Risk Management Information (FY2013)
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 Information related to Risk Management (FY2013)
Overview of Risk Management
| Risk Management Structure | |
| Major Risk Types and Management |
Information Material related to Risk Management (FY2013): P.3 (PDF/78KB) |
| Allocation of Risk Capital |
Credit Risk
| Credit Risk Management Structure | |
| Status of Credit Risk Exposure | |
| Credit Risk–weighted Assets by Asset Class and Ratings Segment |
Information Material related to Risk Management (FY2013): P.6 (PDF/78KB) |
| Methods for Credit Risk Mitigation | |
| Counterparty Risk in Derivatives Transactions and Long–settlement Transactions | |
| Securitization Exposure | |
| Equity Exposure in Banking Book |
Market Risk
| Market Risk Management Structure | |
| Status of Market Risk | |
| Outlier Criteria |
Liquidity Risk
| Liquidity Risk Management Structure | |
| Status of Liquid Assets |
Information Material related to Risk Management (FY2013): P.8 (PDF/78KB) |
| 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 |
Information Material related to Risk Management (FY2013): P.4 (PDF/78KB) |