Sumitomo Mitsui Financial : CR8 MR2 - RWA flow statements

Sumitomo Mitsui Banking Corporation 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	352
2		Asset size	△1
3		Asset quality	0
4	Breakdown of	Model updates	―
	variations in the
5	Methodology and policy	―
	credit risk-
6	weighted assets	Acquisitions and disposals	―
7		Foreign exchange movements	0
8		Other	―
9	RWA at end of reporting period	349

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

			a	b	c	d	e	f
Item No.			VaR	Stressed	IRC	CRM	Other	Total RWA
			VaR
1a	RWA as of previous reporting period	499	1,041	―	―		1,540
1b	Ratio of 1a / 1c	3.5	3.3	―	―		3.3
1c	RWA at end of previous reporting period	142	315	―	―		457
2		Movement in risk levels	36	70	―	―		107
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	△ 8	△ 5	―	―		△ 13
7		Other	△ 32	―	―	―		△ 32
8a	RWA at end of	reporting period	138	380	―	―		519
8b	Ratio of 8c / 8a	3.0	2.9	―	―		2.9
8c	RWA as of reporting period	428	1,111	―	―		1,539

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