Sumitomo Mitsui Financial : CR8 MR2 - RWA flow statements (153KB)

Sumitomo Mitsui Financial Group, Inc. and Subsidiaries

			(One hundred billions of yen)
CR8：RWA flow statements of credit risk exposures under IRB
Item			RWA amounts
No.
1	RWA at end of previous reporting period	392
2		Asset size	0
3		Asset quality	6
	Breakdown of
4	Model updates	―
	variations in
5	the credit risk-	Methodology and policy	―
	weighted
6	Acquisitions and disposals	―
assets
7		Foreign exchange movements	0
8		Other	―
9	RWA at end of reporting period	399

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 Financial Group, Inc. and Subsidiaries

(Billions of yen)

MR2: RWA flow statements of market risk exposures under an IMA

			a	b	c	d	e	f
Item No.			VaR	Stressed	IRC	CRM	Other	Total RWA
			VaR
1a	RWA as of previous reporting period	390	1,216	―	―		1,607
1b	Ratio of 1a / 1c	3.0	2.7	―	―		2.8
1c	RWA at end of previous reporting period	130	434	―	―		564
2		Movement in risk levels	△ 8	21	―	―		13
3	Breakdown of	Model updates/changes	―	―	―	―		―
4	variations in	Methodology and policy	―	―	―	―		―
5	the market risk-	Acquisitons and disposals	―	―	―	―		―
6	weighted assets	Foreign exchange movements	0	2	―	―		1
7		Other	0	―	―	―		0
8a	RWA at end of	reporting period	121	458	―	―		579
8b	Ratio of 8c / 8a	3.3	2.8	―	―		2.9
8c	RWA as of reporting period	400	1,323	―	―		1,723

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