Daiwa Securities : Report Regarding Consolidated Liquidity Coverage Ratio Situation of Soundness in Liquidity Management as of First Quarter in Fiscal Year 2021

August 11, 2021

Daiwa Securities Group Inc.

Report Regarding Consolidated Liquidity Coverage Ratio Situation of Soundness in Liquidity Management as of First Quarter in Fiscal Year 2021

In accordance with the Financial Instruments and the Exchange Act Article 57-17, "Notification, etc. of Documents Describing Status of Soundness in Management", Daiwa Securities Group Inc. reports situation of soundness in liquidity management as of first quarter in fiscal year 2021.

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Quantitative disclosure of consolidated Liquidity Coverage Ratio

														（Unit :1 Million Yen,%）
Items								First Quarter in Fiscal Year 2021	Fourth Quarter in Fiscal Year 2020
High Quality Liquid Assets (1)
1	Total high quality liquid assets						2,673,653			2,760,821
Cash Outflows (2)			Unweighted Value		Weighted Value	Unweighted Value	Weighted Value
2		Retail deposits and deposits from small business customers		2,154,268	215,426	2,169,136	216,913
3			Stable deposits					‐		‐	‐	‐
4			Less stable deposits			2,154,268	215,426	2,169,136	216,913
5		Unsecured wholesale funding			2,877,908	1,498,701	2,956,993	1,617,742
6			Operational deposits					‐		‐	‐	‐
7			Unsecured wholesale funding other than operational deposits and	2,749,720	1,370,514	2,861,814	1,522,563
		unsecured debt
8			Unsecured debt			128,187	128,187	95,178	95,178
9		Secured funding			8,660,620	262,821	8,344,352	269,574
10		Outflows related to derivative exposures, loss of funding on debt		250,926	250,926	269,222	269,222
	products, committed credit and liquidity facilities
11			Outflows related to derivative exposures			236,122	236,122	253,669	253,669
12			Outflows related to loss of funding on debt products				‐		‐	‐	‐
13			Outflows related to credit and liquidity facilities			14,804	14,804	15,553	15,553
14		Other contractual funding obligations			5,380,937	1,112,779	5,664,248	1,029,948
15		Other contingent funding obligations			166,164	154,039	147,277	135,170
16		Total cash outflows						3,494,695			3,538,572
Cash Inflows (3)			Unweighted Value		Weighted Value	Unweighted Value	Weighted Value
17		Secured lending			6,600,878	119,089	6,675,874	159,095
18		Inflows from fully performing exposures			582,138	501,686	559,774	480,489
19		Other cash inflows			4,843,419	1,124,607	5,181,506	1,186,557
20		Total cash inflows						1,745,383			1,826,142
Consolidated Liquidity Coverage Ratio (4)
21		Total high quality liquid assets						2,673,653			2,760,821
22		Total net cash outflows						1,749,312			1,712,430
23		Consolidated liquidity coverage ratio						152.8％			161.2％
24		Number of data used for calculation of average value					61			60
													（Unit :1 Million Yen,%）
					First Quarter in	Fourth Quarter in		Third Quarter in		Second Quarter in		First Quarter in
					Fiscal Year 2021	Fiscal Year 2020		Fiscal Year 2020		Fiscal Year 2020		Fiscal Year 2020
Consolidated liquidity coverage ratio
	15		Total high quality liquid		2,673,653		2,760,821			2,832,922		2,716,787		2,538,362
		assets
	16		Total net cash outflows		1,749,312		1,712,430			1,683,954		1,639,682		1,401,920
	17		Consolidated liquidity		152.8％		161.2％			168.2％		165.6％		181.0％
		coverage ratio
															End

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