Risk Management Information (Second Quarter of FY2018)

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

Overview of risk management

Comprehensive risk management systems	2018 Integrated Report: P.81 (PDF/8,102KB)
Major risk types and management	2018 Integrated Report: Appendix P.113–124 (PDF/8,102KB)
Allocation of risk capital	IR presentation (Nov 2018): Appendices P.12 (PDF/718KB)
Risk appetite framework (RAF)	2018 Integrated Report: P.79–80 (PDF/8,102KB)

Credit risk

Credit risk management structure	2018 Integrated Report: Appendix P.113 (PDF/8,102KB)
Status of credit risk exposure	Form 6–K (Pillar 3 Jan 2019): P.35 (PDF/373KB)
Credit risk-weighted assets by asset class and ratings segment	Form 6–K (Pillar 3 Jan 2019): P.17 (PDF/373KB)
Credit risk mitigation techniques	Form 6–K (Pillar 3 Jan 2019): P.23 (PDF/373KB)
Counterparty credit risk	Form 6–K (Pillar 3 Jan 2019): P.24 (PDF/373KB)
Outstanding loan balances and non–accrual, past due & restructured loans	Form 6–K (Dec 2018): P.14 (PDF/307KB)
Connection between obligor ratings, definition of obligor classifications of self–assessments, claims disclosed under the FRA and non–accrual, past due & restructured loans	2018 Integrated Report: Appendix P.114 (PDF/8,102KB)
Securitization exposures	Form 6–K (Pillar 3 Jan 2019): P.28 (PDF/373KB)

Market risk

Market risk management structure	2018 Integrated Report: Appendix P.117 (PDF/8,102KB)
Status of Mizuho Financial Group's market risk	2018 Integrated Report: Appendix P.118 (PDF/8,102KB)
IRRBB	Form 6–K (Pillar 3 Jan 2019): P.32 (PDF/373KB)

Liquidity risk

Liquidity risk management structure	2018 Integrated Report: Appendix P.120 (PDF/8,102KB)
Status of major liquid assets	Form 6–K (Pillar 3 Jan 2019): P.59 (PDF/373KB)
Status of major funding	2018 Integrated Report: Appendix P.313 (PDF/8,102KB)

Operational risk

Operational risk management structure

2018 Integrated Report: Appendix P.122 (PDF/8,102KB)

BIS Capital

Key metrics	Form 6–K (Pillar 3 Jan 2019): P.2 (PDF/373KB)
Composition of capital	Form 6–K (Pillar 3 Jan 2019): P.4 (PDF/373KB)
Overview of risk–weighted assets	Form 6–K (Pillar 3 Jan 2019): P.16 (PDF/373KB)

List of disclosure materials related to risk management (Second quarter of FY2018)

List of disclosure materials related to risk management (Second quarter of FY2018) (PDF/33KB)

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