Risk Management Information (FY2015)

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 (FY2015)

Overview of Risk Management

Risk Management Structure	2016 Integrated Report: P.80 (PDF/10,751KB)
Major Risk Types and Management	Information Material (Mar 2016): P.3 (PDF/314KB)
Allocation of Risk Capital	IR Presentation (May 2016): Appendices P.12 (PDF/658KB)
Risk Appetite Framework	2016 Integrated Report: P.76 (PDF/10,751KB)

Credit Risk

Credit Risk Management Structure	2016 Integrated Report: P.118 (PDF/10,751KB)
Status of Credit Risk Exposure	2016 Integrated Report: P.290 (PDF/10,751KB)
Credit Risk–weighted Assets by Asset Class and Ratings Segment	Information Material (Mar 2016): P.6 (PDF/314KB)
Methods for Credit Risk Mitigation	2016 Integrated Report: P.306 (PDF/10,751KB)
Counterparty Risk in Derivatives Transactions and Long–settlement Transactions	2016 Integrated Report: P.308 (PDF/10,751KB)
Outstanding Loan Balances and Non–Accrual, Past Due & Restructured Loans	Information Material (Mar 2016): P.5 (PDF/314KB)
Relationship between Obligor Ratings, Definition of Obligor Classifications of Self–Assessments and Claims Disclosed under the Financial Reconstruction Law	Information Material (Mar 2016): P.7 (PDF/314KB)
Securitization Exposure	2016 Integrated Report: P.310 (PDF/10,751KB)
Equity Exposure in Banking Book	2016 Integrated Report: P.332 (PDF/10,751KB)

Market Risk

Market Risk Management Structure	2016 Integrated Report: P.122 (PDF/10,751KB)
Status of Market Risk	2016 Integrated Report: P.123 (PDF/10,751KB)
Outlier Criteria	2016 Integrated Report: P.125 (PDF/10,751KB)

Liquidity Risk

Liquidity Risk Management Structure	2016 Integrated Report: P.126 (PDF/10,751KB)
Status of Liquid Assets	Information Material (Mar 2016): P.8 (PDF/314KB)
Projected Repayment Amounts for Bonds and Notes, Borrowed Money, and Other Interest–bearing Liabilities	2016 Integrated Report: P.216 (PDF/10,751KB)

Operational Risk

Operational Risk Management Structure	2016 Integrated Report: P.127 (PDF/10,751KB)

BIS Capital

Composition of Capital	2016 Integrated Report: P.270 (PDF/10,751KB)
Required Capital by Portfolio Classification	2016 Integrated Report: P.287 (PDF/10,751KB)
Risk–weighted Assets by Risk Type and Operating Entity	Information Material (Mar 2016): P.4 (PDF/314KB)

Information Material related to Risk Management (FY2015)

Information Material related to Risk Management (Mar 2016) (PDF/314KB)

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