Sumitomo Mitsui Financial : Composition of Leverage Ratio (753KB)

Composition of Leverage Ratio on a Consolidated Basis

Sumitomo Mitsui Banking Corporation and Subsidiaries

Basel Ⅲ

Template

No.

1

2

• 3
  4
  5
  6
  7

Items

Total assets reported in the consolidated balance sheet

The amount of assets of subsidiaries that are not included in the scope of the leverage ratio on a consolidated basis (-)

Adjustment for securitised exposures that meet the operational requirements for the recognition of risk transference

Adjustments for exemption of central bank reserves (-)

Adjustment for fiduciary assets recognised on the balance sheet pursuant to the operative accounting framework but excluded from the leverage ratio exposure measure (-)

Adjustments for regular-way purchases and sales of financial assets subject to trade date accounting

Adjustments for eligible cash pooling transactions

	(In million yen)
As of	As of
March 31,	December 31,
2024	2023

272,298,248

－

－

59,381,657

306,966

－

• Adjustments for total exposures related to derivatives transactions, etc.
  8a Total exposures related to derivatives transactions, etc.
  8b The amount of deductions from the exposures above (line 8a) (-)

• Adjustment for total exposures related to repo transactions, etc.
  9a Total exposures related to repo transactions, etc.
  9b The amount of deductions from the exposures above (line 9a) (-)

1. Adjustments for total off-balance sheet exposures
2. The amount of adjustments associated with Tier 1 capital (specific and general provisions) (-)
3. Other adjustments

12a	The amount of adjustments associated with Tier 1 capital (excluding specific and general
provisions) (-)
12b	The amount of customers' liabilities for acceptances and guarantees (-)
12c	The amount of receivables arising from providing collateral, provided where deducted from the
consolidated balance sheet pursuant to the operative accounting framework
12d	The amount of receivables arising from providing cash variation margin (-)
	The amount of assets of subsidiaries that are included in the scope of the leverage ratio on a
12e	consolidated basis (excluding those included in the total assets reported in the consolidated balance
	sheet)
13	Total exposures

1,372,731

11,160,008

9,787,276

447,928

9,218,544

8,770,615

30,202,520

－

• 15,252,560
  1,108,346

13,426,544

－

717,669

－

229,994,176

Sumitomo Mitsui Banking Corporation and Subsidiaries

Basel Ⅲ

TemplateItems

No.

On-balance sheet exposures (1)

• On-balancesheet exposures before deducting adjustments

• The amount of receivables arising from providing collateral, provided where deducted from the consolidated balance sheet pursuant to the operative accounting framework

• The amount of receivables arising from providing cash variation margin (-)

• Adjustment for securities received under repo transactions that are recognised as assets (-)

• The amount of adjustments associated with Tier 1 capital (specific and general provisions) (-)

• The amount of adjustments associated with Tier 1 capital (excluding specific and general provisions) (-)

7 Total on-balance sheet exposures(a)

Exposures related to derivatives transactions, etc. (2)

• Replacement cost associated with derivatives transactions, etc. (with the 1.4 alpha factor applied)

• Add-onamounts for potential future exposure associated with derivatives transactions, etc. (with the 1.4 alpha factor applied)

1. Exempted central counterparty (CCP) leg of client-cleared trade exposures (-)
2. Adjusted effective notional amount of written credit derivatives
3. The amount of deductions from effective notional amount of written credit derivatives (-)

13 Total exposures related to derivatives transactions, etc.(b)

Exposures related to repo transactions, etc. (3)

1. The amount of assets related to repo transactions, etc.
2. The amount of deductions from the assets above (line 14) (-)
3. The exposures for counterparty credit risk for repo transactions, etc.
4. The exposures for agent repo transaction

18 Total exposures related to repo transactions, etc.(c)

Exposures related to off-balance sheet transactions (4)

1. Notional amount of off-balance sheet items
2. The amount of adjustments for conversion to off-balance sheet exposures (-)

22	Total off-balance sheet exposures	(d)
Leverage ratio on a consolidated basis (5)
23	The amount of capital (Tier 1 capital)	(e)
24	Total exposures ((a)+(b)+(c)+(d))	(f)

1. Leverage ratio on a consolidated basis ((e)/(f))
2. Minimum leverage ratio requirement
3. Applicable leverage buffer requirement

Leverage ratio on a consolidated basis (including due from Bank of Japan) (6)
	Total exposures	(f)
	The amount of due from Bank of Japan
	Total exposures (including due from Bank of Japan)	(f')
	Leverage ratio on a consolidated basis (including due from Bank of Japan) ((e)/(f'))
Disclosure of mean values (7)
28	Mean value of assets related to repo transactions, etc. (after the deductions) ((g)+(h))
	Mean value of assets related to repo transactions, etc.	(g)
	Mean value of deductions from the assets above (-)	(h)
29	Quarter-end value of assets related to repo transactions, etc. (after the deductions) ((i)+(j))
14	Quarter-end value of assets related to repo transactions, etc.	(i)
15	Quarter-end value of deductions from the assets above (line 14) (-)	(j)
30	Total exposures	(k)
(including mean value above (line 28), but excluding due from Bank of Japan)
30a	Total exposures	(l)
(including mean value above (line 28) and due from Bank of Japan)

31 Leverage ratio on a consolidated basis

(including mean value above (line 28), but excluding due from Bank of Japan) ((e)/(k))

31a	Leverage ratio on a consolidated basis
(including mean value above (line 28) and due from Bank of Japan) ((e)/(l))

	(In million yen, %)
As of	As of
March 31,	December 31,
2024	2023
181,239,119
－
717,669
－
－

1,108,346

179,413,103

4,805,289

6,194,333

－

160,384

－

11,160,008

8,770,615

－

447,928

9,218,543

84,868,227

54,665,706

30,202,520

11,937,881

229,994,176

5.19%

3.00%

－

229,994,176

59,381,657

289,375,834

4.12%

7,689,801

7,689,801

－

8,770,615

8,770,615

－

228,913,361

288,295,019

5.21%

4.14%

Sumitomo Mitsui Banking Corporation and Subsidiaries

Corresponding Corresponding
line # on	line # on
Basel III	Basel III	Items
disclosure	disclosure
template	template
(Table2)	(Table1)
On-balance sheet exposures (1)
1		On-balance sheet exposures before deducting adjustment items
1a	1	Total assets reported in the consolidated balance sheet
1b	2	The amount of assets of subsidiaries that are not included in the scope of the leverage ratio
on a consolidated basis (-)
		The amount of assets of subsidiaries that are included in the scope of the leverage ratio on a
1c	7	consolidated basis (except those included in the total assets reported in the consolidated
		balance sheet)
1d	3	The amount of assets that are deducted from the total assets reported in the consolidated
balance sheet (except adjustment items) (-)
2	7	The amount of adjustment items pertaining to Tier 1 capital (-)
3		Total on-balance sheet exposures	(a)
Exposures related to derivative transactions (2)
4		Replacement cost associated with derivatives transactions, etc. (with the 1.4 alpha factor
	applied)
		Replacement cost associated with derivatives transactions, etc.
5		Add-on amount for potential future exposure associated with derivatives transactions, etc.
	(with the 1.4 alpha factor applied)
		Add-on amount associated with derivatives transactions, etc.
		The amount of receivables arising from providing cash margin in relation to derivatives
		transactions, etc.
6		The amount of receivables arising from providing collateral, provided where deducted from
	the consolidated balance sheet pursuant to the operative accounting framework
		The amount of receivables arising from providing cash margin, provided where deducted
		from the consolidated balance sheet pursuant to the operative accounting framework
7		The amount of deductions of receivables (out of those arising from providing cash variation
	margin) (-)
8		The amount of client-cleared trade exposures for which a bank acting as clearing member is
	not obliged to make any indemnification (-)
9		Adjusted effective notional amount of written credit derivatives
10		The amount of deductions from effective notional amount of written credit derivatives (-)
11	4	Total exposures related to derivative transactions	(b)
Exposures related to repo transactions (3)
12		The amount of assets related to repo transactions, etc.
13		The amount of deductions from the assets above (line 12) (-)
14		The exposures for counterparty credit risk for repo transactions, etc.
15		The exposures for agent repo transaction
16	5	Total exposures related to repo transactions, etc.	(c)
Exposures related to off-balance sheet transactions (4)
17		Notional amount of off-balance sheet transactions
18		The amount of adjustments for conversion in relation to off-balance sheet transactions (-)
19	6	Total exposures related to off-balance sheet transactions	(d)
Leverage ratio on a consolidated basis (5)
20		The amount of capital (Tier 1 capital)	(e)
21	8	Total exposures ((a)+(b)+(c)+(d))	(f)
22		Leverage ratio on a consolidated basis ((e)/(f))
		Minimum leverage ratio requirement
Leverage ratio on a consolidated basis (including deposits with the Bank of Japan) (6)
		Total exposures	(f)
		The amount of deposits with the Bank of Japan
		Total exposures (including deposits with the Bank of Japan)	(f')
		Leverage ratio on a consolidated basis (including deposits with the Bank of Japan) ((e)/(f'))

	(In million yen, %)
As of	As of
March 31,	December 31,
2024	2023

175,930,453

204,553,611

－

－

28,623,158

966,173

174,964,280

3,920,930

5,151,465

885,203

－

157,841

79,050

－

9,878,809

6,686,579

－

474,722

7,161,302

82,159,854

48,946,744

33,213,110

11,083,106

225,217,501

4.92%

3.00%

225,217,501

58,915,097

284,132,599

3.90%