Basel III Disclosure(Consolidated)

INTERIM FISCAL 2022

Mitsubishi UFJ Financial GroupTable of contents
Basel III Disclosure (Consolidated)

2

SCOPE OF CONSOLIDATION

4COMPOSITION OF EQUITY CAPITAL

5

CREDIT RISK19

APPENDED FORMS

20COMPOSITION OF LEVERAGE RATIO DISCLOSURE

88

LIQUIDITY RISK

90

CHANGES IN THE CONSOLIDATED LIQUIDITY COVERAGE RATIOFROM THE PREVIOUS QUARTER

92

EVALUATION OF THE CONSOLIDATED LIQUIDITY COVERAGERATIO LEVEL

93

COMPOSITION OF THE TOTAL HQLA ALLOWED TO BE INCLUDEDIN THE CALCULATION

93

OTHER MATTERS CONCERNING THE CONSOLIDATED LIQUIDITY
COVERAGE RATIO

93

CHANGES IN THE CONSOLIDATED NET STABLE FUNDING RATIOFROM THE PREVIOUS QUARTER

94

OTHER MATTERS CONCERNING THE CONSOLIDATED NET
STABLE FUNDING RATIO95

TOP RISK96

NET OPERATING PROFITS/RISK-WEIGHTED ASSETS BY
BUSINESS GROUP

97

Basel III Disclosure

Interim Fiscal 2022

In accordance with the provisions of Article 52-25 of the Banking Act of Japan, Mitsubishi UFJ Financial Group (MUFG) adopts
the “International regulatory framework” to calculate its consolidated capital adequacy ratio based on formulas contained in thestandards for a bank holding company to assess its consolidated capital adequacy ratio in light of the assets it owns on aconsolidated basis (Notification of the Financial Services Agency No. 20, 2006; referred to hereinafter as the “FSA Holding
Company Capital Adequacy Notification”).
In accordance with the provisions of Article 52-25 of the Banking Act of Japan, MUFG adopts the “International regulatory
framework” to calculate its leverage ratio based on the formulas contained in the standards for determining soundness relating
to leverage, which are established as a supplementary indicator for the standards for a bank holding company to assess its
consolidated capital adequacy ratio in light of the assets it owns on a consolidated basis (Notification of the Financial Services
Agency No. 12, 2019).
In accordance with the provisions of Article 52-25 of the Banking Act of Japan, MUFG adopts the “International regulatory
framework” to calculate its consolidated liquidity coverage ratio and consolidated net stable funding ratio based on theformulas contained in the standards for determining soundness in liquidity management, which are established as standards
for a bank holding company to determine the soundness of management of the bank holding company and its subsidiaries andother entities, and should also be referred to in order to determine the soundness of bank management (Notification of the
Financial Services Agency No. 62, 2014; referred to hereinafter as the “FSA Holding Company Liquidity Ratio Notification”).
As an independent audit with regard to the calculation of the consolidated capital adequacy ratio and leverage ratio, MUFG
receives agreed-upon procedures services by Deloitte Touche Tohmatsu (DTT) LLC in accordance with “Practical Guideline
on Agreed-Upon Procedures Services for the Capital Ratio and Leverage Ratio Calculation” (JICPA Professional Services
Practical Guideline 4465). With regard to part of the internal controls structure governing calculation of the consolidated capital
adequacy ratio and leverage ratio, MUFG received a report from DTT LLC, which conducted certain procedures as deemednecessary by MUFG. The procedures conducted by the independent auditor were not part of an audit of the financial
statements or an audit of internal controls. In addition, we did not receive any audit opinion or conclusion with regard to theconsolidated capital adequacy ratio or leverage ratio themselves, or to our internal controls structure governing the calculationof the related consolidated capital adequacy ratio or leverage ratio.

3

Basel III Disclosure

Interim Fiscal 2022

SCOPE OF CONSOLIDATION
Notes on the scope of consolidation
Differences between those companies
belonging to the corporate group (hereinafter, the “holding company group”) to
which the calculation of consolidated
capital adequacy ratio as stipulated in
Article 3 of the FSA Holding Company
Capital Adequacy Notification isapplicable and those companies that areincluded in the scope of consolidation foraccounting purposes

Paragraph 1 of Article 3 of the FSA Holding Company Capital Adequacy
Notification states that “the provisions of Paragraph 2 of Article 5 of theRegulation on Consolidated Financial Statements shall not apply” to “financial
subsidiaries” of a bank holding company. Moreover, Paragraph 3 of the said
Article 3 states that “insurance-related subsidiaries” of a bank holding company“shall not be included in the scope of consolidation.” In addition, with regard toaffiliated companies engaged in financial operations, the FSA Holding Company
Capital Adequacy Notification states that, provided certain conditions are met,such companies “can be included in the scope of consolidation and in thecalculation of the consolidated capital adequacy ratio using pro rata consolidation”(under which only those portions of the affiliated company’s assets, liabilities,
income and expenditures that are attributable to the bank holding company or any
consolidated subsidiaries with investments in the said affiliated company areincluded in the scope of consolidation).
As of September 30, 2021, there was one company applicable as a “financial
subsidiary” mentioned above.
As of September 30, 2022, there were no companies to which the above
exception applied.
Number of consolidated subsidiaries,
251 companies as of September 30, 2021; 252 companies as of September 30,
and names and principal businesses of2022
major consolidated subsidiaries of the
MUFG Bank, Ltd. (banking business), Mitsubishi UFJ Trust and Banking
holding company group
Corporation (trust/banking business), Mitsubishi UFJ Securities Holdings Co., Ltd.
(securities business), etc.
Number of affiliated companies engaged Not applicable as of September 30, 2021 and 2022
in financial operations which are subject
to Article 9 of the FSA Holding Company
Capital Adequacy Notification, andnames, amounts of total assets and net
assets shown on the balance sheet, andprincipal businesses of affiliatedcompanies engaged in these financial
operations
Names, amounts of total assets and net One applicable company belonging to the holding company group is not included
assets shown on the balance sheet, and in the scope of consolidation for accounting purposes as of September 30, 2021
principal businesses of companies
ACOM (M) SDN. BHD.: Operation of money lending businessbelonging to the holding company group Total assets was ¥0 million and net assets was ¥0 million.
that are not included in the scope of
Not applicable as of September 30, 2022
consolidation for accounting purposes,
and of companies not belonging to theholding company group but included in
the scope of consolidation for accounting
purposes
Outline of restrictions on transfer of
As of September 30, 2021 and 2022, transfer of funds or capital within the MUFG
funds or equity capital within the holding Group is conducted with all due consideration given to the appropriateness ofcompany groupeach action. We give priority in ensuring that each group company maintains
sufficient capital level for legal and regulatory compliance purposes. Care is also
taken to ensure that actions do not compromise sound and proper operations,while eliminating negative effects on payment capacity, liquidity or profitability.
Companies that are deficient in regulatory capital and total regulatory capital deficiencies
Names of any other financial institutions, Not applicable as of September 30, 2021 and 2022
etc., classified as subsidiaries or othermembers of the bank holding company
that are deficient in regulatory capital,and corresponding total regulatory
capital deficiencies

4

Basel III Disclosure

Interim Fiscal 2022

COMPOSITION OF EQUITY CAPITAL
Composition of changes in equity capitalMillions of yen
September 30, 2022

September 30, 2021

Common Equity Tier 1 capital, beginning of period
Capital and capital surplus
Retained earnings
Treasury stock
National specific regulatory adjustments (earnings to be distributed)
Subscription rights to common shares
Accumulated other comprehensive income
Common share capital issued by subsidiaries and held by third parties(amount allowed in group Common Equity Tier 1)
Intangible assets
Deferred tax assets that rely on future profitability excluding those arising from temporary
differences (net of related tax liability)
Deferred gains or losses on derivatives under hedge accounting
Shortfall of eligible provisions to expected losses
Securitization gain on sale
Gains and losses due to changes in own credit risk on fair valued liabilities
Net defined benefit assets
Investments in own shares (excluding those reported in the Net assets section)
Amount exceeding the 10% threshold on specified items
Amount exceeding the 15% threshold on specified items
Others13,823,912
440
49,756(236,767)(13,735)–(15,886)

14,113,722(2,560)621,332(2,948)(12,873)–
381,493

35,691(185,607)

551(49,066)(2,218)382,989–(178)(6,688)(57,245)3,304(368,014)(425,458)–(2,369)11,275(6,730)(176)
71(38,816)(1,549)(94,257)––

Common Equity Tier 1 capital, end of period

12,984,294

14,917,098

Additional Tier 1 capital, beginning of period
Directly issued qualifying Additional Tier 1 instruments plus related capital surplus
classified as equity under applicable accounting standards
Directly issued qualifying Additional Tier 1 instruments plus related capital surplus
classified as liabilities under applicable accounting standards
Additional Tier 1 instruments issued by subsidiaries and held by third parties(amount allowed in group Additional Tier 1)
Eligible Tier 1 capital instruments subject to transitional arrangements
Investments in own Additional Tier 1 instruments
Significant investments in the capital of banking, financial and insurance entities that areoutside the scope of regulatory consolidation (net of eligible short positions)
Others

1,652,375

1,869,023––

100,000–

8,296–(1,823)(1,121)
–
4,697

333
–

–
–

Additional Tier 1 capital, end of period

1,759,182

1,872,599

Tier 2 capital, beginning of period
Directly issued qualifying Tier 2 instruments plus related capital surplus
classified as liabilities under applicable accounting standards
Tier 2 instruments issued by subsidiaries and held by third parties(amount allowed in group Tier 2)
Eligible Tier 2 capital instruments subject to transitional arrangements
General allowance for credit losses and eligible provisions included in Tier 2
Investments in own Tier 2 instruments
Significant investments in the capital and other TLAC liabilities of banking, financial andinsurance entities that are outside the scope of regulatory consolidation (net of eligible
short positions)
Others2,382,369

2,686,764

143,757(182,253)

8,726–(44,435)
2,269

(397)
–
(55,750)(9,235)(1,899)–3,959–

Tier 2 capital, end of period

2,490,788

2,443,087

Total capital, end of period

17,234,264

19,232,785

5

Basel III Disclosure

Interim Fiscal 2022

CC1: Composition of capital disclosure
Basel III
Template No.

Items

Millions of yen, %abc

September 30,
2022

September 30,
2021

Reference toTemplate CC2

14,074,956
2,912,230
12,047,913(688,056)

14,258,126
3,116,239
11,821,420(505,742)(197,131)––(173,791)––

2,549,228

3,367,971

262,165

227,067

16,886,350

17,853,165

1,449,125
619,777

1,264,435
423,642829,347

840,792

6,917

4,875

(513,652)–
16,212

167,927
6,730
15,856

11,786
1,017,328

2,304
882,346

8,928–

10,357–––

Common Equity Tier 1 capital: instruments andreserves
1a+2–1c–26 Directly issued qualifying common share capital plus related
capital surplus and retained earnings
1aCapital and capital surplus
2
Retained earnings
1c
Treasury stock
26
National specific regulatory adjustments (earnings to be
distributed)
Other than above
1b Subscription rights to common shares
3 Accumulated other comprehensive income and otherdisclosed reserves
5 Common share capital issued by subsidiaries and held by
third parties (amount allowed in group Common Equity
Tier 1)
6 Common Equity Tier 1 capital: instruments andreserves(A)
Common Equity Tier 1 capital: regulatory adjustments
8+9 Total intangible assets (net of related tax liability, excluding
those relating to mortgage servicing rights)
8
Goodwill (including those equivalent)
9
Other intangibles other than goodwill and mortgage
servicing rights
10 Deferred tax assets that rely on future profitability excluding
those arising from temporary differences (net of related
tax liability)
11 Deferred gains or losses on derivatives under hedge
accounting
12 Shortfall of eligible provisions to expected losses
13 Securitization gain on sale
14 Gains and losses due to changes in own credit risk on fairvalued liabilities
15 Net defined benefit assets
16 Investments in own shares (excluding those reported in the
Net assets section)
17 Reciprocal cross-holdings in common equity
18 Investments in the capital of banking, financial andinsurance entities that are outside the scope of regulatory
consolidation, net of eligible short positions, where thebank does not own more than 10% of the issued sharecapital (amount above the 10% threshold)6

Basel III Disclosure

Interim Fiscal 2022(a)

CC1: Composition of capital disclosure (continued)
Basel III
Template No.

Items

19+20+21 Amount exceeding the 10% threshold on specified items
19
Significant investments in the common stock of financials
20
Mortgage servicing rights
21
Deferred tax assets arising from temporary differences(net of related tax liability)
22 Amount exceeding the 15% threshold on specified items
23
Significant investments in the common stock of financials
24
Mortgage servicing rights
25
Deferred tax assets arising from temporary differences(net of related tax liability)
27 Regulatory adjustments applied to Common Equity Tier 1
due to insufficient Additional Tier 1 and Tier 2 to coverdeductions
28 Common Equity Tier 1 capital: regulatory adjustments (B)Millions of yen, %abc

September 30,
2022

September 30,
2021

Reference toTemplate CC2

1,479,951
1,479,951–

581,233
581,233––
425,458
266,950
3,854

–
–
–
–

154,653––
3,902,056–
2,936,066

12,984,294

14,917,098

–
–

–
–

1,634,000

1,744,000––

163,959

157,669

–

189

–

–

–
1,797,959

189
1,901,859

Common Equity Tier 1 capital (CET1)
29 Common Equity Tier 1 capital (CET1)((A) – (B)) (C)Additional Tier 1 capital: instruments
31a 30 Directly issued qualifying Additional Tier 1 instruments plus
related capital surplus classified as equity underapplicable accounting standards
31b 30 Subscription rights to Additional Tier 1 instruments
32 30 Directly issued qualifying Additional Tier 1 instruments plus
related capital surplus classified as liabilities underapplicable accounting standards
30 Qualifying Additional Tier 1 instruments plus related capitalsurplus issued by special purpose vehicles and otherequivalent entities
34–35 Additional Tier 1 instruments issued by subsidiaries andheld by third parties (amount allowed in group Additional
Tier 1)33+35 Eligible Tier 1 capital instruments subject to transitionalarrangements included in Additional Tier 1 capital:
instruments
33
Instruments issued by bank holding companies and their
special purpose vehicles
35
Instruments issued by subsidiaries (excluding bankholding companies’ special purpose vehicles)
36 Additional Tier 1 capital: instruments(D)

7

Basel III Disclosure

Interim Fiscal 2022

CC1: Composition of capital disclosure (continued)
Basel III
Template No.

Items

Millions of yen, %abc

September 30,
2022

September 30,
2021

Reference toTemplate CC2

4,715
–

3,275
–

–

–

34,061

25,984–
38,777–29,2591,759,182

1,872,599

14,743,476

16,789,698

–
–

–
–

1,874,485

1,759,330––

98,626

88,595–

264,997–––

264,997541,747
421,058
120,689
2,514,859

354,308354,308–
2,467,231

Additional Tier 1 capital: regulatory adjustments
37 Investments in own Additional Tier 1 instruments
38 Reciprocal cross-holdings in Additional Tier 1 instruments
39 Investments in the capital of banking, financial andinsurance entities that are outside the scope of regulatory
consolidation, net of eligible short positions, where thebank does not own more than 10% of the issued commonshare capital of the entity (amount above the 10%threshold)40 Significant investments in the capital of banking, financial
and insurance entities that are outside the scope of
regulatory consolidation (net of eligible short positions)
42 Regulatory adjustments applied to Additional Tier 1 due toinsufficient Tier 2 to cover deductions
43 Additional Tier 1 capital: regulatory adjustments(E)
Additional Tier 1 capital
44 Additional Tier 1 capital((D) – (E)) (F)Tier 1 capital(T1 = CET1 + AT1)

45 Tier 1 capital(T1 = CET1 + AT1) ((C) + (F)) (G)Tier 2 capital: instruments and provisions
46 Directly issued qualifying Tier 2 instruments plus related
capital surplus classified as equity under applicableaccounting standards
46 Subscription rights to Tier 2 instruments
46 Directly issued qualifying Tier 2 instruments plus related
capital surplus classified as liabilities under applicableaccounting standards
46 Qualifying Tier 2 instruments plus related capital surplus
issued by special purpose vehicles and other equivalent
entities
48–49 Tier 2 instruments issued by subsidiaries and held by third
parties (amount allowed in group Tier 2)
47+49 Eligible Tier 2 capital instruments subject to transitionalarrangements included in Tier 2: instruments andprovisions
47
Instruments issued by bank holding companies and their
special purpose vehicles
49
Instruments issued by subsidiaries (excluding bankholding companies’ special purpose vehicles)
50 Total of general allowance for credit losses and eligible
provisions included in Tier 2
50aProvision for general allowance for credit losses
50b
Eligible provisions
51 Tier 2 capital: instruments and provisions(H)

8

Basel III Disclosure

Interim Fiscal 2022

CC1: Composition of capital disclosure (continued)

Millions of yen, %abc

September 30,
2022

September 30,
2021

Reference toTemplate CC2

6,881

10,354

–

–

–

–

–

–

17,19024,071

13,78824,143((H) – (I)) (J)2,490,788

2,443,087((G) + (J)) (K)17,234,264

19,232,785(L)

132,159,354

112,191,761

61 Common Equity Tier 1 capital ratio (consolidated) ((C) / (L))
62 Tier 1 capital ratio (consolidated)((G) / (L))
63 Total capital ratio (consolidated)((K) / (L))
64 The minimum capital buffer requirement
65
Capital conservation buffer requirement
66
Countercyclical buffer requirement
67
G-SIB/D-SIB additional requirement
68 CET1 available after meeting the minimum capital buffer
requirements

9.82%
11.15%
13.04%
4.01%
2.50%
0.01%
1.50%

13.29%
14.96%
17.14%
4.01%
2.50%
0.01%
1.50%

4.76%

8.00%

Basel III
Template No.

Items
Tier 2 capital: regulatory adjustments

52 Investments in own Tier 2 instruments
53 Reciprocal cross-holdings in Tier 2 instruments and other
TLAC liabilities
54 Investments in the capital and other TLAC liabilities ofbanking, financial and insurance entities that are outside
the scope of regulatory consolidation, net of eligible shortpositions, where the bank does not own more than 10% of
the issued common share capital of the entity (amountabove the 10% threshold)
54a Investments in the other TLAC liabilities of banking,financial and insurance entities that are outside the scopeof regulatory consolidation and where the bank does not
own more than 10% of the issued common share capitalof the entity: amount previously designated for the 5%
threshold but that no longer meets the conditions
55 Significant investments in the capital and other TLAC
liabilities of banking, financial and insurance entities thatare outside the scope of regulatory consolidation (net of
eligible short positions)57 Tier 2 capital: regulatory adjustments(I)
Tier 2 capital (T2)
58 Tier 2 capital (T2)
Total capital (TC = T1 + T2)
59 Total capital (TC = T1 + T2)
Risk weighted assets
60 Risk weighted assets
Capital ratio (consolidated) and buffers

9Basel III Disclosure

Interim Fiscal 2022

CC1: Composition of capital disclosure (continued)
Basel III
Template No.

Items

Millions of yen, %abc

September 30,
2022

September 30,
2021

Reference toTemplate CC2

713,237

1,290,511

1,222,224

1,549,882

17,64912,042708,076

191,075

453,618

433,001

421,058

354,308

120,689–

372,039

349,164–

165,753–––

264,997–

24,650Regulatory adjustments
72 Non-significant investments in the capital of other financialsthat are below the thresholds for deduction (before risk
weighting)73 Significant investments in the common stock of otherfinancials that are below the thresholds for deduction(before risk weighting)
74 Mortgage servicing rights that are below the thresholds fordeduction (before risk weighting)
75 Deferred tax assets arising from temporary differences thatare below the thresholds for deduction (before risk
weighting)
Provisions included in Tier 2 capital: instruments andprovisions
76 Provisions (general allowance for credit losses)
77 Cap on inclusion of provisions (general allowance for credit
losses)78 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”)
79 Cap for inclusion of provisions in Tier 2 under internalratings-based approach
Capital instruments subject to transitionalarrangements
82 Current cap on AT1 instruments subject to transitionalarrangements
83 Amount excluded from AT1 due to cap (excess over cap
after redemptions and maturities) (if the amount isnegative, report as “nil”)
84 Current cap on T2 instruments subject to transitionalarrangements
85 Amount excluded from T2 due to cap (excess over cap after
redemptions and maturities) (if the amount is negative,
report as “nil”)

Note: Capital instruments, approved by the commissioner of Japanese Financial Services Agency, subject to the provision to Paragraph 12 of Article 8 of thenotification of the Financial Services Agency No. 20, 2006 (hereinafter referred to as the “FSA Holding Company Capital Adequacy Notification”) areexcluded from the calculation of figures stipulated in Paragraph 8, 9-1, and 10-1 of Article 8 of FSA Holding Company Capital Adequacy Notification, for 10
years from March 31, 2013 to March 30, 2023. The approved amount will decrease by 20% each year from March 31, 2019. The amount approved at theend of September 2021 is ¥706,390 million and the amount approved at the end of September 2022 is ¥433,356 million.

10 Basel III Disclosure

Interim Fiscal 2022

CC2: Reconciliation of regulatory capital to balance sheet

Millions of yenabConsolidated balance sheet
as in published financial
statements

Consolidated balance sheet
under regulatory scope of
consolidation

September
30, 2022

September
30, 2021

September
30, 2022

Cash and due from banks

102,378,661

104,590,474

Call loans and bills bought

705,358

951,865

951,865

Receivables under resale agreements

13,421,653

11,905,251

11,905,251

Receivables under securities borrowing
transactions

4,527,739

3,462,677

3,462,677

Monetary claims bought

8,125,509

6,123,711

6,123,711

Trading assets

20,919,894

19,941,926

19,941,926

Money held in trust

1,355,335

1,301,176

1,301,176

Items

September
30, 2021cd

Reference
to CC1

Reference
toAppendix

Assets:104,590,474

6-aSecurities

84,451,528

82,336,687

82,336,687

2-b, 6-b

Loans and bills discounted

119,771,151

104,266,716

104,266,716

6-cForeign exchanges

2,544,114

1,899,981

1,899,981

Other assets

18,339,939

11,036,252

11,036,252

Tangible fixed assets

1,268,316

1,270,436

1,270,436

Intangible fixed assets

1,457,328

1,446,594

1,446,594

Net defined benefit assets

1,454,967

1,265,500

1,265,500

3357,866

150,680

150,680

4-a

11,893,956

9,485,474

9,485,474

Deferred tax assets
Customers’ liabilities for acceptances andguarantees
Allowance for credit losses

6-d
2-a

(1,172,792)(990,732)(990,732)

391,800,530

360,444,676

360,444,676

Deposits

222,062,651

Negotiable certificates of deposit
Call money and bills soldPayables under repurchase agreements

13,819,636
3,501,486
34,514,370

212,274,571
8,945,312
2,501,861

212,274,571
8,945,312
2,501,861

Payables under securities lending transactions
Commercial papers

924,369
3,090,731

25,406,345
831,260

25,406,345
831,260

Trading liabilities
Borrowed money
Foreign exchanges

16,072,218
22,790,482
2,361,195

1,571,172
12,302,402
30,121,043

1,571,172
12,302,402
30,121,043

6-e
8-a

Short-term bonds payable
Bonds payable
Due to trust accounts

1,298,997
16,052,500
9,125,969

1,963,945
1,029,004
12,920,873

1,963,945
1,029,004
12,920,873

8-b

Other liabilities
Reserve for bonuses
Reserve for bonuses to directors

15,767,277
122,253
2,891

10,676,992
10,056,534
98,964

10,676,992
10,056,534
98,964971
7,415
92,982762
19,229971
7,415
92,982762
19,229Total assets
Liabilities:

Reserve for stocks payment
Net defined benefit liabilities
Reserve for retirement benefits to directors
Reserve for loyalty award credits
Reserve for contingent losses

8,511
94,583733
19,649182,605

Reserves under special laws
Deferred tax liabilities
Deferred tax liabilities for land revaluation
Acceptances and guarantees

4,665
145,604
92,247
11,893,956

166,106
4,644
1,120,959
97,276
9,485,474

166,106
4,644
1,120,959
97,276
9,485,474

Total liabilities

373,949,591

341,696,105

341,696,105

11 Basel III Disclosure

Interim Fiscal 2022

6-f

4-b
4-c

CC2: Reconciliation of regulatory capital to balance sheet (continued)

Millions of yenabConsolidated balance sheet
as in published financial
statements

Consolidated balance sheet
under regulatory scope of
consolidation

September
30, 2022

September
30, 2021

September
30, 2022

Capital stock
Capital surplus

2,141,513
770,717

2,141,513
974,726

2,141,513
974,726

Retained earnings
Treasury stock
Total shareholders’ equity
Net unrealized gains (losses) on available-forsale securities

12,047,913(688,056)
14,272,088

11,821,420(505,742)
14,431,918

11,821,420(505,742)
14,431,918

330,3222,630,249

2,630,249

Items

September
30, 2021cd

Reference
to CC1

Reference
toAppendix

Net assets:

Net deferred gains (losses) on hedging
instruments
Land revaluation excess
Foreign currency translation adjustments
Remeasurements of defined benefit plans(337,897)
138,567
2,238,359

121,811
141,748367,296

121,811
141,748367,296

172,652

151,721

151,7217,223
2,549,228(44,856)
3,367,971(44,856)
3,367,971

1,029,621

948,680

948,680

Total net assets

17,850,938

18,748,570

18,748,570

Total liabilities and net assets

391,800,530

360,444,676

360,444,676

Note: As of September 30, 2022, the regulatory scope of consolidation is the same as the accounting scope of consolidation.

Interim Fiscal 2022

1-b
1-c
1-d

5

Debt value adjustments of foreign subsidiaries
and affiliates
Total accumulated other comprehensive income
Non-controlling interests

12 Basel III Disclosure

1-a

(a)
7

Appendix(Note)
As of September 30, 2021, Items included in regulatory capital under transitional arrangements are excluded from this table.

1. Shareholders’ equity(1) Consolidated balance sheet
Millions of yen
Consolidated balance sheet items

September 30, 2022

September 30, 2021 Remarks

Capital stock
Capital surplus
Retained earnings
Treasury stock

2,141,513
770,717
12,047,913(688,056)

2,141,513
974,726
11,821,420(505,742)

Total shareholders’ equity

14,272,088

14,431,918

Reference
No.
1-a
1-b
1-c
1-d

(2) Composition of capitalMillions of yen
Composition of capital disclosure

September 30, 2022

September 30, 2021 Remarks

Directly issued qualifying commonshare capital plus related capitalsurplus and retained earnings

Capital and capital surplus
Retained earnings
Treasury stock
Other than above
Directly issued qualifying Additional
Tier 1 instruments plus related
capital surplus classified as equity
under applicable accounting
standards and its breakdown

13 Basel III Disclosure

Interim Fiscal 2022

14,272,088
2,912,230
12,047,913(688,056)–

14,431,918
3,116,239
11,821,420(505,742)–

Basel III
Template No.

Shareholders’ equity attributable tocommon shares (before adjusting
national specific regulatory
adjustments (earnings to be
distributed))
1a2
1c
Shareholders’ equity attributable topreferred 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

September 30, 2022

September 30, 2021 Remarks

Intangible fixed assets
Securities
Goodwill attributable to equitymethod investees

1,457,328
84,451,528

1,446,594
82,336,687

325,236

145,646

Goodwill attributable to equity-method
investees

315,347

Income taxes related to intangibles otherthan goodwill and mortgage servicing
rightsIncome taxes related to above
310,635

Reference
No.
2-a
2-b

(2) Composition of capitalMillions of yen
Composition of capital disclosure

September 30, 2022

Goodwill (net of related tax liability,
including those equivalent)
Other intangibles other than goodwill
and mortgage servicing rights (netof related tax liability)
Mortgage servicing rights
Amount exceeding the 10%threshold on specified items
Amount exceeding the 15%threshold on specified items
Mortgage servicing rights that are
below the thresholds fordeduction (before risk weighting)619,777

September 30, 2021 Remarks
423,642

Basel III
Template No.
8

Other intangibles other than goodwill
and mortgage servicing rights(software, etc.)

9829,347
21,504

840,792
12,042

–

–

20

3,854

–

24

17,64912,04274

3. Net defined benefit assets(1) Consolidated balance sheet
Millions of yen
Consolidated balance sheet items

September 30, 2022

Net defined benefit assets
Income taxes related to above

September 30, 2021 Remarks

1,454,967

1,265,500

437,638

383,153

ReferenceNo.
3(2) Composition of capitalMillions of yen
Composition of capital disclosure

September 30, 2022

Net defined benefit assets

14 Basel III Disclosure

1,017,328

Interim Fiscal 2022

September 30, 2021 Remarks
882,346

Basel III
Template No.
15

4. Deferred tax assets(1) Consolidated balance sheet
Millions of yen
Consolidated balance sheet items

September 30, 2022

Reference
No.

September 30, 2021 Remarks

Deferred tax assets

357,866

150,680

4-aDeferred tax liabilities
Deferred tax liabilities for land revaluation

145,604
92,247

1,120,959
97,2764-b
4-c

310,635

315,347437,638

383,153

Tax effects on other intangible fixed
assetsTax effects on net defined benefit
assets(2) Composition of capitalMillions of yen
Composition of capital disclosure

September 30, 2022

Deferred tax assets that rely on future
profitability excluding those arisingfrom temporary differences (net of
related tax liability)
Deferred tax assets that rely on
future profitability arising from
temporary differences (net of related
tax liability)
Amount exceeding the 10%threshold on specified items
Amount exceeding the 15%threshold on specified items
Deferred tax assets arising from
temporary differences that are
below the thresholds for deduction(before risk weighting)

15 Basel III Disclosure

Interim Fiscal 2022

September 30, 2021 Remarks
This item does not agree with theamount reported on the balance sheet
due to offsetting of assets andliabilities
This item does not agree with theamount reported on the balance sheet
due to offsetting of assets andliabilities

Basel III
Template No.

10

6,917

4,875

862,729

191,075––21

154,653–25

708,076

191,075

75

5. Deferred gains or losses on derivatives under hedge accounting(1) Consolidated balance sheet
Millions of yen
Consolidated balance sheet items

September 30, 2022

Net deferred gains (losses) on
hedging instruments(337,897)

September 30, 2021 Remarks
121,811

ReferenceNo.
5(2) Composition of capitalMillions of yen
Composition of capital disclosure

September 30, 2022

September 30, 2021 Remarks

Deferred gains or losses onderivatives under hedge accounting(513,652)

167,927

Excluding those items whose valuationdifferences arising from hedged items
are recognized as “Total accumulated
other comprehensive income”

Basel III
Template No.

11

6. Items associated with investments in the capital of financial institutions(1) Consolidated balance sheet
Millions of yen
Consolidated balance sheet items

September 30, 2022

September 30, 2021 Remarks

Trading assets
Securities
Loans and bills discounted
Other assets

20,919,894
84,451,528
119,771,151

19,941,926
82,336,687
104,266,716

18,339,939
16,072,218
15,767,277

16 Basel III Disclosure

Interim Fiscal 2022

6-a
6-b
6-c

11,036,252

Including subordinated loans
Including derivatives and investments inthe capital

6-d

12,302,402
10,056,534

Including trading account securities soldand derivatives for trading assets
Including derivatives

6-e
6-f

Trading liabilities
Other liabilities

Including trading account securities andderivatives for trading assets

ReferenceNo.

(2) Composition of capitalMillions of yen
Composition of capital disclosure

September 30, 2022

Investments in own capital
instruments
Common equity Tier 1 capital
Additional Tier 1 capital
Tier 2 capital
Reciprocal cross-holdings in thecapital of banking, financial andinsurance entities
Common equity Tier 1 capital
Additional Tier 1 capital
Tier 2 capital and other TLAC
liabilities
Investments in the capital of banking,financial and insurance entities thatare outside the scope of regulatory
consolidation, net of eligible shortpositions, where the bank does not
own more than 10% of the issued
share capital (amount above the
10% threshold)Common equity Tier 1 capital
Additional Tier 1 capital
Tier 2 capital and other TLAC
liabilities
Amount previously designated forthe 5% threshold but that nolonger meets the conditions
Non-significant investments in thecapital of other financials thatare below the thresholds fordeduction (before risk weighting)Significant investments in the capitalof banking, financial and insurance
entities that are outside the scopeof regulatory consolidation, net of
eligible short positions
Amount exceeding the 10%threshold on specified items
Amount exceeding the 15%threshold on specified items
Additional Tier 1 capital
Tier 2 capital and other TLAC
liabilities
Significant investments in thecommon stock of otherfinancials that are below thethresholds for deduction (before
risk weighting)

17 Basel III Disclosure

Interim Fiscal 2022

September 30, 2021 Remarks

Basel III
Template No.

20,525
8,928
4,715
6,881

23,98810,3573,275
10,354

16
37
52

–
–
–

–
–
–

17
38

–

–

53

713,237––

1,290,511
–
–

18
39

–

–

54

–

–

54a

713,237

1,290,511

72

3,020,378

2,170,888

1,479,951

581,23319

266,950
34,061–
25,98423
40

17,19013,78855

1,222,224

1,549,882

73

7. Non-controlling interests(1) Consolidated balance sheet
Millions of yen
Consolidated balance sheet items

September 30, 2022

Non-controlling interests

1,029,621

September 30, 2021 Remarks
948,680

ReferenceNo.
7(2) Composition of capitalMillions of yen
Composition of capital disclosure
Common share capital issued bysubsidiaries and held by third
parties (amount allowed in group
CET1)
Qualifying Additional Tier 1
instruments plus related capitalsurplus issued by special purpose
vehicles and other equivalent
entities
Additional Tier 1 instruments issued
by subsidiaries and held by third
parties (amount allowed in group
AT1)
Qualifying Tier 2 instruments plus
related capital surplus issued by
special purpose vehicles and otherequivalent entities
Tier 2 instruments issued bysubsidiaries and held by third
parties (amount allowed in group
Tier 2)September 30, 2022

262,165–

163,959–

98,626

September 30, 2021 Remarks

Basel III
Template No.

227,067

After reflecting amounts eligible forinclusion (after Non-controlling interest
adjustments)

5–

After reflecting amounts eligible forinclusion (after Non-controlling interest
adjustments)

30–31ab–32

157,669

After reflecting amounts eligible forinclusion (after Non-controlling interest
adjustments)

34–35

–

After reflecting amounts eligible forinclusion (after Non-controlling interest
adjustments)

46

88,595After reflecting amounts eligible forinclusion (after Non-controlling interest
adjustments)

48–49

8. Other capital instruments(1) Consolidated balance sheet
Millions of yen
Consolidated balance sheet items

September 30, 2022

September 30, 2021 Remarks

Borrowed money
Bonds payable

22,790,482
16,052,500

30,121,043
12,920,873

Total

38,842,982

43,041,917

Reference
No.
8-a
8-b

(2) Composition of capitalMillions of yen
Composition of capital disclosure
September 30, 2022
Directly issued qualifying Additional
Tier 1 instruments plus related
capital surplus classified asliabilities under applicableaccounting standards
1,634,000
Directly issued qualifying Tier 2
instruments plus related capitalsurplus classified as liabilities underapplicable accounting standards
1,874,485

September 30, 2021

Remarks

1,744,000

32

1,759,330

46

Description of agreements concerning methods of procuring capital and other external TLAC
instruments
Details are shown on the MUFG website. (Please see https://www.mufg.jp/english/ir/report/basel3/)

18 Basel III Disclosure

Interim Fiscal 2022

Basel III
Template No.

CREDIT RISK
Exposures relating to funds

Millions of yen
FY2022 1H

Exposures relating to funds
Exposures where information on fund components is obtained sufficiently and frequently
and verified by independent third parties (Note 1)
Exposures not included above where information on fund components is obtained
sufficiently and frequently by independent third parties (Note 2)
Exposures not included in any categories above where investment mandates of funds are
known (Note 3)
Exposures not included in any categories above where there is a high probability of the risk
weight applied to fund components being 250% or less (Note 4)
Exposures not included in any categories above where there is a high probability of the risk
weight applied to fund components being 400% or less (Note 5)
Exposures not included in any categories above (Note 6)

FY2021 1H

9,835,649

6,110,215

9,316,091

5,776,875

17,82915,234

462,048

287,534––

30,6589,020

25,346
5,224

Notes: 1. As stipulated in Paragraph 2 of Article 54-5 and Paragraph 2 of Article 145 of the FSA Holding Company Capital Adequacy Notification.
2. As stipulated in Paragraph 4 of Article 54-5 and Paragraph 5 of Article 145 of the FSA Holding Company Capital Adequacy Notification.
3. As stipulated in Paragraph 6 of Article 54-5 and Paragraph 7 of Article 145 of the FSA Holding Company Capital Adequacy Notification.
4. As stipulated in Item 1, Paragraph 9 of Article 54-5 and Item 1, Paragraph 10 of Article 145 of the FSA Holding Company Capital Adequacy Notification.
5. As stipulated in Item 2, Paragraph 9 of Article 54-5 and Item 2, Paragraph 10 of Article 145 of the FSA Holding Company Capital Adequacy Notification.
6. As stipulated in Paragraph 10 of Article 54-5 and Paragraph 11 of Article 145 of the FSA Holding Company Capital Adequacy Notification.

19 Basel III Disclosure

Interim Fiscal 2022

APPENDED FORMS
OV1: Overview of RWA (Mitsubishi UFJ Financial Group)ab

Risk-weighted assets(RWA)
Basel III
Template No.
1 Credit risk (excluding counterparty credit risk)
2Standardized approach (SA)3
Advanced internal ratings-based (A-IRB) approach
Significant investments exposure
Estimated lease residual values exposure
Others4 Counterparty credit risk (CCR)5
SA-CCR
Current exposure method
6
Expected exposure method
Credit valuation adjustment (CVA)
Central counterparty related exposure (CCP)
Others7 Equity exposures subject to market-based approach
8 Equity investments in funds - Look-through approach
9 Equity investments in funds - Mandate-based approach
Equity investments in funds - Simple approach (subject to250% RW)
Equity investments in funds - Simple approach (subject to400% RW)
10 Equity investments in funds - Fall-back approach
11 Unsettled transactions
12 Securitization exposures subject to calculation of credit
RWA amounts
13
Securitization IRB approach (SEC-IRBA) or internal
assessment approach (IAA)
14
Securitization external ratings-based approach (SECERBA)
15
Securitization standardized approach (SEC-SA)
Subject to 1250% RW
16 Market risk
17Standardized approach (SA)18
Internal model approaches (IMA)
19 Operational risk
20
Basic indicator approach (BIA)21
The standardized approach (TSA)
22
Advanced measurement approaches (AMA)
23 Amounts below the thresholds for deduction (subject to250% risk weight)
Risk weighted assets subject to transitional arrangements
24 Floor adjustment
25 Total (including the 1.06 scaling factor)

20 Basel III Disclosure

Interim Fiscal 2022

Millions of yen
dcMinimum capitalrequirements

September
30, 2022
72,067,715
27,286,342
39,773,274–
9
5,008,088
9,161,116–
2,782,836–
3,637,378
715,930
2,024,971
2,018,478
4,094,373
1,853,721

September
30, 2021
64,984,026
22,683,715
38,287,461–
94,012,839
8,562,611–
2,280,258–
3,734,317
674,634
1,873,400
1,702,592
4,871,175
1,153,693

September
30, 2022
5,956,328
2,182,907
3,372,773–
0400,647
741,928–
228,656–
290,990
57,274
165,008
171,166
343,987
149,587

September
30, 2021
5,382,501
1,814,697
3,246,776–0
321,027
690,783–
186,849–
298,745
53,970151,217
144,379
409,043
92,626––––

122,635
112,762
87,225

101,385
65,30012,45010,269
9,020
7,396

8,478
5,224
1,055

2,511,433

2,059,756

200,914

164,780

678,485

424,31454,27833,945

1,245,737
480,170
107,040
6,308,728
1,235,543
5,073,185
7,989,640
3,185,057–
4,804,582

1,180,074
333,682
121,684
4,280,867
1,490,230
2,790,637
7,888,838
3,094,690–
4,794,148

99,65938,413
8,563
504,698
98,843405,854
639,171
254,804–
384,366

94,405
26,694
9,734
342,469
119,218
223,250
631,107247,575–
383,5314,869,877–
17,816,398
132,159,354

4,444,993–
9,074,443
112,191,761

412,965–
1,425,311
10,572,748

376,935–
725,955
8,975,340

CR1: Credit quality of assets
Millions of yen
September 30, 2022abcGross carrying values

Item No.

d

Non-defaulted
exposures

Allowances

Net values(a+b-c)1,504,651

116,455,683

928,786

117,031,548

966,364,613–

66,364,622

94,651

110,637,908

184,559

110,548,001

1,599,311

293,458,206

1,113,345

293,944,172
11,993,716

Defaulted
exposuresOn-balance sheet assets
1

Loans

2

Debt securities

3

Other on-balance sheet assets (debt instruments)

4

Total on-balance sheet assets (1+2+3)

Off-balance sheet assets
5

Acceptances and guarantees, etc.

64,373

11,997,119

67,776

6

Commitments, etc.

22,92951,197,441

27,69851,192,672

7

Total off-balance sheet assets (5+6)

87,30363,194,560

95,47563,186,389

8

Total (4+7)

1,686,615

356,652,767

1,208,820

357,130,561

Total
Notes: 1. When determining default under the Internal Ratings Based Approach, an assessment is made of whether claims are classed as “claims against
bankrupt or de facto bankrupt borrowers,” “doubtful claims,” or “claims in need of special attention,” based on the internal ratings system and the asset
evaluation and assessment system, in accordance with the stipulations of Paragraph 1 of Article 205 of the FSA Capital Adequacy Notification.
2. When determining default under the Standardized Approach, an assessment is made of when claims are classed as exposures past due for threemonths or more, in accordance with the stipulations of Paragraph 1 of Article 71 of the FSA Capital Adequacy Notification.

CR2: Changes in balance of defaulted loans and debt securities
Millions of yen
September 30, 2022

Item No.
1

1,685,297

5

Defaulted loans and debt securities as of March 31, 2022
Loans and debt securities that have defaulted since March 31, 2022
Breakdown of changes by
Returned to non-defaulted status
factors during current
reporting period in loans and Amounts written off
debt securities
Other changes (Note)

6

Defaulted loans and debt securities as of September 30, 2022 (1+2-3-4+5)

1,599,311

2
3
4

88,050190,363
679,485
695,812

Note: The changes were primarily due to an increase in the default balance in the portfolios to which the Standardized Approach was applied.

CR3: Credit risk mitigation techniques – overview
Millions of yenaItem No.

b

September 30, 2022cdeExposures
secured bycreditderivatives
20,893

Exposures
unsecured

Exposures
secured

Exposures
secured bycollateral

Exposures
secured byfinancialguarantees

1

Loans

97,677,277

19,354,270

10,210,981

3,372,920

2

Debt securities

65,423,412

941,21086,435843,576–

3

Other on-balance sheet assets (debt instruments)

110,451,593

96,407

10,59130,923–

4

Total (1+2+3)

273,552,284

20,391,888

10,308,008

4,247,420

20,8935of which defaulted

522,864

551,820

194,327

196,418–

21 Basel III Disclosure

Interim Fiscal 2022

CR1: Credit quality of assets
Millions of yen
September 30, 2021abcGross carrying values

Item No.

d

Non-defaulted
exposures

Allowances

Net values(a+b-c)1,513,697

101,455,159

785,068

102,183,789

53

66,959,621−

66,959,674

91,875111,355,350

167,158

111,280,067

1,605,626

279,770,132

952,227

280,423,531

Defaulted
exposuresOn-balance sheet assets
1

Loans

2

Debt securities

3

Other on-balance sheet assets (debt instruments)

4

Total on-balance sheet assets (1+2+3)

Off-balance sheet assets
5

Acceptances and guarantees, etc.

70,5059,617,994

58,8039,629,695

6

Commitments, etc.

22,72243,857,915

20,52043,860,117

7

Total off-balance sheet assets (5+6)

93,22853,475,910

79,32453,489,813

8

Total (4+7)

1,698,855

333,246,042

1,031,551

333,913,345

Total
Notes: 1. When determining default under the Internal Ratings Based Approach, an assessment is made of whether claims are classed as “claims against
bankrupt or de facto bankrupt borrowers,” “doubtful claims,” or “claims in need of special attention,” based on the internal ratings system and the asset
evaluation and assessment system, in accordance with the stipulations of Paragraph 1 of Article 205 of the FSA Capital Adequacy Notification.
2. When determining default under the Standardized Approach, an assessment is made of when claims are classed as exposures past due for threemonths or more, in accordance with the stipulations of Paragraph 1 of Article 71 of the FSA Capital Adequacy Notification.

CR2: Changes in balance of defaulted loans and debt securities
Millions of yen
September 30, 2021

Item No.
1

1,759,632

5

Defaulted loans and debt securities as of March 31, 2021
Loans and debt securities that have defaulted since March 31, 2021
Breakdown of changes by
Returned to non-defaulted status
factors during current
reporting period in loans and Amounts written off
debt securities
Other changes (Note)

6

Defaulted loans and debt securities as of September 30, 2021 (1+2-3-4+5)

1,605,626

2
3
4

160,582
77,356
68,917(168,314)

Note: The changes were primarily due to a decrease in the default balance in the portfolios to which the Standardized Approach was applied.

CR3: Credit risk mitigation techniques – overview
Millions of yenaItem No.

b

Exposures
unsecured

Exposures
secured

September 30, 2021cde

Exposures
secured bycollateral

Exposures
secured byfinancialguarantees

Exposures
secured bycreditderivatives

1

Loans

82,648,410

19,535,378

9,662,529

3,204,550

33,6962

Debt securities

66,018,074

941,600

79,618853,141−

3

Other on-balance sheet assets (debt instruments)

111,204,079

75,988

11,31818,800−4

Total (1+2+3)

259,870,565

20,552,966

9,753,466

4,076,492

33,6965of which defaulted

534,426

624,213

211,748249,588

1,678

22 Basel III Disclosure

Interim Fiscal 2022

CR4: Standardized approach – credit risk exposure and Credit Risk Mitigation (CRM) effects
Millions of yen, %
a

Item
No.

3

4
5
6

7
8
9
10

11

12
13
14
15
16

17

18
19
20

21
22

b

Exposures before CCF and CRM

Asset class1
2

September 30, 2022cdOn-balance
Off-balanceOn-balance
Off-balance
sheet amounts sheet amounts sheet amounts sheet amounts

Cash
Government of Japan andBank of Japan
Central governments andcentral banks of foreigncountries
Bank for International
Settlements, etc.
Local authorities in Japan
Non-central government, etc.
public sector entities inforeign countries
Multilateral development
banks
Local authority financial
institutions
Government agencies inJapan
Local authority landdevelopment corporations,public housing corporations,and regional public roadcorporations
Financial institutions and typeI financial instruments
business operators
Corporates, etc.
SMEs, etc. and individuals
Residential loan secured byproperty
Business loan for acquisitionof real estate, etc.
Past due for three months or
more, etc. (excluding
residential loans secured byproperty)
Past due for three months ormore relating to residential
loans secured by property
Uncollected notes
Guaranteed by credit
guarantee corporations, etc.
Guaranteed by Regional
Economy Vitalization
Corporation of Japan, etc.
Investments, etc. (excluding
material investments)
Total

23 Basel III Disclosure

Exposures post-CCF and CRM

Interim Fiscal 2022efCredit RWA
amounts

RWA density

210,827–

210,827–––

5,013,285

479,070

5,013,285

479,070––

7,381,978

13

7,444,432

6877,075

11.78%

–
3,836

–
–

–
3,836

–
–

–
1

–
0.04%

2,364,686–

2,447,583–

489,516

19.99%

164,251–

164,251

–

249

0.15%

–

–

–

–

–

–

150

–

150

–

15

10.00%

–

–

–

–

–

–

2,550,750
14,545,853
5,036,756

1,117,617
11,998,704
4,301,037

2,588,102
14,389,091
4,862,498

497,913
4,145,162
889,430

1,055,262
18,534,254
4,314,176

34.19%
100.00%75.00%

4,291,209

14

4,287,391

7

1,500,589

34.99%

10,534

31,462

10,410–10,410100.00%352,390

3,688

348,061

1,679

475,867

136.06%

14,33584,342––

13,957
84,342––

10,30016,86873.79%
20.00%

–

–

–

–

–

–

–

–

–

–

–

–

1,753

–

1,753

–

1,753

100.00%42,026,944

17,931,609

41,869,976

6,013,270

27,286,342

56.98%

CR4: Standardized approach – credit risk exposure and Credit Risk Mitigation (CRM) effects
Millions of yen, %
a

Item
No.

3

4
5
6

7
8
9
10

11

12
13
14
15
16

17

18
19
20

21
22

b

Exposures before CCF and CRM

Asset class1
2

September 30, 2021cdOn-balance
Off-balanceOn-balance
Off-balance
sheet amounts sheet amounts sheet amounts sheet amounts

Cash
Government of Japan andBank of Japan
Central governments andcentral banks of foreigncountries
Bank for International
Settlements, etc.
Local authorities in Japan
Non-central government, etc.
public sector entities inforeign countries
Multilateral development
banks
Local authority financial
institutions
Government agencies inJapan
Local authority landdevelopment corporations,public housing corporations,and regional public roadcorporations
Financial institutions and typeI financial instruments
business operators
Corporates, etc.
SMEs, etc. and individuals
Residential loan secured byproperty
Business loan for acquisitionof real estate, etc.
Past due for three months or
more, etc. (excluding
residential loans secured byproperty)
Past due for three months ormore relating to residential
loans secured by property
Uncollected notes
Guaranteed by credit
guarantee corporations, etc.
Guaranteed by Regional
Economy Vitalization
Corporation of Japan, etc.
Investments, etc. (excluding
material investments)
Total

24 Basel III Disclosure

Exposures post-CCF and CRM

Interim Fiscal 2022efCredit RWA
amounts

RWA density

214,697–

214,697–––

4,855,977

502,1434,855,977

502,143––

6,373,517

36

6,402,098

17592,791

9.25%

–
171

–
–

–
171

–
–

–
1

–
0.76%

1,921,030–

1,974,150–

394,830

20.00%

143,004–

143,004

–

300

0.21%

–

–

–

–

–

–

236

–

236

–

23

10.00%

–

–

–

–

–

–

2,226,232
11,962,253
4,451,705

602,539
10,623,092
3,896,724

2,244,358
11,853,256
4,332,848

234,474
3,542,690
815,411943,279
15,395,947
3,861,407

38.05%
100.00%75.00%

3,038,353

12

3,033,572

6

1,061,942

35.00%

11,444

8,948

11,3483

11,351100.00%245,058

2,613

241,861

1,340

322,826132.74%

89,48156,503––89,40956,503––86,186
11,30096.39%
20.00%

–

–

–

–

–

–

–

–

–

–

–

–

1,526

–

1,526

–

1,526

100.00%35,591,193

15,636,110

35,455,022

5,096,085

22,683,715

55.93%

CR5: Standardized approach – exposures by asset classes and risk weights
Millions of yen
a

Item
No.

3

4
5
6

7
8
9
10

11

12
13
14
15
16

17

18
19
20

21
22

b

e

f

Credit risk exposure amounts (post-CCF and post-CRM)
Risk weight
Asset class1
2

September 30, 2022
c
d

Cash
Government of Japan andBank of Japan
Central governments andcentral banks of foreigncountries
Bank for International
Settlements, etc.
Local authorities in Japan
Non-central government, etc.
public sector entities inforeign countries
Multilateral development
banks
Local authority financial
institutions
Government agencies inJapan
Local authority landdevelopment corporations,public housing corporations,and regional public roadcorporations
Financial institutions and typeI financial instruments
business operators
Corporates, etc.
SMEs, etc. and individuals
Residential loan secured byproperty
Business loan for acquisitionof real estate, etc.
Past due for three months or
more, etc. (excluding
residential loans secured byproperty)
Past due for three months ormore relating to residential
loans secured by property
Uncollected notes
Guaranteed by credit
guarantee corporations, etc.
Guaranteed by Regional
Economy Vitalization
Corporation of Japan, etc.
Investments, etc. (excluding
material investments)
Total

25 Basel III Disclosure

Interim Fiscal 2022

0%

10%

20%

35%

50%

75%

210,827

–

–

–

–

–

5,492,355

–

–

–

–

–

5,422,822–

1,296,712–

358,117

–

–
3,828

–
–

–
8

–
–

–
–

–
–

–

–

2,447,583–––

163,981

–

25

–

–

–

–

–

–

–

–

–

–

150

–

–

–

–

–

–

–

–

–

–

–
–
–

–
–
–

1,934,409
–
–

–
–
–

966,471––––
5,751,010–––

4,287,398

–

–

–

–

–

–

–

–

–

–

–

–

40,474

–

–
–

–
–

–
84,342

–
–

7,313
–

–
–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

11,293,815

150

5,763,081

4,287,398

1,372,377

5,751,010

CR5: Standardized approach – exposures by asset classes and risk weights
Millions of yen
a

Item
No.

3

4
5
6

7
8
9
10

11

12
13
14
15
16

17

18
19
20

21
22

b

e

f

Credit risk exposure amounts (post-CCF and post-CRM)
Risk weight
Asset class1
2

September 30, 2021
c
d

Cash
Government of Japan andBank of Japan
Central governments andcentral banks of foreigncountries
Bank for International
Settlements, etc.
Local authorities in Japan
Non-central government, etc.
public sector entities inforeign countries
Multilateral development
banks
Local authority financial
institutions
Government agencies inJapan
Local authority landdevelopment corporations,public housing corporations,and regional public roadcorporations
Financial institutions and typeI financial instruments
business operators
Corporates, etc.
SMEs, etc. and individuals
Residential loan secured byproperty
Business loan for acquisitionof real estate, etc.
Past due for three months or
more, etc. (excluding
residential loans secured byproperty)
Past due for three months ormore relating to residential
loans secured by property
Uncollected notes
Guaranteed by credit
guarantee corporations, etc.
Guaranteed by Regional
Economy Vitalization
Corporation of Japan, etc.
Investments, etc. (excluding
material investments)
Total

26 Basel III Disclosure

Interim Fiscal 2022

0%

10%

20%

35%

50%

75%

214,697

–

–

–

–

–

5,358,120

–

–

–

–

–

4,697,552–

1,157,462–

371,604

–

–
164

–
–

–
6

–
–

–
–

–
–

–

–

1,974,150–––

142,701

–

2

–

–

–

–

–

–

–

–

–

–

236

–

–

–

–

–

–

–

–

–

–

–
–
–

–
–
–

1,397,672
–
–

–
–
–

834,829––––
5,147,408–––

3,033,285

–

–

–

–

–

–

–

–

–

–

–

–

33,326

–

–
–

–
–

–
56,503

–
–

6,447
–

–
–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

10,413,236

236

4,585,798

3,033,285

1,246,208

5,147,408

Millions of yen
g

Item
No.

3

4
5
6

7
8
9
10

11

12
13
14
15
16

17

18
19
20

21
22

h

j

k

Credit risk exposure amounts (post-CCF and post-CRM)
Risk weight
Asset class1
2

September 30, 2022i

Cash
Government of Japan andBank of Japan
Central governments andcentral banks of foreigncountries
Bank for International
Settlements, etc.
Local authorities in Japan
Non-central government, etc.
public sector entities inforeign countries
Multilateral development
banks
Local authority financial
institutions
Government agencies inJapan
Local authority landdevelopment corporations,public housing corporations,and regional public roadcorporations
Financial institutions and typeI financial instruments
business operators
Corporates, etc.
SMEs, etc. and individuals
Residential loan secured byproperty
Business loan for acquisitionof real estate, etc.
Past due for three months or
more, etc. (excluding
residential loans secured byproperty)
Past due for three months ormore relating to residential
loans secured by property
Uncollected notes
Guaranteed by credit
guarantee corporations, etc.
Guaranteed by Regional
Economy Vitalization
Corporation of Japan, etc.
Investments, etc. (excluding
material investments)
Total

27 Basel III Disclosure

Interim Fiscal 2022

100%

150%

250%

1250%

Total

–

–

–

–

210,827

–

–

–

–

5,492,355

223,012

143,774––7,444,439

–
–

–
–

–
–

–
–

–
3,836

–

–

–

–

2,447,583

244

–

–

–

164,251

–

–

–

–

–

–

–

–

–

150

–

–

–

–

–

185,113
18,534,254
918

20
–
–

–
–
–

–
–
–

3,086,015
18,534,254
5,751,928

–

–

–

–

4,287,398

10,410–––10,41016,538292,727––

349,741

6,643
–

–
–

–
–

–
–

13,957
84,342

–

–

–

–

–

–

–

–

–

–

1,753

–

–

–

1,753

18,978,889

436,523––47,883,247

Millions of yen
g

Item
No.

3

4
5
6

7
8
9
10

11

12
13
14
15
16

17

18
19
20

21
22

h

j

k

Credit risk exposure amounts (post-CCF and post-CRM)
Risk weight
Asset class1
2

September 30, 2021
i

Cash
Government of Japan andBank of Japan
Central governments andcentral banks of foreigncountries
Bank for International
Settlements, etc.
Local authorities in Japan
Non-central government, etc.
public sector entities inforeign countries
Multilateral development
banks
Local authority financial
institutions
Government agencies inJapan
Local authority landdevelopment corporations,public housing corporations,and regional public roadcorporations
Financial institutions and typeI financial instruments
business operators
Corporates, etc.
SMEs, etc. and individuals
Residential loan secured byproperty
Business loan for acquisitionof real estate, etc.
Past due for three months or
more, etc. (excluding
residential loans secured byproperty)
Past due for three months ormore relating to residential
loans secured by property
Uncollected notes
Guaranteed by credit
guarantee corporations, etc.
Guaranteed by Regional
Economy Vitalization
Corporation of Japan, etc.
Investments, etc. (excluding
material investments)
Total

28 Basel III Disclosure

Interim Fiscal 2022

100%

150%

250%

1250%

Total

–

–

–

–

214,697

–

–

–

–

5,358,120

175,496–––

6,402,115

–
–

–
–

–
–

–
–

–
171

–

–

–

–

1,974,150

300

–

–

–

143,004

–

–

–

–

–

–

–

–

–

236

–

–

–

–

–

246,330
15,395,947
851

–
–
–

–
–
–

–
–
–

2,478,832
15,395,947
5,148,259

292

–

–

–

3,033,578

11,351–––

11,351

17,299192,575––

243,201

82,962
–

–
–

–
–

–
–

89,40956,503

–

–

–

–

–

–

–

–

–

–

1,526

–

–

–

1,526

15,932,358

192,575––

40,551,107

CR6: IRB – Credit risk exposures by portfolio and PD rangeaItem No.
PD scaleOn-balance
sheet gross
exposureb
Off-balance
sheet
exposures

Interim Fiscal 2022

Average CCF

before CCF andCRM

Sovereign exposures
1 0.00 to <0.15
150,929,754
1,615,365
2 0.15 to <0.25
40,723–
3 0.25 to <0.50
7,718
1,772
4 0.50 to <0.75
3,891
17,082
5 0.75 to <2.50
42,657623
6 2.50 to <10.00
7,815
1,883
7 10.00 to <100.00
36,2982,952
8 100.00 (Default)––
9 Sub-total
151,068,858
1,639,679
Bank exposures
1 0.00 to <0.15
6,249,585
1,119,759
2 0.15 to <0.25
193,532
5,462
3 0.25 to <0.50
199,655
25,828
4 0.50 to <0.75
53,872
17,171
5 0.75 to <2.50
111,097
14,4116 2.50 to <10.00
5,851–
7 10.00 to <100.00
5,136
344,176
8 100.00 (Default)––
9 Sub-total
6,818,732
1,526,809
Corporate exposures (excluding SME exposures and specialized lending)
1 0.00 to <0.15
48,923,554
42,293,166
2 0.15 to <0.25
6,032,352
5,159,359
3 0.25 to <0.50
3,133,198
2,682,719
4 0.50 to <0.75
1,745,827
928,294
5 0.75 to <2.50
2,882,171
1,349,709
6 2.50 to <10.00
570,066
101,414
7 10.00 to <100.00
855,657
158,606
8 100.00 (Default)
483,036
75,9309 Sub-total
64,625,865
52,749,201
SME exposures
1 0.00 to <0.15
321,935
67,422
2 0.15 to <0.25
813,71257,225
3 0.25 to <0.50
834,264
41,332
4 0.50 to <0.75
485,055
23,0795 0.75 to <2.50
780,176
44,546
6 2.50 to <10.00
233,015
12,3697 10.00 to <100.00
130,897
6,548
8 100.00 (Default)
188,9563,607
9 Sub-total
3,788,013
256,132
Specialized lending exposures
1 0.00 to <0.15
3,509,957
1,335,137
2 0.15 to <0.25
805,543774,954
3 0.25 to <0.50
745,660
354,933
4 0.50 to <0.75
544,060
173,811
5 0.75 to <2.50
669,800
167,907
6 2.50 to <10.00
155,365
77,6027 10.00 to <100.00
75,04723,3678 100.00 (Default)
259,629
13,5619 Sub-total
6,765,064
2,921,276

29 Basel III Disclosure

Millions of yen, %, Thousands of cases, Year
September 30, 2022cdef
EAD post-CCF
and post-CRM

Average PD

Number ofobligors

44.77%–
53.46%
53.46%
75.78%
53.46%
100.00%–44.99%

151,675,555
40,723
8,665
13,02340,0598,822
36,564–
151,823,416

0.00%
0.16%
0.29%
0.52%
1.33%
5.53%
11.86%
–
0.00%

0.3
0.0
0.0
0.0
0.0
0.0
0.0
–
0.3

47.61%
15.45%
39.87%
66.57%
23.80%–
0.23%–
36.67%

6,786,785
194,376
209,954
65,304
114,528
5,851
5,401
–
7,382,202

0.05%
0.16%
0.29%
0.52%
0.89%
5.53%
11.86%
–
0.09%

0.3
0.0
0.0
0.0
0.0
0.0
0.0
–
0.3

45.70%
36.14%
23.21%
54.20%
52.38%
47.06%
44.47%
63.20%
43.96%

68,179,423
7,879,262
3,752,835
2,246,004
3,577,871
617,801
928,209
674,970
87,856,378

0.06%
0.16%
0.29%
0.52%
1.48%
5.52%
11.02%
100.00%
1.08%

0.5
0.0
0.0
0.0
0.0
0.0
0.0
–
0.6

59.31%
44.61%
38.75%
43.02%
47.63%
41.43%
61.78%
57.58%
48.38%

361,930
839,242
850,283
494,984
801,397
238,141
135,120
235,516
3,956,616

0.07%
0.16%
0.29%
0.52%
1.49%
5.53%
11.86%
100.00%
7.16%

0.9
3.4
3.3
1.9
3.0
1.2
0.5
3.5
17.8

59.47%
60.90%
57.04%
55.25%
64.82%
72.35%
58.91%
63.23%
59.97%

4,304,043
1,277,526
948,131640,094
778,643
211,51088,959271,873
8,520,783

0.06%
0.16%
0.29%
0.52%
1.45%
5.53%
11.86%
100.00%
3.71%

0.7
0.1
0.1
0.1
0.1
0.0
0.0
0.0
1.4

Item No.
PD scaleghAverage
LGD

Averageresidualmaturity

Sovereign exposures
36.33%
1.7
1 0.00 to <0.15
35.15%
1.7
2 0.15 to <0.25
26.06%
2.8
3 0.25 to <0.50
19.89%
2.6
4 0.50 to <0.75
18.77%
2.0
5 0.75 to <2.50
44.22%
1.0
6 2.50 to <10.00
28.62%
2.0
7 10.00 to <100.00
8 100.00 (Default)––
9 Sub-total
36.33%
1.7
Bank exposures
36.92%
1.8
1 0.00 to <0.15
34.72%
0.3
2 0.15 to <0.25
43.47%
0.8
3 0.25 to <0.50
32.67%
1.2
4 0.50 to <0.75
25.85%
0.7
5 0.75 to <2.50
24.82%
1.1
6 2.50 to <10.00
38.86%
1.0
7 10.00 to <100.00
8 100.00 (Default)––
9 Sub-total
36.83%
1.7
Corporate exposures (excluding SME exposures and specialized lending)36.25%
2.4
1 0.00 to <0.15
30.82%
2.5
2 0.15 to <0.25
29.01%
2.6
3 0.25 to <0.50
28.21%
2.7
4 0.50 to <0.75
30.06%
2.2
5 0.75 to <2.50
26.45%
2.0
6 2.50 to <10.00
28.06%
3.5
7 10.00 to <100.00
39.53%
8 100.00 (Default)–
9 Sub-total
34.87%
2.4
SME exposures
28.32%
2.9
1 0.00 to <0.15
20.53%
2.7
2 0.15 to <0.25
19.31%
2.7
3 0.25 to <0.50
19.24%
2.7
4 0.50 to <0.75
20.41%
2.5
5 0.75 to <2.50
17.82%
2.3
6 2.50 to <10.00
15.50%
2.1
7 10.00 to <100.00
33.91%
8 100.00 (Default)–
9 Sub-total
21.26%
2.6
Specialized lending exposures
22.26%
3.7
1 0.00 to <0.15
24.18%
3.7
2 0.15 to <0.25
22.85%
3.6
3 0.25 to <0.50
19.18%
4.2
4 0.50 to <0.75
22.16%
3.3
5 0.75 to <2.50
23.36%
3.5
6 2.50 to <10.00
19.00%
4.3
7 10.00 to <100.00
18.80%
8 100.00 (Default)–
9 Sub-total
22.26%
3.7

30 Basel III Disclosure

Interim Fiscal 2022

Millions of yen, %, Thousands of cases, Year
September 30, 2022
i
j
k
l
RWA

RWA density

EL

Eligible
provisions

874,451
10,4453,467
5,278
15,798
11,90544,587–965,9350.57%
25.65%
40.01%
40.52%
39.43%
134.95%121.94%
–
0.63%

1,405
22
6
13
91
215
1,241
–
2,997

／
／
／
／
／
／
／
／
4,232

1,162,212
36,29175,46629,651
48,814
5,072
9,606
–
1,367,115

17.12%
18.67%
35.94%
45.40%
42.62%
86.68%
177.85%–18.51%

1,423
107
264
110
265
80
248
–
2,501

／
／
／
／
／
／
／
／
3,830

12,442,098
2,201,035
1,309,251
1,028,353
2,392,220
560,584
1,306,850
264,460
21,504,854

18.24%
27.93%
34.88%
45.78%
66.86%
90.73%
140.79%39.18%
24.47%

15,270
3,886
3,157
3,295
15,842
9,036
30,899245,693
327,082

／
／
／
／
／
／
／
／
490,136

57,653
132,471
168,298
130,615
321,090
126,077
81,747
106,976
1,124,931

15.92%
15.78%
19.79%
26.38%
40.06%
52.94%
60.49%
45.42%
28.43%

78
275
476
495
2,458
2,347
2,485
71,56480,181

／
／
／
／
／
／
／
／
120,535

697,669
403,422
324,194259,790436,008
184,784
85,619107,1072,498,596

16.20%
31.57%
34.19%
40.58%
55.99%
87.36%
96.24%
39.39%
29.32%

673
494
628
638
2,540
2,733
2,004
42,79452,507

／
／
／
／
／
／
／
／
97,616

a
Item No.
PD scaleOn-balance
sheet gross
exposureb
Off-balance
sheet
exposures

Interim Fiscal 2022

Average CCF

before CCF and
CRM

Equity exposures (PD/LGD Approach)1 0.00 to <0.15
4,680,054–
2 0.15 to <0.25
186,942–3 0.25 to <0.50
78,658–
4 0.50 to <0.75
139,157–
5 0.75 to <2.50
179,062–
6 2.50 to <10.00
74,694–7 10.00 to <100.00
5,499–
8 100.00 (Default)
13,451–9 Sub-total
5,357,519–
Qualifying revolving retail exposures
1 0.00 to <0.15–
2,277,704
2 0.15 to <0.25––
3 0.25 to <0.50
614,712701,249
4 0.50 to <0.75
210,895
1,743,352
5 0.75 to <2.50
359,854378,761
6 2.50 to <10.00
193,174
162,832
7 10.00 to <100.00
27,5937,325
8 100.00 (Default)
75,7771,405
9 Sub-total
1,482,008
5,272,630
Residential mortgage exposures
1 0.00 to <0.15
268,324
3,142
2 0.15 to <0.25
1,746,466
17,3583 0.25 to <0.50
8,436,613
76
4 0.50 to <0.75
1,225,738
1,761
5 0.75 to <2.50
467,118
1,195
6 2.50 to <10.00
7,204
486
7 10.00 to <100.00
130,706587
8 100.00 (Default)
70,603175
9 Sub-total
12,352,775
24,782Other retail exposures
1 0.00 to <0.15–
2,605,115
2 0.15 to <0.25434471
3 0.25 to <0.50
473,701
49,778
4 0.50 to <0.75
84,902
224,779
5 0.75 to <2.50
203,301
178,107
6 2.50 to <10.00
328,842361,258
7 10.00 to <100.00
1,436
183
8 100.00 (Default)
83,921
2,045
9 Sub-total
1,176,540
3,421,740
Purchased receivables (corporate and others) corresponding to default risk
1 0.00 to <0.15
4,193,060
16,517
2 0.15 to <0.25
558,880
6,114
3 0.25 to <0.50
119,104–
4 0.50 to <0.75
48,180–5 0.75 to <2.50
72,245
7,972
6 2.50 to <10.00
46,568–
7 10.00 to <100.00
2,451–
8 100.00 (Default)
710–
9 Sub-total
5,041,201
30,60431 Basel III Disclosure

Millions of yen, %, Thousands of cases, Year
September 30, 2022cdef
EAD post-CCF
and post-CRM

Average PD

Number ofobligors

–
–
–
–
–
–
–
–
–

4,680,054
186,942
78,658139,157
179,062
74,694
5,499
13,451
5,357,519

0.05%
0.16%
0.29%
0.52%
1.35%
5.53%
11.86%
100.00%
0.45%

1.6
0.5
0.2
0.1
0.2
0.1
0.1
0.0
3.0

56.96%–
100.00%85.13%
40.57%
53.72%
31.44%
7.41%
70.67%

1,297,519–
1,315,961
1,695,073
513,541
280,658
29,89776,052
5,208,704

0.05%
–
0.36%
0.63%
1.55%
3.88%
35.65%
100.00%2.33%

10,040.3–
10,061.7
10,766.1
661.7
717.4
73.2
201.6
32,522.4

100.00%100.00%100.00%100.00%100.00%100.00%100.00%100.00%100.00%271,466
1,763,824
8,436,689
1,227,499
468,313
7,691
131,294
75,787
12,382,566

0.11%
0.19%
0.34%
0.65%
1.58%
6.76%
18.63%
100.00%
1.20%

32.4
158.7
412.3
168.9
50.5
1.0
9.0
6.1
839.2

16.96%
100.00%76.81%
99.06%
72.60%
0.39%
51.13%
8.37%
24.38%

442,022906
511,942
307,588332,609330,2811,530
86,3602,013,239

0.03%
0.18%
0.47%
0.58%
1.36%
5.34%
22.25%
100.00%5.62%

2,399.4
4.8
147.6
268.0
1,179.7
28.8
1.0
159.0
4,188.6

54.79%
53.46%––
53.46%–––
54.18%

4,202,112
562,149
119,104
48,18076,507
46,5682,458
710
5,057,790

0.05%
0.16%
0.29%
0.52%
1.59%
5.53%
11.86%
100.00%
0.17%

1.7
0.3
0.1
0.0
0.0
0.0
0.0
0.0
2.3

Item No.
PD scaleghAverage
LGD

Averageresidualmaturity

Equity exposures (PD/LGD Approach)
90.00%
1 0.00 to <0.15
5.0
90.00%
2 0.15 to <0.25
5.0
90.00%
3 0.25 to <0.50
5.0
90.00%
4 0.50 to <0.75
5.0
90.00%
5 0.75 to <2.50
5.0
90.00%
6 2.50 to <10.00
5.0
90.00%
7 10.00 to <100.00
5.0
90.00%
8 100.00 (Default)–
90.00%
9 Sub-total
5.0
Qualifying revolving retail exposures
1 0.00 to <0.15
76.48%–
2 0.15 to <0.25––
80.16%
3 0.25 to <0.50–
90.60%
4 0.50 to <0.75–
78.55%
5 0.75 to <2.50–
78.95%
6 2.50 to <10.00–
80.84%
7 10.00 to <100.00–
82.35%
8 100.00 (Default)–
9 Sub-total
82.45%–
Residential mortgage exposures
40.52%
1 0.00 to <0.15–
30.82%
2 0.15 to <0.25–
29.04%
3 0.25 to <0.50–
29.83%
4 0.50 to <0.75–
31.82%
5 0.75 to <2.50–
29.06%
6 2.50 to <10.00–
29.88%
7 10.00 to <100.00–
26.41%
8 100.00 (Default)–
9 Sub-total
29.72%–
Other retail exposures
0.07%
1 0.00 to <0.15–
105.61%
2 0.15 to <0.25–
19.73%
3 0.25 to <0.50–
81.86%
4 0.50 to <0.75–
32.73%
5 0.75 to <2.50–
14.66%
6 2.50 to <10.00–
53.66%
7 10.00 to <100.00–
55.20%
8 100.00 (Default)–
9 Sub-total
27.81%–
Purchased receivables (corporate and others) corresponding to default risk
33.80%
1.1
1 0.00 to <0.15
31.06%
1.4
2 0.15 to <0.25
33.07%
1.2
3 0.25 to <0.50
32.65%
0.9
4 0.50 to <0.75
32.10%
1.7
5 0.75 to <2.50
27.03%
1.0
6 2.50 to <10.00
31.38%
1.0
7 10.00 to <100.00
25.38%
8 100.00 (Default)–
9 Sub-total
33.38%
1.2

32 Basel III Disclosure

Interim Fiscal 2022

Millions of yen, %, Thousands of cases, Year
September 30, 2022
i
j
k
l
EL

Eligible
provisions

RWA

RWA density

4,996,168
249,741
149,545
289,424
501,387322,738
33,048151,328
6,693,381

106.75%133.59%190.12%207.98%280.00%432.07%600.90%1,125.00%
124.93%

2,404
269
205
651
2,187
3,717
587
12,10622,129

／
／
／
／
／
／
／
／
／

36,517–
181,741
412,438
215,675
226,624
70,381
4,956
1,148,335

2.81%–
13.81%
24.33%
41.99%
80.74%
235.41%
6.51%
22.04%

567
–
3,818
9,716
6,290
8,617
8,777
63,691
101,481

／
／
／
／
／
／
／
／
42,907

24,355
218,069
1,462,876
344,365
248,3538,538
188,253
21,2722,516,086

8.97%
12.36%
17.33%
28.05%
53.03%
111.02%143.38%28.06%
20.31%

103
1,089
8,481
2,397
2,334
151
7,516
18,31440,388

／
／
／
／
／
／
／
／
12,26478
369
72,461
197,846
125,504
90,961
1,822
8,958
498,0030.01%
40.75%
14.15%
64.32%
37.73%
27.54%
119.07%
10.37%
24.73%

0
1
447
1,481
1,645
2,471
190
46,95953,197

／
／
／
／
／
／
／
／
18,319434,808
128,094
35,34918,05853,92338,3833,229–
711,846

10.34%
22.78%
29.67%
37.48%
70.48%
82.42%
131.36%–14.07%

835
279
114
81
388
696
91
180
2,667

／
／
／
／
／
／
／
／
4,018

a
Item No.
PD scaleOn-balance
sheet gross
exposureb
Off-balance
sheet
exposures

Interim Fiscal 2022

Average CCF

before CCF and
CRM

Purchased receivables (corporate and others) corresponding to dilution risk
1 0.00 to <0.15
1,523,003
6,415
2 0.15 to <0.25
160,297–
3 0.25 to <0.50
30,258–
4 0.50 to <0.75
15,605–
5 0.75 to <2.50
21,686–
6 2.50 to <10.00
3,466–
7 10.00 to <100.00
11,945–8 100.00 (Default)––
9 Sub-total
1,766,264
6,415
Purchased receivables (retail) corresponding to default risk
1 0.00 to <0.15
15,559–2 0.15 to <0.25
707,652–
3 0.25 to <0.50––
4 0.50 to <0.75
5,560–
5 0.75 to <2.50
54,037–
6 2.50 to <10.00––
7 10.00 to <100.00
0–
8 100.00 (Default)
3,331–
9 Sub-total
786,142–
Purchased receivables (retail) corresponding to dilution risk
1 0.00 to <0.15
7,081–
2 0.15 to <0.25––
3 0.25 to <0.50––
4 0.50 to <0.75––
5 0.75 to <2.50––
6 2.50 to <10.00––
7 10.00 to <100.00
3,600–
8 100.00 (Default)
0–
9 Sub-total
10,683–
Exposures relating to lease fees in lease transactions
1 0.00 to <0.15––
2 0.15 to <0.25––
3 0.25 to <0.50––
4 0.50 to <0.75––
5 0.75 to <2.50––
6 2.50 to <10.00––
7 10.00 to <100.00
4–8 100.00 (Default)
16–
9 Sub-total
21–
Total (all portfolios)
261,039,690
67,849,273

33 Basel III Disclosure

Millions of yen, %, Thousands of cases, Year
September 30, 2022cdef
EAD post-CCF
and post-CRM

Average PD

Number ofobligors

53.46%
–
–
–
–
–
–
–
53.46%

1,526,432
160,297
30,25815,605
21,686
3,466
11,982–
1,769,730

0.06%
0.16%
0.29%
0.52%
1.40%
5.53%
11.86%
–
0.18%

0.1
0.0
0.0
0.0
0.0
0.0
0.0
–
0.1

–
–
–
–
–
–
–
–
–

15,559707,652–
5,560
54,037–
0
3,581
786,392

0.03%
0.23%
–
0.56%
2.08%
–
23.83%
100.00%
0.81%

2.3
28.4
–
0.5
6.7
–
0.0
0.4
38.6

–
–
–
–
–
–
–
–
–

7,081
–
–
–
–
–
3,600
0
10,683

0.06%
–
–
–
–
–
11.86%
100.00%
4.04%

0.0
–
–
–
–
–
0.0
0.0
0.0

–
–
–
–
–
–
–
–
–
45.64%

–
–
–
–
–
–
4
16
21
292,126,046

–
–
–
–
–
–
23.99%
100.00%83.72%
0.68%

–
–
–
–
–
–
0.0
0.0
0.0
37,643.3

g
Item No.

h

Averageresidualmaturity
Purchased receivables (corporate and others) corresponding to dilution risk
37.84%
1 0.00 to <0.15
1.0
36.15%
2 0.15 to <0.25
1.0
36.54%
3 0.25 to <0.50
1.0
36.11%
4 0.50 to <0.75
1.0
36.11%
5 0.75 to <2.50
1.0
36.11%
6 2.50 to <10.00
1.0
36.11%
7 10.00 to <100.00
1.0
8 100.00 (Default)––
9 Sub-total
37.62%
1.0
Purchased receivables (retail) corresponding to default risk
28.80%
1 0.00 to <0.15–
28.80%
2 0.15 to <0.25–
3 0.25 to <0.50––
28.80%
4 0.50 to <0.75–
29.66%
5 0.75 to <2.50–
6 2.50 to <10.00––
92.55%
7 10.00 to <100.00–
26.64%
8 100.00 (Default)–
9 Sub-total
28.84%–
Purchased receivables (retail) corresponding to dilution risk
1 0.00 to <0.15
100.00%–2 0.15 to <0.25––
3 0.25 to <0.50––
4 0.50 to <0.75––
5 0.75 to <2.50––
6 2.50 to <10.00––
100.00%7 10.00 to <100.00–
125.84%8 100.00 (Default)–
9 Sub-total
100.00%–
Exposures relating to lease fees in lease transactions
1 0.00 to <0.15––
2 0.15 to <0.25––
3 0.25 to <0.50––
4 0.50 to <0.75––
5 0.75 to <2.50––
6 2.50 to <10.00––
104.94%7 10.00 to <100.00–
104.94%8 100.00 (Default)–
9 Sub-total
104.94%–
Total (all portfolios)36.69%
1.9
PD scale

34 Basel III Disclosure

Interim Fiscal 2022

Average
LGD

Millions of yen, %, Thousands of cases, Year
September 30, 2022
i
j
k
l
RWA

RWA density

Eligible
provisions

EL

179,240
33,302
9,340
6,671
14,374
3,817
18,094–
264,841

11.74%
20.77%
30.86%
42.75%
66.28%
110.12%151.00%–14.96%

362
92
32
29
110
69
513
–
1,209

／
／
／
／
／
／
／
／
–

408
91,110–1,348
31,939–1862
125,671

2.62%
12.87%–
24.25%
59.10%–
220.62%24.08%
15.98%

1
468
–
8
334
–
0
885
1,699

／
／
／
／
／
／
／
／
545

2,770
–
–
–
–
–
15,0590
17,83039.11%–––––
418.25%100.00%166.90%

4
–
–
–
–
–
427
–
431

／
／
／
／
／
／
／
／
–

–
–
–
–
–
–
11
15
27
39,437,456

–
–
–
–
–
–
250.74%92.66%
126.51%13.50%

–
–
–
–
–
–
1
16
17
688,492

／
／
／
／
／
／
／
／
–
794,406

CR6: IRB – Credit risk exposures by portfolio and PD rangeaItem No.
PD scaleOn-balance
sheet gross
exposureb
Off-balance
sheet
exposures

Interim Fiscal 2022

Average CCF

before CCF andCRM

Sovereign exposures
1 0.00 to <0.15
153,200,402
1,398,602
2 0.15 to <0.25
23,023–
3 0.25 to <0.50
58,82914,948
4 0.50 to <0.75
2,972
22,824
5 0.75 to <2.50
43,746851
6 2.50 to <10.00
1,414
1,474
7 10.00 to <100.00
26,1943,200
8 100.00 (Default)––
9 Sub-total
153,356,583
1,441,901
Bank exposures
1 0.00 to <0.15
5,559,904
822,404
2 0.15 to <0.25
242,426
27,557
3 0.25 to <0.50
107,864
24,926
4 0.50 to <0.75
36,81015,957
5 0.75 to <2.50
89,70017,8116 2.50 to <10.00
9,462–
7 10.00 to <100.00
2,324
419,787
8 100.00 (Default)
721–
9 Sub-total
6,049,215
1,328,444
Corporate exposures (excluding SME exposures and specialized lending)
1 0.00 to <0.15
40,727,314
35,922,485
2 0.15 to <0.25
6,063,681
5,334,184
3 0.25 to <0.50
3,508,847
1,053,764
4 0.50 to <0.75
1,728,321
834,362
5 0.75 to <2.50
3,123,433
1,143,020
6 2.50 to <10.00
593,371
101,924
7 10.00 to <100.00
644,484
611,889
8 100.00 (Default)
532,528
85,7879 Sub-total
56,921,983
45,087,419
SME exposures
1 0.00 to <0.15
212,969
70,3702 0.15 to <0.25
829,469
58,625
3 0.25 to <0.50
726,052
38,688
4 0.50 to <0.75
564,971
22,806
5 0.75 to <2.50
941,934
68,3796 2.50 to <10.00
268,0659,856
7 10.00 to <100.00
143,5185,839
8 100.00 (Default)
209,0042,570
9 Sub-total
3,895,985
277,136
Specialized lending exposures
1 0.00 to <0.15
2,828,985
936,924
2 0.15 to <0.25
808,975
543,611
3 0.25 to <0.50
644,908435,656
4 0.50 to <0.75
486,781
217,050
5 0.75 to <2.50
574,636
156,601
6 2.50 to <10.00
151,364
29,0927 10.00 to <100.00
97,1403,877
8 100.00 (Default)
206,115
10,9899 Sub-total
5,798,907
2,333,802

35 Basel III Disclosure

Millions of yen, %, Thousands of cases, Year
September 30, 2021cdef
EAD post-CCF
and post-CRM

Average PD

Number ofobligors

47.28%–
53.49%
53.49%
53.48%
53.49%
100.00%–47.57%

153,877,318
23,02364,03915,181
41,081
2,203
28,740–154,051,588

0.00%
0.17%
0.31%
0.55%
1.70%
5.55%
10.78%
–
0.00%

0.3
0.0
0.0
0.0
0.0
0.0
0.0
–
0.3

46.02%
51.02%
45.73%
35.14%
30.63%–
0.42%–
31.37%

5,940,440
256,487
119,263
42,41895,156
9,462
2,598
3,916
6,469,742

0.05%
0.17%
0.31%
0.55%
0.94%
5.55%
10.78%
100.00%
0.15%

0.4
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.6

43.42%
21.76%
51.51%
54.51%
52.58%
54.49%
48.69%
62.86%
41.61%

56,267,643
7,210,317
4,051,056
2,179,516
3,721,776
648,915
943,844734,73175,757,802

0.06%
0.17%
0.31%
0.55%
1.53%
5.55%
10.78%
100.00%
1.32%

12.4
5.5
4.1
1.8
2.8
0.7
0.4
0.9
29.1

59.92%
39.48%
40.44%
46.03%
47.37%
48.29%
50.84%
45.24%
47.90%

255,141
852,616
741,700
575,470
974,328
272,825
146,711
268,858
4,087,652

0.07%
0.17%
0.31%
0.55%
1.55%
5.55%
10.78%
100.00%
7.87%

0.7
2.9
3.1
2.0
3.8
1.4
0.5
3.8
18.7

58.44%
59.23%
59.24%
55.14%
59.89%
56.80%
55.88%
71.69%
58.60%

3,376,537
1,130,957
903,026
606,481
668,427
167,890
99,536226,397
7,179,254

0.06%
0.17%
0.31%
0.55%
1.42%
5.55%
10.78%
100.00%
3.71%

0.6
0.2
0.1
0.1
0.1
0.0
0.0
0.0
1.4

Item No.
PD scaleghAverage
LGD

Averageresidualmaturity

Sovereign exposures
1 0.00 to <0.15
36.21%
1.6
2 0.15 to <0.25
25.96%
1.7
3 0.25 to <0.50
42.07%
1.6
4 0.50 to <0.75
8.84%
2.0
5 0.75 to <2.50
19.04%
2.5
6 2.50 to <10.00
20.94%
1.1
7 10.00 to <100.00
27.47%
1.4
8 100.00 (Default)––
9 Sub-total
36.21%
1.6
Bank exposures
1 0.00 to <0.15
36.79%
1.9
2 0.15 to <0.25
34.86%
0.4
3 0.25 to <0.50
42.48%
0.7
4 0.50 to <0.75
32.74%
0.9
5 0.75 to <2.50
28.34%
1.1
6 2.50 to <10.00
7.99%
1.4
7 10.00 to <100.00
36.05%
1.0
8 100.00 (Default)
76.91%–
9 Sub-total
36.65%
1.8
Corporate exposures (excluding SME exposures and specialized lending)
1 0.00 to <0.15
35.97%
2.4
2 0.15 to <0.25
30.41%
2.5
3 0.25 to <0.50
28.69%
2.4
4 0.50 to <0.75
27.21%
2.6
5 0.75 to <2.50
28.39%
2.3
6 2.50 to <10.00
25.55%
2.0
7 10.00 to <100.00
29.06%
2.7
8 100.00 (Default)
35.79%–
9 Sub-total
34.25%
2.4
SME exposures
1 0.00 to <0.15
26.60%
2.7
2 0.15 to <0.25
20.92%
2.8
3 0.25 to <0.50
19.59%
2.7
4 0.50 to <0.75
17.84%
2.9
5 0.75 to <2.50
20.56%
2.4
6 2.50 to <10.00
17.70%
2.3
7 10.00 to <100.00
15.41%
2.1
8 100.00 (Default)
36.60%–
9 Sub-total
21.13%
2.6
Specialized lending exposures
1 0.00 to <0.15
22.36%
3.6
2 0.15 to <0.25
22.57%
3.8
3 0.25 to <0.50
23.69%
3.9
4 0.50 to <0.75
23.98%
3.7
5 0.75 to <2.50
24.51%
3.4
6 2.50 to <10.00
23.46%
4.1
7 10.00 to <100.00
23.18%
3.1
8 100.00 (Default)
21.96%–
9 Sub-total
22.92%
3.7

36 Basel III Disclosure

Interim Fiscal 2022

Millions of yen, %, Thousands of cases, Year
September 30, 2021
i
j
k
l
RWA

RWA density

EL

Eligible
provisions

877,798
4,775
26,911
3,470
17,5481,416
32,061–
963,982

0.57%
20.74%
42.02%
22.86%
42.71%
64.29%
111.55%
–
0.62%

1,285
10
83
7
134
25
851
–
2,397

／
／
／
／
／
／
／
／
2,055

1,035,472
50,151
42,67818,842
46,228
2,397
4,299
1,341
1,201,411

17.43%
19.55%
35.78%
44.42%
48.58%
25.34%
165.42%34.25%
18.56%

1,245
152
157
76
256
41
100
2,904
4,935

／
／
／
／
／
／
／
／
4,941

10,289,067
2,037,061
1,375,983
976,198
2,412,880
561,240
1,258,764
286,113
19,197,308

18.28%
28.25%
33.96%
44.78%
64.83%
86.48%
133.36%38.94%
25.34%

12,573
3,728
3,604
3,262
16,0889,205
29,571
240,176
318,210

／
／
／
／
／
／
／
／
406,820

35,706145,312
157,756
146,422399,653
143,346
85,601
124,984
1,238,783

13.99%
17.04%
21.26%
25.44%
41.01%
52.54%
58.34%
46.48%
30.30%

50
303
450
564
3,163
2,681
2,438
88,65098,303

／
／
／
／
／
／
／
／
126,964

532,070
331,635
375,939
299,937
430,252
153,805
103,243
100,985
2,327,870

15.75%
29.32%
41.63%
49.45%
64.36%
91.61%
103.72%44.60%
32.42%

527
433
663
800
2,247
2,186
2,487
41,772
51,118

／
／
／
／
／
／
／
／
70,530a
Item No.
PD scaleOn-balance
sheet gross
exposureb
Off-balance
sheet
exposures

Interim Fiscal 2022

Average CCF

before CCF and
CRM

Equity exposures (PD/LGD Approach)1 0.00 to <0.15
5,856,593–
2 0.15 to <0.25
225,211–
3 0.25 to <0.50
130,776–
4 0.50 to <0.75
78,856–
5 0.75 to <2.50
170,842–
6 2.50 to <10.00
96,470–7 10.00 to <100.00
5,644–
8 100.00 (Default)
12,590–9 Sub-total
6,576,985–
Qualifying revolving retail exposures
1 0.00 to <0.15–
2,674,989
2 0.15 to <0.25––
3 0.25 to <0.50
530,476
626,875
4 0.50 to <0.75
268,589
1,717,935
5 0.75 to <2.50
365,791
357,422
6 2.50 to <10.00
197,244
155,214
7 10.00 to <100.00
24,451
6,768
8 100.00 (Default)
75,901
1,512
9 Sub-total
1,462,455
5,540,717
Residential mortgage exposures
1 0.00 to <0.15
323,892
3,610
2 0.15 to <0.25
1,925,497
22,843
3 0.25 to <0.50
8,205,612
105
4 0.50 to <0.75
1,111,613
16,316
5 0.75 to <2.50
797,684
1,850
6 2.50 to <10.00
8,595
873
7 10.00 to <100.00
131,0531,238
8 100.00 (Default)
89,637407
9 Sub-total
12,593,585
47,244
Other retail exposures
1 0.00 to <0.15–
2,715,276
2 0.15 to <0.25
560
9,962
3 0.25 to <0.50
23,93349,997
4 0.50 to <0.75
552,825
217,441
5 0.75 to <2.50
212,121
223,810
6 2.50 to <10.00
373,461
378,907
7 10.00 to <100.00
1,864
348
8 100.00 (Default)
97,631
2,179
9 Sub-total
1,262,399
3,597,923
Purchased receivables (corporate and others) corresponding to default risk
1 0.00 to <0.15
3,160,656
12,442
2 0.15 to <0.25
449,667
5,328
3 0.25 to <0.50
101,927278
4 0.50 to <0.75
23,73491
5 0.75 to <2.50
78,7442,108
6 2.50 to <10.00
36,192–7 10.00 to <100.00
2,444–
8 100.00 (Default)
150–
9 Sub-total
3,853,517
20,24937 Basel III Disclosure

Millions of yen, %, Thousands of cases, Year
September 30, 2021cdef
EAD post-CCF
and post-CRM

Average PD

Number ofobligors

–
–
–
–
–
–
–
–
–

5,856,593
225,211130,776
78,856
170,842
96,4705,644
12,5906,576,985

0.05%
0.17%
0.31%
0.55%
1.68%
5.55%
10.78%
100.00%
0.39%

1.6
0.5
0.3
0.1
0.3
0.1
0.1
0.0
3.2

50.94%–
100.00%84.00%
41.07%
53.71%
28.26%
6.59%
66.14%

1,362,719–
1,157,352
1,711,744
512,602280,625
26,36476,208
5,127,617

0.05%
–
0.35%
0.62%
1.72%
3.99%
38.99%
100.00%2.38%

11,133.7–
7,841.0
12,570.5
703.7
689.6
64.3
198.2
33,201.1

100.00%100.00%100.00%10.82%
89.10%
63.53%
47.65%
47.36%
66.27%

327,502
1,948,340
8,205,717
1,127,929
799,534
9,469
132,291
96,846
12,647,632

0.12%
0.19%
0.31%
0.67%
1.39%
6.55%
20.18%
100.00%
1.36%

36.5
170.2
398.6
167.2
73.9
1.3
9.5
7.6
865.2

10.51%
9.49%
88.94%
95.88%
77.11%
0.40%
58.72%
28.86%
19.85%

285,580
1,505
68,403
761,321384,710375,000
2,068
100,859
1,979,450

0.03%
0.18%
0.41%
0.53%
1.41%
5.71%
23.79%
100.00%6.70%

2,508.7
6.0
145.2
265.6
1,263.7
31.5
1.2
156.8
4,379.1

55.06%
53.49%
53.49%
100.00%53.28%–––
54.64%

3,167,507
452,517
102,076
23,826
79,86836,1922,450
150
3,864,589

0.05%
0.17%
0.31%
0.55%
1.34%
5.55%
10.78%
100.00%
0.17%

1.6
0.3
0.1
0.0
0.0
0.0
0.0
0.0
2.2

Item No.
PD scaleghAverage
LGD

Averageresidualmaturity

Equity exposures (PD/LGD Approach)1 0.00 to <0.15
90.00%
5.0
2 0.15 to <0.25
90.00%
5.0
3 0.25 to <0.50
90.00%
5.0
4 0.50 to <0.75
90.00%
5.0
5 0.75 to <2.50
90.00%
5.0
6 2.50 to <10.00
90.00%
5.0
7 10.00 to <100.00
90.00%
5.0
8 100.00 (Default)
90.00%–
9 Sub-total
90.00%
5.0
Qualifying revolving retail exposures
1 0.00 to <0.15
76.71%–
2 0.15 to <0.25––
3 0.25 to <0.50
81.14%–
4 0.50 to <0.75
88.15%–
5 0.75 to <2.50
80.80%–
6 2.50 to <10.00
81.57%–
7 10.00 to <100.00
82.18%–
8 100.00 (Default)
82.72%–
9 Sub-total
82.32%–
Residential mortgage exposures
1 0.00 to <0.15
41.00%–
2 0.15 to <0.25
32.29%–
3 0.25 to <0.50
30.68%–
4 0.50 to <0.75
31.14%–
5 0.75 to <2.50
31.88%–
6 2.50 to <10.00
30.49%–
7 10.00 to <100.00
31.31%–
8 100.00 (Default)
28.96%–
9 Sub-total
31.31%–
Other retail exposures
1 0.00 to <0.15
0.06%–
2 0.15 to <0.25
85.96%–
3 0.25 to <0.50
64.68%–
4 0.50 to <0.75
38.58%–
5 0.75 to <2.50
35.13%–
6 2.50 to <10.00
14.73%–
7 10.00 to <100.00
48.49%–
8 100.00 (Default)
54.50%–
9 Sub-total
29.60%–
Purchased receivables (corporate and others) corresponding to default risk
1 0.00 to <0.15
32.14%
1.3
2 0.15 to <0.25
32.26%
1.6
3 0.25 to <0.50
28.88%
1.0
4 0.50 to <0.75
26.57%
1.5
5 0.75 to <2.50
30.81%
1.8
6 2.50 to <10.00
25.39%
1.0
7 10.00 to <100.00
22.66%
1.2
8 100.00 (Default)
25.34%–
9 Sub-total
31.93%
1.3

38 Basel III Disclosure

Interim Fiscal 2022

Millions of yen, %, Thousands of cases, Year
September 30, 2021
i
j
k
l
EL

Eligible
provisions

RWA

RWA density

6,090,160
317,414243,144
167,539
511,727
417,293
32,521
141,646
7,921,447

103.98%140.94%185.92%212.46%299.53%432.56%576.17%
1,125.00%
120.44%

3,034
344
364
390
2,589
4,818
547
11,331
23,421

／
／
／
／
／
／
／
／
／

39,234–160,414405,682
239,316
238,548
63,945
6,095
1,153,236

2.87%–
13.86%
23.69%
46.68%
85.00%
242.54%7.99%
22.49%

612
–
3,359
9,563
7,170
9,159
8,551
64,237
102,655

／
／
／
／
／
／
／
／
46,32930,523249,370
1,402,959
336,948
392,482
10,799199,221
27,4962,649,802

9.31%
12.79%
17.09%
29.87%
49.08%
114.05%150.59%28.39%
20.95%

133
1,242
7,895
2,369
3,560
187
8,503
25,87349,764

／
／
／
／
／
／
／
／
15,96836503
28,022
236,016
157,988
106,813
2,259
10,056541,698

0.01%
33.41%
40.96%
31.00%
41.06%
28.48%
109.22%
9.97%
27.36%

0
2
181
1,714
2,099
3,027
252
54,37061,649

／
／
／
／
／
／
／
／
21,480331,530
123,239
26,172
8,665
51,64828,065
2,247–
571,569

10.46%
27.23%
25.63%
36.37%
64.66%
77.54%
91.70%–
14.78%

1,053
248
91
34
340
510
59
38
2,376

／
／
／
／
／
／
／
／
2,212

a
Item No.
PD scaleOn-balance
sheet gross
exposureb
Off-balance
sheet
exposures

Interim Fiscal 2022

Average CCF

before CCF and
CRM

Purchased receivables (corporate and others) corresponding to dilution risk
1 0.00 to <0.15
1,221,345
7,943
2 0.15 to <0.25
163,241976
3 0.25 to <0.50
24,568–
4 0.50 to <0.75
24,909–5 0.75 to <2.50
29,038–
6 2.50 to <10.00
4,717–
7 10.00 to <100.00––
8 100.00 (Default)
784–
9 Sub-total
1,468,605
8,919
Purchased receivables (retail) corresponding to default risk
1 0.00 to <0.15
17,929–2 0.15 to <0.25
286,327–
3 0.25 to <0.50––
4 0.50 to <0.75
6,642–
5 0.75 to <2.50
67,539–6 2.50 to <10.00––
7 10.00 to <100.00
0–
8 100.00 (Default)
2,715–
9 Sub-total
381,154–
Purchased receivables (retail) corresponding to dilution risk
1 0.00 to <0.15
14,300–2 0.15 to <0.25––
3 0.25 to <0.50––
4 0.50 to <0.75––
5 0.75 to <2.50––
6 2.50 to <10.00––
7 10.00 to <100.00
4,430–
8 100.00 (Default)
0–
9 Sub-total
18,732–
Exposures relating to lease fees in lease transactions
1 0.00 to <0.15––
2 0.15 to <0.25––
3 0.25 to <0.50––
4 0.50 to <0.75––
5 0.75 to <2.50––
6 2.50 to <10.00––
7 10.00 to <100.00
4–8 100.00 (Default)
17–
9 Sub-total
22–
Total (all portfolios)
253,640,136
59,683,760

39 Basel III Disclosure

Millions of yen, %, Thousands of cases, Year
September 30, 2021cdef
EAD post-CCF
and post-CRM

Average PD

Number ofobligors

53.49%
53.49%––––––
53.49%

1,225,594
163,763
24,56824,90929,0384,717–
784
1,473,376

0.06%
0.17%
0.31%
0.55%
1.18%
5.55%
–
100.00%
0.17%

0.1
0.0
0.0
0.0
0.0
0.0
–
0.0
0.2

–
–
–
–
–
–
–
–
–

17,929286,327–
6,642
67,539–02,943
381,382

0.03%
0.24%
–
0.59%
2.07%
–
25.81%
100.00%
1.33%

2.5
10.9
–
0.6
9.1
–
0.0
0.4
23.7

–
–
–
–
–
–
–
–
–

14,300
–
–
–
–
–
4,430
0
18,732

0.06%
–
–
–
–
–
10.78%
100.00%
2.60%

0.0
–
–
–
–
–
0.0
0.0
0.0

–
–
–
–
–
–
–
–
–
43.21%

–
–
–
–
–
–
4
17
22
279,615,829

–
–
–
–
–
–
25.49%
100.00%84.43%
0.74%

–
–
–
–
–
–
0.0
0.0
0.0
38,525.3

g
Item No.

h

Averageresidualmaturity
Purchased receivables (corporate and others) corresponding to dilution risk
36.91%
1.1
1 0.00 to <0.15
36.27%
1.0
2 0.15 to <0.25
36.05%
1.0
3 0.25 to <0.50
36.05%
1.0
4 0.50 to <0.75
36.05%
1.0
5 0.75 to <2.50
36.05%
1.0
6 2.50 to <10.00––
7 10.00 to <100.00
36.60%–
8 100.00 (Default)
9 Sub-total
36.79%
1.1
Purchased receivables (retail) corresponding to default risk
1 0.00 to <0.15
30.53%–
2 0.15 to <0.25
30.53%–
3 0.25 to <0.50––
4 0.50 to <0.75
30.53%–
5 0.75 to <2.50
32.32%–
6 2.50 to <10.00––
7 10.00 to <100.00
93.58%–
8 100.00 (Default)
29.85%–
9 Sub-total
30.84%–
Purchased receivables (retail) corresponding to dilution risk
1 0.00 to <0.15
100.00%–2 0.15 to <0.25––
3 0.25 to <0.50––
4 0.50 to <0.75––
5 0.75 to <2.50––
6 2.50 to <10.00––
7 10.00 to <100.00
100.00%–8 100.00 (Default)
124.87%–9 Sub-total
100.00%–
Exposures relating to lease fees in lease transactions
1 0.00 to <0.15––
2 0.15 to <0.25––
3 0.25 to <0.50––
4 0.50 to <0.75––
5 0.75 to <2.50––
6 2.50 to <10.00––
7 10.00 to <100.00
105.55%–8 100.00 (Default)
105.55%–9 Sub-total
105.55%–
Total (all portfolios)
36.91%
1.9
PD scale

40 Basel III Disclosure

Interim Fiscal 2022

Average
LGD

Millions of yen, %, Thousands of cases, Year
September 30, 2021
i
j
k
l
RWA

RWA density

Eligible
provisions

EL

145,270
36,894
7,800
10,96018,0105,195–
326
224,457

11.85%
22.52%
31.74%
43.99%
62.02%
110.12%–41.62%
15.23%

288
100
27
49
123
94
–
260
945

／
／
／
／
／
／
／
／
–

515
40,085–
1,776
43,314–1
553
86,2472.87%
14.00%–
26.74%
64.13%–
229.17%18.79%
22.61%

1
209
–
11
454
–
0
834
1,512

／
／
／
／
／
／
／
／
498

5,594
–
–
–
–
–
17,839023,43439.11%–––––
402.62%100.00%125.09%

8
–
–
–
–
–
477
–
486

／
／
／
／
／
／
／
／
–

–
–
–
–
–
–
12
19
32
38,101,281

–
–
–
–
–
–
257.44%111.27%141.81%
13.62%

–
–
–
–
–
–
1
17
18
717,795

／
／
／
／
／
／
／
／
–
697,802

CR7: IRB – Effect on RWA of credit derivatives used as CRM techniques
Millions of yen
September 30, 2021

September 30, 2022a
Item No.

Portfolio

Pre-credit
derivatives
RWA

b

a

b

Actual RWA

Pre-credit
derivatives
RWA

Actual RWA

1 Sovereign exposures − FIRB

–

–

–

–

2 Sovereign exposures − AIRB

965,935

965,935

963,982

963,982

3 Bank exposures − FIRB

–

–

–

–

4 Bank exposures − AIRB

1,201,411

1,368,228

1,367,115

1,204,224

5 Corporate exposures (excluding specialized lending) − FIRB

–

–

–

–

6 Corporate exposures (excluding specialized lending) − AIRB

22,656,409

22,629,785

20,454,643

20,436,091

7 Specialized lending − FIRB

–

–

–

–

8 Specialized lending − AIRB

2,498,596

2,498,596

2,327,870

2,327,870

9 Retail - Qualifying revolving retail exposures

1,148,335

1,148,335

1,153,236

1,153,236

10 Retail - Residential mortgage exposures

2,516,086

2,516,086

2,649,802

2,649,802
541,698

11 Other retail exposures

498,003

498,003541,698

12 Equity − FIRB

–

–

–

–

13 Equity − AIRB

6,693,381

6,693,381

7,921,447

7,921,447

14 Purchased receivables − FIRB

–

–

–

–

15 Purchased receivables − AIRB

1,120,190

1,120,190

905,708

905,708

16 Exposures relating to lease fees in lease transactions
17 Total

41 Basel III Disclosure

Interim Fiscal 2022

27

27

32

32

39,465,193

39,437,456

38,122,647

38,101,281

CR10: IRB – Specialized lending exposures (supervisory slotting criteria) andequity exposures (Market-Based Approach, etc.)
Millions of yen, %abcRegulatory
categories

Residualmaturity

On-balance
sheet
amounts

StrongLess than
2.5 years
2.5 years
or moreLess than
2.5 years

Good

September 30, 2022
d
e
f
g
h
i
Specialized lending exposures (supervisory slotting criteria)
Other than high-volatility commercial real estate (HVCRE)
Off-balance
Exposure at default (EAD)
sheet
Risk weight
PF
OF
CF
IPRE
amounts

j

Total

k

l

RWA

Expected
losses27,845

–

50%

–

3,230

–

24,614

27,845

13,922–

24,617

16,419

70%

–

8,777

–

24,61733,39523,376

133

70%

–

32,785––32,78522,949131
21432,785–2.5 years
or more26,188

1,269

90%

–

–

–

26,867

26,86724,180Satisfactory／

28,107

–

115%

–

–

–

28,107

28,10732,323

786

Weak

／

18,858

–

250%

–

–

–

18,85818,85847,146

1,508

Default

／

–

–

–

–

–

–

–

–

–

–

Total

／

158,402

17,689–123,065

167,859

163,899

2,775

On-balance
sheet
amounts

Off-balance
sheet
amounts

Regulatory
categories

Residualmaturity

StrongLess than
2.5 years–

2.5 years
or moreLess than
2.5 years
2.5 years
or moreGood––
44,794High-volatility commercial real estate (HVCRE)
Risk weight

Exposure atdefault (EAD)

Expected
losses

–

70%

–

–

–

–

–

95%

–

–

–

18,943

3,856

95%

21,005

19,955

84
138

RWA

9,459

46,898120%

34,531

41,437

Satisfactory

／

–

–

140%

–

–

–

Weak

／

7,049

69,513250%

44,210110,526

3,536

Default

／

–

–

–

Total

／

35,451Category
Simple Risk Weight
Method – publicly traded
equities
Simple Risk Weight
Method – unlisted
equities
Internal Models Method
Total
Equity exposures subject
to a risk weight of 100%as stipulated in
Paragraph 1 of Article
166 of the FSA Capital
Adequacy Notification orParagraph 1 of Article
144 of the FSA Holding
Company Capital
Adequacy Notification

42 Basel III Disclosure

On-balance
sheet
amounts

120,268–
Equity exposures (Market-Based Approach, etc.)
Equity exposures subject to the Market-Based ApproachOff-balance
Risk weight
sheet
amounts–––

99,747

171,919

3,758

Exposure atdefault (EAD)

RWA

104,751

27,080300%

136,014408,044402,608–400%

402,608

1,610,433

–

–

–

–

–

538,623

2,018,478––

507,360–

Interim Fiscal 2022

27,080–Equity exposures subject to a risk weight of 100%

–

100%

CR10: IRB – Specialized lending exposures (supervisory slotting criteria) andequity exposures (Market-Based Approach, etc.)
Millions of yen, %abcRegulatory
categories

Residualmaturity

On-balance
sheet
amounts

StrongLess than
2.5 years
2.5 years
or moreLess than
2.5 years

Good

September 30, 2021
d
e
f
g
h
i
Specialized lending exposures (supervisory slotting criteria)
Other than high-volatility commercial real estate (HVCRE)
Off-balance
Exposure at default (EAD)
sheet
Risk weight
PF
OF
CF
IPRE
amounts

j

Total

k

l

RWA

Expected
losses

8,316

–

50%

–

1,164

–

7,152

8,316

4,158

–

27,072

8,635

70%

–

4,619

–

27,072

31,691

22,184

126

7,282

135

70%

–

7,282

–

72

7,354

5,147

29

2.5 years
or more

39,955

823

90%

–

–

–

40,39640,39636,356

323

Satisfactory／

25,610

9,177

115%

–

12,519–18,00030,51935,097

854

Weak

／

12,677

–

250%

–

–

–

12,677

12,677

31,694

1,014

Default

／

–

–

–

–

–

–

–

–

–

–

Total

／

120,914

18,771–

105,370

130,955

134,638

2,348

On-balance
sheet
amounts

Off-balance
sheet
amounts

Risk weight

Exposure atdefault (EAD)––
25,585High-volatility commercial real estate (HVCRE)

Regulatory
categories

Residualmaturity

StrongLess than
2.5 years

7,283

1,956

70%

8,329

5,830

33

2.5 years
or more

–

–

95%

–

–

–

Less than
2.5 years

–

–

95%

–

–

–

Good

Expected
lossesRWA

2.5 years
or more

2,735

281

120%

2,886

3,463

11

Satisfactory／

15,261

4,181

140%

17,49824,497

489

Weak

／

–

13,273

250%

7,099

17,749567

Default

／

–

–

–

–

–

–

Total

／

25,28035,81351,541

1,102

Category
Simple Risk Weight
Method – publicly traded
equities
Simple Risk Weight
Method – unlisted
equities
Internal Models Method
Total
Equity exposures subject
to a risk weight of 100%as stipulated in
Paragraph 1 of Article
166 of the FSA Capital
Adequacy Notification orParagraph 1 of Article
144 of the FSA Holding
Company Capital
Adequacy Notification

43 Basel III Disclosure

On-balance
sheet
amounts

19,691–Equity exposures (Market-Based Approach, etc.)
Equity exposures subject to the Market-Based ApproachOff-balance
Risk weight
sheet
amounts

Exposure atdefault (EAD)

RWA

103,463

6,963

300%

110,426

331,280

342,827–400%

342,827

1,371,311

–

–

–

–

–

453,254

1,702,592––

446,291–

Interim Fiscal 2022

6,963–
Equity exposures subject to a risk weight of 100%

–

100%

CCR1: Analysis of counterparty credit risk (CCR) exposure by approach
Millions of yen
September 30, 2022a
Item No.

b

Replacement Potential future
cost
exposure

c

d

e

f

EPFE

Alpha used forcomputingregulatory EAD

EAD postCRM

RWA

–

／

5,095,493／

3,616,435／／

3 Simple Approach for credit risk
mitigation

／

／

／

4 Comprehensive Approachfor credit risk mitigation／／

5 Exposure variation estimation
model

／

6 Total／1 SA-CCR–

Current exposure method
2 Expected exposure method

1.4

–

–

8,722,619

2,782,836

–

–

／

–

–

／

／

39,519,778

2,024,971

／

／

／

／

／

／

／
–

–

–
／

–
4,807,807
Millions of yen

September 30, 2021a
Item No.

b

Replacement Potential future
cost
exposure

c

d

e

f

EPFE

Alpha used forcomputingregulatory EAD

EAD postCRM

RWA

–

–

／

2,756,709／

2,919,435／／

3 Simple Approach for credit risk
mitigation

／

／

／

4 Comprehensive Approachfor credit risk mitigation／／

5 Exposure variation estimation
model

／

6 Total／1 SA-CCR
Current exposure method
2 Expected exposure method

1.4

–

–

5,678,642

2,280,258

–

–

／

–

–

／

／

45,560,658

1,873,400

／

／

／

／

／

／

／
–

–

–
／

–
4,153,659

CCR2: Credit valuation adjustment (CVA) capital charge
Millions of yen
September 30, 2022

Item No.

September 30, 2021

a

b

a

EAD postCRM

RWA(Amount
obtained by
dividing amountcorresponding
to CVA risk by
8%)

EAD postCRM

b
RWA(Amount
obtained by
dividing
amountcorresponding
to CVA risk by
8%)

1

Total portfolios subject to advanced risk measurement method

–

–
／

–

(i) Amount of CVA Value at Risk (including the multiplier)

–
／

–

2
3

(ii) Amount of CVA Stressed Value at Risk (including themultiplier)

–

–

／

–

／

4

Total portfolios subject to standardized risk measurement
method8,502,208

3,637,378

5,701,165

3,734,317

5

Total portfolios subject to amount corresponding to CVA risk

8,502,208

3,637,378

5,701,165

3,734,317

44 Basel III Disclosure

Interim Fiscal 2022

CCR3: CCR exposures by regulatory portfolio and risk weights
Millions of yen
September 30, 2022abc

Item No.

d

e

f

g

h

i

Others

Total

Credit equivalent amounts (after taking into account the CRM effects)
Risk weight
Regulatory
portfolio

0%

10%

20%

50%

75%

100%

150%

1

Government ofJapan and Bankof Japan

473

–

–

–

–

–

–

–

473

2

Centralgovernments
and central
banks of foreigncountries

47,684–

1,016,227

8,613

–

10,416––

1,082,941

3

Bank for
International
Settlements, etc.

6,091

–

–

–

–

–

–

–

6,091

4

Local authorities
in Japan

7,805

–

96

48

–

–

–

–

7,949

5

Non-central
government, etc.
public sector
entities in foreigncountries––

16,091

–

–

–

–

–

16,091

6

Multilateraldevelopment
banks

2,643

–

–

1,106

–

–

–

–

3,749

7

Local authority
financial
institutions

–

–

–

–

–

–

–

–

–

8

Government
agencies in
Japan

–

1,927

51

–

–

–

–

–

1,978

9

Local authority
landdevelopment
corporations,public housing
corporations,and regional
public roadcorporations

–

–

–

–

–

–

–

–

–

10

Financial
institutions andtype I financial
instruments
business
operators––

1,898,475

283,921–

37,16314–

2,219,575

11

Corporates, etc.

–

–

–

–

–

1,469,363––

1,469,363

12

SMEs, etc. andindividuals

–

–

–

–

724

–

–

–

724

13

Other than the
above
Total

–

–

–

–

–

673,852––

673,852

64,6981,927

2,930,942

293,688724

2,190,797

14–

5,482,793

14

45 Basel III Disclosure

Interim Fiscal 2022

Millions of yen
September 30, 2021abc

Item No.

d

e

f

g

h

i

Others

Total

Credit equivalent amounts (after taking into account the CRM effects)
Risk weight
Regulatory
portfolio

0%

10%

20%

50%

75%

100%

150%

1

Government ofJapan and Bankof Japan

543

–

–

–

–

–

–

–

543

2

Centralgovernments
and central
banks of foreigncountries

27,636–

1,691,109

7,831

–

21,264––

1,747,842

3Bank for
International
Settlements, etc.

834

–

–

–

–

–

–

–

834

4

Local authorities
in Japan

12,909

–

–

60

–

–

–

–

12,9705

Non-central
government, etc.
public sector
entities in foreigncountries

–

–

2,787

–

–

–

–

–

2,787

6

Multilateraldevelopment
banks

5,247

–

–

13,206––––

18,4537

Local authority
financial
institutions

–

–

–

–

–

–

–

–

–

8

Government
agencies in
Japan

–

1,034

167

–

–

–

–

–

1,201

9

Local authority
landdevelopment
corporations,public housing
corporations,and regional
public roadcorporations

–

–

–

–

–

–

–

–

–

10

Financial
institutions andtype I financial
instruments
business
operators––

1,829,991

240,597–

26,8860–2,097,476

11

Corporates, etc.

–

–

–

–

–

1,424,522––

1,424,522

12

SMEs, etc. andindividuals

–

–

–

–

533

–

–

–

533

13

Other than the
above
Total

–

–

–

–

–

641,822––641,82247,1701,034

3,524,056

261,697533

2,114,495

0–

5,948,987

14

46 Basel III Disclosure

Interim Fiscal 2022

CCR4: IRB – CCR exposures by portfolio and PD scale

Item No.
PD scalea
EAD (after
taking into
account theCRM effects)b
Average PD

cMillions of yen, %, Thousands of cases, Year
September 30, 2022defg

Number of
Average LGD
counterparties

Sovereign exposures
1 0.00 to <0.15
33,871,104
0.00%
0.0
2 0.15 to <0.25–––
3 0.25 to <0.50–––
4 0.50 to <0.75
39
0.52%
0.0
5 0.75 to <2.50
86
1.73%
0.0
6 2.50 to <10.00–––
7 10.00 to <100.00
326
11.86%
0.0
8 100.00 (Default)–––
9 Sub-total
33,871,557
0.00%
0.0
Bank exposures
1 0.00 to <0.15
4,728,915
0.06%
0.9
2 0.15 to <0.25
182,0880.16%
0.4
3 0.25 to <0.50
10,3000.29%
0.0
4 0.50 to <0.75
3,910
0.52%
0.0
5 0.75 to <2.50
6,399
1.72%
0.0
6 2.50 to <10.00
4,800
5.53%
0.0
7 10.00 to <100.00
11,231
11.86%
0.0
8 100.00 (Default)–––
9 Sub-total
4,947,646
0.09%
1.5
Corporate exposures (excluding SME exposures and specialized lending)
1 0.00 to <0.15
3,375,997
0.05%
3.1
2 0.15 to <0.25
103,268
0.16%
0.6
3 0.25 to <0.50
93,0670.29%
0.3
4 0.50 to <0.75
71,5420.52%
0.1
5 0.75 to <2.50
44,0161.66%
0.3
6 2.50 to <10.00
6,277
5.53%
0.0
7 10.00 to <100.00
113,430
11.85%
0.2
8 100.00 (Default)
5,610
100.00%0.0
9 Sub-total
3,813,2100.60%
5.0
SME exposures
1 0.00 to <0.15
915
0.07%
0.0
2 0.15 to <0.25
4,726
0.16%
0.3
3 0.25 to <0.50
4,627
0.29%
0.3
4 0.50 to <0.75
3,113
0.52%
0.2
5 0.75 to <2.50
2,551
1.38%
0.3
6 2.50 to <10.00
437
5.53%
0.0
7 10.00 to <100.00
376
11.86%
0.0
8 100.00 (Default)
49
100.00%0.0
9 Sub-total
16,798
1.13%
1.5
Specialized lending exposures
1 0.00 to <0.15
57,5260.07%
0.3
2 0.15 to <0.25
21,7990.16%
0.0
3 0.25 to <0.50
11,0530.29%
0.0
4 0.50 to <0.75
9,203
0.52%
0.0
5 0.75 to <2.50
5,418
1.56%
0.0
6 2.50 to <10.00
2,035
5.53%
0.0
7 10.00 to <100.00
696
11.86%
0.0
8 100.00 (Default)
647
100.00%0.0
9 Sub-total
108,380
0.99%
0.5

47 Basel III Disclosure

Interim Fiscal 2022

Averageresidualmaturity

RWA

RWA density

36.11%––
7.20%
36.51%–––
36.11%

4.6
–
–
5.0
1.0
–
4.9
–
4.6

139,787
–
–
6
63
–
–
–
139,857

0.41%––
15.99%
73.62%–––
0.41%

27.71%
32.05%
30.86%
32.91%
35.47%
36.11%
23.56%–
27.89%

1.8
1.1
1.1
1.4
1.0
5.0
4.3
–
1.8

709,282
34,116
2,879
1,523
4,587
8,505
13,038–773,933

14.99%
18.73%
27.95%
38.96%
71.68%
177.16%116.08%–15.64%

36.59%
28.82%
35.48%
35.79%
30.11%
36.09%
32.16%
24.41%
36.11%

2.1
2.6
2.5
1.7
2.2
1.2
1.9
–
2.1

614,056
23,82449,50035,52428,888
7,154
166,168
2,163
927,281

18.18%
23.07%
53.18%
49.65%
65.63%
113.98%146.49%38.56%
24.31%

31.14%
30.99%
28.46%
19.48%
24.92%
24.29%
7.43%
27.63%
26.53%

1.7
2.1
2.2
3.3
2.7
3.5
3.9
–
2.5

116
986
1,244
852
1,160
317
117
17
4,812

12.71%
20.86%
26.89%
27.38%
45.48%
72.50%
31.07%
35.13%
28.64%

27.11%
26.81%
29.43%
26.90%
28.19%
27.33%
26.81%
18.37%
27.27%

4.6
2.7
4.7
3.8
4.2
4.7
3.6
–
4.1

13,130
5,344
5,572
4,791
4,310
2,240
904
214
36,50822.82%
24.51%
50.41%
52.05%
79.56%
110.05%129.94%33.15%
33.68%

Item No.
PD scale
Other retail exposures
1 0.00 to <0.15
2 0.15 to <0.25
3 0.25 to <0.50
4 0.50 to <0.75
5 0.75 to <2.50
6 2.50 to <10.00
7 10.00 to <100.00
8 100.00 (Default)
9 Sub-total
Purchased receivables
1 0.00 to <0.15
2 0.15 to <0.25
3 0.25 to <0.50
4 0.50 to <0.75
5 0.75 to <2.50
6 2.50 to <10.00
7 10.00 to <100.00
8 100.00 (Default)
9 Sub-total
Total (all portfolios)

48 Basel III Disclosurea
EAD (after
taking into
account theCRM effects)b
Average PD

cMillions of yen, %, Thousands of cases, Year
September 30, 2022defg

Number of
Average LGD
counterparties

Averageresidualmaturity

RWA

RWA density

–
–
1,262
–
–
65
–
–
1,328

–
–
0.47%
–
–
6.35%
–
–
0.77%

–
–
0.3
–
–
0.1
–
–
0.4

–
–
36.65%––
45.30%––
37.08%

–
–
–
–
–
–
–
–
–

–
–
326
–
–
45
–
–
372

–
–
25.84%––
69.34%––
28.00%

–
–
–
–
–
–
–
–
–
42,758,921

–
–
–
–
–
–
–
–
–
0.06%

–
–
–
–
–
–
–
–
–
9.1

–
–
–
–
–
–
–
–
–
35.13%

–
–
–
–
–
–
–
–
–
4.1

–
–
–
–
–
–
–
–
–
1,882,765

–
–
–
–
–
–
–
–
–
4.40%

Interim Fiscal 2022

CCR4: IRB – CCR exposures by portfolio and PD scale

Item No.
PD scalea
EAD (after
taking into
account theCRM effects)b
Average PD

cMillions of yen, %, Thousands of cases, Year
September 30, 2021defg

Number of
Average LGD
counterparties

Sovereign exposures
1 0.00 to <0.15
40,063,881
0.00%
0.0
2 0.15 to <0.25
3
0.17%
0.0
3 0.25 to <0.50
157
0.31%
0.0
4 0.50 to <0.75
62
0.55%
0.0
5 0.75 to <2.50
45
1.84%
0.0
6 2.50 to <10.00
51
5.55%
0.0
7 10.00 to <100.00
117
10.78%
0.0
8 100.00 (Default)–––
9 Sub-total
40,064,320
0.00%
0.0
Bank exposures
1 0.00 to <0.15
2,462,071
0.06%
0.8
2 0.15 to <0.25
61,0800.17%
0.4
3 0.25 to <0.50
3,453
0.31%
0.0
4 0.50 to <0.75
3,138
0.55%
0.0
5 0.75 to <2.50
18,2181.79%
0.0
6 2.50 to <10.00–––
7 10.00 to <100.00
7,394
10.78%
0.0
8 100.00 (Default)–––
9 Sub-total
2,555,356
0.10%
1.3
Corporate exposures (excluding SME exposures and specialized lending)
1 0.00 to <0.15
1,917,1720.06%
3.0
2 0.15 to <0.25
149,4170.17%
0.7
3 0.25 to <0.50
34,1140.31%
0.4
4 0.50 to <0.75
77,6730.55%
0.1
5 0.75 to <2.50
49,011
1.44%
0.4
6 2.50 to <10.00
5,317
5.55%
0.0
7 10.00 to <100.00
60,742
10.78%
0.2
8 100.00 (Default)
2,621
100.00%0.0
9 Sub-total
2,296,071
0.52%
5.1
SME exposures
1 0.00 to <0.15
652
0.07%
0.0
2 0.15 to <0.25
3,527
0.17%
0.3
3 0.25 to <0.50
2,323
0.31%
0.3
4 0.50 to <0.75
4,601
0.55%
0.2
5 0.75 to <2.50
3,029
1.39%
0.3
6 2.50 to <10.00
621
5.55%
0.0
7 10.00 to <100.00
404
10.78%
0.0
8 100.00 (Default)
41
100.00%0.0
9 Sub-total
15,2011.32%
1.5
Specialized lending exposures
1 0.00 to <0.15
184,557
0.06%
0.2
2 0.15 to <0.25
57,6500.17%
0.0
3 0.25 to <0.50
48,8710.31%
0.0
4 0.50 to <0.75
23,1080.55%
0.0
5 0.75 to <2.50
28,5551.31%
0.0
6 2.50 to <10.00
8,670
5.55%
0.0
7 10.00 to <100.00
1,372
10.78%
0.0
8 100.00 (Default)
4,600
100.00%0.0
9 Sub-total
357,388
1.70%
0.5

49 Basel III Disclosure

Interim Fiscal 2022

Averageresidualmaturity

RWA

RWA density

36.04%
36.05%
46.50%
6.98%
46.50%
46.50%
0.15%–
36.04%

4.8
1.1
5.0
5.0
1.0
1.0
4.9
–
4.8

60,519
0
132
9
43
73
0
–
60,7800.15%
22.75%
84.12%
15.87%
96.12%
141.99%
0.72%
–
0.15%

28.76%
33.09%
32.63%
33.15%
35.97%–
27.02%–
28.92%

1.8
1.2
2.0
1.3
0.1
–
4.3
–
1.8

344,566
12,633
1,246
1,337
14,518–
9,835–
384,137

13.99%
20.68%
36.09%
42.61%
79.69%–
133.01%–15.03%

36.74%
35.96%
35.26%
35.96%
33.04%
34.05%
30.03%
20.83%
36.36%

2.4
2.7
2.6
1.3
2.3
1.7
2.1
–
2.4

383,162
53,88815,35742,27135,953
5,839
81,161
1,009
618,643

19.98%
36.06%
45.01%
54.42%
73.35%
109.81%133.61%38.51%
26.94%

27.84%
26.00%
25.46%
18.89%
20.47%
26.95%
11.64%
18.37%
22.38%

3.0
2.8
2.6
4.0
3.6
4.1
3.8
–
3.4

104
721
603
1,483
1,323
554
210
12
5,014

16.02%
20.46%
25.95%
32.23%
43.69%
89.23%
52.17%
30.78%
32.98%

26.98%
26.88%
27.12%
27.33%
27.44%
27.01%
28.53%
33.93%
27.14%

4.7
4.0
4.5
4.4
4.8
4.9
3.7
–
4.6

42,665
18,42922,637
13,38522,421
9,572
1,854
2,028
132,995

23.11%
31.96%
46.32%
57.92%
78.52%
110.40%135.06%44.08%
37.21%

Item No.
PD scale
Other retail exposures
1 0.00 to <0.15
2 0.15 to <0.25
3 0.25 to <0.50
4 0.50 to <0.75
5 0.75 to <2.50
6 2.50 to <10.00
7 10.00 to <100.00
8 100.00 (Default)
9 Sub-total
Purchased receivables
1 0.00 to <0.15
2 0.15 to <0.25
3 0.25 to <0.50
4 0.50 to <0.75
5 0.75 to <2.50
6 2.50 to <10.00
7 10.00 to <100.00
8 100.00 (Default)
9 Sub-total
Total (all portfolios)

50 Basel III Disclosurea
EAD (after
taking into
account theCRM effects)b
Average PD

cMillions of yen, %, Thousands of cases, Year
September 30, 2021defg

Number of
Average LGD
counterparties

Averageresidualmaturity

RWA

RWA density

–
–
–
778
–
39
–
–
818

–
–
–
0.49%
–
6.90%
–
–
0.80%

–
–
–
0.2
–
0.0
–
–
0.3

–
–
–
34.01%–
36.34%––
34.12%

–
–
–
–
–
–
–
–
–

–
–
–
191
–
23
–
–
214

–
–
–
24.60%–
58.57%––
26.24%

–
–
–
–
–
–
–
–
–
45,289,156

–
–
–
–
–
–
–
–
–
0.04%

–
–
–
–
–
–
–
–
–
9.0

–
–
–
–
–
–
–
–
–
35.58%

–
–
–
–
–
–
–
–
–
4.5

–
–
–
–
–
–
–
–
–
1,201,786

–
–
–
–
–
–
–
–
–
2.65%

Interim Fiscal 2022

CCR5: Composition of collateral for CCR exposure
Millions of yen
September 30, 2022
a

b

c

d

e

Collateral used in derivative transactions

Item No.

f

Collateral used inrepo transactions

Fair value of collateral received

Fair value of posted collateral

SegregatedUnsegregatedSegregatedUnsegregatedFair value ofcollateral
received

Fair value of
postedcollateral
10,030,076

1

Cash (domestic currency)–

1,283,169

45,0642,363,838

13,804,568

2

Cash (foreign currency)–

1,015,476

8,912

781,044

24,223,673

13,956,644

3

Domestic sovereign debt

150,077

143,889

577,922611,189

6,168,335

23,393,950

4

Other sovereign debt

170,463

13,30851,877

131,660

19,388,409

14,786,615

5Government agency debt

3,409

920

4,558

–

2,580,989

8,504,8256

Corporate bonds

6,919

18,955––863,258

1,930,438

7Equity8

Other collateral

9

Total

–

80,572–

66,3092,953,869

1,519,964

9,628

16,036–

4,904

728,337

1,175,925

340,498

2,572,330

688,336

3,958,946

70,711,440

75,298,440

Millions of yen
September 30, 2021
a

b

c

d

e

Collateral used inrepo transactions

Collateral used in derivative transactions

Item No.

f

Fair value of collateral received

Fair value of posted collateral

SegregatedUnsegregatedSegregatedUnsegregatedFair value ofcollateral
received

Fair value of
postedcollateral

1

Cash (domestic currency)–

574,984

96,472

1,375,317

7,597,327

8,243,541

2

Cash (foreign currency)–

464,199

6,387

572,737

20,198,229

10,634,057

3Domestic sovereign debt

48,51484,420276,861

553,481

4,656,481

14,527,019

4

Other sovereign debt

174,134

14,17965,38357,12015,311,017

15,555,498

5Government agency debt

668

901

5,683

16,819673,685

1,883,518

6

Corporate bonds

11,781

6,284

17,555–705,480

1,274,200

7Equity2,650,302

8

Other collateral

9

Total

51 Basel III Disclosure

Interim Fiscal 2022–

78,131–

5,038

3,091,507

5,498

16,883–

7,788

619,312566,123240,596

1,239,984

468,3452,588,303

52,853,041

55,334,262

CCR6: Credit derivatives exposures
Millions of yen
September 30, 2022
Item No.

September 30, 2021

a

b

a

b

Protection
boughtProtection
soldProtection
boughtProtection
sold2,945,113

1,586,718

2,351,964

1,320,588

Notional principal
1

Single-name credit default swaps

2

Index credit default swaps

371,872

402,345

214,143

184,3193

Total return swaps

457,878

65,931

563,590

76,1684

Credit options

–

–

–

–

5

Other credit derivatives

–

–

–

–

3,774,865

2,054,994

3,129,698

1,581,076

6 Total notional principal
Fair value
7

Positive fair value (asset)

56,111

5,758

17,06823,4198

Negative fair value (liability)

21,243(1,570)53,606

19,117

CCR8: Exposures to central counterparties
Millions of yen
September 30, 2022a
Item No.

1

Exposures to qualifying central counterparties (total)

2

Exposures for trades at qualifying central counterparties(excluding initial margin)

September 30, 2021

b

a

b

572,224

Exposures tocentralcounterparties(post-CRM)／

550,448

4,529,987

38,8083,631,852

33,6703,547,336

32,596

2,704,147

24,602

Exposures tocentralcounterparties(post-CRM)
／

RWA

RWA

3

(i) Derivative transactions (OTC)4(ii) Derivative transactions (exchange traded)

463,873

6,212

544,270

9,067

5(iii) Repo transactions

518,777–

383,434–6(iv) Netting sets where cross-product netting has
been approved

–

–
／

–
–

–
／

7

Segregated initial margin–8

Non-segregated initial margin

870,375

13,345749,0778,872

9Pre-funded default fund contributions

392,949

520,070474,009507,905

10

Unfunded default fund contributions

–
／

–

–

143,706–／

124,185

11

Exposures to non-qualifying central counterparties (total)

12

Exposures for trades at non-qualifying central
counterparties (excluding initial margin)

45,36845,36835,42035,42013(i) Derivative transactions (OTC)

45,36845,36835,42035,42014(ii) Derivative transactions (exchange traded)

–

–

–

–

15

(iii) Repo transactions

–

–

–

–

16

(iv) Netting sets where cross-product netting has
been approved

–

–
／

–
–

–
／

17

Segregated initial margin–18

Non-segregated initial margin

–

–

–

–

19

Pre-funded default fund contributions

7,866

98,337

7,101

88,76520

Unfunded default fund contributions

–

–

–

–

52 Basel III Disclosure

Interim Fiscal 2022

SEC1: Securitization exposures by underlying asset type (securitization exposures subject to thecalculation of the amount of credit risk-weighted assets only)
Millions of yen
September 30, 2022
a

b

c

d

MUFG acting as originator
Item No.

1

Underlying asset typef

Traditional
Synthetic
securitizations(asset transfer securitizations
type)

Sub-total

Sub-total

218,988–

218,988

48,008–

2

Residential mortgages

51,318–51,318–––3

Credit card receivables

–

–

–

47,540–47,5404

Other retail exposures

167,670–

167,670

468

–

468

5

Re-securitization

–

–

–

–

–

–

297,227

501,054798,281

601,523–

601,523

501,054

501,054

–

–

–

–

239,394

251,016–

251,016

6

Retail (total)

Traditional
Synthetic
securitizations(asset transfer securitizations
type)e
MUFG acting as sponsor

Wholesale (total)

48,008

7

Loans to corporates

8

Commercial mortgagebacked securities

239,394

9

Leasing receivables
and accountreceivables

52,548–52,548130,324–

130,324

10

Other wholesale

5,285

–

5,285

220,182–

220,182

11

Re-securitization

–

–

–

–

–

–
Millions of yen

September 30, 2021
g

h

i

j

MUFG acting as originator / sponsor
Item No.

1

Underlying asset type

Retail (total)

Traditional
Synthetic
securitizations(asset transfer securitizations
type)

k

l

MUFG acting as investor
Traditional
Synthetic
securitizations(asset transfer securitizations
type)

Sub-total

242,425–

242,425

32,400–Sub-total

32,4002

Residential mortgages

64,225–64,225–––

3

Credit card receivables

–

–

–

32,000–32,0004

Other retail exposures

178,200–

178,200

400

–

400

5

Re-securitization

–

–

–

–

–

–

65,056100,247

165,304

290,369–

290,369

6

Wholesale (total)

7

Loans to corporates–

100,247

100,247

–

–

–

8

Commercial mortgagebacked securities

41,307–41,307–––

9

Leasing receivables
and accountreceivables

16,904–

16,904

220,658–

220,658

10

Other wholesale

6,844

–

6,844

69,710–69,710

11

Re-securitization

–

–

–

–

–

–

53 Basel III Disclosure

Interim Fiscal 2022

SEC1: Securitization exposures by underlying asset type (securitization exposures subject to thecalculation of the amount of credit risk-weighted assets only)
Millions of yen
September 30, 2022
a

b

c

d

e

MUFG acting as originator
Item No.

1

Underlying asset typeTraditional
Synthetic
securitizations(asset transfer securitizations
type)

Sub-total

Sub-total

3,283,396–

3,283,396

2,003,379–

2,003,379

2

Residential mortgages

154,456–

154,456

1,509,152–

1,509,152

3

Credit card receivables

1,339,754–

1,339,754

86,614–

86,614

4

Other retail exposures

1,789,185–

1,789,185

407,509–407,509

5
6

Retail (total)

Traditional
Synthetic
securitizations(asset transfer securitizations
type)

f

MUFG acting as sponsor

Re-securitization
Wholesale (total)

–

–

–

103

–

103

3,214,298–

3,214,298

4,104,863–

4,104,863

38,401–

38,401

3,703,901–

3,703,901–––

291,725–

291,725

7

Loans to corporates

8

Commercial mortgagebacked securities

9

Leasing receivables
and accountreceivables

2,795,036–

2,795,036

100,775–

100,775

10

Other wholesale

380,860–

380,860

8,461

–

8,461

11

Re-securitization

–

–

–

–

–

–
Millions of yen

September 30, 2021
g

h

i

j

MUFG acting as originator / sponsor
Item No.

1

Underlying asset type

Retail (total)

Traditional
Synthetic
securitizations(asset transfer securitizations
type)2,391,073–

kl

MUFG acting as investor
Traditional
Synthetic
securitizations(asset transfer securitizations
type)

Sub-total

Sub-total

2,391,073

2,755,234–

2,755,234
2,301,621

2

Residential mortgages

49,393–49,3932,301,621–

3

Credit card receivables

1,129,442–

1,129,442

11,585–

11,585

4

Other retail exposures

1,212,237–

1,212,237

441,918–

441,918

5
6

Re-securitization
Wholesale (total)

–

–

–

109

–

109

2,212,106–

2,212,106

2,834,118–

2,834,118

18,199–18,1992,475,480–

2,475,480–––

265,586–

265,586

7

Loans to corporates

8

Commercial mortgagebacked securities

9

Leasing receivables
and accountreceivables

1,942,133–

1,942,133

84,590–84,590

10

Other wholesale

251,773–

251,773

8,461

–

8,461

11

Re-securitization

–

–

–

–

–

–

54 Basel III Disclosure

Interim Fiscal 2022

SEC2: Securitization exposures by underlying asset type (securitization exposures subject to thecalculation of the amount corresponding to market risk only)
Millions of yen
September 30, 2022
b

a
Item
No.

c

d

MUFG acting as originator
Underlying asset typefg

Synthetic(asset transfer securitizations

Sub-total

securitizationsi

Traditional
Synthetic(asset transfer securitizations

Sub-total

securitizations

Synthetic(asset transfer securitizations

Sub-total

type)

type)

type)

h
MUFG acting as investor

Traditional

Traditional
securitizationse
MUFG acting as sponsor

1

Retail (total)

–

–

–

–

–

–

24,955–

2

Residential mortgages

–

–

–

–

–

–

–

–

–

3

Credit card receivables

–

–

–

–

–

–

4,093

–

4,093

4

Other retail exposures

–

–

–

–

–

–

20,861–

20,861

5

Re-securitization

–

–

–

–

–

–

–

–

–

6

Wholesale (total)

–

–

–

–

–

–

29,292–

29,292

7

Loans to corporates

–

–

–

–

–

–

19,450–19,4508

Commercial mortgage-

–

–

–

–

–

–

1,641

–

1,641

backed securities
924,955

Leasing receivables
and accountreceivables

–

–

–

–

–

–

3,821

–

3,821

10

Other wholesale

–

–

–

–

–

–

4,378

–

4,378

11

Re-securitization

–

–

–

–

–

–

–

–

–

SEC2: Securitization exposures by underlying asset type (securitization exposures subject to thecalculation of the amount corresponding to market risk only)
Millions of yen
September 30, 2021
b

a
Item
No.

c

d

MUFG acting as originator
Underlying asset typefg

Synthetic(asset transfer securitizations

Sub-total

securitizationsi

Traditional
Synthetic(asset transfer securitizations

Sub-total

securitizations

Synthetic(asset transfer securitizations

Sub-total

type)

type)

type)

h
MUFG acting as investor

Traditional

Traditional
securitizationse
MUFG acting as sponsor

1

Retail (total)

–

–

–

–

–

–

17,259–2

Residential mortgages

–

–

–

–

–

–

–

–

–

3

Credit card receivables

–

–

–

–

–

–

605

–

605

4

Other retail exposures

–

–

–

–

–

–

16,654–

16,654

5

Re-securitization

–

–

–

–

–

–

–

–

–

6

Wholesale (total)

–

–

–

–

–

–

27,922–

27,922

7

Loans to corporates

–

–

–

–

–

–

17,793–

17,7938

Commercial mortgage-

–

–

–

–

–

–

–

–

–

backed securities
9

17,259

Leasing receivables
and accountreceivables

–

–

–

–

–

–

5,722

–

5,722

10

Other wholesale

–

–

–

–

–

–

4,406

–

4,406

11

Re-securitization

–

–

–

–

–

–

–

–

–

55 Basel III Disclosure

Interim Fiscal 2022

SEC3: Securitization exposures subject to the calculation of the amount of credit risk-weighted assets
and related capital requirements (MUFG acting as originator or sponsor)
Millions of yen

Item
No.

a
Total

b

c

September 30, 2022
d
e

f

g

Traditional securitizations (asset transfer type) (sub-total)
Securitization
Re-securitization
RetailWholesale
Seniorunderlying
Amount of exposures (by risk weight category)
1 Securitization
exposures subject to arisk weight of 20% or
less
7,614,680
7,157,435
7,157,435
3,377,449
3,779,985––
2 Securitization
exposures subject to arisk weight of morethan 20% and 50% or
less
396,020352,210352,210
125,640
226,569––
3 Securitization
exposures subject to arisk weight of morethan 50% and 100% or
less
140,804
140,804
140,804
34,965
105,838––
4 Securitization
exposures subject to arisk weight of morethan 100% and lessthan 1250%
12,905
12,905
12,905
12,250655––
5 Securitization
exposures subject to arisk weight of 1250%
86
86
86
86
–
–
–
Amount of exposures (by calculation method)
6 Securitization
exposures subject tothe IRB Approach orInternal Assessment
Approach
3,961,139
3,460,085
3,460,085
561,448
2,898,636––
7 Securitization
exposures subject tothe External Ratingsbased Approach
1,085,705
1,085,705
1,085,705
776,213309,492––
8 Securitization
exposures subject to
the Standardized
Approach
3,117,564
3,117,564
3,117,564
2,212,644
904,919––9 Securitization
exposures subject to arisk weight of 1250%
86
86
86
86
–
–
–

56 Basel III Disclosure

Interim Fiscal 2022h

Non-senior

–

–

–

–
–

–

–

–
–

Item
No.

a
Total

b

c

September 30, 2022
d
e

f

g

Traditional securitizations (asset transfer type) (sub-total)
Securitization
Re-securitization
RetailWholesale
Seniorunderlying
Amount of credit risk-weighted assets (by calculation method)
10 Credit RWA calculatedusing the IRB
Approach or Internal
Assessment Approach
641,911555,058
555,058
93,239461,818––
11 Credit RWA calculatedusing the External
Ratings-based
Approach
120,892
120,892
120,892
80,46940,423––
12 Credit RWA calculatedusing the Standardized
Approach
467,140
467,140
467,140279,236
187,904––
13 Credit RWA relating tosecuritization
exposures subject to arisk weight of 1250%
1,084
1,084
1,084
1,084
–
–
–
Capital requirements (by calculation method)
14 Capital requirements
relating tosecuritization
exposures subject tothe IRB Approach orInternal Assessment
Approach
51,35244,404
44,404
7,459
36,945––
15 Capital requirements
relating tosecuritization
exposures subject tothe External Ratingsbased Approach
9,671
9,671
9,671
6,437
3,233
–
–
16 Capital requirements
relating tosecuritization
exposures subject to
the Standardized
Approach
37,37137,37137,371
22,33815,032––17 Capital requirements
relating tosecuritization
exposures subject to arisk weight of 1250%
86
86
86
86
–
–
–

57 Basel III Disclosure

Interim Fiscal 2022h

Non-senior

–

–
–

–

–

–

–

–

Millions of yen
i
Item
No.

j

k

Synthetic securitizations (sub-total)
Securitization

Amount of exposures (by risk weight category)
1 Securitization
exposures subject to arisk weight of 20% or
less
457,244457,244
2 Securitization
exposures subject to arisk weight of morethan 20% and 50% or
less
43,81043,8103 Securitization
exposures subject to arisk weight of morethan 50% and 100% or
less––
4 Securitization
exposures subject to arisk weight of morethan 100% and lessthan 1250%––
5 Securitization
exposures subject to arisk weight of 1250%––
Amount of exposures (by calculation method)
6 Securitization
exposures subject tothe IRB Approach orInternal Assessment
501,054
501,054
Approach
7 Securitization
exposures subject tothe External Ratings––
based Approach
8 Securitization
exposures subject to
the Standardized––
Approach
9 Securitization
exposures subject to arisk weight of 1250%––

58 Basel III Disclosure

September 30, 2022lInterim Fiscal 2022

m

n

o

SeniorNon-senior

Re-securitization
Retailunderlying

Wholesale–457,244

–

–

–

–

43,810

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

501,054

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

i
Item
No.

j

k

September 30, 2022lSynthetic securitizations (sub-total)
Securitization

Retailunderlying
Amount of credit risk-weighted assets (by calculation method)
10 Credit RWA calculatedusing the IRB
Approach or Internal
Assessment Approach
86,85386,853–
11 Credit RWA calculatedusing the External
Ratings-based
Approach–––
12 Credit RWA calculatedusing the Standardized
Approach–––
13 Credit RWA relating tosecuritization
exposures subject to arisk weight of 1250%–––
Capital requirements (by calculation method)
14 Capital requirements
relating tosecuritization
exposures subject tothe IRB Approach orInternal Assessment
Approach
6,948
6,948
–
15 Capital requirements
relating tosecuritization
exposures subject tothe External Ratingsbased Approach–––
16 Capital requirements
relating tosecuritization
exposures subject to
the Standardized
Approach–––
17 Capital requirements
relating tosecuritization
exposures subject to arisk weight of 1250%–––

59 Basel III Disclosure

Interim Fiscal 2022

m

n

o

SeniorNon-senior

Re-securitization
Wholesale

86,853

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

6,948

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

SEC3: Securitization exposures subject to the calculation of the amount of credit risk-weighted assets
and related capital requirements (MUFG acting as originator or sponsor)
Millions of yen

Item
No.

a
Total

b

c

September 30, 2021
d
e

f

g

Traditional securitizations (asset transfer type) (sub-total)
Securitization
Re-securitization
RetailWholesale
Seniorunderlying
Amount of exposures (by risk weight category)
1 Securitization
exposures subject to arisk weight of 20% or
less
4,848,607
4,759,259
4,759,259
2,454,674
2,304,585––
2 Securitization
exposures subject to arisk weight of morethan 20% and 50% or
less
359,174
348,274
348,274
147,000
201,274––
3 Securitization
exposures subject to arisk weight of morethan 50% and 100% or
less
104,742
104,742
104,742
45,86858,873––4 Securitization
exposures subject to arisk weight of morethan 100% and lessthan 1250%
21,07521,07521,075
18,2772,798––
5 Securitization
exposures subject to arisk weight of 1250%
79
79
79
79
–
–
–
Amount of exposures (by calculation method)
6 Securitization
exposures subject tothe IRB Approach orInternal Assessment
Approach
2,425,926
2,325,679
2,325,679
338,839
1,986,839––
7 Securitization
exposures subject tothe External Ratingsbased Approach
913,586
913,586
913,586
657,384
256,201––
8 Securitization
exposures subject to
the Standardized
Approach
1,994,086
1,994,086
1,994,086
1,669,595
324,490––
9 Securitization
exposures subject to arisk weight of 1250%
79
79
79
79
–
–
–

60 Basel III Disclosure

Interim Fiscal 2022h

Non-senior

–

–

–

–
–

–

–

–
–

Item
No.

a
Total

b

c

September 30, 2021
d
e

f

g

Traditional securitizations (asset transfer type) (sub-total)
Securitization
Re-securitization
RetailWholesale
Seniorunderlying
Amount of credit risk-weighted assets (by calculation method)
10 Credit RWA calculatedusing the IRB
Approach or Internal
Assessment Approach
416,415
399,814399,81483,860315,953––
11 Credit RWA calculatedusing the External
Ratings-based
Approach
141,148
141,148
141,148
87,42153,727––
12 Credit RWA calculatedusing the Standardized
Approach
329,385
329,385
329,385
246,361
83,024––
13 Credit RWA relating tosecuritization
exposures subject to arisk weight of 1250%
993
993
993
993
–
–
–
Capital requirements (by calculation method)
14 Capital requirements
relating tosecuritization
exposures subject tothe IRB Approach orInternal Assessment
Approach
33,31331,98531,985
6,708
25,276––
15 Capital requirements
relating tosecuritization
exposures subject tothe External Ratingsbased Approach
11,291
11,291
11,291
6,993
4,298
–
–
16 Capital requirements
relating tosecuritization
exposures subject to
the Standardized
Approach
26,35026,35026,35019,708
6,641––
17 Capital requirements
relating tosecuritization
exposures subject to arisk weight of 1250%
79
79
79
79
–
–
–

61 Basel III Disclosure

Interim Fiscal 2022h

Non-senior

–

–
–

–

–

–

–

–

Millions of yen
i
Item
No.

j

k

Synthetic securitizations (sub-total)
Securitization

Amount of exposures (by risk weight category)
1 Securitization
exposures subject to arisk weight of 20% or
less
89,34789,347
2 Securitization
exposures subject to arisk weight of morethan 20% and 50% or
less
10,90010,9003 Securitization
exposures subject to arisk weight of morethan 50% and 100% or
less––
4 Securitization
exposures subject to arisk weight of morethan 100% and lessthan 1250%––
5 Securitization
exposures subject to arisk weight of 1250%––
Amount of exposures (by calculation method)
6 Securitization
exposures subject tothe IRB Approach orInternal Assessment
100,247
100,247
Approach
7 Securitization
exposures subject tothe External Ratings––
based Approach
8 Securitization
exposures subject to
the Standardized––
Approach
9 Securitization
exposures subject to arisk weight of 1250%––

62 Basel III Disclosure

September 30, 2021lInterim Fiscal 2022

m

n

o

SeniorNon-senior

Re-securitization
Retailunderlying

Wholesale–

89,347––––

10,900

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

100,247

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

i
Item
No.

j

k

September 30, 2021l

Synthetic securitizations (sub-total)
Securitization

Retailunderlying
Amount of credit risk-weighted assets (by calculation method)
10 Credit RWA calculatedusing the IRB
Approach or Internal
Assessment Approach
16,601
16,601–
11 Credit RWA calculatedusing the External
Ratings-based
Approach–––
12 Credit RWA calculatedusing the Standardized
Approach–––
13 Credit RWA relating tosecuritization
exposures subject to arisk weight of 1250%–––
Capital requirements (by calculation method)
14 Capital requirements
relating tosecuritization
exposures subject tothe IRB Approach orInternal Assessment
Approach
1,328
1,328
–
15 Capital requirements
relating tosecuritization
exposures subject tothe External Ratingsbased Approach–––
16 Capital requirements
relating tosecuritization
exposures subject to
the Standardized
Approach–––
17 Capital requirements
relating tosecuritization
exposures subject to arisk weight of 1250%–––

63 Basel III Disclosure

Interim Fiscal 2022

m

n

o

SeniorNon-senior

Re-securitization
Wholesale

16,601

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

1,328

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

SEC4: Securitization exposures subject to the calculation of the amount of credit risk-weighted assets
and related capital requirements (MUFG acting as investor)
Millions of yen

Item
No.

a
Total

b

c

September 30, 2022
d
e

f

g

Traditional securitizations (asset transfer type) (sub-total)
Securitization
Re-securitization
RetailWholesale
Seniorunderlying
Amount of exposures (by risk weight category)
1 Securitization
exposures subject to arisk weight of 20% or
less
5,907,488
5,907,488
5,907,488
1,927,485
3,980,002––
2 Securitization
exposures subject to arisk weight of morethan 20% and 50% or
less
14,486
14,486
14,48646
14,440––3 Securitization
exposures subject to arisk weight of morethan 50% and 100% or
less
133,628
133,628
133,524
75,21658,308103
103
4 Securitization
exposures subject to arisk weight of morethan 100% and lessthan 1250%
44,16344,16344,163512
43,650––5 Securitization
exposures subject to arisk weight of 1250%
8,476
8,476
8,476
15
8,461
–
–
Amount of exposures (by calculation method)
6 Securitization
exposures subject tothe IRB Approach orInternal Assessment
Approach229,239229,239229,239–229,239––
7 Securitization
exposures subject tothe External Ratingsbased Approach
5,780,354
5,780,354
5,780,354
1,988,039
3,792,315––
8 Securitization
exposures subject to
the Standardized
Approach
90,172
90,172
90,06815,221
74,847103
103
9 Securitization
exposures subject to arisk weight of 1250%
8,476
8,476
8,476
15
8,461
–
–

64 Basel III Disclosure

Interim Fiscal 2022h

Non-senior

–

–

–

–
–

–

–

–
–

Item
No.

a
Total

b

c

September 30, 2022
d
e

f

g

Traditional securitizations (asset transfer type) (sub-total)
Securitization
Re-securitization
RetailWholesale
Seniorunderlying
Amount of credit risk-weighted assets (by calculation method)
10 Credit RWA calculatedusing the IRB
Approach or Internal
Assessment Approach
36,57336,57336,573–36,573––
11 Credit RWA calculatedusing the External
Ratings-based
Approach
1,111,682
1,111,682
1,111,682
286,215825,466––
12 Credit RWA calculatedusing the Standardized
Approach
13,03013,03012,926
1,699
11,227103
103
13 Credit RWA relating tosecuritization
exposures subject to arisk weight of 1250%
105,955
105,955
105,955
187
105,768––
Capital requirements (by calculation method)
14 Capital requirements
relating tosecuritization
exposures subject tothe IRB Approach orInternal Assessment
Approach
2,925
2,925
2,925
–
2,925
–
–
15 Capital requirements
relating tosecuritization
exposures subject tothe External Ratingsbased Approach
88,93488,93488,93422,897
66,037––
16 Capital requirements
relating tosecuritization
exposures subject to
the Standardized
Approach
1,042
1,042
1,034
135
898
8
8
17 Capital requirements
relating tosecuritization
exposures subject to arisk weight of 1250%
8,476
8,476
8,476
15
8,461
–
–

65 Basel III Disclosure

Interim Fiscal 2022h

Non-senior

–

–
–

–

–

–

–

–

Millions of yen
i
Item
No.

k

Synthetic securitizations (sub-total)
Securitization

Amount of exposures (by risk weight category)
1 Securitization
exposures subject to arisk weight of 20% or
less–
2 Securitization
exposures subject to arisk weight of morethan 20% and 50% or
less–
3 Securitization
exposures subject to arisk weight of morethan 50% and 100% or
less–
4 Securitization
exposures subject to arisk weight of morethan 100% and lessthan 1250%–
5 Securitization
exposures subject to arisk weight of 1250%–
Amount of exposures (by calculation method)
6 Securitization
exposures subject tothe IRB Approach orInternal Assessment
Approach–
7 Securitization
exposures subject tothe External Ratingsbased Approach–
8 Securitization
exposures subject to
the Standardized
Approach–
9 Securitization
exposures subject to arisk weight of 1250%–

66 Basel III Disclosurej

September 30, 2022lInterim Fiscal 2022

m

n

o

SeniorNon-senior

Re-securitization
Retailunderlying

Wholesale

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

i
Item
No.

j

k

September 30, 2022lSynthetic securitizations (sub-total)
Securitization

Retailunderlying
Amount of credit risk-weighted assets (by calculation method)
10 Credit RWA calculatedusing the IRB
Approach or Internal
Assessment Approach–––
11 Credit RWA calculatedusing the External
Ratings-based
Approach–––
12 Credit RWA calculatedusing the Standardized
Approach–––
13 Credit RWA relating tosecuritization
exposures subject to arisk weight of 1250%–––
Capital requirements (by calculation method)
14 Capital requirements
relating tosecuritization
exposures subject tothe IRB Approach orInternal Assessment
Approach–––
15 Capital requirements
relating tosecuritization
exposures subject tothe External Ratingsbased Approach–––
16 Capital requirements
relating tosecuritization
exposures subject to
the Standardized
Approach–––
17 Capital requirements
relating tosecuritization
exposures subject to arisk weight of 1250%–––

67 Basel III Disclosure

Interim Fiscal 2022

m

n

o

SeniorNon-senior

Re-securitization
Wholesale

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

SEC4: Securitization exposures subject to the calculation of the amount of credit risk-weighted assets
and related capital requirements (MUFG acting as investor)
Millions of yen

Item
No.

a
Total

b

c

September 30, 2021
d
e

f

g

Traditional securitizations (asset transfer type) (sub-total)
Securitization
Re-securitization
RetailWholesale
Seniorunderlying
Amount of exposures (by risk weight category)
1 Securitization
exposures subject to arisk weight of 20% or
less
5,452,744
5,452,744
5,452,744
2,735,333
2,717,410––
2 Securitization
exposures subject to arisk weight of morethan 20% and 50% or
less
8,861
8,861
8,861
50
8,810
–
–
3 Securitization
exposures subject to arisk weight of morethan 50% and 100% or
less
68,583
68,58368,513
19,11749,39570
70
4 Securitization
exposures subject to arisk weight of morethan 100% and lessthan 1250%
49,50849,50849,469608
48,86138
38
5 Securitization
exposures subject to arisk weight of 1250%
9,655
9,655
9,655
15
9,640
–
–
Amount of exposures (by calculation method)
6 Securitization
exposures subject tothe IRB Approach orInternal Assessment
Approach
37,25937,25937,259–37,259––7 Securitization
exposures subject tothe External Ratingsbased Approach
5,508,811
5,508,811
5,508,811
2,723,689
2,785,122––
8 Securitization
exposures subject to
the Standardized
Approach
33,62733,62733,51831,420
2,097
109
109
9 Securitization
exposures subject to arisk weight of 1250%
9,655
9,655
9,655
15
9,640
–
–

68 Basel III Disclosure

Interim Fiscal 2022h

Non-senior

–

–

–

–
–

–

–

–
–

Item
No.

a
Total

b

c

September 30, 2021
d
e

f

g

Traditional securitizations (asset transfer type) (sub-total)
Securitization
Re-securitization
RetailWholesale
Seniorunderlying
Amount of credit risk-weighted assets (by calculation method)
10 Credit RWA calculatedusing the IRB
Approach or Internal
Assessment Approach
7,899
7,899
7,899
–
7,899
–
–
11 Credit RWA calculatedusing the External
Ratings-based
Approach
1,038,925
1,038,925
1,038,925
402,007636,917––
12 Credit RWA calculatedusing the Standardized
Approach
4,297
4,297
4,184
3,869
314
113
113
13 Credit RWA relating tosecuritization
exposures subject to arisk weight of 1250%
120,691
120,691
120,691
187
120,503––
Capital requirements (by calculation method)
14 Capital requirements
relating tosecuritization
exposures subject tothe IRB Approach orInternal Assessment
Approach
631
631
631
–
631
–
–
15 Capital requirements
relating tosecuritization
exposures subject tothe External Ratingsbased Approach
83,114
83,114
83,11432,16050,953––
16 Capital requirements
relating tosecuritization
exposures subject to
the Standardized
Approach
343
343
334
309
25
9
9
17 Capital requirements
relating tosecuritization
exposures subject to arisk weight of 1250%
9,655
9,655
9,655
15
9,640
–
–

69 Basel III Disclosure

Interim Fiscal 2022h

Non-senior

–

–
–

–

–

–

–

–

Millions of yen
i
Item
No.

k

Synthetic securitizations (sub-total)
Securitization

Amount of exposures (by risk weight category)
1 Securitization
exposures subject to arisk weight of 20% or
less–
2 Securitization
exposures subject to arisk weight of morethan 20% and 50% or
less–
3 Securitization
exposures subject to arisk weight of morethan 50% and 100% or
less–
4 Securitization
exposures subject to arisk weight of morethan 100% and lessthan 1250%–
5 Securitization
exposures subject to arisk weight of 1250%–
Amount of exposures (by calculation method)
6 Securitization
exposures subject tothe IRB Approach orInternal Assessment
Approach–
7 Securitization
exposures subject tothe External Ratingsbased Approach–
8 Securitization
exposures subject to
the Standardized
Approach–
9 Securitization
exposures subject to arisk weight of 1250%–

70 Basel III Disclosurej

September 30, 2021lInterim Fiscal 2022

m

n

o

SeniorNon-senior

Re-securitization
Retailunderlying

Wholesale

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

i
Item
No.

j

k

September 30, 2021l

Synthetic securitizations (sub-total)
Securitization

Retailunderlying
Amount of credit risk-weighted assets (by calculation method)
10 Credit RWA calculatedusing the IRB
Approach or Internal
Assessment Approach–––
11 Credit RWA calculatedusing the External
Ratings-based
Approach–––
12 Credit RWA calculatedusing the Standardized
Approach–––
13 Credit RWA relating tosecuritization
exposures subject to arisk weight of 1250%–––
Capital requirements (by calculation method)
14 Capital requirements
relating tosecuritization
exposures subject tothe IRB Approach orInternal Assessment
Approach–––
15 Capital requirements
relating tosecuritization
exposures subject tothe External Ratingsbased Approach–––
16 Capital requirements
relating tosecuritization
exposures subject to
the Standardized
Approach–––
17 Capital requirements
relating tosecuritization
exposures subject to arisk weight of 1250%–––

71 Basel III Disclosure

Interim Fiscal 2022

m

n

o

SeniorNon-senior

Re-securitization
Wholesale

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

MR1: Market risk under the Standardized Approach
Millions of yen
September 30, September 30,
2022
2021
Item No.

RWA (Amount obtained by
dividing amount corresponding
to risk by 8%)
1

Interest rate risk (general and specific)

771,1232

Equity risk (general and specific)

302,425

824,503527,518

3

Foreign exchange risk

118,350

108,767

4

Commodity risk

1,620

550

Options transactions
5

Simplified approach

–

–

6

Delta-plus method

–

–

7

Scenario approach––

42,02328,8901,235,543

1,490,230

8

Specific risk relating to securitization exposures

9

Total

MR3: Values of Internal Models Approach (Market risk)
Millions of yen
September 30, September 30,
2022
2021

Item No.
Value at Risk (holding period: 10 business days, one-sided confidence interval: 99%)
1

Maximum value

46,63022,397

2

Average value

36,341

15,557

3

Minimum value

18,906

11,6264

Period end

32,254

12,676

Stressed Value at Risk (holding period: 10 business days, one-sided confidence interval: 99%)
5

Maximum value

152,71785,095

6

Average value

98,34362,801

7

Minimum value

54,55247,3678

Period end

92,772

64,836

Incremental risk charge (one-sided confidence interval: 99.9%)
9Maximum value

–

–

10

Average value

–

–

11

Minimum value

–

–

12

Period end––

Comprehensive risk capital charge (one-sided confidence interval: 99.9%)
13

Maximum value

–

–

14

Average value

–

–

15

Minimum value

–

–

16

Period end

–

–

–

–

17 Floor (Revised Standardized Approach)
There are no applicable amounts for incremental risk or comprehensive risk.

72 Basel III Disclosure

Interim Fiscal 2022

MR4: Results of backtesting using the Internal Models Approach
Billions of yen

There were no hypothetical losses exceeding the VaR throughout the most recent 250 business days.
Billions of yen

There were no hypothetical losses exceeding the VaR throughout the most recent 250 business days.

73 Basel III Disclosure

Interim Fiscal 2022

IRRBB1: Interest rate risk in the banking bookMillions of yen
a

b
⊿EVE

Item No.

c

d
⊿NII

September 30, September 30, September 30, September 30,
2022
2021
2022
2021

1

Upward parallel shift

1,261,375

1,767,249(149,372)(265,032)2

Downward parallel shift(90,982)(387,065)

3

Steepener

1,184,293

1,132,259

238,812／248,138／

4

Flattener

176,955(107,763)／／

5

Short-term interest rate up

342,147

339,167／／

6

Short-term interest rate down

583,480

317,613／／

7

Maximum

1,261,375

1,767,249

238,812248,138ef

September 30, 2022

September 30, 2021

Tier 1 capital
8
14,743,476
16,789,698
In accordance with FSA disclosure stipulations, positive figures in ⊿EVE column indicate a decline in the economic value of equity, andpositive figures in ⊿NII column indicate a decline in net interest income.

74 Basel III Disclosure

Interim Fiscal 2022

CCyB1: Geographical distribution of credit exposures used in the countercyclical buffer
Millions of yen, %September 30, 2022
a

b

c

d

Countercyclicalcapital buffer
rate

Credit RWA
used in thecomputation ofthe
countercyclicalcapital buffer

Countercyclicalcapital buffer
rateCountercyclicalbuffer amountHong Kong

1.00%

775,747／／

Luxemburg

0.50%

349,076／／

Sweden1.00%／

19,240／／1,144,064／／

Geographicalbreakdown

Sum

／
Total
76,451,423
0.01%
13,215
Geographical distribution is based on the ultimate risk as much as possible. However, the ultimate risk-based distribution has not been madefor subsidiaries that apply the Standardized Approach and certain transactions including transactions with underlying assets such as funds andsecuritization.

CCyB1: Geographical distribution of credit exposures used in the countercyclical buffer
Millions of yen, %September 30, 2021
a

b

c

d

Countercyclicalcapital buffer
rate

Credit RWA
used in thecomputation ofthe
countercyclicalcapital buffer

Countercyclicalcapital buffer
rateCountercyclicalbuffer amountHong Kong

1.00%

684,757／／

Luxemburg

0.50%／

191,656／／

876,413／／

Geographicalbreakdown

Sum

／
Total
72,587,320
0.01%
11,219Geographical distribution is based on the ultimate risk as much as possible. However, the ultimate risk-based distribution has not been madefor subsidiaries that apply the Standardized Approach and certain transactions including transactions with underlying assets such as funds andsecuritization.

75 Basel III Disclosure

Interim Fiscal 2022

TLAC1: TLAC composition
Millions of yen, %abBasel III
Template
September 30, September 30,
No.
2022
2021
Expected resolution policy
The MUFG Group’s preferred resolution policy is the Single Point of Entry (SPE) approach. Specifically, it is expected that if any financial
crisis occurs at MUFG Bank, Ltd., Mitsubishi UFJ Trust and Banking Corporation, Mitsubishi UFJ Morgan Stanley Securities Co., Ltd. or
MUFG Americas Holdings Corporation, material subsidiaries, the crisis will be resolved under legal bankruptcy procedures, with losses
concentrated into Mitsubishi UFJ Financial Group, Inc., the holding company, under the initiative of relevant authorities, while the material
subsidiary that has restored the soundness will be transferred to go under the umbrella of the successor holding company sponsored by the
Deposit Insurance Corporation of Japan, and then stay in business as normal.
Regulatory capital elements of TLAC and adjustments
12,984,294(a)
14,917,098
1 Common Equity Tier 1 (CET1) capital
1,759,182(b)
1,872,599
2 Additional Tier 1 (AT1) capital before TLAC adjustments
3

AT1 capital ineligible as TLAC as issued out of subsidiaries to third parties(c)4

Other adjustments(d)–163,959(e)

1,595,222(f)

5

AT1 instruments eligible under the TLAC framework ((b) – (c) – (d))

6Tier 2 capital before TLAC adjustments––
1,872,599

7(g)2,490,788(105,014)

2,443,087

Amortised portion of Tier 2 instruments where remaining maturity >1 year

8

Tier 2 capital ineligible as TLAC as issued out of subsidiaries to third parties

(h)

–

–

(i)

Tier 2 instruments eligible under the TLAC framework ((f) – (g) – (h) – (i))(j)

98,6262,497,176

2,487,256

11 TLAC arising from regulatory capital ((a) + (e) + (j))
Non-regulatory capital elements of TLAC
12 External TLAC instruments issued directly by the bank and subordinated to excluded
liabilities
13 External TLAC instruments issued directly by the bank which are not subordinated to
excluded liabilities but meet all other TLAC Term Sheet requirements
14 Of which: amount eligible as TLAC after application of the caps

(k)17,076,693

19,276,955(l)

8,231,601

4,897,095

／

／

／

／

／

／

9
10

Other adjustments(81,672)

15

External TLAC instruments issued by funding vehicles prior to 1 January 2022

16

Eligible ex ante commitments to recapitalise a G-SIB in resolution

37,503(m)

4,625,577

2,804,794(n)

12,857,179

7,701,889(o)29,933,872

26,978,844

(p)

–

–

(q)

11,173

6,484

(r)

–

–

22 TLAC after deductions ((o) – (p) – (q) – (r))
Risk-weighted assets (RWA) and leverage exposure measure for TLAC purposes
23 Total risk-weighted assets (RWA)(s)

29,922,698

26,972,360(t)

132,159,354

112,191,761

24 Leverage exposure measure
TLAC ratios and buffers
25 TLAC before deduction of CET1 specific buffer requirement (as a percentage of RWA)((s)/(t))
TLAC as a percentage of RWA
25a

(u)

327,918,434

292,447,590

22.64%

24.04%

18.63%

20.03%

17 TLAC arising from non-regulatory capital instruments before adjustments ((l) + (m))
Non-regulatory capital elements of TLAC: adjustments
18 TLAC before deductions ((k) + (n))
19 Deductions of exposures between MPE resolution groups that correspond to items
eligible for TLAC (not applicable to single point of entry G-SIBs)
20 Deduction of investments in own other TLAC liabilities
21

Other adjustments to TLAC

26

TLAC as a percentage of leverage exposure ((s)/(u))

9.12%

9.22%

27

CET1 available after meeting the minimum capital buffer requirements

4.76%

8.00%

28

The minimum capital buffer requirement

4.01%

4.01%

29

Of which: capital conservation buffer requirement

2.50%

2.50%

30

Of which: countercyclical buffer requirement

0.01%

0.01%

31

Of which: G-SIB/D-SIB additional requirement

1.50%

1.50%

76 Basel III Disclosure

Interim Fiscal 2022

Basel III
Template
No.
TLAC as a percentage of leverage exposure (including the deposits with the Bank of Japan)
Leverage exposure measure
The deposits with the Bank of Japan
Leverage exposure measure (including the deposits with the Bank ofJapan)
TLAC as a percentage of leverage exposure (including the deposits with
the Bank of Japan) ((s)/(u'))

77 Basel III Disclosure

Interim Fiscal 2022ab

September 30, September 30,
2022
2021
(u)
(u')

327,918,434

292,447,590

85,295,119

89,257,783

413,213,554

381,705,374

7.24%

7.06%

TLAC2: Material subgroup entity – creditor ranking at legal entity level
MUFG Bank, Ltd. (non-consolidated)
Millions of yen
September 30, 2022
Creditor ranking

Basel III
Template
No.

Item

1

1

Most
juniorMost
junioryes–

1

Is the resolution entity thecreditor/investor? (yes or no)2

Description of creditor
ranking3

Total capital and liabilities net
5,590,233
of credit risk mitigation

2

2

yes

3

–

Additional Tier 1
capital instruments

Common Stock

3

yes

–

Tier 2 capital
instruments

4

4

Most
seniorMostsenior

yes

–

Total

／

Other internal
TLAC instruments– 1,396,500– 1,439,000– 8,431,268– 16,857,001

–

–

–

–

4

Subset of row 3 that are
excluded liabilities–

5

Total capital and liabilities
less excluded liabilities(row 3 minus row 4)

5,590,233– 1,396,500– 1,439,000– 8,431,268– 16,857,001

Subset of row 5 that are
eligible as TLAC

5,590,233– 1,396,500– 1,439,000– 7,470,397– 15,896,130
–

6
7

8

9

10

11

–

–

–

–

Subset of row 6 with 1
year ≤ residual maturity< 2 years

–

–

–

–

40,000–Subset of row 6 with 2
years ≤ residual
maturity < 5 years

–

–

–

–

309,000– 3,081,282– 3,390,282

Subset of row 6 with 5
years ≤ residual
maturity < 10 years

–

–

–

– 1,090,000– 2,433,316– 3,523,316

Subset of row 6 withresidual maturity ≥ 10
years, but excluded
perpetual securities

–

–

–

–

–

– 1,127,947– 1,127,947– 1,396,500

–

–

–

– 6,986,733

Subset of row 6 that is
5,590,233
perpetual securities

78 Basel III Disclosure

Interim Fiscal 2022

827,852–

867,852

Millions of yen
September 30, 2021
Creditor ranking

Basel III
Template
No.

Item

1

1

Most
juniorMost
junioryes–

1

Is the resolution entity thecreditor/investor? (yes or no)2

Description of creditor
ranking3

Total capital and liabilities net
5,590,233
of credit risk mitigation

2

2

yes

3

–

Additional Tier 1
capital instruments

Common Stock

3

yes

–

Tier 2 capital
instruments (*1)

– 1,487,500– 1,374,000

–

–

4

4

Most
seniorMostsenior

yes

–

Total

／

Other internal
TLAC instruments

399,400 5,268,241– 14,119,375

4

Subset of row 3 that are
excluded liabilities–

5

Total capital and liabilities
less excluded liabilities(row 3 minus row 4)

5,590,233– 1,487,500– 1,374,000

399,400 5,268,241– 14,119,375

Subset of row 5 that are
eligible as TLAC

5,590,233– 1,487,500– 1,374,000– 4,392,467– 12,844,201

–

–

6
7

8

9

10

–

–

–

–

–

–

Subset of row 6 with 1
year ≤ residual maturity< 2 years

–

–

–

–

–

Subset of row 6 with 2
years ≤ residual
maturity < 5 years

–

–

–

–

242,000– 1,671,471– 1,913,471

Subset of row 6 with 5
years ≤ residual
maturity < 10 years

–

–

–

– 1,132,000– 1,467,322– 2,599,322

Subset of row 6 withresidual maturity ≥ 10
years, but excluded
perpetual securities

–

–

–

–

–

494,156

–

–

–

–

Subset of row 6 that is
5,590,233– 1,487,500––
perpetual securities(*1): Also include the issuance of eligible Tier 2 capital instruments subject to transitional arrangements.
11

79 Basel III Disclosure

Interim Fiscal 2022

759,517759,517494,156– 7,077,733

TLAC2: Material subgroup entity – creditor ranking at legal entity level
Mitsubishi UFJ Trust and Banking Corporation (non-consolidated)
Millions of yen
September 30, 2022
Creditor ranking

Basel III
Template
No.

Item

1

1

Most
juniorMost
junior

yes

–

2

2

3

3

4

4

Most
seniorMostsenior

yes

–

Total

1

Is the resolution entity thecreditor/investor? (yes or no)2

Description of creditor
ranking

Common Stock3

Total capital and liabilities netof credit risk mitigation

780,249–

170,500–

249,500–

616,166

4

Subset of row 3 that are
excluded liabilities

–

–

–

–

–

–

–

5

Total capital and liabilities
less excluded liabilities(row 3 minus row 4)780,249–

170,500–

249,500–

616,166– 1,816,416

Subset of row 5 that are
eligible as TLAC

780,249–

170,500–

249,500–

616,166– 1,816,416

Subset of row 6 with 1
year ≤ residual maturity< 2 years

–

–

–

–

–

–

108,607–108,607

Subset of row 6 with 2
years ≤ residual
maturity < 5 years

–

–

–

–

16,000–296,136–

312,136

Subset of row 6 with 5
years ≤ residual
maturity < 10 years

–

–

–

–

233,500–

169,427–

402,927

Subset of row 6 withresidual maturity ≥ 10
years, but excluded
perpetual securities

–

–

–

–

–

–

41,994–

41,994

Subset of row 6 that isperpetual securities

780,249–

170,500

–

–

–

–

–

950,749

6
7

8

9

10

11

80 Basel III Disclosure

Interim Fiscal 2022

yes–

Additional Tier 1
capital instruments

yes–

Tier 2 capital
instruments／

Other internal
TLAC instruments– 1,816,416––

Millions of yen
September 30, 2021
Creditor ranking

Basel III
Template
No.

Item

1

1

Most
juniorMost
junioryes–

1

Is the resolution entity thecreditor/investor? (yes or no)2

Description of creditor
ranking

Common Stock3

Total capital and liabilities netof credit risk mitigation

780,249

4

Subset of row 3 that are
excluded liabilities

5

6
7

8

9

10

2

2

yes

3

–

3

yes

–

4

4

Most
seniorMostsenior

yes

–

Total

／

Additional Tier 1
capital instruments

Tier 2 capital
instruments (*1)

Other internal
TLAC instruments–

189,500–

165,500

150,000

434,327

–

–

–

–

–

–

–

Total capital and liabilities
less excluded liabilities(row 3 minus row 4)780,249–

189,500–

165,500

150,000

434,327– 1,719,576

Subset of row 5 that are
eligible as TLAC

780,249–

189,500–

165,500–

308,394– 1,443,644

Subset of row 6 with 1
year ≤ residual maturity< 2 years

–

–

–

–

–

–

–

–

–

Subset of row 6 with 2
years ≤ residual
maturity < 5 years

–

–

–

–

–

–

209,327–

209,327

Subset of row 6 with 5
years ≤ residual
maturity < 10 years

–

–

–

–

165,500–

83,395–

248,895

Subset of row 6 withresidual maturity ≥ 10
years, but excluded
perpetual securities

–

–

–

–

–

–

15,671–

15,671–––

969,749

Subset of row 6 that is780,249– 189,500––
perpetual securities(*1): Also include the issuance of eligible Tier 2 capital instruments subject to transitional arrangements.
11

81 Basel III Disclosure

Interim Fiscal 2022

– 1,719,576––

TLAC2: Material subgroup entity – creditor ranking at legal entity level
Mitsubishi UFJ Morgan Stanley Securities Co., Ltd. (non-consolidated)
Millions of yen
September 30, 2022
Creditor ranking

Basel III
Template
No.

Item

1

Is the resolution entity the creditor/investor?
(yes or no)2

Description of creditor ranking

1

1

Most
juniorMost
junioryes–

2

Total capital and liabilities net of credit risk
mitigationyes–Long-term
subordinated debts/ short-term
subordinated debts

Class Stock
3

2

3

3

Most
seniorMostsenior

yes

–

Total

／

Other internal TLAC
instruments

122,428

81,619221,300–––

425,347

4

Subset of row 3 that are excluded liabilities

–

–

–

–

–

–

–

5

Total capital and liabilities less excluded liabilities(row 3 minus row 4)

122,428

81,619221,300–––

425,347

6

Subset of row 5 that are eligible as TLAC

122,428

81,619160,800–––

364,847

7

Subset of row 6 with 1 year ≤ residual
maturity < 2 years––

26,800–––26,8008

Subset of row 6 with 2 years ≤ residual
maturity < 5 years––

104,000–––

104,000

9

Subset of row 6 with 5 years ≤ residual
maturity < 10 years––

30,000–––30,00010Subset of row 6 with residual maturity ≥ 10
years, but excluded perpetual securities

–

–

–

–

–

–

–

11

Subset of row 6 that is perpetual securities

122,428

81,619––––204,047

82 Basel III Disclosure

Interim Fiscal 2022

Millions of yen
September 30, 2021
Creditor ranking

Basel III
Template
No.

Item

1

Is the resolution entity the creditor/investor?
(yes or no)2

Description of creditor ranking

1

1
2

Most
juniorMost
junioryes–

Total capital and liabilities net of credit risk
mitigationyes–Long-term
subordinated debts/ short-term
subordinated debts

Class Stock
3

2

3

3

Most
seniorMostsenior

yes

–

Total

／

Other internal TLAC
instruments

122,428

81,619221,300–––

425,347

–

–

–

–

–

–

–

4

Subset of row 3 that are excluded liabilities

5

Total capital and liabilities less excluded liabilities(row 3 minus row 4)

122,428

81,619221,300–––

425,347

6

Subset of row 5 that are eligible as TLAC

122,428

81,619221,300–––

425,347

7

Subset of row 6 with 1 year ≤ residual
maturity < 2 years––

60,500–––60,5008

Subset of row 6 with 2 years ≤ residual
maturity < 5 years––

101,800–––

101,800

9

Subset of row 6 with 5 years ≤ residual
maturity < 10 years––

59,000–––59,00010Subset of row 6 with residual maturity ≥ 10
years, but excluded perpetual securities

–

–

–

–

–

–

–

11

Subset of row 6 that is perpetual securities

122,428

81,619––––204,047

83 Basel III Disclosure

Interim Fiscal 2022

TLAC2: Material subgroup entity – creditor ranking at legal entity level
MUFG Americas Holdings Corporation (non-consolidated)
In thousand US dollars
June 30, 2022
Creditor ranking

Basel III
Template
No.

Item

1 Is the resolution entity thecreditor/investor? (yes or no)
2 Description of creditor
ranking1

1

Most
juniorMost
junior

yes

–

2
yes

3

–

Additional Tier 1
capital instruments

Common Stock

3 Total capital and liabilities net
8,309,420
of credit risk mitigation

2

3
yes

–

Tier 2 capital
instruments

4

4

Most
seniorMostsenior

yes

–

Total

／

Unsecured seniordebts, etc.

– 1,218,000––– 6,708,176

–

–

–

–

–

43,349 16,278,945

Subset of row 3 that are
excluded liabilities–

5 Total capital and liabilities
less excluded liabilities(row 3 minus row 4)8,309,420– 1,218,000––– 6,685,000

43,349 16,255,769

Subset of row 5 that are
eligible as TLAC

8,309,420– 1,218,000––– 6,685,000– 16,212,420
–

4

6
7

8

9

10

11

23,176–23,176

Subset of row 6 with 1
year ≤ residual maturity< 2 years

–

–

–

–

–

–

Subset of row 6 with 2
years ≤ residual
maturity < 5 years

–

–

–

–

–

– 6,685,000– 6,685,000

Subset of row 6 with 5
years ≤ residual
maturity < 10 years

–

–

–

–

–

–

–

–

–

Subset of row 6 withresidual maturity ≥ 10
years, but excluded
perpetual securities

–

–

–

–

–

–

–

–

–

Subset of row 6 that isperpetual securities

8,309,420– 1,218,000

–

–

–

–

– 9,527,420

84 Basel III Disclosure

Interim Fiscal 2022––

In thousand US dollars
June 30, 2021
Creditor ranking

Basel III
Template
No.

Item

1 Is the resolution entity thecreditor/investor? (yes or no)
2 Description of creditor
ranking1

1

Most
juniorMost
junior

yes

–

2
yes

3

–

Additional Tier 1
capital instruments

Common Stock

3 Total capital and liabilities net
8,326,594
of credit risk mitigation

2

3
yes

–

Tier 2 capital
instruments

4

4

Most
seniorMostsenior

yes

–

Total

／

Unsecured seniordebts, etc.

–

–

–

–

– 6,531,213

844,218 15,702,025

Subset of row 3 that are
excluded liabilities

–

–

–

–

–

–

5 Total capital and liabilities
less excluded liabilities(row 3 minus row 4)

8,326,594

–

–

–

–

– 6,505,000

844,218 15,675,812

Subset of row 5 that are
eligible as TLAC

8,326,594

–

–

–

–

– 6,505,000– 14,831,594

Subset of row 6 with 1
year ≤ residual maturity< 2 years

–

–

–

–

–

–

–

Subset of row 6 with 2
years ≤ residual
maturity < 5 years

–

–

–

–

–

– 6,505,000– 6,505,000

Subset of row 6 with 5
years ≤ residual
maturity < 10 years

–

–

–

–

–

–

–

–

–

Subset of row 6 withresidual maturity ≥ 10
years, but excluded
perpetual securities

–

–

–

–

–

–

–

–

–

Subset of row 6 that isperpetual securities

8,326,594

–

–

–

–

–

–

– 8,326,594

4

6
7

8

9

10

11

85 Basel III Disclosure

Interim Fiscal 2022

26,213––

26,213–

TLAC3: Resolution entity – creditor ranking at legal entity level
Mitsubishi UFJ Financial Group, Inc. (non-consolidated)
Millions of yen
September 30, 2022
Basel III
Template
No.

Item

Creditor ranking
1
Most junior1

Description of creditor ranking
Common
Stock

2
3
4

Total capital and liabilities net of credit risk mitigation
Subset of row 2 that are excluded liabilities (*1) (*2)
Total capital and liabilities less excluded liabilities(row 2 minus row 3)

2

Total

4

3

Most senior

Additional
Tier 2 capital
Tier 1 capital
instruments
instruments

Otherexternal
TLAC
instruments

5,134,971

1,634,000

1,979,500–––

9,360,096 18,108,567

5,134,971

1,634,000

1,979,500

9,300,852 18,049,323
8,231,375 16,979,846

59,24359,243

5

Subset of row 4 that are potentially eligible as TLAC

5,134,971

1,634,000

1,979,500

6Subset of row 5 with 1 year ≤ residual maturity < 2
years

–

–

40,000936,460

976,460

7

Subset of row 5 with 2 years ≤ residual maturity < 5
years

–

–

370,000

3,490,370

3,860,370

8

Subset of row 5 with 5 years ≤ residual maturity < 10
years

–

–

1,569,500

2,634,602

4,204,102

9

Subset of row 5 with residual maturity ≥ 10 years,
but excluding perpetual securities

–

–

–

1,169,942

1,169,942

10
Subset of row 5 that is perpetual securities
5,134,971 1,634,000(*1): The figures after intergroup eliminations in the MUFG Group were recorded.
(*2): The figures were recorded conservatively after taking into account the quantitative materiality.

––

6,768,971

86 Basel III Disclosure

Interim Fiscal 2022

Millions of yen
September 30, 2021
Basel III
Template
No.

Item

Creditor ranking
1
Most junior1

Description of creditor ranking
Common
Stock

2
3
4

Total capital and liabilities net of credit risk mitigation
Subset of row 2 that are excluded liabilities (*1) (*2)
Total capital and liabilities less excluded liabilities(row 2 minus row 3)

2

Total

4

3

Most senior

Additional
Tier 2 capital
Tier 1 capital
instruments
instruments

Otherexternal
TLAC
instruments

5,339,427

1,744,000

1,803,500

5,935,684 14,822,611

–

–

–

5,339,427

1,744,000

1,803,500

5,898,351 14,785,278
4,896,667 13,783,594

37,33237,332

5

Subset of row 4 that are potentially eligible as TLAC

5,339,427

1,744,000

1,803,500

6Subset of row 5 with 1 year ≤ residual maturity < 2
years

–

–

–

843,457

843,457

7

Subset of row 5 with 2 years ≤ residual maturity < 5
years

–

–

287,000

1,968,059

2,255,059

8

Subset of row 5 with 5 years ≤ residual maturity < 10
years

–

–

1,516,500

1,575,325

3,091,825

9

Subset of row 5 with residual maturity ≥ 10 years,
but excluding perpetual securities

–

–

–

509,825

509,825

10
Subset of row 5 that is perpetual securities
5,339,427 1,744,000(*1): The figures after intergroup eliminations in the MUFG Group were recorded.
(*2): The figures were recorded conservatively after taking into account the quantitative materiality.

––

7,083,427

87 Basel III Disclosure

Interim Fiscal 2022

COMPOSITION OF LEVERAGE RATIO DISCLOSURE
Millions of yen, %Corresponding Corresponding
line No. online No. on
Basel III
Basel III
Item
September 30, 2022
September 30, 2021
disclosure
disclosure
template
template(Table 1)(Table 2)
On-balance sheet exposures1
On-balance sheet exposures before deducting adjustment items
255,774,424
233,975,158
1a1
Total assets reported in the consolidated balance sheet
306,505,410
271,186,892
1b
2
The amount of assets of subsidiaries that are not included in
the scope of the leverage ratio on a consolidated basis––
1c
7
The amount of assets of subsidiaries that are included in thescope of the leverage ratio on a consolidated basis (except
those included in the total assets reported in the
consolidated balance sheet)–0
1d
3
The amount of assets that are deducted from the total assets
reported in the consolidated balance sheet (except
adjustment items)(50,730,985)(37,211,734)
2
7
The amount of adjustment items pertaining to Tier 1 capital(4,426,486)(2,779,238)
3
Total on-balance sheet exposures(a)
251,347,937
231,195,920
Exposures related to derivatives transactions
Replacement cost multiplied by 1.4 associated with derivatives
4
transactions, etc.
––
Replacement cost associated with derivatives transactions, etc.
7,427,056
4,320,810
Potential future exposure multiplied by 1.4 associated with
5
derivatives transactions, etc.
––
Add-on amount associated with derivatives transactions, etc.
6,423,201
5,190,644
The amount of receivables arising from providing cash
margin in relation to derivatives transactions, etc.
4,065,353
1,983,885
6
The amount of receivables arising from providing collateral,provided where deducted from the consolidated balance
sheet pursuant to the operative accounting framework––
The amount of receivables arising from providing cash
margin, provided where deducted from the consolidatedbalance sheet pursuant to the operative accounting
framework
22,87337,415
7
The amount of deductions of receivables (out of those arisingfrom providing cash variation margin)(970,214)(679,274)
8
The amount of client-cleared trade exposures for which abank holding company acting as clearing member is not／／
obliged to make any indemnification
9
Adjusted effective notional amount of written credit
derivatives
4,778,425
4,144,864
10
The amount of deductions from effective notional amount of
written credit derivatives(4,065,457)(3,655,391)
11
4
Total exposures related to derivative transactions(b)
17,681,238
11,342,954
Exposures related to repo transactions
12
The amount of assets related to repo transactions, etc.
21,274,177
17,815,982
13
The amount of deductions from the assets above (line 12)(3,032,830)(2,204,607)
14
The exposures for counterparty credit risk for repo
transactions, etc.
2,202,298
2,070,215／／
15
The exposures for agent repo transactions
16
5
Total exposures related to repo transactions, etc.
(c)
20,443,644
17,681,590
Exposures related to off-balance sheet transactions
17
Notional amount of off-balance sheet transactions
111,385,831
98,083,719
18
The amount of adjustments for conversion in relation to offbalance sheet transactions(72,940,217)(65,856,593)
19
6
Total exposures related to off-balance sheet transactions (d)38,445,614
32,227,126
Leverage ratio on a consolidated basis
20
The amount of capital (Tier 1 capital)(e)
14,743,476
16,789,698
21
8
Total exposures ((a) + (b) + (c) + (d))(f)
327,918,434
292,447,590
22
Leverage ratio on a consolidated basis ((e)/(f))
4.49%
5.74%

88 Basel III Disclosure

Interim Fiscal 2022

Corresponding Corresponding
line No. online No. on
Basel III
Basel III
disclosure
disclosure
template
template(Table 1)(Table 2)

Item

September 30, 2022

September 30, 2021

327,918,434
85,295,119
413,213,554

292,447,590
89,257,783
381,705,374

3.56%

4.39%

Leverage ratio on a consolidated basis (including the deposits with the Bank of Japan)
Total exposures(f)
The deposits with the Bank of Japan
Total exposures (including the deposits with the Bank of Japan) (f')
Leverage ratio on a consolidated basis (including the deposits with the
Bank of Japan) ((e)/(f'))
The key drivers of material change observed from September 30, 2021 to September 30, 2022

The leverage ratio as of September 30, 2022 is lower than September 30, 2021 mainly due to increase in on-balance sheet exposures anddecrease in the amount of capital resulting from decrease in unrealized gains on available-for-sale securities.

89 Basel III Disclosure

Interim Fiscal 2022

LIQUIDITY RISK
Major liquid assets

Billions of yen
September 30, 2022

September 30, 2021

MUFG

MUFG
the Bank

the TrustBank

the
SecuritiesHD

the Bank

the TrustBank

the
Securities
HD

Cash and due from banks
Domestic securities
Japanese government bonds
Municipal bonds
Corporate bonds
Foreign bonds
Domestic equity securities
Foreign equity securities
Others102,378.7
52,896.9
40,691.0
4,620.0
7,586.0
23,730.0
4,605.0
197.1
14,797.1

84,767.2
46,576.1
35,163.2
4,310.0
7,102.9
16,999.5
3,541.0
196.2
8,477.8

16,153.5
1,809.7
1,274.7
197.1
337.9
6,438.6741.5
0.1
4,674.2

2,122.4
4,511.2
4,253.0
112.9
145.2
291.9
372.3
0.2
1,645.1

104,590.5
50,962.9
39,712.1
4,137.2
7,113.6
25,363.6
5,937.1
108.1
12,732.9

87,862.8
42,727.5
32,986.2
3,920.6
5,820.6
17,785.2
4,468.6
108.0
5,954.6

15,726.5
2,671.5
1,455.9
95.7
1,119.9
7,376.2943.8
0.1
4,358.6

1,730.1
5,573.9
5,269.9
120.8
183.1
202.3
571.8
0.2
2,419.7

Subtotal(Less) Assets pledged

198,604.9(50,539.5)

160,557.8(41,039.0)

29,817.6(6,369.8)

8,943.2(4,349.8)

199,695.2(47,056.5)

158,906.7(33,780.4)

31,076.7(7,267.5)

10,497.9(6,457.1)

Total

148,065.4

119,518.8

23,447.7

4,593.4

152,638.7

125,126.3

23,809.2

4,040.8

Notes: 1. Investment securities in the above table comprise securities available-for-sale, securities being-held-to-maturity and trading securities that have a quoted
market value.
2. Assets pledged represent securities pledged as collateral for borrowings, bills sold, and settlement of exchange and other transaction, or as a substituteprimarily for margins of futures transactions.
3. Figures in the above table do not represent high-quality liquid assets under the Basel III regulatory regime.
4. Figures under MUFG reflect intergroup eliminations. Accordingly, these figures do not represent the sum of figures for the major operating entities.
5. The following abbreviations are used in the tables above:
MUFG = Mitsubishi UFJ Financial Group, Inc.
the Bank = MUFG Bank, Ltd.
the Trust Bank = Mitsubishi UFJ Trust and Banking Corporation
the Securities HD = Mitsubishi UFJ Securities Holdings Co., Ltd.

90 Basel III Disclosure

Interim Fiscal 2022

Pledged assets

Millions of yen
September 30, 2022

Pledged assets
Cash and due from banks
Trading assets
Securities
Loans and bills discounted
Other assets
Tangible fixed assets

4,889
254,493
7,496,827
13,375,941
1,883
4,782

Total

21,138,818

Liabilities correspond to the pledged assets above
Deposits
Call money and bills soldTrading liabilities
Borrowed money
Bonds payable
Other liabilities

583,053–214
20,326,666
36,944
3,011

In addition to the above, the following assets were pledged as collateral for settlement of exchange and other transactions or
as a substitute primarily for margins of futures transactions.
Millions of yen
September 30, 2022
Cash and due from banks
Monetary claims bought
Trading assets
Securities
Loans and bills discounted–
35,912
2,007,350
16,129,483
5,975,881

Assets sold under repurchase agreements or loaned under securities lending transactions backed by cash pledges are as
follows.
Millions of yen
September 30, 2022
Trading assets
Securities

2,198,437
18,540,315

Total

20,738,753

Corresponding payables
Payables under repurchase agreements
Payables under securities lending transactions

22,111,796
380,174

Furthermore, assets pledged by GC repos under the Subsequent Collateral JGB Allocation Method are as follows.
Millions of yen
September 30, 2022
Trading assets
Securities

2,130,299
1,682,703

Total

3,813,002

91 Basel III Disclosure

Interim Fiscal 2022

CHANGES IN THE CONSOLIDATED LIQUIDITY COVERAGE RATIOFROM THE PREVIOUS QUARTER
The consolidated liquidity coverage ratio has remained stable over the past two years.
Millions of yen, %, Case
Item
High-Quality Liquid Assets (1)FY2022 Q2／

1 Total high-quality liquid assets (HQLA)／FY2022 Q1／

130,453,561／

132,307,179

Total
unweighted
value

Total
weighted
value

Total
unweighted
value

Total
weightedvalue

2 Cash outflows related to unsecured retail funding
3
Stable deposits
4Less stable deposits

105,158,269
24,118,089
81,040,180

8,839,189
723,542
8,115,646

103,823,459
23,326,098
80,497,360

8,761,033
699,782
8,061,250

5 Cash outflows related to unsecured wholesale funding
6
Qualifying operational deposits
7
Cash outflows related to unsecured wholesale funding
other than qualifying operational deposits and debt
securities
8
Debt securities

124,981,881
969,474

68,165,630
242,368

126,380,916
1,029,691

68,812,589
257,422

62,105,107
5,818,154
2,311,835

120,053,340
5,297,884／

63,257,281
5,297,884

9 Cash outflows related to secured funding, etc.

118,194,252
5,818,154／

10 Cash outflows related to derivative transactions, etc., funding
programs, credit and liquidity facilities
11
Cash outflows related to derivative transactions, etc.
12
Cash outflows related to funding programs
13
Cash outflows related to credit and liquidity facilities

134,550,696
89,116,233
1,841
45,432,621

102,218,120
89,116,233
1,841
13,100,045

129,482,453
85,692,858
1,998
43,787,596

98,192,750
85,692,858
1,998
12,497,893

14 Cash outflows related to contractual funding obligations, etc.

5,574,744

3,841,358

5,426,872

3,710,017

15 Cash outflows related to contingencies

84,327,098／

1,071,627
186,447,761

81,239,271／

182,150,790

Total
unweighted
value

Total
weighted
value

Total
unweighted
value

Total
weightedvalue

Cash Outflows (2)16 Total cash outflows
Cash Inflows (3)1,646,453

1,027,945

17 Cash inflows related to secured lending, etc.

20,470,047

2,558,562

19,061,984

2,597,006

18 Cash inflows related to collection of loans, etc.

19,091,637

13,283,108

19,671,945

14,133,579

19 Other cash inflows

92,491,098

88,373,708

89,874,605

84,449,494

20 Total cash inflows

132,052,784／

104,215,379／

128,608,535／

101,180,080／

21 Total HQLA allowed to be included in the calculation／

130,453,561／

132,307,179

22 Net cash outflows／

82,232,381／

80,970,709

23 Consolidated liquidity coverage ratio (LCR)

／

158.6

／

163.4

Consolidated Liquidity Coverage Ratio (4)24 The number of data used to calculate the average value

92 Basel III Disclosure

Interim Fiscal 2022

62

61

EVALUATION OF THE CONSOLIDATED LIQUIDITY COVERAGE RATIO LEVEL
MUFG’s consolidated liquidity coverage ratio is well above the minimum requirement (100%).
MUFG does not expect the outlook for the consolidated liquidity coverage ratio to diverge significantly from the current level.
The actual value of the consolidated liquidity coverage ratio does not differ significantly from the initial projection.

COMPOSITION OF THE TOTAL HQLA ALLOWED TO BE INCLUDEDIN THE CALCULATION
There are no significant changes in the location and composition of the HQLA allowed to be included in the calculation in termsof currency, asset type and other attributes.
There are no significant currency imbalances between the total HQLA allowed to be included in the calculation and the net
cash outflows in major currencies (currencies for which total liabilities denominated in any given currency account for 5% ormore of MUFG’s total liabilities on a consolidated basis).

OTHER MATTERS CONCERNING THE CONSOLIDATED LIQUIDITY COVERAGE RATIO
1. MUFG has adopted the Special Provisions Pertaining to Qualifying Operational Deposits under Article 28 of the FSA
Holding Company Liquidity Ratio Notification. The scope of application of the Special Provisions Pertaining to Qualifying
Operational Deposits and the Valuation Method for Qualifying Operational Deposits are as follows.
a. Scope of application of the Special Provisions Pertaining to Qualifying Operational Deposits
MUFG has applied the Special Provisions Pertaining to Qualifying Operational Deposits to certain borrowings from thetrust assets (trust accounts) of pension funds and other entities for the domestic network, and to certain trust assets
such as funds for the overseas network, both as part of its custody services.
b. Valuation Method for Qualifying Operational Deposits
MUFG periodically conducts a valuation of qualifying operational deposits assuming a certain amount will remain intrust accounts.
2. MUFG has not applied “the minimum required amount of additional pledged assets upon a change in fair value based on
the Scenario Approach” on a consolidated basis, under Article 37 of the FSA Holding Company Liquidity Ratio Notification.
3. MUFG has included cash outflows related to small consolidated subsidiaries in other contractual cash outflows under
Article 59 of the FSA Holding Company Liquidity Ratio Notification.
4. When calculating the consolidated liquidity coverage ratio (daily average value), daily data is not used for the following
items, etc.
a. “Cash outflows related to small consolidated subsidiaries” of MUFG
Monthly or quarterly data is used.
b. High-quality liquid assets, cash outflows, and cash inflows for some overseas offices
Monthly data is used.

93 Basel III Disclosure

Interim Fiscal 2022

CHANGES IN THE CONSOLIDATED NET STABLE FUNDING RATIOFROM THE PREVIOUS QUARTER
Since the start of calculation in the second quarter of fiscal 2021, the consolidated net stable funding ratio has remained
stable.
Millions of yen, %Item
No.
Available stable funding (1)1 Capital; of which:2
Common Equity Tier 1
capital, Additional Tier 1
capital, and Tier 2 capital(excluding the proportion ofTier 2 instruments withresidual maturity of lessthan one year) before theapplication of capital
deductions
3
Other capital instruments thatare not included in theabove category
4 Funding from SMEs, etc. andindividuals; of which:5
Stable deposits
6
Less stable deposits
7 Wholesale funding; of which:
8
Qualifying operational
deposits
9
Other wholesale funding
10 Liabilities with matchinginterdependent assets
11 Other liabilities; of which:
12
Derivative liabilities
13
All other liabilities notincluded in the above
categories
14 Total available stable funding

94 Basel III Disclosure

FY2022 Q2Unweighted value by residual maturity
6 months
No maturity < 6 months≥ 1 yearto < 1 year

Weighted
value

FY2022 Q1
Unweighted value by residual maturity
6 months
No maturity < 6 months≥ 1 yearto < 1 year

Weighted
value

18,195,554

170,00003,010,985

21,376,539

18,165,790

003,255,425

21,421,216

17,690,683

170,000

0

3,005,985

20,866,669

17,665,137

003,250,425

20,915,562

504,870

0

0

5,000

509,870

500,653

0

0

5,000

505,653

97,476,97823,411,859
74,065,118
90,816,727

7,910,141
465,201
7,444,939
93,297,112

141,386
36,312
105,074
6,417,060

79,87232,87047,001
31,068,941

96,251,196
22,750,575
73,500,621
81,372,453

88,990,813
23,437,932
65,552,880
90,160,026

16,380,261
507,683
15,872,577
93,240,348

163,609
58,118105,491
6,504,251

64,78431,87632,90730,299,908

96,246,187
22,835,425
73,410,761
79,491,713

090,816,727

781,491
92,515,621

0
6,417,060

031,068,941

390,745
80,981,707

0
90,160,026

767,804
92,472,544

0
6,504,251

030,299,908

383,90279,107,810

02,630,447／

027,884,685／

0
122,593／03,599,721
00455,973／0
1,421,441／

027,447,990／

0
39,035／02,467,146
00344,679／

2,630,447／

27,884,685／

122,593／3,599,721
455,973／ 199,456,162

1,421,441／

27,447,990／

39,035／2,467,146
344,679／ 197,503,795

Interim Fiscal 2022

FY2022 Q2
Unweighted value by residual maturity
6 months
No maturity < 6 months≥ 1 yearto < 1 year

Item
No.
Required stable funding (2)15 Liquid assets
16 Deposits held at other financial
institutions for operational
purposes
17 Loans, repo transactions-related
assets, securities and othersimilar assets; of which:
18
Loans to- and repo
transactions with- financial
institutions (secured bylevel 1 HQLA)
19
Loans to- and repo
transactions with- financial
institutions (not included initem 18)
20
Loans and repo transactionsrelated assets (not included
in item 18, 19 and 22); of
which:
21
With a risk weight of lessthan or equal to 35%
under the Standardised
Approach for credit risk
22
Residential mortgages; ofwhich:
23
With a risk weight of lessthan or equal to 35%
under the Standardised
Approach for credit risk
24
Securities that are not in
default and do not qualify
as HQLA and other similar
assets25 Assets with matchinginterdependent liabilities
26 Other assets; of which:27
Physical trading
commodities, including gold
28
Assets posted as initial
margin for derivative
contracts and contributions
to default funds of CCPs
(including those that are notrecorded on consolidatedbalance sheet)
29
Derivative assets
30
Derivative liabilities (before
deduction of variation
margin posted)
31
All other assets and capital
not included in the above
categories
32 Off-balance sheet transactions
33 Total required stable funding
34 Consolidated net stable funding
ratio

FY2022 Q1
Unweighted value by residual maturity
6 months
No maturity < 6 months≥ 1 yearto < 1 year

Weighted
value

／

／

／

／

8,451,148

／

／

／

／

7,795,559

182,773

44,772

635,4154,034

499,311

174,823

25,278464,830

3,839

399,875

12,511,883

50,375,399

12,785,544

93,765,449 112,057,272

10,193,748

50,960,885

11,339,024

1,349,844

11,123,301

137,027

84,206414,607898,285

12,480,545

48,956

79,737290,169

3,214,089

9,355,048

2,407,175

11,432,532

15,253,201

1,742,539

9,711,260

2,185,555

10,649,465

13,885,463

1,666,746

24,836,212

8,145,734

52,142,233

61,601,247

1,794,277

24,224,715

7,074,956

51,146,032

59,841,908

152,9163,233,993

833,468

3,122,426

4,106,342

147,6093,323,652

829,569

3,078,829

4,094,741

858

415,197

427,968

18,679,040

16,411,214

836

406,263

419,530

18,211,305

15,910,919

0135,465

139,525

12,114,052

10,546,158

0

126,815

130,735

11,627,112

10,029,522

6,280,344

4,645,639

1,667,637

11,427,436

18,377,001

5,757,808

4,138,100

1,610,026

11,619,747

17,990,465

013,793,278

0
1,939,430

0586,421030,813,437

0
41,292,353

0
12,727,093

0
1,978,140

0543,995

026,343,322

035,851,648

0

／

／

／

0

0

／

／

／

0

／
／

／
／

／
／

1,735,920
1,775,275

1,475,532
1,775,275

／
／

／
／

／
／

1,828,613
1,467,931

1,554,321
1,467,931／／／

383,746

383,746／／／

296,263296,263

13,793,278／

1,939,430／／

586,421 26,918,495
37,657,799／ 131,647,322
3,165,660／／ 165,465,746

12,727,093／／

1,978,140
／
／

／

／

／

／

／

／

120.5

91,706,288 107,918,925

543,995 22,750,514
32,533,132／ 127,190,541
3,083,916／／ 155,049,925／／

OTHER MATTERS CONCERNING THE CONSOLIDATED NET STABLE FUNDING RATIO
1. MUFG has not applied the “Special Provisions Pertaining to Interdependent Assets and Liabilities” under Article 99 of the
FSA Liquidity Ratio Notification on a consolidated basis.
2. MUFG’s consolidated net stable funding ratio is well above the minimum requirement (100%).
3. MUFG does not expect the outlook for the consolidated net stable funding ratio to diverge significantly from the current
level.
4. The actual value of the consolidated net stable funding ratio does not differ significantly from the initial projection.

95 Basel III Disclosure

Weighted
value

Interim Fiscal 2022

127.3

TOP RISKMUFG and its major subsidiaries control risk by taking a preventative approach of identifying the top risks and establishing thenecessary countermeasures in advance. If risks do materialize, the situation is managed so as to enable a flexible response.
Moreover, senior management discusses top risk to share risk awareness and develop effective countermeasures.
Major Top Risks
Risk events

Risk scenarios*

A decline in profitability(including a decline in net interest
income)•Our overall profitability may be adversely affected by, among other things, a decline in our net
interest income due to low interest rates in Japan, an increase in net valuation losses on debt
securities due to a rise in foreign currency (such as U.S. dollar) interest rates, and an increasein our funding costs.

Foreign currency liquidity risk•

Deterioration in market conditions may result in a depletion of foreign currency funding liquidity
and an increase in our foreign currency funding costs.

An increase in credit costs••

Sudden deterioration in global economic activities may result in an increase in our credit costs.
Deterioration in the credit quality of particular industries or counterparties, to which we haverelatively larger exposures, may result in an increase in our credit costs.

IT risk•

Cyber-attacks may result in customer information leakage, suspension of our financial services,and reputational damage.
System problems may result in our payment of financial compensation and damage to our
reputation.

•

Risks relating to external
circumstances or events (such as
health pandemics, earthquakes,
floods, terrorism, etc.)•

Pandemics, natural disasters, economic sanctions caused by conflicts and terrorism, may resultin disruptions to all or part of our operations and an increase in costs and expenses.

Risks relating to climate changes•

If our efforts to address climate change-related risks or to make appropriate disclosure are
deemed insufficient, our corporate value may be impaired.
Our credit portfolio may be adversely affected by the negative impact of climate change on ourborrowers and transaction counterparties.

•*

These risk scenarios are among the risk scenarios that were reported to MUFG’s Board of Directors following the Risk Committee’s discussion in October
2022. These scenarios include risk events of general applicability.

Concept of top risks• Risks are defined as the losses that MUFG would incur as a result of each risk scenario materializing. The materiality of a risk isdetermined based on the impact and probability of risk occurrence (external and internal factors).
• Risks that MUFG believes require priority attention over the next one-year period are defined as top risks (including risk events having
the potential to have a relatively high probability of occurrence. Moreover, including risks that are not only limited to the quantifiable ones,
but those that could materially affect MUFG’s business in the future because of possible adverse effects on MUFG’s strategies orreputation).
• MUFG creates a risk map to comprehensively grasp specified top risks, and makes use of it for forward-looking risk management.
Note: The table shown above only describes some of the risks that MUFG believes are material. Please note that other risks not identified in the above table
could materially affect MUFG’s operating results. Please refer to other disclosure materials such as Annual Securities Report, Quarterly Securities Report,
Form 20-F, and Form 6-K for more details on MUFG’s and its subsidiaries’ risk information.

96 Basel III Disclosure

Interim Fiscal 2022

NET OPERATING PROFITS/RISK-WEIGHTED ASSETS BY BUSINESS GROUP
Billions of yen
Japanese

Asset

GlobalMUFGRetail &Corporate &Global Management

Corporate &Commercial

Investment

Commercial& Investor

Investment

Globalconsolidated

Digital Service

Banking

Banking

BankingServices

Banking

Markets

total

Net operating profits (Note 1)
Change from fiscal 2021 1H

109.2
15.1

55.4
21.6

180.1
71.1

142.3
32.1

53.8
(3.8)

176.8
81.9

225.3
64.1

889.6
255.2

Risk-weighted assets (Note 2)
Change from March 31, 2022

8,064.0(23.7)

9,826.2(342.6)

19,640.5(105.0)15,744.2
83.8

2,397.3
65.1

16,734.6
771.4

21,941.3
2,319.5

132,159.3
7,245.1

Credit risks
Change from March 31, 2022

6,854.3
61.4

8,895.6(301.0)18,933.9(66.6)

14,641.2
270.6

1,537.4
105.2

16,259.0
745.3

15,484.5
665.2

100,044.5
8,117.3

Market risks
Change from March 31, 2022

9.4
(3.8)

2.6
(3.0)

4.1
(12.2)

34.6
(8.4)

188.5
(107.8)17.4
5.3

5,718.3
1,651.4

6,308.7
1,918.7

Operational risks
Change from March 31, 2022

1,200.2(81.4)

927.9(38.5)

702.5(26.1)

1,068.3(178.4)

671.4
67.8

458.1
20.8

738.4
2.7

7,989.6(0.5)

Notes: 1. Managerial figures based on settlement rates. The consolidated total for MUFG includes figures from head office and others.
2. Risk-weighted assets by business group are managerial figures that are broken down financial accounting figures.

97 Basel III Disclosure

Interim Fiscal 2022