheet exposures (1)
- On-balancesheet exposures before deducting adjustments
- The amount of receivables arising from providing collateral, provided where deducted from the consolidated balance sheet pursuant to the operative accounting framework
- The amount of receivables arising from providing cash variation margin (-)
- Adjustment for securities received under repo transactions that are recognised as assets (-)
- The amount of adjustments associated with Tier 1 capital (specific and general provisions) (-)
- The amount of adjustments associated with Tier 1 capital (excluding specific and general provisions) (-)
7 Total on-balance sheet exposures(a)
Exposures related to derivatives transactions, etc. (2)
- Replacement cost associated with derivatives transactions, etc. (with the 1.4 alpha factor applied)
- Add-onamounts for potential future exposure associated with derivatives transactions, etc. (with the 1.4 alpha factor applied)
- Exempted central counterparty (CCP) leg of client-cleared trade exposures (-)
- Adjusted effective notional amount of written credit derivatives
- The amount of deductions from effective notional amount of written credit derivatives (-)
13 Total exposures related to derivatives transactions, etc.(b)
Exposures related to repo transactions, etc. (3)
- The amount of assets related to repo transactions, etc.
- The amount of deductions from the assets above (line 14) (-)
- The exposures for counterparty credit risk for repo transactions, etc.
- The exposures for agent repo transaction
18 Total exposures related to repo transactions, etc.(c)
Exposures related to off-balance sheet transactions (4)
- Notional amount of off-balance sheet items
- The amount of adjustments for conversion to off-balance sheet exposures (-)
22 | Total off-balance sheet exposures | (d) |
Leverage ratio on a consolidated basis (5) | ||
23 | The amount of capital (Tier 1 capital) | (e) |
24 | Total exposures ((a)+(b)+(c)+(d)) | (f) |
- Leverage ratio on a consolidated basis ((e)/(f))
- Minimum leverage ratio requirement
- Applicable leverage buffer requirement
Leverage ratio on a consolidated basis (including due from Bank of Japan) (6) | ||
Total exposures | (f) | |
The amount of due from Bank of Japan | ||
Total exposures (including due from Bank of Japan) | (f') | |
Leverage ratio on a consolidated basis (including due from Bank of Japan) ((e)/(f')) | ||
Disclosure of mean values (7) | ||
28 | Mean value of assets related to repo transactions, etc. (after the deductions) ((g)+(h)) | |
Mean value of assets related to repo transactions, etc. | (g) | |
Mean value of deductions from the assets above (-) | (h) | |
29 | Quarter-end value of assets related to repo transactions, etc. (after the deductions) ((i)+(j)) | |
14 | Quarter-end value of assets related to repo transactions, etc. | (i) |
15 | Quarter-end value of deductions from the assets above (line 14) (-) | (j) |
30 | Total exposures | (k) |
(including mean value above (line 28), but excluding due from Bank of Japan) | ||
30a | Total exposures | (l) |
(including mean value above (line 28) and due from Bank of Japan) | ||
31 Leverage ratio on a consolidated basis
(including mean value above (line 28), but excluding due from Bank of Japan) ((e)/(k))
Leverage ratio on a consolidated basis
(including mean value above (line 28) and due from Bank of Japan) ((e)/(l))
(In million yen, %) | |
As of | As of |
March 31, | December 31, |
2024 | 2023 |
193,591,132 | |
- | |
724,554 | |
- | |
- |
2,723,350
190,143,228
5,306,692
6,417,609
-
1,445,342
1,178,102
11,991,542
15,325,230
-
637,513
15,962,743
92,108,666
57,692,103
34,416,562
13,311,550
252,514,076
5.27%
3.00%
0.50%
252,514,076
61,284,825
313,798,901
4.24%
12,891,568
12,891,568
-
15,325,230
15,325,230
-
250,080,415
311,365,240
5.32%
4.27%
Sumitomo Mitsui Financial Group, Inc. and Subsidiaries
Corresponding Corresponding | |||
line # on | line # on | ||
Basel III | Basel III | Items | |
disclosure | disclosure | ||
template | template | ||
(Table2) | (Table1) | ||
On-balance sheet exposures (1) | |||
1 | On-balance sheet exposures before deducting adjustment items | ||
1a | 1 | Total assets reported in the consolidated balance sheet | |
1b | 2 | The amount of assets of subsidiaries that are not included in the scope of the leverage ratio | |
on a consolidated basis (-) | |||
The amount of assets of subsidiaries that are included in the scope of the leverage ratio on a | |||
1c | 7 | consolidated basis (except those included in the total assets reported in the consolidated | |
balance sheet) | |||
1d | 3 | The amount of assets that are deducted from the total assets reported in the consolidated | |
balance sheet (except adjustment items) (-) | |||
2 | 7 | The amount of adjustment items pertaining to Tier 1 capital (-) | |
3 | Total on-balance sheet exposures | (a) | |
Exposures related to derivative transactions (2) | |||
4 | Replacement cost associated with derivatives transactions, etc. (with the 1.4 alpha factor | ||
applied) | |||
Replacement cost associated with derivatives transactions, etc. | |||
5 | Add-on amount for potential future exposure associated with derivatives transactions, etc. | ||
(with the 1.4 alpha factor applied) | |||
Add-on amount associated with derivatives transactions, etc. | |||
The amount of receivables arising from providing cash margin in relation to derivatives | |||
transactions, etc. | |||
6 | The amount of receivables arising from providing collateral, provided where deducted from | ||
the consolidated balance sheet pursuant to the operative accounting framework | |||
The amount of receivables arising from providing cash margin, provided where deducted | |||
from the consolidated balance sheet pursuant to the operative accounting framework | |||
7 | The amount of deductions of receivables (out of those arising from providing cash variation | ||
margin) (-) | |||
8 | The amount of client-cleared trade exposures for which a bank or bank holding company | ||
acting as clearing member is not obliged to make any indemnification (-) | |||
9 | Adjusted effective notional amount of written credit derivatives | ||
10 | The amount of deductions from effective notional amount of written credit derivatives (-) | ||
11 | 4 | Total exposures related to derivative transactions | (b) |
Exposures related to repo transactions (3) | |||
12 | The amount of assets related to repo transactions, etc. | ||
13 | The amount of deductions from the assets above (line 12) (-) | ||
14 | The exposures for counterparty credit risk for repo transactions, etc. | ||
15 | The exposures for agent repo transaction | ||
16 | 5 | Total exposures related to repo transactions, etc. | (c) |
Exposures related to off-balance sheet transactions (4) | |||
17 | Notional amount of off-balance sheet transactions | ||
18 | The amount of adjustments for conversion in relation to off-balance sheet transactions (-) | ||
19 | 6 | Total exposures related to off-balance sheet transactions | (d) |
Leverage ratio on a consolidated basis (5) | |||
20 | The amount of capital (Tier 1 capital) | (e) | |
21 | 8 | Total exposures ((a)+(b)+(c)+(d)) | (f) |
22 | Leverage ratio on a consolidated basis ((e)/(f)) | ||
Minimum leverage ratio requirement | |||
Applicable leverage buffer requirement | |||
Leverage ratio on a consolidated basis (including deposits with the Bank of Japan) (6) | |||
Total exposures | (f) | ||
The amount of deposits with the Bank of Japan | |||
Total exposures (including deposits with the Bank of Japan) | (f') | ||
Leverage ratio on a consolidated basis (including deposits with the Bank of Japan) ((e)/(f')) |
(In million yen, %) | |
As of | As of |
March 31, | December 31, |
2024 | 2023 |
186,353,222
226,094,236
-
-
39,741,013
2,429,205
183,924,017
5,079,185
6,848,829
1,020,676
-
157,841
1,257,722
1,101,464
12,947,107
14,828,237
-
732,664
15,560,902
87,811,723
51,993,094
35,818,628
12,531,252
248,250,656
5.04%
3.00%
0.50%
248,250,656
59,683,821
307,934,477
4.06%
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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 Public, unedited and unaltered, on 15 May 2024 11:19:43 UTC.