Sumitomo Mitsui Financial : CMS1: Comparison of modelled and standardised RWA at risk level (17KB)
May 15, 2024 at 04:47 pm IST
Share
Sumitomo Mitsui Financial Group, Inc. and Subsidiaries
(Millions of yen)
CMS1:Comparison of modelled and standardised RWA at risk level
a
b
c
d
Risk-weighted assets (RWA)
項番
RWA calculated using full standardised
RWA for modelled approaches that
RWA for portfolios where standardised
Total Actual RWA
approach and prior to the application of
banks have supervisory approval to use
approaches are used
the output floor
(ie RWA used in capital floor
1
Credit risk (excluding counterparty credit risk)
56,669,456
5,178,991
61,848,447
116,056,356
2
Counterparty credit risk (CCR)
1,780,375
987,110
2,767,485
5,522,521
3
Credit valuation adjustment (CVA)
2,412,722
2,412,722
2,412,722
4
Securitisation exposures in the banking book
1,317,929
170,908
1,488,838
2,314,186
5
Market risk
―
2,926,210
2,926,210
2,926,210
6
Operational risk
5,545,060
5,545,060
5,545,060
7
Residual RWA
15,859,814
15,859,814
11,531,998
8
Total
59,767,761
33,080,817
92,848,578
146,309,056
Attachments
Original Link
Original Document
Permalink
Disclaimer
Sumitomo Mitsui Financial Group Inc. published this content on
15 May 2024 and is solely responsible for the information contained therein. Distributed by
Public, unedited and unaltered, on
15 May 2024 11:16:31 UTC.
Sumitomo Mitsui Financial Group, Inc. is one of the Japanese largest financial services groups. The group's activity is organized around 3 areas:
- bank: retail bank, business bank, financing and investment bank, assets management, etc.;
- issuance of credit cards;
- leasing services.