Risk Management Information (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 Information related to Risk Management (FY2016)

Overview of Risk Management

Risk Management Structure	2017 Integrated Report: P.77 (PDF/6,084KB)
Major Risk Types and Management	2017 Integrated Report: P.108–124 (PDF/6,084KB)
Allocation of Risk Capital	IR Presentation (Mar 2017): Appendices P.14 (PDF/1,518KB)
Risk Appetite Framework	2017 Integrated Report: P.75–76 (PDF/6,084KB)

Credit Risk

Credit Risk Management Structure	2017 Integrated Report: P.111 (PDF/6,084KB)
Status of Credit Risk Exposure	2017 Integrated Report: P.279 (PDF/6,084KB)
Credit Risk–weighted Assets by Asset Class and Ratings Segment	2017 Integrated Report: P.289 (PDF/6,084KB)
Methods for Credit Risk Mitigation	2017 Integrated Report: P.294 (PDF/6,084KB)
Counterparty Risk in Derivatives Transactions and Long–settlement Transactions	2017 Integrated Report: P.296 (PDF/6,084KB)
Outstanding Loan Balances and Non–Accrual, Past Due & Restructured Loans	2017 Integrated Report: P.137–141 (PDF/6,084KB)
Relationship between Obligor Ratings, Definition of Obligor Classifications of Self–Assessments and Claims Disclosed under the Financial Reconstruction Law	2017 Integrated Report: P.112 (PDF/6,084KB)
Securitization Exposure	2017 Integrated Report: P.298 (PDF/6,084KB)
Equity Exposure in Banking Book	2017 Integrated Report: P.315 (PDF/6,084KB)

Market Risk

Market Risk Management Structure	2017 Integrated Report: P.115 (PDF/6,084KB)
Status of Market Risk	2017 Integrated Report: P.116 (PDF/6,084KB)
Outlier Criteria	2017 Integrated Report: P.118 (PDF/6,084KB)

Liquidity Risk

Liquidity Risk Management Structure	2017 Integrated Report: P.119 (PDF/6,084KB)
Status of Major Liquid Assets	2017 Integrated Report: P.323 (PDF/6,084KB)
Status of Major Funding	2017 Integrated Report: P.323 (PDF/6,084KB)

Operational Risk

Operational Risk Management Structure

2017 Integrated Report: P.120 (PDF/6,084KB)

BIS Capital

Composition of Capital	2017 Integrated Report: P.260 (PDF/6,084KB)
Required Capital by Portfolio Classification	2017 Integrated Report: P.276 (PDF/6,084KB)
Risk–weighted Assets by Risk Type and Operating Entity	2017 Integrated Report: P.255 (PDF/6,084KB)

List of Disclosure Materials related to Risk Management (FY2016)

List of Disclosure Materials related to Risk Management (FY2016) (PDF/97KB)

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