Risk Management Information (Second Quarter of FY2016)

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 Risk Management Information (Second Quarter of FY2016)

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 (Sep 2016): Appendices P.13 (PDF/610KB)
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	Form 6–K (Pillar 3 Jan 2017): P.16 (PDF/582KB)
Credit Risk–weighted Assets by Asset Class and Ratings Segment	Form 6–K (Pillar 3 Jan 2017): P.25 (PDF/582KB)
Methods for Credit Risk Mitigation	Form 6–K (Pillar 3 Jan 2017): P.30 (PDF/582KB)
Counterparty Risk in Derivatives Transactions and Long–settlement Transactions	Form 6–K (Pillar 3 Jan 2017): P.31 (PDF/582KB)
Outstanding Loan Balances and Non–Accrual, Past Due & Restructured Loans	Form 6–K (Jan 2017): P.17 (PDF/311KB)
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	Form 6–K (Pillar 3 Jan 2017): P.33 (PDF/582KB)
Equity Exposure in Banking Book	Form 6–K (Pillar 3 Jan 2017): P.53 (PDF/582KB)

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	Form 6–K (Pillar 3 Jan 2017): P.52 (PDF/582KB) IR Presentation (Sep 2016): Appendices P.13 (PDF/610KB)

Liquidity Risk

Liquidity Risk Management Structure	2016 Integrated Report: P.126 (PDF/10,751KB)
Status of Liquid Assets	Form 6–K (Pillar 3 Jan 2017): P.57 (PDF/582KB)
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	Form 6–K (Jan 2017): P.29 (PDF/311KB) Form 6–K (Pillar 3 Jan 2017): P.5 (PDF/582KB)
Required Capital by Portfolio Classification	Form 6–K (Pillar 3 Jan 2017): P.15 (PDF/582KB)
Risk–weighted Assets by Risk Type and Operating Entity	Form 6–K (Pillar 3 Jan 2017): P.2 (PDF/582KB)

List of Disclosure Materials related to Risk Management (Second Quarter of FY2016)

List of Disclosure Materials related to Risk Management (Second Quarter of FY2016) (PDF/34KB)

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