Regulatory Capital

Consolidated Capital Adequacy Ratio

The consolidated total capital ratio as of Mar 31, 2020 was 21.16%.

(Unit: 100 Million Yen)

  Dec 31, 2019 Mar 31, 2020
Total Qualifying Capital (D)=(A)+(B)+(C) 10,889 11,718
Common Equity Tier 1 (A) 10,889 10,352
Additional Tier 1 (B) 0 1,366
Tier 2 Capital (C) 0 0
Total Risk-Weighted Assets (E) 55,938 55,363
Credit Risk 28,951 29,916
Market Risk *1 17,504 16,041
Operational Risk *1 9,482 9,404
Consolidated Common Equity Tier 1 Capital Ratio (A)/(E) 19.46% 18.69%
Consolidated Tier 1 Capital Ratio ((A)+(B))/(E) 19.46% 21.16%
Consolidated Total Capital Ratio *2 (D)/(E) 19.46% 21.16%
  1. *1Market and Operational Risk hereunder is computed by multiplying each risk amount by 12.5 (the Reciprocal of 8%).
  2. *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 Mar 31, 2020 was 5.80%.

(Unit: 100 Million Yen)

  Dec 31, 2019 Mar 31, 2020
Tier 1 Capital (A) 10,889 11,718
Total Exposures (B)=(C)+(D)+(E)+(F) 216,013 202,001
On-Balance Sheet Exposures (C) 133,058 131,242
Derivative Exposures (D) 10,892 12,662
Securities Financing Transaction Exposures (E) 70,827 56,798
Other Off-Balance Sheet Exposures (F) 1,234 1,297
Consolidated Leverage Ratio (A)/(B) 5.04% 5.80%