Edgar Filing: MIZUHO FINANCIAL GROUP INC

FORM 6-K

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM 6-K

REPORT OF FOREIGN PRIVATE ISSUER

PURSUANT TO RULE 13a-16 OR 15d-16

UNDER THE SECURITIES EXCHANGE ACT OF 1934

For the month of January 2014

Commission File Number 001-33098

Mizuho Financial Group, Inc.

(Translation of registrant’s name into English)

5-5, Otemachi 1-chome

Chiyoda-ku, Tokyo 100-8176

Japan

(Address of principal executive office)

Indicate by check mark whether the registrant files or will file annual reports under cover of Form 20-F or Form 40-F.

Form 20-F x Form 40-F ¨

Indicate by check mark if the registrant is submitting the Form 6-K in paper as permitted by Regulation S-T Rule 101(b)(1): ¨

Indicate by check mark if the registrant is submitting the Form 6-K in paper as permitted by Regulation S-T Rule 101(b)(7): ¨

Indicate by check mark whether the registrant by furnishing the information contained in this Form is also thereby furnishing the information to the Commission pursuant to Rule 12g3-2(b) under the Securities Exchange Act of 1934.

Yes ¨ No x

If “Yes” is marked, indicate below the file number assigned to the registrant in connection with Rule 12g3-2(b):82- .

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.


Date: January 30, 2014

Mizuho Financial Group, Inc.

By:		/s/ Hideyuki Takahashi
Name:		Hideyuki Takahashi
Title:		Deputy President / Group CFO

The following is an English translation of excerpt regarding Basel capital adequacy disclosure and relevant information released in our Japanese language disclosure material published in January 2014. The capital adequacy disclosure and other financial information included herein are based on Japanese GAAP pursuant to Japanese regulatory requirements.

In this report, “we,” “us,” and “our” refer to Mizuho Financial Group, Inc. and, unless the context indicates otherwise, its consolidated subsidiaries. “Mizuho Financial Group” refers to Mizuho Financial Group, Inc.

Status of Capital Adequacy


Capital adequacy ratio highlights			2

n Capital adequacy ratio highlights

Status of Mizuho Financial Group’s consolidated capital adequacy			4

n Scope of consolidation			4
(1) Scope of consolidation for calculating consolidated capital adequacy ratio

n Composition of capital			5
(2) Composition of capital, etc.

n Risk-based capital			15
(3) Required capital by portfolio classification

n Credit risk			17
(4) Credit risk exposure, etc.

n Methods for credit risk mitigation			31
(5) Credit risk mitigation by portfolio classification

n Counterparty risk in derivatives transactions and long-settlement transactions			32
(6) Status of counterparty risk in derivatives transactions and long-settlement transactions

n Securitization exposure			34
(7) Quantitative disclosure items for securitization exposure

n Market risk			52

n Equity exposure in banking book			54
(8) Status of equity exposure in banking book

Former Mizuho Bank, Ltd. and former Mizuho Corporate Bank, Ltd. merged as of July 1, 2013 with former Mizuho Corporate Bank being the surviving entity, which changed the trade name to Mizuho Bank, Ltd.

The figures for Mizuho Bank, Ltd. disclosed herein maintain the following unless indicated otherwise:

•

The figures for the six months ended September 30, 2013 are calculated under the Basel III International Standard.

•

The figures for the six months ended September 30, 2012 include both figures of former Mizuho Bank, Ltd. and former Mizuho Corporate Bank, Ltd. calculated under the Basel II Domestic Standard and Basel II International Standard, respectively.

Capital adequacy ratio highlights

The Basel Framework, based on the “International Convergence of Capital Measurement and Capital Standards: A Revised Framework” issued by the Basel Committee on Banking Supervision, requires the disclosure of capital adequacy information to ensure the enhanced effectiveness of market discipline. Our disclosure is made under the “Matters Separately Prescribed by the Commissioner of the Financial Services Agency Regarding Capital Adequacy Conditions, etc. pursuant to Article 19-2, Paragraph 1, Item 5, Subitem (d), etc. of the Ordinance for Enforcement of the Banking Law (Ministry of Finance Ordinance No. 10 of 1982)” (the FSA Notice No. 15 of 2007).

We have adopted (a) the advanced internal ratings-based approach as a method to calculate the amount of credit risk weighted assets and (b) the advanced measurement approach as a method to calculate the amount equivalent to the operational risk.

We calculate capital adequacy ratios based on the revised FSA Notices (“Standards for Determining the Status of Capital Adequacy for banks, in accordance with Banking Law Article 14-2” (the FSA Notice No. 19 of 2006), as amended, and “Standards for Determining the Status of Capital Adequacy for bank holding companies, in accordance with Banking Law Article 52-25” (the FSA Notice No. 20 of 2006), as amended (the “FSA Notice No. 20”)) from the fiscal year ended March 31, 2013.

The tables for the six months ended September 30, 2012 and 2013, set forth under the heading “Status of Capital Adequacy,” are calculated based on the Basel II (Figures for former Mizuho Bank are calculated under the domestic standard. Figures for Mizuho Financial Group, former Mizuho Corporate Bank and Mizuho Trust & Banking are calculated under the international standard.) and Basel III Framework, respectively.

n Capital adequacy ratio highlights

Mizuho Financial Group (Consolidated)


	(Billions of yen)
	As of September 30, 2012
	(Basel II)
Consolidated capital adequacy ratio (International standard)		15.45	%
Tier 1 capital ratio		12.68	%
Tier 1 capital		6,290.6
Tier 2 capital		1,769.9
Deductions for total risk-based capital		395.4
Total risk-based capital		7,665.1
Risk weighted assets		49,603.9

	(Billions of yen)
	As of September 30, 2013
	(Basel III)
Total capital ratio (International standard)		14.98	%
Tier 1 capital ratio		11.70	%
Common equity Tier 1 capital ratio		8.78	%
Total capital		8,806.6
Tier 1 capital		6,881.2
Common equity Tier 1 capital		5,166.6
Risk weighted assets		58,789.0

(Reference)

Former Mizuho Bank (Consolidated)

	(Billions of yen)
	As of September 30, 2012
	(Basel II)
Consolidated capital adequacy ratio (Domestic standard)		15.35	%
Tier 1 capital ratio		11.26	%
Tier 1 capital		2,389.6
Tier 2 capital		980.7
Deductions for total risk-based capital		112.9
Total risk-based capital		3,257.4
Risk weighted assets		21,208.5

Former Mizuho Corporate Bank (Consolidated)

	(Billions of yen)
	As of September 30, 2012
	(Basel II)
Consolidated capital adequacy ratio (International standard)		17.94	%
Tier 1 capital ratio		15.79	%
Tier 1 capital		4,363.4
Tier 2 capital		732.3
Deductions for total risk-based capital		139.0
Total risk-based capital		4,956.8
Risk weighted assets		27,623.6

Mizuho Bank (Consolidated)

	(Billions of yen)
	As of September 30, 2013
	(Basel III)
Total capital ratio (International standard)		16.34	%
Tier 1 capital ratio		12.91	%
Common equity Tier 1 capital ratio		10.45	%
Total capital		8,514.7
Tier 1 capital		6,726.9
Common equity Tier 1 capital		5,448.7
Risk weighted assets		52,097.7


Former Mizuho Bank (Non-Consolidated)

	(Billions of yen)
	As of September 30, 2012
	(Basel II)
Non-consolidated capital adequacy ratio (Domestic standard)		15.38	%
Tier 1 capital ratio		11.30	%
Tier 1 capital		2,330.6
Tier 2 capital		980.2
Deductions for total risk-based capital		138.3
Total risk-based capital		3,172.5
Risk weighted assets		20,621.0

Former Mizuho Corporate Bank (Non-Consolidated)

	(Billions of yen)
	As of September 30, 2012
	(Basel II)
Non-consolidated capital adequacy ratio (International standard)		20.37	%
Tier 1 capital ratio		16.27	%
Tier 1 capital		4,057.0
Tier 2 capital		1,060.2
Deductions for total risk-based capital		40.5
Total risk-based capital		5,076.6
Risk weighted assets		24,922.2

Mizuho Bank (Non-Consolidated)

	(Billions of yen)
	As of September 30, 2013
	(Basel III)
Total capital ratio (International standard)		16.57	%
Tier 1 capital ratio		12.93	%
Common equity Tier 1 capital ratio		10.43	%
Total capital		8,492.7
Tier 1 capital		6,626.1
Common equity Tier 1 capital		5,346.9
Risk weighted assets		51,231.4

Mizuho Trust & Banking (Consolidated)

	(Billions of yen)
	As of September 30, 2012
	(Basel II)
Consolidated capital adequacy ratio (International standard)		17.80	%
Tier 1 capital ratio		14.21	%
Tier 1 capital		331.6
Tier 2 capital		87.0
Deductions for total risk-based capital		3.2
Total risk-based capital		415.5
Risk weighted assets		2,333.6

	(Billions of yen)
	As of September 30, 2013
	(Basel III)
Total capital ratio (International standard)		18.63	%
Tier 1 capital ratio		14.46	%
Common equity Tier 1 capital ratio		14.46	%
Total capital		482.8
Tier 1 capital		374.8
Common equity Tier 1 capital		374.8
Risk weighted assets		2,591.8

Mizuho Trust & Banking (Non-consolidated)

	(Billions of yen)
	As of September 30, 2012
	(Basel II)
Non-consolidated capital adequacy ratio (International standard)		18.09	%
Tier 1 capital ratio		14.47	%
Tier 1 capital		333.7
Tier 2 capital		86.6
Deductions for total risk-based capital		3.0
Total risk-based capital		417.3
Risk weighted assets		2,306.5

	(Billions of yen)
	As of September 30, 2013
	(Basel III)
Total capital ratio (International standard)		18.69	%
Tier 1 capital ratio		14.53	%
Common equity Tier 1 capital ratio		14.53	%
Total capital		479.1
Tier 1 capital		372.5
Common equity Tier 1 capital		372.5
Risk weighted assets		2,562.6

Status of Mizuho Financial Group’s consolidated capital adequacy

n Scope of consolidation

(1) Scope of consolidation for calculating consolidated capital adequacy ratio

(A) Difference from the companies included in the scope of consolidation based on consolidation rules for preparation of consolidated financial statements (the “scope of accounting consolidation”)

None as of September 30, 2012 and 2013

(B) Number of consolidated subsidiaries


	As of September 30, 2012		As of September 30, 2013
Consolidated subsidiaries		148		161

Our major consolidated subsidiaries (and their main businesses) are Mizuho Bank, Ltd. (banking business), Mizuho Trust & Banking Co., Ltd. (trust business and banking business) and Mizuho Securities Co., Ltd. (securities business).

(C) Corporations providing financial services for which Article 9 of the FSA Notice No. 20 is applicable

None as of September 30, 2012 and 2013.

(D) Companies that are in the bank holding company’s corporate group but not included in the scope of accounting consolidation and companies that are not in the bank holding company’s corporate group but included in the scope of accounting consolidation

None as of September 30, 2012 and 2013.

(E) Restrictions on transfer of funds or capital within the bank holding company’s corporate group

None as of September 30, 2012 and 2013.

n Composition of capital

(2) Composition of capital, etc.

(A) Composition of capital disclosure

(As of September 30, 2012 (Basel II))

Summary table of consolidated capital adequacy ratio (International standard)


			(Billions of yen)
			As of September 30, 2012
Tier 1 capital	Common stock and preferred stock			2,254.9

	Non-cumulative perpetual preferred stock			—

	Advance payment for new shares			—
	Capital surplus			1,109.5
	Retained earnings			1,513.8
	Less: Treasury stock			4.7
	Advance payment for treasury stock			—
	Less: Dividends (estimate), etc			76.3
	Less: Unrealized losses on other securities			21.8
	Foreign currency translation adjustments			(103.9	)
	Stock acquisition rights			2.7

	Minority interest in consolidated subsidiaries			1,760.1

	Preferred securities issued by overseas SPCs			1,682.0

	Less: Goodwill equivalent			59.0
	Less: Intangible fixed assets recognized as a result of a merger			36.6
	Less: Capital increase due to securitization transactions			4.0
	Less: 50% of excess of expected losses relative to eligible reserves by banks adopting internal ratings-based approach			43.9
	Total of Tier 1 capital before deduction of deferred tax assets (total of the above items)			6,290.6
	Deduction for deferred tax assets			—

	Total	(A)		6,290.6

	Preferred securities with a step-up interest rate provision	(B)		524.0
	Ratio to Tier 1 = (B) / (A) X 100			8.32	%

Tier 2 capital	45% of unrealized gains on other securities			—
	45% of revaluation reserve for land			101.7
	General reserve for possible losses on loans			4.6
	Excess of eligible reserves relative to expected losses by banks adopting internal ratings-based approach			—

	Debt capital, etc.			1,663.5

	Perpetual subordinated debt and other debt capital			256.6
	Dated subordinated debt and redeemable preferred stock			1,406.9

	Total			1,769.9

	Tier 2 capital included as qualifying capital	(C)		1,769.9

Tier 3 capital	Short-term subordinated debt			—

	Tier 3 capital included as qualifying capital	(D)		—

Deductions for total risk-based capital	Deductions for total risk-based capital	(E)		395.4


Total risk-based capital	(A) + (C) + (D) – (E)	(F)		7,665.1


Risk weighted assets	Credit risk-weighted assets	(G)		44,696.6

	On-balance-sheet items			37,340.3
	Off-balance-sheet items			7,356.3

	Market risk equivalent assets [(I)/8%]	(H)		2,022.3
	(Reference) Market risk equivalent	(I)		161.7
	Operational risk equivalent assets [(K)/8%]	(J)		2,884.9
	(Reference) Operational risk equivalent	(K)		230.7
	Adjusted amount for credit risk-weighted assets	(L)		—
	Adjusted amount for operational risk equivalent	(M)		—

	Total [(G) + (H) + (J) + (L) +(M)]	(N)		49,603.9

Consolidated capital adequacy ratio (International standard) = (F) / (N) X 100				15.45	%

Tier 1 capital ratio = (A) / (N) X 100				12.68	%


Notes:

1.		The above figures are calculated based on the International standard applied on a consolidated basis under the FSA Notice No. 20.

2.		As it is not possible to break down Mizuho Financial Group’s common stock and preferred stock according to classes of stock, non-cumulative perpetual preferred stock is not stated separately from capital.

3.		In calculating the consolidated capital adequacy ratio, we underwent an examination following the procedures agreed with Ernst & Young ShinNihon LLC, on the basis of “Treatment in implementing examination by agreed-upon procedures for calculating capital adequacy ratio” (Industry Committee Practical Guideline No. 30 of the Japanese Institute of Certified Public Accountants). Note that this is not a part of the accounting audit performed on our consolidated financial statements. This consists of an examination under agreed-upon procedures performed by Ernst & Young ShinNihon LLC on a portion of the internal control structure concerning the calculation of the capital adequacy ratio and a report of the results to us. As such, they do not represent an opinion regarding the capital adequacy ratio itself nor the internal controls related to the calculation of the capital adequacy ratio.

4.		The amount of net deferred tax assets was ¥420.4 billion and the maximum amount of deferred tax assets that can be recorded without diminishing the amount of Tier 1 capital for the purpose of calculating capital adequacy ratio was ¥1,258.1 billion.

5.		The “adjusted amount for credit risk-weighted assets” is the amount obtained by multiplying (i) 12.5 by (ii) the excess, if any, of the required capital under the foundation internal ratings-based approach multiplied by the rate prescribed in the FSA Notice No. 20 over the required capital under the advanced internal ratings-based approach; and the “adjusted amount for operational risk equivalent” is the amount obtained by multiplying (i) 12.5 by (ii) the excess, if any, of the required capital under the basic indicator approach multiplied by the rate prescribed in the FSA Notice No. 20 over the required capital under the advanced measurement approach.

(As of September 30, 2013 (Basel III))

Composition of capital disclosure (International standard)


			(Millions of yen)
			As of September 30, 2013
					Amounts excluded under transitional arrangements			Basel III template
Common equity Tier 1 capital: instruments and reserves	(1)
Directly issued qualifying common share capital plus related stock surplus and retained earnings				5,085,365		/			1a+2-1c-26
of which: capital and stock surplus				3,033,410		/			1a
of which: retained earnings				2,131,675		/			2
of which: treasury stock (-)				3,846		/			1c
of which: national specific regulatory adjustments (earnings to be distributed) (-)				75,873		/			26
of which: other than above				—		/
Subscription rights to common shares				1,733		/			1b
Accumulated other comprehensive income and other disclosed reserves				—		793,929			3
Common share capital issued by subsidiaries and held by third parties (amount allowed in group CET1)				10,853		/			5
Total of items included in common equity Tier 1 capital: instruments and reserves subject to phase-out arrangements				68,743		/
of which: amount allowed in group CET1 capital subject to phase-out arrangements on common share capital issued by subsidiaries and held by third parties				68,743		/
Common equity Tier 1 capital: instruments and reserves	(A	)		5,166,696		/			6
Common equity Tier 1 capital: regulatory adjustments	(2	)
Total intangible assets (net of related tax liability, excluding those relating to mortgage servicing rights)				—		403,637			8+9
of which: goodwill (net of related tax liability, including those equivalent)				—		129,776			8
of which: other intangibles other than goodwill and mortgage servicing rights (net of related tax liability)				—		273,861			9
Deferred tax assets that rely on future profitability excluding those arising from temporary differences (net of related tax liability)				—		21,472			10
Deferred gains or losses on derivatives under hedge accounting				—		(4,990	)		11
Shortfall of eligible provisions to expected losses				—		1,420			12
Securitization gain on sale				—		3,570			13
Gains and losses due to changes in own credit risk on fair valued liabilities				—		310			14
Defined-benefit pension fund net assets (prepaid pension costs)				—		279,816			15
Investments in own shares (excluding those reported in the net assets section)				—		431			16
Reciprocal cross-holdings in common equity				—		—			17


			(Millions of yen)
			As of September 30, 2013
						Amounts excluded under transitional arrangements		Basel III template
Investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation, net of eligible short positions, where the bank does not own more than 10% of the issued share capital (amount above the 10% threshold)				—			240,043		18
Amount exceeding the 10% threshold on specified items				—			—		19+20+21
of which: significant investments in the common stock of financials				—			—		19
of which: mortgage servicing rights				—			—		20
of which: deferred tax assets arising from temporary differences (net of related tax liability)				—			—		21
Amount exceeding the 15% threshold on specified items				—			—		22
of which: significant investments in the common stock of financials				—			—		23
of which: mortgage servicing rights				—			—		24
of which: deferred tax assets arising from temporary differences (net of related tax liability)				—			—		25
Regulatory adjustments applied to common equity Tier 1 due to insufficient additional Tier 1 and Tier 2 to cover deductions				—			/		27
Common equity Tier 1 capital: regulatory adjustments	(B	)		—			/		28
Common equity Tier 1 capital (CET1)
Common equity Tier 1 capital (CET1) ((A)-(B))	(C	)		5,166,696			/		29
Additional Tier 1 capital: instruments	(3	)
Directly issued qualifying additional Tier 1 instruments plus related stock surplus of which: classified as equity under applicable accounting standards and the breakdown				—			/		31a	30
Subscription rights to additional Tier 1 instruments				—			/		31b	30
Directly issued qualifying additional Tier 1 instruments plus related stock surplus of which: classified as liabilities under applicable accounting standards				—			/		32	30
Qualifying additional Tier 1 instruments plus related stock surplus issued by special purpose vehicles and other equivalent entities				—			/			30
Additional Tier 1 instruments issued by subsidiaries and held by third parties (amount allowed in group AT1)				13,330			/		34-35
Eligible Tier 1 capital instruments subject to phase-out arrangements included in additional Tier 1 capital: instruments				1,874,825			/		33+35
of which: directly issued capital instruments subject to phase out from additional Tier 1				1,874,825			/		33
of which: instruments issued by subsidiaries subject to phase out				—			/		35
Total of items included in additional Tier 1 capital: instruments subject to phase-out arrangements				(72,440	)		/
of which: foreign currency translation adjustments				(72,440	)		/
Additional Tier 1 capital: instruments	(D	)		1,815,716			/		36
Additional Tier 1 capital: regulatory adjustments
Investments in own additional Tier 1 instruments				—			—		37
Reciprocal cross-holdings in additional Tier 1 instruments				—			—		38
Investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation, net of eligible short positions, where the bank does not own more than 10% of the issued common share capital of the entity (amount above 10% threshold)				—			1,393		39
Significant investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation (net of eligible short positions)				—			95,232		40
Total of items included in additional Tier 1 capital: regulatory adjustments subject to phase-out arrangements				101,186			/
of which: goodwill equivalent				63,533			/
of which: intangible fixed assets recognized as a result of a merger				33,208			/
of which: capital increase due to securitization transactions				3,570			/
of which: 50% of excess of expected losses relative to eligible reserves by banks adopting internal ratings-based approach				873			/
Regulatory adjustments applied to additional Tier 1 due to insufficient Tier 2 to cover deductions				—			/		42
Additional Tier 1 capital: regulatory adjustments	(E	)		101,186			/		43


			(Millions of yen)
			As of September 30, 2013
					Amounts excluded under transitional arrangements		Basel III template
Additional Tier 1 capital (AT1)
Additional Tier 1 capital ((D)-(E))	(F	)		1,714,529		/		44
Tier 1 capital (T1 = CET1 + AT1)
Tier 1 capital (T1 = CET1 + AT1) ((C)+(F))	(G	)		6,881,225		/		45
Tier 2 capital: instruments and provisions	(4	)
Directly issued qualifying Tier 2 instruments plus related stock surplus of which: classified as equity under applicable accounting standards and the breakdown				—		/		46
Subscription rights to Tier 2 instruments				—		/		46
Directly issued qualifying Tier 2 instruments plus related stock surplus of which: classified as liabilities under applicable accounting standards				—		/		46
Tier 2 instruments plus related stock surplus issued by special purpose vehicles and other equivalent entities				—		/		46
Tier 2 instruments issued by subsidiaries and held by third parties (amount allowed in group Tier 2)				5,344		/		48-49
Eligible Tier 2 capital instruments subject to phase-out arrangements included in Tier 2: instruments and provisions				1,518,354		/		47+49
of which: directly issued capital instruments subject to phase out from Tier 2				158,441		/		47
of which: instruments issued by subsidiaries subject to phase out				1,359,913		/		49
Total of general allowance for loan losses and eligible provisions included in Tier 2				5,336		/		50
of which: general allowance for loan losses				5,336		/		50a
of which: eligible provisions				—		/		50b
Total of items included in Tier 2 capital: instruments and provisions subject to phase-out arrangements				566,150		/
of which: 45% of unrealized gains on other securities				465,838		/
of which: 45% of revaluation reserve for land				100,312		/
Tier 2 capital: instruments and provisions	(H	)		2,095,186		/		51
Tier 2 capital: regulatory adjustments
Investments in own Tier 2 instruments				—		—		52
Reciprocal cross-holdings in Tier 2 instruments				—		—		53
Investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation, net of eligible short positions, where the bank does not own more than 10% of the issued common share capital of the entity (amount above the 10% threshold)				—		197,376		54
Significant investments in the capital banking, financial and insurance entities that are outside the scope of regulatory consolidation (net of eligible short positions)				—		—		55
Total of items included in Tier 2 capital: regulatory adjustments subject to phase-out arrangements				169,765		/
of which: investments in the capital banking, financial and insurance entities				168,891		/
of which: 50% of excess of expected losses relative to eligible reserves by banks adopting internal ratings-based approach				873		/
Tier 2 capital: regulatory adjustments	(I	)		169,765		/		57
Tier 2 capital (T2)
Tier 2 capital (T2) ((H)-(I))	(J	)		1,925,420		/		58
Total capital (TC = T1 + T2)
Total capital (TC = T1 + T2) ((G) + (J))	(K	)		8,806,646		/		59


			(Millions of yen)
			As of September 30, 2013
						Amounts excluded under transitional arrangements		Basel III template
Risk weighted assets	(5	)
Total of items included in risk weighted assets subject to phase-out arrangements				1,082,719			/
of which: intangible assets (net of related tax liability, excluding those relating to mortgage servicing rights)				240,652			/
of which: deferred tax assets that rely on future profitability excluding those arising from temporary differences (net of related tax liability)				21,472			/
of which: defined-benefit pension fund net assets (prepaid pension costs)				279,816			/
of which: investments in the capital banking, financial and insurance entities				540,777			/
Risk weighted assets	(L	)		58,789,066			/		60
Capital ratio (consolidated)
Common equity Tier 1 capital ratio (consolidated) ((C)/(L))				8.78	%		/		61
Tier 1 capital ratio (consolidated) ((G)/(L))				11.70	%		/		62
Total capital ratio (consolidated) ((K)/(L))				14.98	%		/		63
Regulatory adjustments	(6	)
Non-significant investments in the capital of other financials that are below the thresholds for deduction (before risk weighting)				518,583			/		72
Significant investments in the common stock of financials that are below the thresholds for deduction (before risk weighting)				166,097			/		73
Mortgage servicing rights that are below the thresholds for deduction (before risk weighting)				—			/		74
Deferred tax assets arising from temporary differences that are below the thresholds for deduction (before risk weighting)				343,863			/		75
Provisions included in Tier 2 capital: instruments and provisions	(7	)
Provisions (general allowance for loan losses)				5,336			/		76
Cap on inclusion of provisions (general allowance for loan losses)				53,142			/		77
Provisions eligible for inclusion in Tier 2 in respect of exposures subject to internal ratings-based approach (prior to application of cap) (if the amount is negative, report as “nil”)				—			/		78
Cap for inclusion of provisions in Tier 2 under internal ratings-based approach				274,952			/		79
Capital instruments subject to phase-out arrangements	(8	)
Current cap on AT1 instruments subject to phase-out arrangements				1,874,825			/		82
Amount excluded from AT1 due to cap (excess over cap after redemptions and maturities) (if the amount is negative, report as “nil”)				167,483			/		83
Current cap on T2 instruments subject to phase-out arrangements				1,518,354			/		84
Amount excluded from T2 due to cap (excess over cap after redemptions and maturities) (if the amount is negative, report as “nil”)				45,905			/		85

Notes:

1.	The above figures are calculated based on International standard applied on a consolidated basis under the FSA Notice No. 20.

In calculating the consolidated capital adequacy ratio, we underwent an examination following the procedures agreed with Ernst & Young ShinNihon LLC, on the basis of “Treatment in implementing examination by agreed-upon procedures for calculating capital adequacy ratio” (Industry Committee Practical Guideline No. 30 of the Japanese Institute of Certified Public Accountants). Note that this is not a part of the accounting audit performed on our consolidated financial statements. This consists of an examination under agreed-upon procedures performed by Ernst & Young ShinNihon LLC on a portion of the internal control structure concerning the calculation of the capital adequacy ratio and a report of the results to us. As such, they do not represent an opinion regarding the capital adequacy ratio itself nor the internal controls related to the calculation of the capital adequacy ratio.

(B) Explanation of (A) Composition of capital disclosure (As of September 30, 2013)

Reconciliation between “Consolidated balance sheet” and items of consolidated balance sheet and “Composition of capital disclosure”


	(Millions of yen)
	Consolidated balance sheet as in published financial statements			Cross-reference to Appended		Reference # of Basel III template under the Composition of capital
Items	Amount			template		disclosure
(Assets)
Cash and due from banks		18,133,429
Call loans and bills purchased		361,000
Receivables under resale agreements		12,157,183
Guarantee deposits paid under securities borrowing transactions		5,586,262
Other debt purchased		2,978,895
Trading assets		13,942,483			6-a
Money held in trust		128,874
Securities		46,601,342			2-b, 6-b
Loans and bills discounted		67,435,232			6-c
Foreign exchange assets		1,338,201
Derivatives other than for trading assets		3,318,853			6-d
Other assets		5,058,186			3, 6-e
Tangible fixed assets		906,531
Intangible fixed assets		488,626			2-a
Deferred tax assets		147,872			4-a
Customers’ liabilities for acceptances and guarantees		4,211,350
Reserves for possible losses on loans		(645,063	)
Reserve for possible losses on investments		(28	)

Total assets		182,149,236

(Liabilities)
Deposits		86,720,758
Negotiable certificates of deposit		14,916,975
Call money and bills sold		5,608,146
Payables under repurchase agreements		20,494,636
Guarantee deposits received under securities lending transactions		7,306,493
Commercial paper		619,956
Trading liabilities		7,169,893			6-f
Borrowed money		9,360,535			8-a
Foreign exchange liabilities		233,507
Short-term bonds		568,197
Bonds and notes		5,131,982			8-b
Due to trust accounts		1,253,759
Derivatives other than for trading liabilities		3,463,391			6-g
Other liabilities		6,715,045
Reserve for bonus payments		36,325
Reserve for employee retirement benefits		40,659
Reserve for director and corporate auditor retirement benefits		1,323
Reserve for possible losses on sales of loans		346
Reserve for contingencies		19,111
Reserve for reimbursement of deposits		16,654
Reserve for reimbursement of debentures		47,588
Reserves under special laws		1,049
Deferred tax liabilities		29,470			4-b
Deferred tax liabilities for revaluation reserve for land		81,455			4-c
Acceptances and guarantees		4,211,350

Total liabilities		174,048,615

(Net assets)
Common stock and preferred stock		2,254,972			1-a
Capital surplus		1,109,508			1-b
Retained earnings		2,132,117			1-c
Treasury stock		(3,846	)		1-d

Total shareholders’ equity		5,492,751

Net unrealized gains (losses) on other securities		729,899
Deferred gains or losses on hedges		(4,990	)		5
Revaluation reserve for land		141,461
Foreign currency translation adjustments		(72,440	)

Total accumulated other comprehensive income		793,929					3

Stock acquisition rights		1,733					1b
Minority interests		1,812,207			7

Total net assets		8,100,621

Total liabilities and net assets		182,149,236

Note:

The regulatory scope of consolidation is the same as the accounting scope of consolidation.

Appended template

1. Shareholders’ equity


(1) Consolidated balance sheet	(Millions of yen)
Consolidated balance sheet items	Amount			Remarks	Ref.
Common stock and preferred stock		2,254,972		Including eligible Tier 1 capital instruments subject to phase-out arrangements		1-a
Capital surplus		1,109,508		Including eligible Tier 1 capital instruments subject to phase-out arrangements		1-b
Retained earnings		2,132,117				1-c
Treasury stock		(3,846	)			1-d
Total shareholders’ equity		5,492,751

(2) Composition of capital	(Millions of yen)
Composition of capital disclosure	Amount			Remarks	Basel III template
Directly issued qualifying common share capital plus related stock surplus and retained earnings		5,161,238		Shareholders’ equity attributable to common shares (before adjusting national specific regulatory adjustments (earnings to be distributed))
of which: capital and stock surplus		3,033,410				1a
of which: retained earnings		2,131,675				2
of which: treasury stock (-)		3,846				1c
of which: other than above		—
Directly issued qualifying additional Tier 1 instruments plus related stock surplus of which: classified as equity under applicable accounting standards and the breakdown		—		Shareholders’ equity attributable to preferred shares with a loss absorbency clause upon entering into effective bankruptcy		31a

2. Intangible fixed assets

(1) Consolidated balance sheet	(Millions of yen)
Consolidated balance sheet items	Amount			Remarks	Ref.
Intangible fixed assets		488,626				2-a
Securities		46,601,342				2-b
of which: share of goodwill of companies accounted for using the equity method		66,243		Share of goodwill of companies accounted for using the equity method
Income taxes related to above		(151,231	)

(2) Composition of capital	(Millions of yen)
Composition of capital disclosure	Amount			Remarks	Basel III template
Goodwill (net of related tax liability, including those equivalent)		129,776				8
Other intangibles other than goodwill and mortgage servicing rights (net of related tax liability)		273,861		Software and other		9
Mortgage servicing rights (net of related tax liability)		—
Amount exceeding the 10% threshold on specified items		—				20
Amount exceeding the 15% threshold on specified items		—				24
Mortgage servicing rights that are below the thresholds for deduction (before risk weighting)		—				74

3. Defined-benefit pension fund net assets (prepaid pension costs)


(1) Consolidated balance sheet	(Millions of yen)
Consolidated balance sheet items	Amount			Remarks	Ref.
Other assets		5,058,186				3
of which: defined-benefit pension fund net assets (prepaid pension costs)		434,232
Income taxes related to above		(154,415	)

(2) Composition of capital	(Millions of yen)
Composition of capital disclosure	Amount			Remarks	Basel III template
Defined-benefit pension fund net assets (prepaid pension costs)		279,816				15

4. Deferred tax assets

(1) Consolidated balance sheet	(Millions of yen)
Consolidated balance sheet items	Amount			Remarks	Ref.
Deferred tax assets		147,872				4-a
Deferred tax liabilities		29,470				4-b
Deferred tax liabilities for revaluation reserve for land		81,455				4-c
Tax effects on intangible fixed assets		151,231
Tax effects on defined-benefit pension fund net assets (prepaid pension costs)		154,415

(2) Composition of capital	(Millions of yen)
Composition of capital disclosure	Amount			Remarks	Basel III template
Deferred tax assets that rely on future profitability excluding those arising from temporary differences (net of related tax liability)		21,472		This item does not agree with the amount reported on the consolidated balance sheet due to offsetting of assets and liabilities.		10
Deferred tax assets that rely on future profitability arising from temporary differences (net of related tax liability)		343,863		This item does not agree with the amount reported on the consolidated balance sheet due to offsetting of assets and liabilities.
Amount exceeding the 10% threshold on specified items		—				21
Amount exceeding the 15% threshold on specified items		—				25
Deferred tax assets arising from temporary differences that are below the thresholds for deduction (before risk weighting)		343,863				75

5. Deferred gains or losses on derivatives under hedge accounting

(1) Consolidated balance sheet	(Millions of yen)
Consolidated balance sheet items	Amount			Remarks	Ref.
Deferred gains or losses on hedges		(4,990	)			5

(2) Composition of capital	(Millions of yen)
Composition of capital disclosure	Amount			Remarks	Basel III template
Deferred gains or losses on derivatives under hedge accounting		(4,990	)			11

6. Items associated with investments in the capital of financial institutions

(1) Consolidated balance sheet	(Millions of yen)
Consolidated balance sheet items	Amount			Remarks	Ref.
Trading assets		13,942,483		Including trading account securities and derivatives for trading assets		6-a
Securities		46,601,342				6-b
Loans and bills discounted		67,435,232		Including subordinated loans		6-c
Derivatives other than for trading assets		3,318,853				6-d
Other assets		5,058,186		Including money invested		6-e
Trading liabilities		7,169,893		Including trading account securities sold		6-f
Derivatives other than for trading liabilities		3,463,391				6-g


(2) Composition of capital	(Millions of yen)
Composition of capital disclosure	Amount		Remarks	Basel III template
Investments in own capital instruments		431
Common equity Tier 1 capital		431			16
Additional Tier 1 capital		—			37
Tier 2 capital		—			52
Reciprocal cross-holdings in the capital of banking, financial and insurance entities		—
Common equity Tier 1 capital		—			17
Additional Tier 1 capital		—			38
Tier 2 capital		—			53
Investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation, net of eligible short positions, where the bank does not own more than 10% of the issued share capital (amount above 10% threshold)		957,397
Common equity Tier 1 capital		240,043			18
Additional Tier 1 capital		1,393			39
Tier 2 capital		197,376			54
Non-significant investments in the capital of other financials that are below the thresholds for deduction (before risk weighting)		518,583			72
Significant investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation, net of eligible short positions		261,330
Amount exceeding the 10% threshold on specified items		—			19
Amount exceeding the 15% threshold on specified items		—			23
Additional Tier 1 capital		95,232			40
Tier 2 capital		—			55
Significant investments in the common stock of financials that are below the thresholds for deduction (before risk weighting)		166,097			73

7. Minority interests

(1) Consolidated balance sheet	(Millions of yen)
Consolidated balance sheet items	Amount		Remarks	Ref.
Minority interests		1,812,207			7

(2) Composition of capital	(Millions of yen)
Composition of capital disclosure	Amount		Remarks	Basel III template
Common share capital issued by subsidiaries and held by third parties (amount allowed in group CET1)		10,853	After reflecting amounts eligible for inclusion (minority interest after adjustments)		5
Qualifying additional Tier 1 instruments plus related stock surplus issued by special purpose vehicles and other equivalent entities		—	After reflecting amounts eligible for inclusion (minority interest after adjustments)		30-31ab-32
Additional Tier 1 instruments issued by subsidiaries and held by third parties (amount allowed in group AT1)		13,330	After reflecting amounts eligible for inclusion (minority interest after adjustments)		34-35
Tier 2 instruments plus related stock surplus issued by special purpose vehicles and other equivalent entities		—	After reflecting amounts eligible for inclusion (minority interest after adjustments)		46
Tier 2 instruments issued by subsidiaries and held by third parties (amount allowed in group Tier 2)		5,344	After reflecting amounts eligible for inclusion (minority interest after adjustments)		48-49



8. Other capital instruments

(1) Consolidated balance sheet	(Millions of yen)
Consolidated balance sheet items	Amount		Remarks	Ref.
Borrowed money		9,360,535			8-a
Bonds and notes		5,131,982			8-b
Total		14,492,518

(2) Composition of capital	(Millions of yen)
Composition of capital disclosure	Amount		Remarks	Basel III template
Directly issued qualifying additional Tier 1 instruments plus related stock surplus of which: classified as liabilities under applicable accounting standards		—			32
Directly issued qualifying Tier 2 instruments plus related stock surplus of which: classified as liabilities under applicable accounting standards		—			46

Note:

Amounts in the “Composition of capital disclosure” are based on those before considering amounts under transitional arrangements and include “Amounts excluded under transitional arrangements” disclosed in “(A) Composition of capital disclosure” as well as amounts included as regulatory capital. In addition, items for regulatory purposes under transitional arrangements are excluded from this table.

n Risk-based capital

(3) Required capital by portfolio classification


	(Billions of yen)
	As of September 30, 2012				As of September 30, 2013
	EAD		Required capital		EAD		Required capital
Credit risk		166,822.4		4,652.9		177,690.7		5,101.8

Internal ratings-based approach		158,854.6		4,388.3		170,214.0		4,534.3
Corporate (except specialized lending)		51,567.2		2,485.8		56,949.4		2,404.8
Corporate (specialized lending)		2,431.3		234.6		2,808.1		251.8
Sovereign		73,138.6		57.5		78,035.9		71.8
Bank		5,741.5		112.8		6,114.9		151.9
Retail		13,626.9		631.2		13,548.3		612.5
Residential mortgage		10,474.4		421.2		10,379.5		401.7
Qualifying revolving loan		351.1		31.5		400.1		34.3
Other retail		2,801.2		178.3		2,768.7		176.4
Equities		2,887.5		305.8		4,292.3		472.7
PD/LGD approach		856.6		86.5		1,212.5		132.1
Market-based approach (simple risk weight method)		244.2		67.8		413.3		109.9
Market-based approach (internal models approach)		—		—		—		—
Transitional measure applied		1,786.7		151.5		2,666.4		230.6
Regarded-method exposure		1,279.6		271.1		1,435.2		299.3
Purchase receivables		1,711.8		55.5		1,650.2		52.4
Securitizations		3,582.5		68.4		2,920.4		46.8
Others		2,887.3		165.1		2,458.8		169.8

Standardized approach		7,967.7		264.5		7,476.7		340.1
Sovereign		4,009.3		3.4		2,265.8		5.4
Bank		1,152.2		24.7		1,524.1		38.3
Corporate		2,188.3		172.9		3,173.8		239.6
Residential mortgage		—		—		—		—
Securitizations		43.2		29.0		23.9		11.2
Others		574.5		34.2		488.9		45.4

CVA risk		n.a.		n.a.		n.a.		210.6

Central counterparty-related		n.a.		n.a.		n.a.		16.6

Market risk		n.a.		161.7		n.a.		227.8

Standardized approach		n.a.		62.9		n.a.		70.0
Interest rate risk		n.a.		36.1		n.a.		39.9
Equities risk		n.a.		14.9		n.a.		21.8
Foreign exchange risk		n.a.		7.2		n.a.		7.2
Commodities risk		n.a.		4.5		n.a.		1.1
Option transactions		n.a.		—		n.a.		—

Internal models approach		n.a.		98.8		n.a.		157.7

Operational risk		n.a.		230.7		n.a.		241.7

Advanced measurement approach		n.a.		190.8		n.a.		186.4

Basic indicator approach		n.a.		39.9		n.a.		55.3

Total required capital (consolidated)		n.a.		3,968.3		n.a.		4,703.1


Notes:

1.		EAD: Exposure at default.

2.		PD: Probability of default.

3.		LGD: Loss given default.

4.		Required capital: For credit risk, the sum of (i) 8% of credit risk-weighted assets, (ii) expected losses and (iii) deductions from capital. For market risk, the market risk equivalent amount. For operational risk, the operational risk equivalent amount.

5.		Total required capital (consolidated): 8% of the denominator of the capital adequacy ratio.

6.		The major exposures included in each portfolio classification of internal ratings-based approach are as follows:


Corporate (except specialized lending)		Credits to corporations and sole proprietors (excluding credits to retail customers)

Corporate (specialized lending)		Credits which limit interest and principal repayment sources to cash flow derived from specific real estate, chattel, businesses, etc, including real estate non-recourse loan, ship finance and project finance, etc.

Sovereign		Credits to central governments, central banks and local governmental entities

Bank		Credits to banks and securities companies, etc.

Retail		Housing loans (residential mortgage), credit card loans (qualifying revolving retail loan) and other individual consumer loans and loans to business enterprises with total credit amount of less than ¥100 million, etc. (other retail).

Equities		Capital stock, preferred securities, perpetual subordinated debt, etc. (excluding trading assets) The transitional measure (Article 13 of supplementary provision of the FSA Notice No. 20) applies to those held from September 30, 2004 or earlier, and others are applied either the PD/LGD approach or the market-based approach.

Regarded-method exposure		Investment trusts and funds, etc.

Purchase receivables		Receivables purchased from third parties excluding securities (excluding securitizations)

Securitizations		Transactions in the form of “non-recourse” and having a “senior/subordinated structure,” etc. (excluding specialized lending).


7.		With the start of the application of Basel III, we recognized credit risk-weighted assets in relation to CVA risk and central counterparty-related exposure (Article 130, Paragraph 1(c) and (d) of the FSA Notice No. 20) as of September 30, 2013.

8.		EAD calculated using the standardized approach for credit risk represents the amount before the deduction of specific reserve for possible losses on loans, reserve for possible losses on loans to restructuring countries and partial direct write-offs.

n Credit risk

(4) Credit risk exposure, etc.

We exclude regarded-method exposure and securitization exposure from the amount of credit risk exposure.

The outstanding balance is based on exposure at default.

No significant difference exists between period-end credit risk position and the average credit risk position during the twelve months ended September 30, 2012 and 2013.

— Status of credit risk exposure

(A) Breakdown by geographical area


	(Billions of yen)
	As of September 30, 2012
	Loans, commitments and other non-derivative off-balance-sheet exposures		Securities		Derivatives		Others		Total
Domestic		75,531.2		36,449.4		1,733.8		8,261.7		121,976.3

Overseas		17,350.0		9,277.3		2,052.3		3,336.4		32,016.0

Asia		4,596.7		1,120.2		141.1		852.4		6,710.6
Central and South America		2,239.0		149.0		217.0		6.3		2,611.5
North America		5,914.4		6,786.7		578.4		1,868.4		15,148.0
Eastern Europe		26.0		—		0.7		15.7		42.6
Western Europe		3,147.1		1,088.2		985.9		463.7		5,685.0
Other areas		1,426.6		133.0		128.9		129.5		1,818.1

Total		92,881.3		45,726.7		3,786.1		11,598.1		153,992.4

Exempt portion		n.a.		n.a.		n.a.		n.a.		7,924.5


	(Billions of yen)
	As of September 30, 2013
	Loans, commitments and other non-derivative off-balance-sheet exposures		Securities		Derivatives		Others		Total
Domestic		74,130.8		35,174.0		1,236.4		16,928.9		127,470.3

Overseas		22,420.0		8,853.1		2,114.2		5,000.5		38,388.0

Asia		6,488.5		1,509.7		224.6		1,285.0		9,507.9
Central and South America		2,424.5		145.8		144.8		557.6		3,272.8
North America		7,850.0		5,689.7		566.1		2,523.4		16,629.3
Eastern Europe		31.0		—		0.2		7.8		39.1
Western Europe		3,615.5		1,215.0		1,042.4		514.1		6,387.2
Other areas		2,010.3		292.7		135.8		112.4		2,551.3

Total		96,550.8		44,027.1		3,350.7		21,929.5		165,858.3

Exempt portion		n.a.		n.a.		n.a.		n.a.		7,452.7


Notes:

1.		Exempt portion represents the amount before the deduction of specific reserve for possible losses on loans, reserve for possible losses on loans to restructuring countries and partial direct write-offs, calculated using the standardized approach for business units and asset classes that are immaterial for the purpose of calculating credit risk-weighted assets.

2.		Exposure to non-Japanese residents is included in “Overseas.”

3.		“Others” include cash, deposits, call loans, other debt purchased, money held in trust, foreign exchange assets, other assets, etc.

(B) Breakdown by industry


	(Billions of yen)
	As of September 30, 2012
	Loans, commitments and other non-derivative off-balance-sheet exposures		Securities		Derivatives		Others		Total
Manufacturing		14,092.6		1,801.4		472.8		241.5		16,608.4
Construction		1,331.2		176.0		17.5		3.3		1,528.0
Real estate		6,831.7		426.9		57.5		33.0		7,349.2
Service industries		3,626.0		2,825.7		123.3		46.6		6,621.7
Wholesale and retail		7,476.9		567.2		414.0		503.2		8,961.5
Finance and insurance		9,885.3		2,506.1		1,918.6		1,182.7		15,492.9
Individuals		11,907.8		—		0.1		14.4		11,922.4
Other industries		15,994.7		6,002.3		736.3		5,478.9		28,212.4
Japanese Government; Bank of Japan		21,734.8		31,420.7		45.6		4,094.2		57,295.5

Total		92,881.3		45,726.7		3,786.1		11,598.1		153,992.4

Exempt portion		n.a.		n.a.		n.a.		n.a.		7,924.5


	(Billions of yen)
	As of September 30, 2013
	Loans, commitments and other non-derivative off-balance-sheet exposures		Securities		Derivatives		Others		Total
Manufacturing		15,417.6		2,221.5		329.8		553.6		18,522.6
Construction		1,313.5		183.3		9.2		32.3		1,538.5
Real estate		7,090.4		459.5		53.6		17.3		7,621.0
Service industries		3,731.4		416.5		79.1		40.3		4,267.4
Wholesale and retail		7,645.8		676.8		172.8		928.4		9,424.1
Finance and insurance		10,644.7		2,708.5		2,033.1		1,655.8		17,042.2
Individuals		11,960.6		—		0.2		11.5		11,972.4
Other industries		18,489.8		7,914.4		647.8		6,191.8		33,244.0
Japanese Government; Bank of Japan		20,256.7		29,446.3		24.6		12,498.0		62,225.8

Total		96,550.8		44,027.1		3,350.7		21,929.5		165,858.3

Exempt portion		n.a.		n.a.		n.a.		n.a.		7,452.7


Notes:

1.		Exempt portion represents the amount before the deduction of specific reserve for possible losses on loans, reserve for possible losses on loans to restructuring countries and partial direct write-offs, calculated using the standardized approach for business units and asset classes that are immaterial for the purpose of calculating credit risk-weighted assets.

2.		“Others” include cash, deposits, call loans, other debt purchased, money held in trust, foreign exchange assets, other assets, etc.

(C) Breakdown by residual contractual maturity


	(Billions of yen)
	As of September 30, 2012
	Loans, commitments and other non-derivative off-balance-sheet exposures		Securities		Derivatives		Others		Total
Less than one year		28,438.1		11,400.3		477.5		2,195.6		42,511.7
From one year to less than three years		13,030.5		11,010.2		1,607.0		48.5		25,696.3
From three years to less than five years		11,707.1		12,627.1		845.3		4.3		25,183.9
Five years or more		28,273.8		7,782.1		782.6		0.0		36,838.6
Other than above		11,431.5		2,907.0		73.5		9,349.6		23,761.7

Total		92,881.3		45,726.7		3,786.1		11,598.1		153,992.4

Exempt portion		n.a.		n.a.		n.a.		n.a.		7,924.5


	(Billions of yen)
	As of September 30, 2013
	Loans, commitments and other non-derivative off-balance-sheet exposures		Securities		Derivatives		Others		Total
Less than one year		28,741.0		10,761.1		496.4		3,465.3		43,464.0
From one year to less than three years		14,502.3		10,533.9		1,586.6		415.3		27,038.2
From three years to less than five years		13,871.4		11,673.8		643.7		12.7		26,201.7
Five years or more		24,425.2		6,764.3		623.8		4.5		31,818.1
Other than above		15,010.8		4,293.8		—		18,031.5		37,336.1

Total		96,550.8		44,027.1		3,350.7		21,929.5		165,858.3

Exempt portion		n.a.		n.a.		n.a.		n.a.		7,452.7


Notes:

1.		Exempt portion represents the amount before the deduction of specific reserve for possible losses on loans, reserve for possible losses on loans to restructuring countries and partial direct write-offs, calculated using the standardized approach for business units and asset classes that are immaterial for the purpose of calculating credit risk-weighted assets.

2.		“Others” include cash, deposits, call loans, other debt purchased, money held in trust, foreign exchange assets, other assets, etc.

— Status of exposure past due three months or more or in default

(D) Breakdown by geographical area


	(Billions of yen)
	As of September 30, 2012
	Loans, commitments and other non-derivative off-balance-sheet exposures		Securities		Derivatives		Others		Total
Domestic		1,340.1		17.5		78.6		53.6		1,489.9

Overseas		241.0		0.5		24.7		10.6		277.0
Asia		44.5		0.0		0.7		3.1		48.4
Central and South America		103.7		0.0		15.1		0.0		118.9
North America		7.0		0.5		0.2		5.1		13.0
Eastern Europe		0.3		—		—		—		0.3
Western Europe		62.7		—		8.3		1.5		72.6
Other areas		22.5		—		0.2		0.7		23.4

Total		1,581.2		18.1		103.3		64.2		1,766.9

Exempt portion		n.a.		n.a.		n.a.		n.a.		1.1


	(Billions of yen)
	As of September 30, 2013
	Loans, commitments and other non-derivative off-balance-sheet exposures		Securities		Derivatives		Others		Total
Domestic		1,089.0		15.9		15.5		39.8		1,160.3

Overseas		315.3		0.8		29.8		10.6		356.7
Asia		42.0		0.0		0.6		3.8		46.5
Central and South America		178.1		0.0		21.0		0.1		199.3
North America		5.1		0.8		—		2.9		8.9
Eastern Europe		0.4		—		—		—		0.4
Western Europe		63.4		0.0		8.0		3.7		75.2
Other areas		26.0		—		0.0		0.0		26.1

Total		1,404.3		16.8		45.4		50.4		1,517.1

Exempt portion		n.a.		n.a.		n.a.		n.a.		3.6


Notes:

1.		Exempt portion represents the amount before the deduction of specific reserve for possible losses on loans, reserve for possible losses on loans to restructuring countries and partial direct write-offs, calculated using the standardized approach for business units and asset classes that are immaterial for the purpose of calculating credit risk-weighted assets.

2.		Exposure to non-Japanese residents is included in “Overseas.”

3.		“Others” include deposits, call loans, other debt purchased, money held in trust, foreign exchange assets, other assets, etc.

(E) Breakdown by industry


	(Billions of yen)
	As of September 30, 2012
	Loans, commitments and other non-derivative off-balance-sheet exposures		Securities		Derivatives		Others		Total
Manufacturing		330.6		4.7		33.6		16.4		385.5
Construction		51.3		2.7		0.2		1.0		55.3
Real estate		260.0		7.3		0.0		0.6		268.0
Service industries		173.7		1.3		5.8		5.3		186.3
Wholesale and retail		237.3		1.0		39.4		27.0		304.9
Finance and insurance		28.8		0.2		2.9		6.9		39.0
Individuals		225.2		—		0.0		1.3		226.6
Other industries		273.9		0.5		21.1		5.4		301.1

Total		1,581.2		18.1		103.3		64.2		1,766.9

Exempt portion		n.a.		n.a.		n.a.		n.a.		1.1


	(Billions of yen)
	As of September 30, 2013
	Loans, commitments and other non-derivative off-balance-sheet exposures		Securities		Derivatives		Others		Total
Manufacturing		285.0		6.1		5.3		12.8		309.2
Construction		44.2		2.8		0.0		0.7		47.8
Real estate		173.5		3.6		0.0		0.3		177.5
Service industries		139.2		1.8		5.2		4.0		150.3
Wholesale and retail		197.3		1.2		7.6		20.9		227.2
Finance and insurance		24.0		0.3		2.9		5.0		32.2
Individuals		189.4		—		—		1.2		190.6
Other industries		351.4		0.7		24.1		5.4		381.8

Total		1,404.3		16.8		45.4		50.4		1,517.1

Exempt portion		n.a.		n.a.		n.a.		n.a.		3.6


Notes:

1.		Exempt portion represents the amount before the deduction of specific reserve for possible losses on loans, reserve for possible losses on loans to restructuring countries and partial direct write-offs, calculated using the standardized approach for business units and asset classes that are immaterial for the purpose of calculating credit risk-weighted assets.

2.		“Others” include deposits, call loans, other debt purchased, money held in trust, foreign exchange assets, other assets, etc.

— Status of reserves for possible losses on loans

The amounts associated with regarded-method exposure and securitization exposure are excluded.

(F) Period-end balances of reserves for possible losses on loans and changes during the six-month period

(after partial direct write-offs)


	(Billions of yen)
	As of, or for the six months ended, September 30, 2012		As of, or for the six months ended, September 30, 2013
General reserve for possible losses on loans
Beginning balance		447.5		503.0
Increase during the six-month period		440.5		433.3
Decrease during the six-month period		447.5		503.0
Ending balance		440.5		433.3

Specific reserve for possible losses on loans
Beginning balance		243.9		235.7
Increase during the six-month period		210.5		210.6
Decrease during the six-month period		243.9		235.7
Ending balance		210.5		210.6

Reserve for possible losses on loans to restructuring countries
Beginning balance		0.0		1.0
Increase during the six-month period		0.0		1.0
Decrease during the six-month period		0.0		1.0
Ending balance		0.0		1.0

Total
Beginning balance		691.5		739.8
Increase during the six-month period		651.0		645.0
Decrease during the six-month period		691.5		739.8
Ending balance		651.0		645.0

Note:

General reserve for possible losses on loans in the above table represents the amount recorded in our consolidated balance sheet, and the amounts associated with regarded-method exposure and securitization exposure are not excluded.

(G) Specific reserve for possible losses on loans by geographical area and industry


		(Billions of yen)
	As of March 31, 2012		As of September 30, 2012		Change
Domestic		187.4		172.0		(15.3	)
Manufacturing		26.8		34.9		8.1
Construction		6.0		6.1		0.0
Real estate		20.3		20.8		0.4
Service industries		14.1		13.7		(0.3	)
Wholesale and retail		39.7		38.8		(0.9	)
Finance and insurance		0.8		0.1		(0.6	)
Individuals		67.3		45.7		(21.5	)
Other industries		12.0		11.6		(0.3	)

Overseas		50.4		34.1		(16.3	)

Exempt portion		6.0		4.3		(1.7	)

Total		243.9		210.5		(33.4	)


	(Billions of yen)
	As of March 31, 2013		As of September 30, 2013		Change
Domestic		171.3		139.1		(32.2	)
Manufacturing		35.1		24.2		(10.8	)
Construction		7.0		7.4		0.3
Real estate		24.9		11.5		(13.3	)
Service industries		12.3		14.3		2.0
Wholesale and retail		38.2		33.6		(4.5	)
Finance and insurance		0.1		0.0		(0.1	)
Individuals		41.8		39.7		(2.0	)
Other industries		11.6		7.9		(3.6	)

Overseas		57.8		64.7		6.8

Exempt portion		6.4		6.7		0.2

Total		235.7		210.6		(25.1	)

Note:

Exempt portion represents the amount calculated using the standardized approach for business units and asset classes that are immaterial for purposes of calculating credit risk-weighted assets.

(H) Write-offs of loans by industry


	(Billions of yen)
	For the six months ended September 30, 2012		For the six months ended September 30, 2013
Manufacturing		5.0		2.7
Construction		0.4		0.2
Real estate		0.4		0.5
Service industries		1.6		1.2
Wholesale and retail		2.2		4.0
Finance and insurance		0.0		0.1
Individuals		5.5		4.5
Other industries		3.9		2.2

Exempt portion		0.2		0.0

Total		19.6		15.8


Notes:

1.		The above table represents the breakdown of losses on write-offs of loans recorded in our consolidated statement of income after excluding the amounts associated with regarded-method exposure and securitization exposure.

2.		Exempt portion represents the amount calculated using the standardized approach for business units and asset classes that are immaterial for purposes of calculating credit risk-weighted assets.

3.		“Other industries” include overseas and non-Japanese resident portions.

— Status of exposure to which the standardized approach is applied

(I) Exposure by risk weight category after applying credit risk mitigation


	(Billions of yen)
	As of September 30, 2012
	On-balance sheet		Off-balance sheet		Total
	On-balance sheet		Off-balance sheet		Total		With external rating
Risk weight
0%		477.7		3,416.1		3,893.8		138.1
10%		74.0		0.9		75.0		—
20%		298.6		775.1		1,073.8		10.5
35%		—		—		—		—
50%		9.4		1.2		10.6		2.8
100%		2,073.2		797.8		2,871.1		28.8
150%		0.0		—		0.0		—
250%		—		—		—		—
350%		—		—		—		—
625%		—		0.0		0.0		—
937.5%		—		0.0		0.0		—
1,250%		—		0.0		0.0		—

Total		2,933.1		4,991.3		7,924.5		180.4


	(Billions of yen)
	As of September 30, 2013
	On-balance sheet		Off-balance sheet		Total
	On-balance sheet		Off-balance sheet		Total		With external rating
Risk weight
0%		1,420.1		687.1		2,107.2		233.0
10%		81.6		0.0		81.6		—
20%		385.0		896.6		1,281.7		14.7
35%		—		—		—		—
50%		48.4		15.1		63.5		45.7
100%		2,534.8		1,327.7		3,862.5		31.0
150%		0.1		0.1		0.2		0.1
250%		55.8		—		55.8		—
350%		—		—		—		—
625%		—		0.0		0.0		—
937.5%		—		0.0		0.0		—
1,250%		—		—		—		—

Total		4,525.9		2,926.7		7,452.7		324.6


Notes:

1.		The amounts in the above table are before the deduction of specific reserve for possible losses on loans, reserve for possible losses on loans to restructuring countries and partial direct write-offs.

2.		Off-balance-sheet exposure shows credit equivalent amount.

(J) Deduction from capital / amount of exposure to which a risk weight of 1,250% is applied


	(Billions of yen)
	As of September 30, 2012
Deduction from capital		26.3


	As of September 30, 2013
Amount of exposure to which a risk weight of 1,250% is applied		8.6

— Status of exposure to which the internal ratings-based approach is applied

(K) Specialized lending exposure under supervisory slotting criteria by risk weight category


	(Billions of yen)
	As of September 30, 2012		As of September 30, 2013
Risk weight
50%		—		0.0
70%		9.0		11.5
90%		—		6.0
95%		115.2		89.2
115%		21.7		15.4
120%		18.1		—
140%		11.0		23.9
250%		153.5		119.0
Default		6.9		31.1

Total		335.6		296.5

(L) Equity exposure under simple risk weight method of market-based approach by risk weight category


	(Billions of yen)
	As of September 30, 2012		As of September 30, 2013
Risk weight
300%		177.2		346.7
400%		67.0		66.5

Total		244.2		413.3

Note:

Of the equity exposure under the simple risk weight method, a risk weight of 300% is applied for listed equities and 400% for unlisted equities.

(M) Portfolio by asset class and ratings segment (Corporate, etc.)

(Billions of yen, except percentages)

As of September 30, 2012

Risk

LGD

default

weight

Weighted

(EAD

average of

weighted

EAD

Amount of

credit

average)
(%)

(Billions of
yen)

On-balance
sheet

Off-balance
sheet

undrawn
commitments

conversion
factor (%)

Corporate

3.45

36.57

n.a.

43.73

55,061.6

41,467.5

13,594.0

10,760.8

75.10

Investment grade zone

0.09

38.20

n.a.

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