Sumitomo Mitsui Financial : CMS1： Comparison of modelled and standardised RWA at risk level (17KB)

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