Sumitomo Mitsui Banking Corporation
(Millions of yen) | |||||||
OV1: Overview of RWA | |||||||
a | b | c | d | ||||
Basel III | |||||||
RWA | Minimum capital requirements | ||||||
Template No. | |||||||
March 31, 2021 | December 31, 2020 | March 31, 2021 | December 31, 2020 | ||||
1 | Credit risk (excluding counterparty credit risk) | 38,955,356 | 38,428,985 | 3,297,806 | 3,253,067 | ||
2 | Of which: standardised approach (SA) | ― | ― | ― | ― | ||
3 | Of which: internal ratings-based (IRB) approach | 37,786,994 | 37,239,218 | 3,204,337 | 3,157,885 | ||
Of which: significant investments in commercial entities | ― | ― | ― | ― | |||
Of which: lease residual value | ― | ― | ― | ― | |||
Other assets | 1,168,362 | 1,189,767 | 93,468 | 95,181 | |||
4 | Counterparty credit risk (CCR) | 3,148,916 | 3,483,617 | 257,125 | 284,162 | ||
5 | Of which: standardised approach for counterparty credit risk (SA-CCR) | ― | ― | ― | ― | ||
Of which: current exposure method (CEM) | 787,310 | 832,517 | 66,763 | 70,597 | |||
6 | Of which: Expected Positive Exposure (EPE) | ― | ― | ― | ― | ||
Of which: Credit Valuation Adjustment (CVA) | 1,991,667 | 2,276,733 | 159,333 | 182,138 | |||
Of which: Central Counterparty (CCP) | 71,443 | 66,565 | 5,715 | 5,325 | |||
Others | 298,495 | 307,799 | 25,312 | 26,101 | |||
7 | Equity positions in banking book under market-based approach | 954,185 | 823,471 | 80,914 | 69,830 | ||
8 | Equity investments in funds - look-through approach | 1,851,352 | 1,768,253 | 148,108 | 141,460 | ||
9 | Equity investments in funds - mandate-based approach | ― | ― | ― | ― | ||
Equity investments in funds - simple approach subject to 250% risk weight | 40,298 | 441 | 3,417 | 37 | |||
Equity investments in funds - simple approach subject to 400% risk weight | 287,764 | 380,680 | 24,402 | 32,281 | |||
10 | Equity investments in funds - fall-back approach | 8,587 | 936 | 687 | 74 | ||
11 | Settlement risk | ― | ― | ― | ― | ||
12 | Securitisation exposures in banking book | 1,198,219 | 1,041,088 | 95,857 | 83,287 | ||
13 | Of which: securitisation IRB approach (SEC-IRBA) or internal assessment approach (IAA) | 1,028,090 | 920,183 | 82,247 | 73,614 | ||
14 | Of which: securitisation external ratings-based approach (SEC-ERBA) | 170,128 | 120,905 | 13,610 | 9,672 | ||
15 | Of which: securitisation standardised approach (SEC-SA) | ― | ― | ― | ― | ||
Of which: RW 1250% is applied | ― | ― | ― | ― | |||
16 | Market risk | 1,338,962 | 1,259,342 | 107,116 | 100,747 | ||
17 | Of which: standardised approach (SA) | 5,426 | 9,414 | 434 | 753 | ||
18 | Of which: internal model approaches (IMA) | 1,333,535 | 1,249,928 | 106,682 | 99,994 | ||
19 | Operational risk | 2,439,844 | 2,225,389 | 195,187 | 178,031 | ||
20 | Of which: Basic Indicator Approach | ― | ― | ― | ― | ||
21 | Of which: Standardised Approach | ― | ― | ― | ― | ||
22 | Of which: Advanced Measurement Approach | 2,439,844 | 2,225,389 | 195,187 | 178,031 | ||
23 | Amounts below the thresholds for deduction (subject to 250% risk weight) | 1,191,751 | 1,238,768 | 101,060 | 105,047 | ||
Risk weighted assets subject to transitional arrangements | ― | ― | ― | ― | |||
24 | Floor adjustment | 2,987,416 | 1,991,192 | 238,993 | 159,295 | ||
25 | Total (after applying the scaling factor) | 56,883,463 | 55,091,541 | 4,550,677 | 4,407,323 | ||
Attachments
- Original document
- Permalink
Disclaimer
Sumitomo Mitsui Financial Group Inc. published this content on 12 May 2021 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 14 May 2021 15:00:02 UTC.