Pillar 3 Regulatory Capital and
Liquidity Requirements Disclosures
for the quarterly period ended September 30, 2021
Nomura Holdings, Inc.
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CONTENTS | |
CHAPTER 1 Disclosure On Capital Items ..................................................................... | |
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 |
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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) |
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(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 | ||||||||
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(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 |
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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.