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.
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Sumitomo Mitsui Financial Group Inc. published this content on 27 November 2020 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 30 November 2020 08:12:03 UTC