Sumitomo Mitsui Banking Corporation and Subsidiaries

(Millions of yen)

CMS1：Comparison of modelled and standardised RWA at risk level

a

b

c

d

Risk-weighted assets (RWA)

項番

RWA calculated using full standardised

RWA for modelled approaches that

RWA for portfolios where standardised

Total Actual RWA

approach and prior to the application of

banks have supervisory approval to use

approaches are used

the output floor

(ie RWA used in capital floor

1

Credit risk (excluding counterparty credit risk)

54,768,466

2,043,415

56,811,882

110,491,253

2

Counterparty credit risk (CCR)

1,785,536

136,593

1,922,129

4,695,035

3

Credit valuation adjustment (CVA)

2,045,772

2,045,772

2,045,772

4

Securitisation exposures in the banking book

1,317,929

170,908

1,488,838

2,314,186

5

Market risk

―

1,792,417

1,792,417

1,792,417

6

Operational risk

3,966,778

3,966,778

3,966,778

7

Residual RWA

12,613,433

12,613,433

8,421,868

8

Total

57,871,931

22,769,320

80,641,252

133,727,312

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Sumitomo Mitsui Financial Group Inc. published this content on 15 May 2024 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 15 May 2024 11:16:31 UTC.