Sumitomo Mitsui Financial : CR8 MR2 - RWA flow statements (148KB)

Sumitomo Mitsui Banking Corporation and Subsidiaries

(One hundred billions of yen)

CR8：RWA flow statements of credit risk exposures under IRB

RWA amountsRWA at end of previous reporting periodAsset size

Asset quality

349 10 6

Breakdown of variations in the credit risk-weighted assets

Model updates

Methodology and policy

Acquisitions and disposals

― ― ―

Foreign exchange movements

0

Other

―

RWA at end of reporting period

365

Notes: Row "5. Methodology and policy" refers to changes due to methodological changes in calculations driven by regulatory policy changes, including revisions to both existing regulations and new regulations.

Sumitomo Mitsui Banking Corporation and Subsidiaries

(Billions of yen)

MR2: RWA flow statements of market risk exposures under an IMA
Item No.	a	b	c	d	e	f
VaR	Stressed VaR	IRC	CRM	Other	Total RWA
1a	RWA as of previous reporting period	428	1,111	―	―	1,539
1b	Ratio of 1a / 1c	3.0	2.9	―	―	2.9
1c	RWA at end of previous reporting period	138	380	―	―	519
2	Breakdown of variations in the market risk-weighted assets	Movement in risk levels	44	△ 16	―	―	28
3	Model updates/changes	―	―	―	―	―
4	Methodology and policy	―	―	―	―	―
5	Acquisitons and disposals	―	―	―	―	―
6	Foreign exchange movements	△ 7	△ 7	―	―	△ 14
7	Other	△ 23	―	―	―	△ 23
8a	RWA at end of reporting period	152	356	―	―	508
8b	Ratio of 8c / 8a	2.7	3.1	―	―	3.0
8c	RWA as of reporting period	418	1,131	―	―	1,550

Notes: Row "7. Other" refers to an updating of historical scenarios which are used to calculate RWA.