Pillar 3 Regulatory Capital and

Liquidity Requirements Disclosures

for the quarterly period ended September 30, 2021

Nomura Holdings, Inc.

1

CONTENTS

PART 1: NHI Consolidated Capital Ratios................................................................................................................................................

3

CHAPTER 1 Disclosure On Capital Items .....................................................................

3

CHAPTER 2 QUALITATIVE DISCLOSURE .................................................................

13

CHAPTER 3 QUANTITATIVE DISCLOSURE................................................................

17

CHAPTER 4 TERMS AND CONDITIONS OF THE CAPITAL INSTRUMENTS .....................................

55

CHAPTER 5 MAIN FEATURES OF REGULATORY CAPITAL INSTRUMENTS ....................................

65

CHAPTER 6 DISCLOSURE ON LEVERAGE RATIO ..........................................................

80

CHAPTER 7 TLAC .....................................................................................

82

PART 2: NHI Consolidated Liquidity Coverage Ratios ..........................................................................................................................

89

CHAPTER 1 QUANTITATIVE DISCLOSURE................................................................

89

CHAPTER 2 QUALITATIVE DISCLOSURE .................................................................

90

CHAPTER 3 QUANTITATIVE DISCLOSURE ON NET STABLE FUNDING RATIO ................................

91

CHAPTER 4 QUALITIVE DISCLOSURE ON NET STABLE FUNDING RATIO ....................................

93

PART 3: Disclosure Policy ......................................................................................................................................................................

94

2

PART 1: NHI Consolidated Capital Ratios

CHAPTER 1 Disclosure On Capital Items

(Unit: JPY million, %)

CC1: Composition of regulatory capital

a

b

Basel III

Item

Reference

template No.

September 30,

June 30, 2021

numbers

2021

of CC2

Common Equity Tier 1 Capital: Instruments and Reserves(1)

1a+2-1c-26

Directly issued qualifying common share capital plus

2,759,588

2,773,766

related capital surplus and retained earnings

1a

out of which, capital and capital surplus

1,279,215

1,271,968

1a

2

out of which, retained earnings

1,554,693

1,576,694

2

1c

out of which, investments in own shares (-)

74,320

74,896

1c

26

out of which, expected outflow of funds from

businesses (-)

out of which, amounts except for the above items

1b

Share warrant related to common share

3

Accumulated other comprehensive income and other

(28,505)

(37,175)

3

disclosed reserves

5

Adjusted amount of minority interests related to

Common Equity Tier 1 capital

6

Common Equity Tier 1 capital before

(A)

2,731,082

2,736,591

regulatory adjustments

Common Equity Tier 1 Capital: Regulatory Adjustments(2)

8+9

Intangibles other than mortgage-servicing rights (net

104,602

104,424

of related tax liability)

8

out of which, goodwill (net of related tax liability,

13,495

13,357

including those equivalent)

9

out of which, intangibles other than goodwill and

91,107

91,066

mortgage-servicing rights

Deferred tax assets that rely on future profitability

10

excluding those arising from temporary differences

4,493

4,069

(net of tax liability)

11

Cash flow hedge reserve

12

Shortfall of provisions to expected losses

5,554

11,169

13

Securitization gain on sale

14

Own credit valuation

2,415

(2,604)

15

Defined-benefit pension fund net assets

9,090

9,184

16

Investments in own shares (if not already netted off

2,219

1,429

paid-in capital on reported balance sheet)

17

Reciprocal cross-holdings in common equity

Investments in the capital of financial institutions

that are outside the scope of regulatory

18

consolidation, where the Group does not own more

than 10% of the issued share capital (net of eligible

short positions) (amount above 10% threshold)

3

(Unit: JPY million, %)

a

b

Basel III

Item

Reference

template No.

September 30,

June 30, 2021

numbers

2021

of CC2

19+20+21

Amount exceeding the 10% threshold on specific

items

out of which, significant investments in the capital

19

of financial institutions that are outside the scope

of regulatory consolidation (net of eligible short

positions)

20

out of which, mortgage-servicing rights

21

out of which, deferred tax assets arising from

temporary differences (net of related tax liability)

22

Amount exceeding the 15% threshold on specific

items

23

out of which, significant investments in the

common stock of financial institutions

24

out of which, mortgage-servicing rights

25

out of which, deferred tax assets arising from

temporary differences (net of related tax liability)

Regulatory adjustments applied to Common Equity

27

Tier 1 due to insufficient Additional Tier 1 and Tier 2

to cover deductions

28

Total regulatory adjustments to Common

(B)

128,376

127,672

Equity Tier 1 capital

Common Equity Tier 1 Capital

29

Common Equity Tier 1 capital ((A) - (B))

(C)

2,602,705

2,608,919

Additional Tier 1 Capital: Instruments(3)

31a

Additional Tier 1 instruments classified as

shareholder's equity

31b

Additional Tier 1 instruments classified as share

30

warrant

32

Additional Tier 1 instruments classified as debt

375,000

374,800

Additional Tier 1 instruments issued by special

purpose vehicle, etc.

34-35

Adjusted amount of minority interests related to

1,622

3,062

Additional Tier 1 capital

33+35

Capital instruments subject to transitional

arrangements included in Additional Tier 1 capital

33

out of which, instruments issued by Group or

special purpose vehicle controlled by Group

out of which, instruments issued by consolidated

35

subsidiaries of Group (except for the special

purpose vehicle mentioned above)

36

Additional Tier 1 capital before regulatory

(D)

376,622

377,862

adjustments

4

(Unit: JPY million, %)

a

b

Basel III

Item

Reference

template No.

September 30,

June 30, 2021

numbers

2021

of CC2

Additional Tier 1 Capital: Regulatory Adjustments

37

Investments in own Additional Tier 1 instruments

38

Reciprocal cross-holdings in Additional Tier 1

instruments

Investments in the Additional Tier 1 instruments of

financial institutions that are outside the scope of

39

regulatory consolidation, where the Group does not

own more than 10% of the issued share capital (net

of eligible short positions) (amount above 10%

threshold)

Significant investments in the Additional Tier 1

40

instruments of financial institutions that are outside

the scope of regulatory consolidation (net of eligible

short positions)

42

Regulatory adjustments applied to Additional Tier 1

due to insufficient Tier2 to cover deductions

43

Regulatory adjustments to Additional Tier 1

(E)

capital

Additional Tier 1 Capital

44

Additional Tier 1 capital ((D) - (E))

(F)

376,622

377,862

Tier1 Capital

45

Tier 1 capital ((C) + (F))

(G)

2,979,328

2,986,781

Tier 2 Capital: Instruments and Provisions(4)

Tier 2 instruments classified as shareholder's equity

Tier 2 instruments classified as share warrant

46

Tier 2 instruments classified as debt

Tier 2 instruments issued by special purpose vehicle,

etc.

48-49

Adjusted amount of minority interests related to

381

720

Tier 2

47+49

Capital instruments subject to transitional

3,950

3,950

arrangements

47

out of which, instruments issued by Group or

3,950

3,950

special purpose vehicle controlled by Group

out of which, instruments issued by consolidated

49

subsidiaries of Group (except for the special

purpose vehicle mentioned above)

50

Provisions

50a

out of which, general provisions included in Tier 2

50b

out of which, eligible provisions included in Tier 2

51

Tier 2 capital before regulatory adjustments

(H)

4,331

4,670

5

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Nomura Holdings Inc. published this content on 11 January 2022 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 11 January 2022 08:37:03 UTC.