Regulatory Capital

Consolidated Capital Adequacy Ratio

The consolidated total capital ratio as of Jun 30, 2020 was 21.82%.

(Unit: 100 Million Yen)

  Mar 31, 2020 Jun 30, 2020
Total Qualifying Capital (D)=(A)+(B)+(C) 11,718 11,799
Common Equity Tier 1 (A) 10,352 10,438
Additional Tier 1 (B) 1,366 1,360
Tier 2 Capital (C) 0 0
Total Risk-Weighted Assets (E) 55,363 54,064
Credit Risk 29,916 29,220
Market Risk *1 16,041 15,482
Operational Risk *1 9,404 9,360
Consolidated Common Equity Tier 1 Capital Ratio (A)/(E) 18.69% 19.30%
Consolidated Tier 1 Capital Ratio ((A)+(B))/(E) 21.16% 21.82%
Consolidated Total Capital Ratio *2 (D)/(E) 21.16% 21.82%
  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 Jun 30, 2020 was 6.50%.

(Unit: 100 Million Yen)

  Mar 31, 2020 Jun 30, 2020
Tier 1 Capital (A) 11,718 11,799
Total Exposures (B)=(C)+(D)+(E)+(F) 202,001 181,364
On-Balance Sheet Exposures (C) 131,242 116,381
Derivative Exposures (D) 12,662 12,734
Securities Financing Transaction Exposures (E) 56,798 50,974
Other Off-Balance Sheet Exposures (F) 1,297 1,275
Consolidated Leverage Ratio (A)/(B) 5.80% 6.50%