Regulatory Capital
Consolidated Capital Adequacy Ratio
The consolidated total capital ratio as of Dec 31, 2023 was 22.40%.
- * Please scroll horizontally to look at table below.
| Jun 30, 2023 | Sep 30, 2023 | Dec 31, 2023 | ||
|---|---|---|---|---|
| Total Qualifying Capital | (D)=(A)+(B)+(C) | 14,955 | 15,020 | 14,989 |
| Common Equity Tier 1 | (A) | 13,053 | 13,080 | 12,999 |
| Additional Tier 1 | (B) | 1,864 | 1,878 | 1,897 |
| Tier 2 Capital | (C) | 37 | 62 | 93 |
| Total Risk-Weighted Assets | (E) | 69,315 | 67,899 | 66,918 |
| Credit Risk | 45,681 | 45,734 | 45,022 | |
| Market Risk *1 | 13,047 | 11,112 | 10,843 | |
| Operational Risk *1 | 10,586 | 11,051 | 11,051 | |
| Consolidated Common Equity Tier 1 Capital Ratio | (A)/(E) | 18.83% | 19.26% | 19.42% |
| Consolidated Tier 1 Capital Ratio | ((A)+(B))/(E) | 21.52% | 22.03% | 22.26% |
| Consolidated Total Capital Ratio *2 | (D)/(E) | 21.57% | 22.12% | 22.40% |
- *1Market and Operational Risk hereunder is computed by multiplying each risk amount by 12.5 (the Reciprocal of 8%).
- *2Consolidated Capital Adequacy Ratio hereunder is calculated under the principal of Financial Service Agency Public Notice 130 of the Financial Instruments and the Exchange Act (Article 57-17-1).
Consolidated Leverage Ratio
The consolidated leverage ratio as of Dec 31, 2023 was 6.09%.
- * Please scroll horizontally to look at table below.
| Jun 30, 2023 | Sep 30, 2023 | Dec 31, 2023 | ||
|---|---|---|---|---|
| Tier 1 Capital | (A) | 14,918 | 14,958 | 14,896 |
| Total Exposures | (B)=(C)+(D)+(E)+(F) | 260,771 | 272,689 | 244,394 |
| On-Balance Sheet Exposures | (C) | 150,655 | 155,963 | 125,315 |
| Derivative Exposures | (D) | 21,729 | 22,700 | 16,373 |
| Securities Financing Transaction Exposures | (E) | 87,313 | 92,856 | 101,573 |
| Other Off-Balance Sheet Exposures | (F) | 1,073 | 1,169 | 1,132 |
| Consolidated Leverage Ratio | (A)/(B) | 5.72% | 5.48% | 6.09% |