Risk Management Information (FY2014)

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 (FY2014)

Overview of Risk Management

Risk Management Structure	2015 Integrated Report: P.72 (PDF/10,233KB) 2015 Integrated Report: P.95 (PDF/10,233KB)
Major Risk Types and Management	Information Material related to Risk Management (Mar 2015): P.3 (PDF/308KB)
Allocation of Risk Capital	IR presentation (May 2015): Appendices P.12 (PDF/610KB)
Risk Appetite Framework	2015 Integrated Report: P.70 (PDF/10,233KB)

Credit Risk

Credit Risk Management Structure	2015 Integrated Report: P.97 (PDF/10,233KB)
Status of Credit Risk Exposure	2015 Integrated Report: P.266 (PDF/10,233KB)
Credit Risk–weighted Assets by Asset Class and Ratings Segment	Information Material related to Risk Management (Mar 2015): P.6 (PDF/308KB)
Methods for Credit Risk Mitigation	2015 Integrated Report: P.281 (PDF/10,233KB)
Counterparty Risk in Derivatives Transactions and Long–settlement Transactions	2015 Integrated Report: P.283 (PDF/10,233KB)
Outstanding Loan Balances and Non–Accrual, Past Due & Restructured Loans	Information Material related to Risk Management (Mar 2015): P.5 (PDF/308KB)
Relationship between Obligor Ratings, Definition of Obligor Classifications of Self–Assessments and Claims Disclosed under the Financial Reconstruction Law	Information Material related to Risk Management (Mar 2015): P.7 (PDF/308KB)
Securitization Exposure	2015 Integrated Report: P.285 (PDF/10,233KB)
Equity Exposure in Banking Book	2015 Integrated Report: P.308 (PDF/10,233KB)

Market Risk

Market Risk Management Structure	2015 Integrated Report: P.100 (PDF/10,233KB)
Status of Market Risk	2015 Integrated Report: P.101 (PDF/10,233KB)
Outlier Criteria	2015 Integrated Report: P.103 (PDF/10,233KB)

Liquidity Risk

Liquidity Risk Management Structure	2015 Integrated Report: P.104 (PDF/10,233KB)
Status of Liquid Assets	Information Material related to Risk Management (Mar 2015): P.8 (PDF/308KB)
Projected Repayment Amounts for Bonds and Notes, Borrowed Money, and Other Interest–bearing Liabilities	2015 Integrated Report: P.192 (PDF/10,233KB)

Operational Risk

Operational Risk Management Structure

2015 Integrated Report: P.105 (PDF/10,233KB)

BIS Capital

Composition of Capital	2015 Integrated Report: P.246 (PDF/10,233KB)
Required Capital by Portfolio Classification	2015 Integrated Report: P.263 (PDF/10,233KB)
Risk–weighted Assets by Risk Type and Operating Entity	Information Material (Mar 2015): P.4 (PDF/308KB)

Information Material related to Risk Management (FY2014)

Information Material related to Risk Management (Mar 2015) (PDF/308KB)

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