Risk Management Information (Second Quarter of FY2021)
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 | 2021 Integrated Report: P.83-84 (PDF/7,237KB) |
| Major risk types and management | 2021 Integrated Report: Appendix P.112-123 (PDF/7,237KB) |
| Allocation of risk capital | 2021 Integrated Report: P.85 (PDF/7,237KB) IR presentation (Nov 2021): Appendices P.11 (PDF/1,373KB) |
| Risk appetite framework (RAF) | 2021 Integrated Report: P.81-82 (PDF/7,237KB) |
Credit risk
| Credit risk management | 2021 Integrated Report: Appendix P.112 (PDF/7,237KB) |
| Status of credit risk exposure | 2021 Integrated Report: Appendix P.282 (PDF/7,237KB) |
| Credit risk-weighted assets by asset class and ratings segment | 2021 Integrated Report: Appendix P.276 (PDF/7,237KB) |
| Credit risk mitigation techniques | 2021 Integrated Report: Appendix P.301 (PDF/7,237KB) |
| Counterparty credit risk | 2021 Integrated Report: Appendix P.303 (PDF/7,237KB) |
| Outstanding loan balances and non–accrual, past due & restructured loans | 2021 Integrated Report: Appendix P.134-137 (PDF/7,237KB) |
| Connection between obligor ratings, definition of obligor classifications of self–assessments, claims disclosed under the FRA and non–accrual, past due & restructured loans | 2021 Integrated Report: Appendix P.113 (PDF/7,237KB) |
| Securitization exposures | 2021 Integrated Report: Appendix P.302 (PDF/7,237KB) |
Market risk
| Market risk management structure | 2021 Integrated Report: Appendix P.116 (PDF/7,237KB) |
| Status of Mizuho Financial Group's market risk | 2021 Integrated Report: Appendix P.117 (PDF/7,237KB) |
| IRRBB | 2021 Integrated Report: Appendix P.321 (PDF/7,237KB) |
Liquidity risk
| Liquidity risk management structure | 2021 Integrated Report: Appendix P.119 (PDF/7,237KB) |
| Status of major liquid assets | 2021 Integrated Report: Appendix P.334 (PDF/7,237KB) |
| Status of major funding | 2021 Integrated Report: Appendix P.334 (PDF/7,237KB) |
Operational risk
| Operational risk management structure | 2021 Integrated Report: Appendix P.120 (PDF/7,237KB) |
BIS Capital
| Key metrics | 2021 Integrated Report: Appendix P.259 (PDF/7,237KB) |
| Composition of capital | 2021 Integrated Report: Appendix P.262 (PDF/7,237KB) |
| Overview of risk–weighted assets | 2021 Integrated Report: Appendix P.275 (PDF/7,237KB) |
List of disclosure materials related to risk management (Second quarter of FY2021)
List of disclosure materials related to risk management (Second Quarter of FY2021) (PDF/245KB)