Key metrics

Mizuho Financial Group Consolidated

As of March 31, 2021

(in million yen, except percentage)

KM1:Key metrics

Basel III

a

b

c

d

e

Template

As of March 31,

As of December

As of September

As of June 30,

As of March 31,

No.

2021

31, 2020

30, 2020

2020

2020

Capital

1

Common Equity Tier 1 capital

7,849,969

7,684,114

7,452,628

7,407,199

7,244,776

2

Tier 1 capital

9,701,931

9,543,742

9,467,504

9,187,258

9,024,404

3

Total capital

11,385,395

11,316,192

11,132,750

10,914,882

10,722,278

Risk weighted assets

4

Risk weighted assets

67,481,983

66,124,705

64,404,983

65,180,377

62,141,217

Capital ratio

5

Common Equity Tier 1 capital ratio

11.63%

11.62%

11.57%

11.36%

11.65%

6

Tier 1 capital ratio

14.37%

14.43%

14.69%

14.09%

14.52%

7

Total capital ratio

16.87%

17.11%

17.28%

16.74%

17.25%

Capital buffer

8

Capital conservation buffer requirement

2.50%

2.50%

2.50%

2.50%

2.50%

9

Countercyclical buffer requirement

0.01%

0.01%

0.01%

0.01%

0.01%

10

Bank G-SIB/D-SIB additional requirements

1.00%

1.00%

1.00%

1.00%

1.00%

11

Total of bank CET1 specific buffer requirements

3.51%

3.51%

3.51%

3.51%

3.51%

12

CET1 available after meeting the bank's minimum

7.13%

7.12%

7.07%

6.86%

7.15%

capital requirements

Leverage ratio

13

Total exposures

200,546,630

192,563,485

195,811,781

197,278,551

220,977,568

14

Leverage ratio

4.83%

4.95%

4.83%

4.65%

4.08%

Key metrics

Mizuho Financial Group Consolidated

As of March 31, 2021

(in million yen, except percentage)

KM2 : Key metrics - TLAC requirements (at resolution group level)

Basel III

a

b

c

d

e

Template

As of March 31,

As of December

As of September

As of June 30,

As of March 31,

No.

2021

31, 2020

30, 2020

2020

2020

1

Total loss-absorbing capacity (TLAC) available

16,829,166

16,665,156

16,259,140

15,866,972

15,824,386

2

Total RWA at the level of the resolution group

67,481,983

66,124,705

64,404,983

65,180,377

62,141,217

3

TLAC before deduction of CET1 specific buffer

24.93%

25.20%

25.24%

24.34%

25.46%

requirement (as a percentage of RWA)

3a

TLAC as a percentage of RWA

21.42%

21.69%

21.73%

20.83%

21.95%

4

Leverage ratio exposure measure at the level of the

200,546,630

192,563,485

195,811,781

197,278,551

220,977,568

resolution group

5

TLAC as a percentage of leverage ratio exposure

8.39%

8.65%

8.30%

8.04%

7.16%

measure

Does the subordination exemption in the

6a

antepenultimate paragraph of Section 11 of the FSB

TLAC Term Sheet apply?

Does the subordination exemption in the

6b

penultimate paragraph of Section 11 of the FSB

TLAC Term Sheet apply?

If the capped subordination exemption applies, the

amount of funding issued that ranks pari passu with

Excluded Liabilities and that is recognised as

6c

external TLAC, divided by funding issued that ranks

pari passu with Excluded Liabilities and that would

be recognised as external TLAC if no cap was

applied

Attachments

  • Original document
  • Permalink

Disclaimer

Mizuho Financial Group Inc. published this content on 13 May 2021 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 14 May 2021 15:12:10 UTC.