Sumitomo Mitsui Financial : OV1- Overview of RWA (91KB)

Sumitomo Mitsui Banking Corporation

							(Millions of yen)
OV1: Overview of RWA
			a		b	c	d
Basel III
		RWA		Minimum capital requirements
Template No.
			March 31, 2021		December 31, 2020	March 31, 2021	December 31, 2020
1	Credit risk (excluding counterparty credit risk)	38,955,356		38,428,985	3,297,806	3,253,067
2		Of which: standardised approach (SA)	―		―	―	―
3		Of which: internal ratings-based (IRB) approach	37,786,994		37,239,218	3,204,337	3,157,885
		Of which: significant investments in commercial entities	―		―	―	―
		Of which: lease residual value	―		―	―	―
		Other assets	1,168,362		1,189,767	93,468	95,181
4	Counterparty credit risk (CCR)	3,148,916		3,483,617	257,125	284,162
5		Of which: standardised approach for counterparty credit risk (SA-CCR)	―		―	―	―
		Of which: current exposure method (CEM)	787,310		832,517	66,763	70,597
6		Of which: Expected Positive Exposure (EPE)	―		―	―	―
		Of which: Credit Valuation Adjustment (CVA)	1,991,667		2,276,733	159,333	182,138
		Of which: Central Counterparty (CCP)	71,443		66,565	5,715	5,325
		Others	298,495		307,799	25,312	26,101
7	Equity positions in banking book under market-based approach	954,185		823,471	80,914	69,830
8	Equity investments in funds - look-through approach	1,851,352		1,768,253	148,108	141,460
9	Equity investments in funds - mandate-based approach	―		―	―	―
	Equity investments in funds - simple approach subject to 250% risk weight	40,298		441	3,417	37
	Equity investments in funds - simple approach subject to 400% risk weight	287,764		380,680	24,402	32,281
10	Equity investments in funds - fall-back approach	8,587		936	687	74
11	Settlement risk	―		―	―	―
12	Securitisation exposures in banking book	1,198,219		1,041,088	95,857	83,287
13		Of which: securitisation IRB approach (SEC-IRBA) or internal assessment approach (IAA)	1,028,090		920,183	82,247	73,614
14		Of which: securitisation external ratings-based approach (SEC-ERBA)	170,128		120,905	13,610	9,672
15		Of which: securitisation standardised approach (SEC-SA)	―		―	―	―
		Of which: RW 1250% is applied	―		―	―	―
16	Market risk	1,338,962		1,259,342	107,116	100,747
17		Of which: standardised approach (SA)	5,426		9,414	434	753
18		Of which: internal model approaches (IMA)	1,333,535		1,249,928	106,682	99,994
19	Operational risk	2,439,844		2,225,389	195,187	178,031
20		Of which: Basic Indicator Approach	―		―	―	―
21		Of which: Standardised Approach	―		―	―	―
22		Of which: Advanced Measurement Approach	2,439,844		2,225,389	195,187	178,031
23	Amounts below the thresholds for deduction (subject to 250% risk weight)	1,191,751		1,238,768	101,060	105,047
	Risk weighted assets subject to transitional arrangements	―		―	―	―
24	Floor adjustment	2,987,416		1,991,192	238,993	159,295
25	Total (after applying the scaling factor)	56,883,463		55,091,541	4,550,677	4,407,323