Basel Pillar 3 Disclosures
Interim for FY2019

Mizuho Financial GroupTable of Contents
2 Key Metrics
3 Status of Mizuho Financial Group's Consolidated Capital Adequacy
3 Scope of Consolidation
4 Risk-based Capital
13 Summary of Risk-weighted Assets (RWA)
15 Credit Risk
30 Counterparty Credit Risk
38 Securitization Exposures
44 Market Risk
46 Composition of Leverage Ratio
47 TLAC Regulations
49 Geographical Distribution of Credit Exposures Used in the Countercyclical Buffer
50 Status of Sound Management of Liquidity Risk
50 Liquidity Coverage Ratio
51 Status of Major Liquid Assets

The following English translation of excerpt regarding the Basel Pillar 3 disclosures and the relevant information from our Japanese
language disclosure material published in January 2020. The Japanese regulatory disclosure requirements are fulfilled with the Basel
Pillar 3 disclosures and Japanese GAAP is applied to the relevant financial information. In this report, “we,” “us,” and “our” refer toMizuho Financial Group, Inc. and, unless the context indicates otherwise, its consolidated subsidiaries. “Mizuho Financial Group”
refers to Mizuho Financial Group, Inc.

1

Basel Pillar 3 Disclosures

Key Metrics

Key Metrics
Under the capital adequacy ratio regulations agreed upon by the Basel Committee on Banking Supervision, banks are required to meetcertain minimum capital requirements. We calculate our capital adequacy ratio on a consolidated basis based on “the criteria used by abank holding company for deciding whether or not the adequacy of equity capital of the bank holding company and its subsidiaries isappropriate in light of the assets owned by the bank holding company and its subsidiaries pursuant to Article 52-25 of the Banking
Law” (Financial Services Agency, or FSA, Notice No.20 issued in 2006).
We also calculate our leverage ratio on a consolidated basis according to “the criteria for evaluating the soundness of the leverage,prescribed as supplemental requirements of the criteria used by a bank holding company in deciding whether or not the adequacy ofequity capital of the bank holding company and its subsidiaries is appropriate in light of the assets owned by the bank holding
company and its subsidiaries, pursuant to Article 52-25 of the Banking Law” (FSA Notice No.12 issued in 2019.)
Liquidity standards agreed upon by the Basel Committee on Banking Supervision require our liquidity coverage ratio to surpass certain
minimum standards. We calculate our consolidated liquidity coverage ratio (the “Consolidated LCR”) in accordance with theregulation “The Evaluation Criterion on the Sound Management of Liquidity Risk Defined, Based on Banking Law Article 52-25, asOne of Criteria for Bank Holding Companies to Evaluate the Soundness of Their Management and the Ones of Their Subsidiaries andOthers, which is also One of Evaluation Criteria on the Soundness of the Banks' Management”(the FSA Notice No. 62 of 2014 (the“Notice No. 62”)).

■ Key Metrics
KM1: Key Metrics(millions of yen, except percentages)a
As of
September 30,
2019

b
As of
June 30,
2019

c
As of
March 31,2019

7,383,281
9,161,779
10,864,818

7,413,983
8,956,734
10,714,473

7,390,058
9,232,160
10,917,507

7,326,381
9,175,195
10,920,208

7,607,267
9,434,893
11,214,088

60,599,128

59,928,686

57,899,567

61,655,523

60,240,051

Common Equity Tier 1 capital ratio

12.18%

12.37%

12.76%

11.88%

12.62%

6
Tier 1 capital ratio
7
Total capital ratio
Capital buffer8
Capital conservation buffer requirement
9Countercyclical buffer requirement
10
Bank G-SIB/D-SIB additional requirements
Total of bank CET1 specific buffer
11
requirements
CET1 available after meeting the bank's
12minimum capital requirements
Leverage ratio
13
Total exposures
14
Leverage ratio
Liquidity coverage ratio (LCR)
Total HQLA allowed to be included in the15
calculation
16
Net cash outflows
17
LCR

15.11%
17.92%

14.94%
17.87%

15.94%
18.85%

14.88%
17.71%

15.66%
18.61%

2.50%
0.05%
1.00%

2.50%
0.05%
1.00%

2.50%
0.05%
1.00%

1.87%
0.03%
0.75%

1.87%
0.02%
0.75%

3.55%

3.55%

3.55%

2.65%

2.64%

7.68%

7.87%

8.26%

7.38%

8.12%

Basel III
Template
No.
Capital1
Common Equity Tier 1 capital
2
Tier 1 capital3
Total capital
Risk weighted assets
4
Risk weighted assets
Capital ratio
5

d
e
As of
As of
December 31, September 30,
2018
2018

210,901,420 208,837,962 208,557,401 209,483,123 216,920,174
4.34%
4.28%
4.42%
4.37%
4.34%
58,141,304

61,006,477

59,797,149

59,793,333

62,485,008

41,230,070
141.0%

42,792,200
142.5%

41,447,805
144.3%

41,184,048
145.2%

48,045,874
130.1%

Note: Base Ⅲ Template No. from 15 to 17 are quarterly averages.

2Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy

Status of Mizuho Financial Group’s consolidated capital adequacy
The information disclosed herein is in accordance with "Matters Separately Prescribed by the Commissioner of the Financial Services
Agency Regarding Status of the Adequacy of Equity Capital Pursuant to Article 19-2, Paragraph 1, Item 5, Subitem (d), etc. of theOrdinance for Enforcement of the Banking Law" (the FSA Notice No. 7 issued in 2014).

■ Scope of Consolidation(1) Scope of Consolidation for Calculating Consolidated Capital Adequacy Ratio(A) Difference from the companies included in the scope of consolidation based on consolidation rules for preparation of
consolidated financial statements (the “scope of accounting consolidation”)
None as of September 30, 2018 and 2019.
(B) Number of consolidated subsidiaries
Consolidated subsidiaries

As of September 30, 2018125

As of September 30, 2019122

Our major consolidated subsidiaries (and their main businesses) are Mizuho Bank, Ltd. (banking business), Mizuho Trust & Banking
Co., Ltd. (trust business and banking business) and Mizuho Securities Co., Ltd. (securities business).
(C) Corporations providing financial services for which Article 9 of the FSA Notice No. 20 is applicable
None as of September 30, 2018 and 2019.
(D) Companies that are in the bank holding company’s corporate group but not included in the scope of accounting
consolidation and companies that are not in the bank holding company’s corporate group but included in the scope ofaccounting consolidation
None as of September 30, 2018 and 2019.
(E) Restrictions on transfer of funds or capital within the bank holding company’s corporate group
None as of September 30, 2018 and 2019.
(F) Names of any other financial institutions, etc., classified as subsidiaries or other members of the bank holding company thatare deficient in regulatory capital
None as of September 30, 2018 and 2019.

3

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy■ Risk-based Capital(1) Composition of Capital, etc.
(A) CC1: Composition of Capital Disclosure(Millions of yen, except percentage)abcBasel III
Template

As of
As of
Reference
September 30, September 30, to Template
2018
2019
CC2

Common Equity Tier 1 capital: instruments and reserves
1a+2-1c-26(1)Directly issued qualifying common share capital plus related stock surplus
and retained earnings

7,559,684

7,399,384

1aof which: capital and stock surplus

3,395,202

3,394,318

2of which: retained earnings

4,267,569

4,107,084

1cof which: treasury stock (-)

7,888

6,809

26

of which: national specific regulatory adjustments (earnings to be
distributed) (-)

95,197

95,208of which: other than above

-

-

1b

Subscription rights to common shares

714

213

3

Accumulated other comprehensive income and other disclosed reserves

1,542,038

1,342,532

5

Common share capital issued by subsidiaries and held by third parties(amount allowed in group CET1)

11,7887,123

6

Common Equity Tier 1 capital: instruments andreserves

9,114,225

8,749,255

776,925

451,068(A)

Common Equity Tier 1 capital: regulatory adjustments
8+9

(2)

Total intangible assets (net of related tax liability, excluding those relating
to mortgage servicing rights)

8of which: goodwill (net of related tax liability, including thoseequivalent)

76,91070,4679of which: other intangibles other than goodwill and mortgage
servicing rights (net of related tax liability)

700,015

380,601

43,38331,990(123,418)

52,38795,020124,299

6

17

3,382

12,085682,547

690,358

2,990

3,764

-

-

26,120-

10

Deferred tax assets that rely on future profitability excluding those arisingfrom 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 fair valued liabilities

15

Net defined benefit asset

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 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)4(a)Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy
CC1: Composition of Capital Disclosure (Continued)
19+20+21 Amount exceeding the 10% threshold on specified items

-

-

19

of which: significant investments in the common stock of financials

-

-

20

-

-

-

-

22

of which: mortgage servicing rightsof which: deferred tax assets arising from temporary differences (netof related tax liability)
Amount exceeding the 15% threshold on specified items

-

-

23

of which: significant investments in the common stock of financials

-

-

24

of which: mortgage servicing rights

-

-

25

of which: deferred tax assets arising from temporary differences (netof related tax liability)

-

-

-

-

(B)

1,506,958

1,365,973(C)

7,607,267

7,383,28121

27Regulatory adjustments applied to Common Equity Tier 1 due toinsufficient Additional Tier 1 and Tier 2 to cover deductions

28

Common Equity Tier 1 capital: regulatory adjustments

Common Equity Tier 1 capital (CET1)
29

Common Equity Tier 1 capital (CET1) ((A)-(B))

Additional Tier 1 capital: instruments

(3)

31a

Directly issued qualifying Additional Tier 1 instruments plus related stock
surplus of which: classified as equity under applicable accounting
standards and the breakdown

-

-

31b

Subscription rights to Additional Tier 1 instruments

-

-

32

Directly issued qualifying Additional Tier 1 instruments plus related stock
surplus of which: classified as liabilities under applicable accounting
standards

1,570,000

1,805,000

Qualifying Additional Tier 1 instruments plus related stock surplus issued
by special purpose vehicles and other equivalent entities

-

-

30

34-35

Additional Tier 1 instruments issued by subsidiaries and held by third
parties (amount allowed in group AT1)

30,89130,39833+35

Eligible Tier 1 capital instruments subject to phase-out arrangements
included in Additional Tier 1 capital: instruments

303,000-

303,000---

1,903,891

1,835,398

2,600

400

-

-

33

of which: directly issued capital instruments subject to phase out from
Additional Tier 1

35

of which: instruments issued by subsidiaries subject to phase out

36

Additional Tier 1 capital: instruments(D)

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 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
common share capital of the entity (amount above 10% threshold)

164

-

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)73,50056,50042Regulatory adjustments applied to Additional Tier 1 due to insufficient
Tier 2 to cover deductions

-

-

43

Additional Tier 1 capital: regulatory adjustments(E)

76,26456,900(F)

1,827,626

1,778,498

Additional Tier 1 capital (AT1)44

Additional Tier 1 capital ((D)-(E))

5Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy
CC1: Composition of Capital Disclosure (Continued)
Tier 1 capital (T1 = CET1 + AT1)
45

Tier 1 capital (T1 = CET1 + AT1) ((C) + (F))(G)

9,434,893

9,161,779

Directly issued qualifying Tier 2 instruments plus related stock surplus ofwhich: classified as equity under applicable accounting standards and thebreakdown--

Subscription rights to Tier 2 instruments--

Directly issued qualifying Tier 2 instruments plus related stock surplus ofwhich: classified as liabilities under applicable accounting standards

994,185

1,066,642

Tier 2 instruments plus related stock surplus issued by special purpose
vehicles and other equivalent entities

170,370

145,364

Tier 2 capital: instruments and provisions

46

(4)

48-49

Tier 2 instruments issued by subsidiaries and held by third parties(amount allowed in group Tier 2)

9,681

8,319

47+49

Eligible Tier 2 capital instruments subject to phase-out arrangements
included in Tier 2:instruments and provisions

613,542484,01447

of which: directly issued capital instruments subject to phase out fromTier 2

129,106

90,63649

of which: instruments issued by subsidiaries subject to phase out

484,436

393,377

50

Total of general allowance for loan losses and eligible provisions included
in Tier 2

4,457

3,818

4,457

3,818

-

-

1,792,236

1,708,160

2,631

3,618

50a

of which: general allowance for loan losses

50bof which: eligible provisions

51

Tier 2 capital: instruments and provisions(H)

Tier 2 capital: regulatory adjustments

(5)

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 of banking, financial
and insurance entities that are outside the scope of regulatory
consolidation, net of eligible short positions, where the bank does not own
more than 10% of the issued common share capital of the entity (amountabove the 10% threshold)10,410-54a

Investments in the other TLAC liabilities of banking, financial andinsurance entities that are outside the scope of regulatory consolidation,
where the bank does not own more than 10% of the issued common sharecapital of the entity: amount previously designated for the 5% threshold
but that no longer meets the conditions

/

1,502

55

Significant investments in the capital and other TLAC liabilities ofbanking, financial and insurance entities that are outside the scope of
regulatory consolidation (net of eligible short positions)

-

-

57

Tier 2 capital: regulatory adjustments(I)

13,0415,120(J)

1,779,194

1,703,039(K)

11,214,088

10,864,818

60,240,051

60,599,128

Tier 2 capital (T2)58

Tier 2 capital (T2) ((H)-(I))

Total capital (TC = T1 + T2)
59

Total capital (TC = T1 + T2) ((G) + (J))

Risk weighted assets
60(6)

Risk weighted assets(L)

6Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy
CC1: Composition of Capital Disclosure (Continued)
Capital ratio and buffers (consolidated)

(7)

61

Common Equity Tier 1 capital ratio (consolidated) ((C)/(L))

12.62%

12.18%

62

Tier 1 capital ratio (consolidated) ((G)/(L))

15.66%

15.11%

63

Total capital ratio (consolidated) ((K)/(L))

18.61%

17.92%

64

Total of bank CET1 specific buffer requirements

2.64%

3.55%

65

of which: capital conservation buffer requirement

1.87%

2.50%

66

of which: countercyclical buffer requirement

0.02%

0.05%

67

of which: bank G-SIB/D-SIB additional requirements

0.75%

1.00%

8.12%

7.68%

763,336

516,767

159,464

259,505--

219,310236,371

68

CET1 available after meeting the bank's minimum capital requirements

Regulatory adjustments(8)
Non-significant investments in the capital and other TLAC liabilities of72
other financials that are below the thresholds for deduction (before risk
weighting)Significant investments in the common stock of financials that are below
73
the thresholds for deduction (before risk weighting)74

Mortgage servicing rights that are below the thresholds for deduction(before risk weighting)75

Deferred tax assets arising from temporary differences that are below thethresholds for deduction (before risk weighting)

Provisions included in Tier 2 capital: instruments and provisions

(9)

76

Provisions (general allowance for loan losses)

4,457

3,818

77

Cap on inclusion of provisions (general allowance for loan losses)

43,17643,78078

Provisions eligible for inclusion in Tier 2 in respect of exposures subject
to internal ratings-based approach (prior to application of cap) (if theamount is negative, report as "nil")

-

-

79

Cap for inclusion of provisions in Tier 2 under internal ratings-based
approach

288,806

294,872

833,255

624,941--

674,824

506,118--

Capital instruments subject to phase-out arrangements

(10)

82

Current cap on AT1 instruments subject to phase-out arrangements

83

Amount excluded from AT1 due to cap (excess over cap after
redemptions and maturities) (if the amount is negative, report as "nil")

84

Current cap on T2 instruments subject to phase-out arrangements

85

Amount excluded from T2 due to cap (excess over cap after redemptions
and maturities) (if the amount is negative, report as "nil")

Notes:
1. The above figures are calculated based on the international standard applied on a consolidated basis under the FSA Notice No. 20.
2. As an external audit of calculating the consolidated capital adequacy ratio, we underwent an examination under the procedures agreed with by Ernst & Young
ShinNihon LLC, on the basis of "Practical guidance on agreed-upon procedures for the calculation of capital adequacy ratio and leverage ratio" (Practical Guideline
for specialized fields No. 4465 of the Japanese Institute of Certified Public Accountants). Note that this examination is not a part of the audit performed on ourconsolidated financial statements or internal controls over financial reporting. Ernst & Young ShinNihon LLC does not give its opinion or conclusion concerning thecapital adequacy ratio or our internal control structure regarding the calculation of the capital adequacy ratio. Instead, it performs an examination to the extent both of
us agreed to and reports the results to us.

7Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(B) CC2:Reconciliation of regulatory capital to consolidated balance sheet(Millions of yen)

Items

a

b

c

d

Consolidated balance
sheet as in publishedfinancial statements

Consolidated balance
sheet as in publishedfinancial statements

Reference toTemplate CC1

Cross-reference toAppended template

As of September 30, 2018 As of September 30, 2019
(Assets)
Cash and Due from Banks
Call Loans and Bills Purchased
Receivables under Resale Agreements
Guarantee Deposits Paid under Securities
Borrowing Transactions
Other Debt Purchased
Trading Assets
Money Held in Trust
Securities
Loans and Bills Discounted
Foreign Exchange Assets
Derivatives other than for Trading Assets
Other Assets
Tangible Fixed Assets
Intangible Fixed Assets
Net Defined Benefit AssetDeferred Tax Assets
Customers' Liabilities for Acceptances andGuarantees
Reserves for Possible Losses on Loans
Total Assets(Liabilities)
Deposits
Negotiable Certificates of Deposit
Call Money and Bills Sold
Payables under Repurchase Agreements
Guarantee Deposits Received under Securities
Lending Transactions
Commercial Paper
Trading Liabilities
Borrowed Money
Foreign Exchange Liabilities
Short-term Bonds
Bonds and Notes
Due to Trust Accounts
Derivatives other than for Trading Liabilities
Other Liabilities
Reserve for Bonus Payments
Reserve for Variable Compensation
Net Defined Benefit Liability
Reserve for Director and Corporate Auditor
Retirement Benefits
Reserve for Possible Losses on Sales of Loans
Reserve for Contingencies
Reserve for Reimbursement of Deposits
Reserve for Reimbursement of Debentures
Reserves under Special Laws
Deferred Tax Liabilities
Deferred Tax Liabilities for Revaluation
Reserve for Land
Acceptances and Guarantees
Total Liabilities

46,579,445
336,548
10,275,017

43,444,902
665,089
13,660,375

2,709,640

3,070,458

2,577,593
12,274,307
409,725
34,975,299
80,516,017
2,229,807
1,428,605
4,342,091
1,093,635
1,074,255
983,445
42,924

2,861,556
14,268,595
347,461
30,466,939
79,653,636
1,831,329
1,577,986
4,539,742
1,092,867
608,767
994,685
35,8905,964,576

5,884,014(252,177)
207,560,759(276,615)
204,727,684

120,819,088
12,500,325
5,736,053
17,488,448

125,713,322
13,547,082
2,139,924
17,339,806

1,838,150

1,577,062

683,390
7,682,367
4,817,339
473,194
303,3028,696,783
4,725,740
1,397,924
4,174,229
49,2841,500
59,466654,854
10,019,133
1,870,364
546,283
349,751
8,673,153
1,114,501
1,280,794
4,636,480
49,276
1,335
61,477

1,308

1,055

1,153
4,750
19,802
28,197
2,358
353,680541
5,096
15,88820,731
2,472
186,0494-b

65,732

63,2904-c

5,964,576
197,888,149

5,884,014
195,753,746

8

6-a
2-b, 6-b
6-c
6-d
6-e
2-a
3
4-a

6-f
8-a
8-b
6-g

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(Net Assets)
Common Stock
Capital Surplus
Retained Earnings
Treasury Stock
Total Shareholders' Equity
Net Unrealized Gains (Losses) on Other
Securities
Deferred Gains or Losses on Hedges
Revaluation Reserve for Land
Foreign Currency Translation Adjustments
Remeasurements of Defined Benefit Plans
Total Accumulated Other Comprehensive
IncomeStock Acquisition Rights
Non-Controlling Interests
Total Net Assets
Total Liabilities and Net Assets

2,256,767
1,138,434
4,268,037(7,888)
7,655,351

2,256,767
1,137,550
4,107,437(6,809)7,494,945

1,335,533

1,066,749(123,418)
143,248(90,790)
277,466

52,387
137,716(148,153)
233,831

1,542,038

1,342,532

714
474,506
9,672,610
207,560,759

213
136,245
8,973,937
204,727,684

1-a
1-b
1-c
1-d

5

(a)
7

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

Appended template
1. Shareholders' equity(1) Consolidated balance sheet
Ref.
Consolidated balance sheet items
1-aCommon stock
1-b
Capital surplus
1-c
Retained earnings
1-dTreasury stock
Total shareholders' equity(2) Composition of capitalBasel III
Composition of capital disclosure
template(Millions of yen)
As of September 30, 2018 As of September 30, 2019
2,256,767
2,256,767
1,138,434
1,137,550
4,268,037
4,107,437(7,888)(6,809)7,655,351
7,494,945(Millions of yen)
As of September 30, 2018 As of September 30, 2019

Directly issued qualifying common sharecapital plus related stock surplus and retained
earnings
1a
2
1c

31a

7,654,882
3,395,202
4,267,569
7,888-

of which: capital and stock surplusof which: retained earningsof which: treasury stock (-)
of which: other than above
Directly issued qualifying additional Tier 1
instruments plus related stock surplus ofwhich: classified as equity under applicableaccounting standards and the breakdown

2. Intangible fixed assets(1) Consolidated balance sheet
Ref.
Consolidated balance sheet items
2-aIntangible fixed assets
2-b
Securities

Remarks--(Millions of yen)
As of September 30, 2018 As of September 30, 2019
1,074,255
608,767
34,975,299
30,466,939

of which: share of goodwill of companies
accounted for using the equity method

9,381(306,710)

Income taxes related to above

9

Remarks

Shareholders' equity attributable
to common shares (before
7,494,593 adjusting national specificregulatory adjustments(earnings to be distributed))
3,394,318
4,107,084
6,809-

Remarks

Share of goodwill of companies
7,080 accounted for using the equity
method(164,778)

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(2) Composition of capitalBasel III
Composition of capital disclosure
template
Goodwill (net of related tax liability,
8
including those equivalent)
Other intangibles other than goodwill and9mortgage servicing rights (net of related tax
liability)
Mortgage servicing rights (net of related tax
liability)
Amount exceeding the 10% threshold on
20
specified items
Amount exceeding the 15% threshold on
24specified items
Mortgage servicing rights that are below
74
the thresholds for deduction (before risk
weighting)

3. Net defined benefit asset(1) Consolidated balance sheet
Ref.
Consolidated balance sheet items
3
Net defined benefit asset(Millions of yen)
As of September 30, 2018 As of September 30, 2019(2) Composition of capitalBasel III
Composition of capital disclosure
template
15
Net defined benefit asset
4. Deferred tax assets(1) Consolidated balance sheet
Ref.
Consolidated balance sheet items
4-aDeferred tax assets
4-b
4-c

25

75

700,015

380,601 Software and other

-

-

-

-

-

-

-

-

983,445994,685(300,898)(304,326)

As of September 30, 2018 As of September 30, 2019

682,547

Remarks

Remarks

690,358(Millions of yen)
As of September 30, 2018 As of September 30, 2019
42,92435,890

Deferred tax liabilities
Deferred tax liabilities for revaluation
reserve for land353,680

186,049

65,732

63,290Tax effects on intangible fixed assets

306,710
300,898

164,778
304,326(2) Composition of capitalBasel III
Composition of capital disclosure
template

21

70,467(Millions of yen)Tax effects on net defined benefit asset

10

76,910(Millions of yen)
As of September 30, 2018 As of September 30, 2019

Income taxes related to above

Remarks

Remarks(Millions of yen)
As of September 30, 2018 As of September 30, 2019

Deferred tax assets that rely on future
profitability excluding those arising from
temporary differences (net of related tax
liability)

43,383

Deferred tax assets that rely on future
profitability arising from temporary
differences (net of related tax liability)

219,310Amount 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 thethresholds for deduction (before risk
weighting)

10

Remarks

This item does not agree withthe amount reported on the
31,990 consolidated balance sheet due
to offsetting of assets andliabilities.
This item does not agree withthe amount reported on the236,371 consolidated balance sheet due
to offsetting of assets andliabilities.

-

-

-

-

219,310236,371Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy
5. Deferred gains or losses on derivatives under hedge accounting(1) Consolidated balance sheet(Millions of yen)
Ref.
Consolidated balance sheet items
As of September 30, 2018 As of September 30, 20195
Deferred gains or losses on hedges(123,418)
52,387(2) Composition of capitalBasel III
Composition of capital disclosure
template
Deferred gains or losses on derivatives under11
hedge accounting

Remarks(Millions of yen)
As of September 30, 2018 As of September 30, 2019

(123,418)

Remarks

52,387

6. Items associated with investments in the capital of financial institutions(1) Consolidated balance sheet(Millions of yen)
Ref.
Consolidated balance sheet items
As of September 30, 2018 As of September 30, 20196-a

Trading assets

12,274,307

6-b
6-c
6-d
6-e

Securities
Loans and bills discounted
Derivatives other than for trading assets
Other assets

34,975,299
80,516,017
1,428,605
4,342,091

6-fTrading liabilities

7,682,367

6-gDerivatives other than for trading liabilities

1,397,924

Remarks
Including trading account14,268,595 securities and derivatives for
trading assets
30,466,939
79,653,636 Including subordinated loans
1,577,986
4,539,742 Including money invested
Including trading account
10,019,133
securities sold1,280,794(2) Composition of capital(Millions of yen)
Basel III
Composition of capital disclosure
As of September 30, 2018 As of September 30, 2019
template
7,782
8,221
Investments in own capital instruments
16
Common equity Tier 1 capital
2,990
3,764
37
Additional Tier 1 capital
2,600
400
52
Tier 2 capital
2,631
3,618
Reciprocal cross-holdings in the capital ofbanking, financial and insurance entities
17
Common equity Tier 1 capital
38
Additional Tier 1 capital
53
Tier 2 capital and other TLAC liabilities
Investments in the capital of banking,financial and insurance entities that areoutside the scope of regulatory consolidation,
800,032
518,270
net of eligible short positions, where thebank does not own more than 10% of theissued share capital (amount above 10%threshold)18
Common equity Tier 1 capital
26,12039
Additional Tier 1 capital
164
54
Tier 2 capital and other TLAC liabilities
10,410Investments in the other TLAC liabilities
of banking, financial and insurance
entities that are outside the scope of
regulatory consolidation, where the bank54adoes not own more than 10% of the
1,502/
issued common share capital of theentity: amount previously designated forthe 5% threshold but that no longer meetsthe conditions
Non-significant investments in the capitaland other TLAC liabilities of other72
763,336
516,767
financials that are below the thresholds
for deduction (before risk weighting)

11

RemarksBasel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy

19
23
40
55
73

Significant investments in the capital ofbanking, financial and insurance entities thatare outside the scope of 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 the common
stock of financials that are below thethresholds for deduction (before risk
weighting)

7. Non-Controlling interests(1) Consolidated balance sheet
Ref.
Consolidated balance sheet items
7
Non-Controlling interests(2) Composition of capitalBasel III
Composition of capital disclosure
template

232,964

316,005

-

-

-

-

73,500-56,500-159,464

259,505(Millions of yen)
As of September 30, 2018 As of September 30, 2019474,506(Millions of yen)
As of September 30, 2018 As of September 30, 20195

Common share capital issued by subsidiaries
and held by third parties (amount allowed ingroup CET1)

11,7887,123

30-31ab-32

Qualifying additional Tier 1 instruments plus
related stock surplus issued by special
purpose vehicles and other equivalent entities

-

-

34-35

Additional Tier 1 instruments issued bysubsidiaries and held by third parties(amount allowed in group AT1)

30,89130,39846

Tier 2 instruments plus related stock surplus
issued by special purpose vehicles and otherequivalent entities

170,370

145,364

48-49

Tier 2 instruments issued by subsidiaries andheld by third parties (amount allowed ingroup Tier 2)

9,681

8,319

8. Other capital instruments(1) Consolidated balance sheet
Ref.
Consolidated balance sheet items
8-aBorrowed money
8-b
Bonds and notes
Total

Remarks

136,345(Millions of yen)
As of September 30, 2018 As of September 30, 2019

4,817,339
8,696,783
13,514,122

After reflecting amounts
eligible for inclusion (NonControlling Interest after
adjustments)
After reflecting amounts
eligible for inclusion (NonControlling Interest after
adjustments)
After reflecting amounts
eligible for inclusion (NonControlling Interest after
adjustments)
After reflecting amounts
eligible for inclusion (NonControlling Interest after
adjustments)
After reflecting amounts
eligible for inclusion (NonControlling Interest after
adjustments)

Remarks

1,870,364
8,673,153
10,543,518(2) Composition of capital(Millions of yen)
Basel III
Composition of capital disclosure
As of September 30, 2018 As of September 30, 2019
template
Directly issued qualifying additional Tier 1
instruments plus related stock surplus of32
1,570,000
1,805,000
which: classified as liabilities underapplicable accounting standards
Directly issued qualifying Tier 2 instruments
plus related stock surplus of which: classified
46
994,185
1,066,642
as liabilities under applicable accounting
standards

12

Remarks

RemarksBasel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy■ Summary of Risk-weighted Assets (RWA)(1) Summary of RWA(A) OV1: Overview of Risk-weighted Assets (RWA)aBasel III
Template
No.

1
2
3

4
5
6

7
8
9

10

11
12
13
14
15

16
17
18
19
20
21
22
23
24
25

b

c

(Millions of yen)d

RWA
Capital requirements
As of September As of September As of September As of September
30, 2019
30, 2018
30, 2019
30, 2018
37,679,332
39,321,500
3,179,176
3,318,738
Credit risk (excluding counterparty credit risk)of which: standardized approach (SA)1,864,650
1,746,997
149,172
139,759of which: internal rating-based (IRB) approach
34,339,462
36,045,504
2,911,986
3,056,658
of which: significant investmentsof which: estimated residual value of lease transactions
others1,475,219
1,528,998
118,017
122,319
4,329,983
4,224,033
351,899
342,012Counterparty credit risk (CCR)
of which: SA-CCR
of which: current exposure method
181,060
191,124
15,04015,676of which: expected positive exposure (EPE) method
954,725785,753
80,37965,991of which: credit valuation adjustment (CVA) risk
2,199,578
2,217,316
175,966
177,385of which: central counterparty-related
172,278
209,223
13,782
16,737
Others822,340
820,615
66,73066,221Equity positions in banking book under market-based approach
2,398,440
2,933,478
203,387
248,758
Equity investments in funds - Look-through approach
4,963,852／
419,765／
Equity investments in funds - Mandate-based approach／／
Equity investments in funds - Simple approach (subject to 250% RW)／／
Equity investments in funds - Simple approach (subject to 400% RW)
588,585／
49,912／Equity investments in funds - Fall-back approach
49,992／
3,999／
Fund exposures - standardized approach／／
Fund exposures - regarded method／
3,502,698／
296,200
Settlement risk
10,548
6,530
894
552
1,128,220
441,369
90,25737,270
Securitization exposures in banking bookof which: Securitisation IRB approach (SEC-IRBA)
812,188／
64,975／or internal assessment approach(IAA)of which: Securitisation external ratings-based approach (SEC-ERBA)
307,184／
24,574／of which: Securitisation standardised approach (SEC-SA)／／of which: IRB ratings-based approach (RBA) or IRB／
116,430／
9,873
internal assessment approach (IAA)of which: IRB supervisory formula approach (SFA)／
283,679／
24,056of which: SA/simplified supervisory formula approach (SSFA)／
30,262／2,421
of which: 1250% risk weight is applied
8,847
10,996707
920
2,377,608
2,939,149
190,208
235,131
Market riskof which: standardized approach (SA)1,458,998
1,567,039
116,719
125,363of which: internal model approaches (IMA)
918,610
1,372,110
73,488109,768
3,201,774
3,285,870
256,141
262,869
Operational riskof which: basic indicator approach
647,827
608,277
51,826
48,662of which: standardized approachof which: advanced measurement approach
2,553,946
2,677,592
204,315214,207
Exposures of specified items not subject to regulatory adjustments
1,239,667
946,938
102,287
77,668Amounts included in RWA subject to phase-out arrangements
Floor adjustment
Total (after applying the scaling factor)
60,599,128
60,240,051
4,847,930
4,819,20413

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(B) Credit Risk-weighted Assets by Asset Class and Ratings Segment(Billions of yen)
As of September 30, 2019

As of September 30, 2018
IRB approach
Corporate, etc.
Corporate (except specialized lending)
Ratings A1-B2
Ratings C1-D3
Ratings E1-E2
Ratings E2R-H1
Sovereign
Ratings A1-B2
Ratings C1-D3
Ratings E1-E2
Ratings E2R-H1Bank
Ratings A1-B2
Ratings C1-D3
Ratings E1-E2
Ratings E2R-H1
Specialized lending
RetailResidential mortgage
Qualifying revolving loan
Other retail
Equities
PD/LGD approach
Market-based approach
Regarded-method exposure
Securitizations
OthersStandardized approach
Equity investments in funds
Securitization exposures
CVA risk
Central counterparty-related
Total

EAD
193,945.7
168,638.0
84,490.1
63,327.7
19,822.4
827.7
512.2
77,614.4
77,500.9
113.3
0.2
0.0
6,374.1
5,839.3
534.4
0.1
0.2
159.2
11,304.0
8,858.9657.6
1,787.4
5,174.5
4,213.9960.5
2,058.6
4,525.3
2,245.0
13,805.2／／／／
207,750.9

RWA
48,333.8
30,272.7
27,747.6
14,669.1
11,831.0
1,073.1
174.2
896.5
813.1
83.2
0.1
0.0
1,460.3
1,128.3
331.8
0.0
0.0
168.1
3,735.1
2,505.9508.5
720.5
8,383.9
5,266.7
3,117.2
3,702.6
433.1
1,806.3
3,254.6／／
2,217.3
209.2
54,015.0

RW(%)
24.92
17.95
32.84
23.16
59.68
129.65
34.01
1.15
1.04
73.47
56.74
39.19
22.91
19.32
62.09
72.69
29.94
105.59
33.04
28.28
77.32
40.31
162.02124.98324.51179.85
9.57
80.45
23.57
／
／
／
／
25.99

EAD
186,876.9
169,867.9
89,382.5
67,700.3
20,108.0
963.6
610.5
74,104.7
74,011.7
92.7
0.2
0.0
6,125.1
5,652.7
471.3
0.0
0.9
255.5
10,767.2
8,553.2
628.3
1,585.6
4,175.3
3,362.7
812.5／／
2,066.3
4,638.0
2,532.6
4,762.6／／
198,810.3

RWA
42,363.3
30,266.8
27,783.7
14,385.7
11,929.7
1,217.0
251.2
910.1
839.9
70.1
0.0
0.0
1,329.6
1,022.6
306.6
0.0
0.3
243.3
3,499.4
2,372.0
495.7
631.6
6,806.8
4,171.7
2,635.1／／
1,790.1
3,235.3
5,920.9
1,128.2
2,199.5
172.2
55,019.7

RW(%)
22.66
17.81
31.08
21.24
59.32
126.29
41.15
1.22
1.13
75.61
45.75
32.33
21.70
18.09
65.06
0.00
32.32
95.21
32.50
27.73
78.90
39.83
163.02124.05324.30
／
／
86.62
69.75
233.78
23.68
／
／
26.48

Note1: "Specialized lending" is specialized lending exposure under supervisory slotting criteria.
Note2: "Equity investments in funds" is total of look-though approach, mandate-based approach, simple approach and fall-back approach.
Note3: "Equity investments in funds" and "Securitization exposures" as of September 30, 2019 are disclosed out of IRB approach due to revision of FSA Notice No.20.

<Reference>The following table sets forth information with respect to the definition of obligor ratings:
Obligor ratings(major category)
A1–A3
B1–B2
C1–C3
D1–D3
E1
E2
F1
G1
H1

R*

Definition of ratings

Classification

Obligors whose certainty of debt fulfillment is very high, hence their level of credit risk is excellent.
Obligors whose certainty of debt fulfillment poses no problems for the foreseeable future, hence their level of credit
risk is sufficient.
Obligors whose certainty of debt fulfillment and their level of credit risk pose no problems for the foreseeable future.
Obligors whose current certainty of debt fulfillment poses no problems, however, their resistance to future changes
in business environment is low.

Investment
grade zone

Non-investment

Obligors who require close watching going forward because there are problems with their borrowing conditions,such as reduced or suspended interest payments, problems with fulfillment such as de facto postponements ofprincipal or interest payments, or problems with their financial positions as a result of their poor or unstablebusiness conditions.
Obligors who are not yet bankrupt but are in financial difficulties and are deemed to be very likely to go bankrupt in
the future because they are finding it difficult to make progress in implementing their management improvement
plans (including obligors who are receiving ongoing support from financial institutions).
Obligors who have not yet gone legally or formally bankrupt but who are substantially bankrupt because they are inserious financial difficulties and are not deemed to be capable of restructuring.
Obligors who have already gone bankrupt, from both a legal and/or formal perspective.

* Obligors who have loans in need of monitoring (restructured loans and loans past due for three months or more) out of the obligors who require close watching going forward

14

grade zone

DefaultBasel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy■ Credit Risk
(1) Quantitative Disclosure on Credit Risk

Counterparty credit risk exposures, securitization exposures, and regarded-method exposures are excluded from the amount of credit
risk exposures below.
(A) CR1: Credit Quality of Assets(Millions of yen)
As of September 30, 2018abcGross carrying values ofDefaulted
Non-defaulted
exposures
exposures
Reserve
1
2
3
4
5
6
7
8

On-balance sheet exposures
Loans
Debt securities
Other on-balance sheet debt exposures
Total on-balance sheet exposures (1+2+3)
Off-balance sheet exposures
Guarantees
Commitments
Total off-balance sheet exposures (5+6)
Total
Total assets (4+7)

dNet values(a+b-c)560,796
4,698
5,275
570,771

78,277,208
26,834,507
50,244,030
155,355,746

215,070
2,810
217,880

78,622,934
26,839,206
50,246,495
155,708,636

18,376
15,61633,993

5,945,316
26,434,835
32,380,151

23,767
23,767

5,939,925
26,450,452
32,390,377

604,764

187,735,898

241,648

188,099,014

Notes: 1. Other on-balance sheet debt exposures include deposits, call loans, bills purchased, other debt purchased, money held in trust and foreign exchange assets, etc.
2. Defaulted exposures include restructured loans, loans past due for three months or more, loans to bankrupt borrowers and so on.
3. Reserve corresponds to the amount of reserves for possible loan losses(Millions of yen)
As of September 30, 2019abcGross carrying values ofDefaulted
Non-defaulted
exposures
exposures
Reserve
1
2
3
4
5
6
7
8

On-balance sheet exposures
Loans
Debt securities
Other on-balance sheet debt exposures
Total on-balance sheet exposures (1+2+3)
Off-balance sheet exposures
Guarantees
Commitments
Total off-balance sheet exposures (5+6)
Total
Total assets (4+7)

dNet values(a+b-c)691,491
7,241
3,530
702,263

77,433,973
23,176,269
47,082,830
147,693,074

246,100
1,725
247,825

77,879,364
23,183,510
47,084,636
148,147,512

17,904
9,268
27,173

5,866,225
27,581,917
33,448,143

27,20027,2005,856,930
27,591,186
33,448,116

729,437

181,141,217

275,025

181,595,629

Notes: 1. Other on-balance sheet debt exposures include deposits, call loans, bills purchased, other debt purchased, money held in trust and foreign exchange assets, etc.
2. Defaulted exposures include restructured loans, loans past due for three months or more, loans to bankrupt borrowers and so on.
3. Reserve corresponds to the amount of reserves for possible loan losses

15Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(B) CR2: Changes in Defaulted Loans and Debt Securities(Millions of yen)
As of September 30, 2018

No.
1
2
3
4
5
6

Exposure
Defaulted loans and debt securities as of March 31, 2018
Defaulted
Breakdown of changes in loans and debt Returned to non-defaulted status
securities during this reporting period
Amounts written off
Other changes
Defaulted loans and debt securities as of September 30, 2018 (1+2-3-4+5)

653,659
72,12446,073
22,596(86,342)
570,771

Note: Other changes corresponds to the amount of variation in defaulted exposures arising from debt recovery and additional credit to defaulted obligors, etc.

(Millions of yen)
As of September 30, 2019

No.
1
2
3
4
5
6

Exposure
Defaulted loans and debt securities as of March 31, 2019
Defaulted
Breakdown of changes in loans and debt Returned to non-defaulted status
securities during this reporting period
Amounts written off
Other changes
Defaulted loans and debt securities as of September 30, 2019 (1+2-3-4+5)

Note: Other changes corresponds to the amount of variation in defaulted exposures arising from debt recovery and additional credit to defaulted obligors, etc.

16

640,879
178,51945,947
17,244(53,943)
702,263Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(2) Credit Risk under Internal Ratings-Based (IRB) Approach(i) Quantitative Disclosure on Credit Risk under Internal Ratings-based Approach(A) CR6: IRB - Credit Risk Exposures by Portfolio and PD Range

PD scale
1
2
3
4
5
6
7
8
9
1
2
3
4
5
6
7
8
9
1
2
3
4
5
6
7
8
9
1
2
3
4
5
6
7
8
9
1
2
3
4
5
6
7
8
9
1
2
3
4
5
6
7
8
9

(Millions of yen, %, number in the thousands, year)
a
b
c
d
e
f
g
h
i
j
k
l
Original
Offon-balance balance
EAD
Numbersheet
sheet
post CRM
gross exposures Average
andAverageof
Average Average
RWA
exposure pre CCF CCF post-CCF
PD
obligors LGD maturity RWA
density
EL Provisions
As of September 30, 2018

Sovereign
66,102,098
467,93678.11
0.00 to <0.15
0.15 to <0.25
26,1071,474
75.00
0.25 to <0.50
6,284
0.50 to <0.75
128,826
5,111
75.00
0.75 to <2.50
69,7906,574
75.00
2.50 to <10.00
18,11410.00 to <100.00
1,802
100.00 (Default)
66,353,025
481,096
78.02
Sub-total
Banks
3,606,369
843,108
68.47
0.00 to <0.15
0.15 to <0.25
140,336
38,27271.62
0.25 to <0.50
92,29722,24254.12
0.50 to <0.75
227,774
42,46469.49
0.75 to <2.50
23,274
13,72872.61
2.50 to <10.00
10.00 to <100.00
265
100.00 (Default)
4,090,317
959,81668.37
Sub-total
Corporate (except SME and specialized lending)
39,465,542 23,308,850
73.71
0.00 to <0.15
0.15 to <0.25
4,373,841
1,325,306
75.19
0.25 to <0.50
3,499,199
943,452
74.03
0.50 to <0.75
4,616,743
1,147,157
75.92
0.75 to <2.50
1,470,179
335,920
69.61
2.50 to <10.00
473,095
160,09377.38
10.00 to <100.00
346,619
27,41573.89
100.00 (Default)
54,245,221 27,248,196
73.85
Sub-total
SME
86,02753,66873.10
0.00 to <0.15
0.15 to <0.25
601,492
29,48571.95
0.25 to <0.50
643,451
16,95971.32
0.50 to <0.75
1,310,885
45,29374.58
0.75 to <2.50
449,935
18,86679.68
2.50 to <10.00
157,157
5,157
74.51
10.00 to <100.00
145,333775
61.86
100.00 (Default)
3,394,284
170,206
73.84
Sub-total
Specialized Lending
2,600,569
305,19276.56
0.00 to <0.15
0.15 to <0.25
400,392
185,60978.26
0.25 to <0.50
222,812
99,79874.62
0.50 to <0.75
400,411
92,64875.08
0.75 to <2.50
79,1647,794
76.51
2.50 to <10.00
42,4101,400
93.96
10.00 to <100.00
27,688418
99.99
100.00 (Default)
3,773,450
692,861
76.59
Sub-total
Equities (PD/LGD approach)
3,682,099
115,548100.000.00 to <0.15
0.15 to <0.25
95,1480.25 to <0.50
39,3540.50 to <0.75
105,5860.75 to <2.50
12,0582.50 to <10.00
943
10.00 to <100.00
4,030
100.00 (Default)
3,939,221
115,548100.00Sub-total

67,863,464
7,940
5,833
85,064
1,877
191
2
67,964,374

0.00
0.27
0.50
1.24
3.21
15.16
100.00
0.00

0.3
0.0
0.0
0.0
0.0
0.0
0.0
0.3

38.00
37.97
35.49
37.97
37.97
5.30
30.82
38.00

1.5
3.8
3.4
1.3
3.2
3.9
1.0
1.5

664,156
4,439
3,664
60,1862,210
53
0734,712

0.97
55.91
62.81
70.75
117.76
27.88
36.97
1.08

900
8
10
402
22
1
0
1,347

／
／
／
／
／
／
／
／
787

4,618,831
167,096
99,739240,074
14,083265
5,140,091

0.06
0.27
0.50
1.12
3.16
100.00
0.14

0.3
0.0
0.0
0.0
0.0
0.0
0.5

37.47
34.76
36.64
37.07
42.03
96.57
37.36

1.5
1.5
1.7
1.1
1.7
5.0
1.5

788,903
55,29652,737
175,765
16,73075
1,089,508

17.08
33.09
52.87
73.21
118.78
28.24
21.19

1,098
149
179
999
186
250
2,864

／
／
／
／
／
／
／
／
1,673

57,563,759
5,057,722
4,072,508
4,948,057
1,253,154
400,862345,218
73,641,283

0.07
0.27
0.50
1.19
3.66
15.16
100.00
0.80

7.0
5.3
3.8
5.0
6.0
0.7
0.5
28.5

38.03
33.54
33.90
31.92
30.29
28.29
40.03
36.91

2.4
2.7
2.8
2.8
2.7
2.3
2.2
2.5

12,329,342
2,074,548
2,289,355
3,556,995
1,157,675
551,975
107,016
22,066,910

21.41
41.01
56.21
71.88
92.38
137.6930.99
29.96

16,945
4,695
6,948
18,89814,126
17,203
129,650
208,468

／
／
／
／
／
／
／
／
121,792

122,125
612,641
636,153
1,301,707
442,031
153,317
136,457
3,404,435

0.10
0.27
0.50
1.20
3.30
15.16
100.00
5.72

0.0
3.1
3.4
5.9
2.7
0.7
0.6
16.7

32.19
25.19
22.87
21.50
20.65
18.78
42.62
23.42

3.1
2.8
3.1
3.4
3.8
3.1
2.3
3.2

24,804
163,263
201,174
540,949
234,136
121,80342,442
1,328,574

20.31
26.64
31.62
41.55
52.96
79.44
31.10
39.02

38
427
732
3,466
3,078
4,369
54,763
66,876

／
／
／
／
／
／
／
／
39,0702,414,041
432,729
242,831
321,920
39,7649,800
24,576
3,485,664

0.09
0.27
0.50
0.97
4.16
15.16
100.00
1.01

0.4
0.0
0.0
0.0
0.0
0.0
0.0
0.6

35.28
39.64
38.78
38.15
36.76
37.97
64.54
36.56

4.3
4.2
4.0
4.5
4.6
3.9
4.3
4.3

756,824265,989
185,663
316,881
54,06919,72912,093
1,611,251

31.35
61.46
76.45
98.43
135.97201.31
49.20
46.22

819
474
473
1,191
615
564
14,896
19,035

／
／
／
／
／
／
／
／
11,121

3,797,647
95,14839,354
105,586
12,058943
4,030
4,054,769

0.05
0.27
0.50
1.25
4.06
15.16
100.00
0.21

1.0
0.4
0.3
0.2
0.0
0.0
0.1
2.3

90.00
90.00
90.00
90.00
90.00
90.00
90.00
90.00

5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0

3,956,333
150,572
80,497291,781
46,523
6,318
45,341
4,577,368

104.17158.25204.54276.34385.81669.85
1,125.00
112.88

／
／
／
／
／
／
／
／
／

／
／
／
／
／
／
／
／
／

17

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(Millions of yen, %, number in the thousands, year)
a
b
c
d
e
f
g
h
i
j
k
l
Original
Offon-balance balance
EAD
sheet
sheet
post CRM
Numberofgross exposures Average
andAverage
Average Average
RWA
PD scale
exposure pre CCF CCF post-CCF
obligors LGD maturity RWA
PDdensity
EL Provisions
As of September 30, 2018
Purchased receivables (Corporate, etc.) - Default Risk Equivalent
1,900,286
635,29975.19
2,371,285
0.07
0.6
38.29
2.1
431,19618.18
720／
1 0.00 to <0.15／
2 0.15 to <0.25
128,441
61,87576.44
175,739
0.27
0.1
37.93
2.0
70,72040.24
184／
3 0.25 to <0.50
146,916
20,55581.80
163,730
0.50
0.1
37.86
1.8
85,19952.03
311／
4 0.50 to <0.75
84,29340,154
78.62
115,867
1.13
0.0
37.97
1.9
84,43272.87
499／
5 0.75 to <2.50
13,60913,047
3.40
0.0
37.96
2.5
14,622112.07168／
6 2.50 to <10.00
436
19,04875.73
14,862
15.16
0.0
37.97
1.0
25,939174.53855／
7 10.00 to <100.00
1,905
1,905
100.00
0.0
55.41
1.0
1,067
56.00
970
／
8 100.00 (Default)
2,275,890
776,93375.65
2,856,439
0.31
1.1
38.24
2.0
713,178
24.96
3,711
2,168
9 Sub-total
Purchased receivables (Retail) - Default Risk Equivalent／
1 0.00 to <0.15／
2 0.15 to <0.25／
3 0.25 to <0.50／
4 0.50 to <0.75
87
87
2.12
0.0
42.69
1.0
49
55.82
0
／
5 0.75 to <2.50／
6 2.50 to <10.00／
7 10.00 to <100.00／
8 100.00 (Default)
87
87
2.12
0.0
42.69
1.0
49
55.82
0
0
9 Sub-total
Purchased receivables (Dilution Risk Equivalent)
922,426
12,592100.00935,019
0.08
0.1
6.14
139,13114.88
312／
1 0.00 to <0.15／
2 0.15 to <0.25
49,61949,619
0.27
0.0
13.12
15,46731.17
52／
3 0.25 to <0.50
45,74045,740
0.50
0.0
19.96
23,05750.40
87／
4 0.50 to <0.75
71,032
71,032
1.66
0.0
26.50
54,31576.46
449／
5 0.75 to <2.50
6,166
6,166
3.74
0.0
37.97
6,136
99.51
87
／
6 2.50 to <10.00
1,119
1,119
15.16
0.0
37.97
1,882
168.1364／
7 10.00 to <100.00
4,940
4,940
100.00
0.0
49.24
2,560
51.83
2,227
／
8 100.00 (Default)
1,101,045
12,592100.001,113,638
0.69
0.1
8.72
242,552
21.78
3,280
／
9 Sub-total
Retail – qualifying revolving retail exposures (QRRE)／／
1 0.00 to <0.15
31
0.18
0.4
77.41
／
2
7.82
0
／
2 0.15 to <0.25
70
0.35
2.0
78.04
／
9
13.14
0
／
3 0.25 to <0.50／／
4 0.50 to <0.75
241,806
873,575
14.80
371,125
2.31
479.3
78.03
／
207,006
55.77
6,708
／
5 0.75 to <2.50
171,763895,589
8.24
245,5104.08
1,841.3
78.04／
200,242
81.56
7,825
／
6 2.50 to <10.00
33,971
16,94337.26
40,284
18.45
118.8
78.04
／
72,007178.745,800／
7 10.00 to <100.00
521
1,337
11.36
670
100.00
2.0
71.84
／
533
79.54
438
／
8 100.00 (Default)
448,063
1,787,445
11.72
657,693
4.06
2,444.0
78.03／
479,801
72.95
20,773
12,1369 Sub-total
Retail – Residential mortgage
1,587,493
1,621,320
0.07
123.8
29.13
／
89,9745.54361／
1 0.00 to <0.15
1,403,767
1,405,418
0.19
90.5
31.43
／
176,71012.57
883／
2 0.15 to <0.25
2,073,588
2,078,207
0.35
145.1
33.14
／
420,958
20.25
2,460
／
3 0.25 to <0.50
1,921,100
94,60897.90
1,971,708
0.67
178.3
36.00
／
673,648
34.16
4,718
／
4 0.50 to <0.75
1,595,251743
100.001,597,278
1.12
122.3
36.04
／
768,886
48.13
6,385
／
5 0.75 to <2.50
80,452
3,072
100.0084,070
9.60
7.2
37.36
／
140,223
166.793,015／
6 2.50 to <10.00
29,8842,332
100.0032,229
48.13
3.1
39.78
／
61,705191.456,179／
7 10.00 to <100.00
67,292
1,345
100.0068,718100.004.3
45.29／
31,99946.56
28,565／8 100.00 (Default)
8,758,831
102,101
98.06
8,858,952
1.52
674.9
33.45
／
2,364,108
26.68
52,57030,7129 Sub-total
Other retail21
280,380
0.05
38.8
43.49
／
18,1056.45
71／
1 0.00 to <0.15
854,272
0.17
4.3
43.08
／
8,740
16.10
41
／
2 0.15 to <0.25
119,03827
100.00135,414
0.34
4.5
46.57
／
36,66527.07
220／
3 0.25 to <0.50
185,818
572
75.15
184,617
0.69
70.0
26.63
／
40,91922.16
322／
4 0.50 to <0.75
932,959
3,515
79.07
864,854
1.39
24.7
51.23
／
471,471
54.51
5,437
／
5 0.75 to <2.50
375,436
1,936
66.77
164,544
6.32
10.4
19.74
／
48,416
29.42
1,781
／
6 2.50 to <10.00
92,135
9,564
53.10
47,419
18.26
11.4
31.50
／
30,984
65.34
3,012
／
7 10.00 to <100.00
69,0802,701
90.54
55,052100.002.8
43.88／
24,15543.87
22,226／8 100.00 (Default)
1,774,499
18,31765.81
1,786,555
4.93
167.2
43.22
／
679,460
38.03
33,114
19,3469 Sub-total
70.60 172,963,985
0.64
3,336.7
38.16
2.10 35,887,475
20.67
412,043
238,808
Total (all portfolios) 150,153,939 32,365,116
Notes: 1. Counterparty credit risk exposures, securitization exposures, and regarded-method exposures are excluded from the amount of credit risk exposures above.
2. On-balance sheet exposures, pre-CCF and pre- CRM off-balance sheet exposures, and the average CCF are allocated to the PD ranges based on pre- CRM PD
estimates.
3. The number of credits is disclosed as the number of data of obligors for QRRE, residential mortgage and other retail excluding credit for business purpose.

18Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(Millions of yen, %, number in the thousands, year)
As of September 30, 2019def

PD scale
1
2
3
4
5
6
7
8
9
1
2
3
4
5
6
7
8
9
1
2
3
4
5
6
7
8
9
1
2
3
4
5
6
7
8
9
1
2
3
4
5
6
7
8
9
1
2
3
4
5
6
7
8
9

a
b
c
g
h
Original
Offon-balance balance
EAD
sheet
sheet
Numberpost CRM
gross exposures Average
andAverageof
Average Average
exposure pre CCF CCF post-CCF
PD
obligors LGD maturity
As of September 30, 2019

Sovereign
64,677,659
397,71777.69
0.00 to <0.15
0.15 to <0.25
2,698
0.25 to <0.50
0.50 to <0.75
123,719
4,858
75.00
0.75 to <2.50
65,877
6,028
75.00
2.50 to <10.00
8,876
10.00 to <100.00
0
100.00 (Default)
64,878,831
408,604
77.61
Sub-total
Banks
3,486,247
759,375
71.07
0.00 to <0.15
0.15 to <0.25
170,352
36,58766.82
0.25 to <0.50
0.50 to <0.75
193,659
36,15780.42
0.75 to <2.50
64,65416,00274.84
2.50 to <10.00
10.00 to <100.00
989
100.00 (Default)
3,915,903
848,12271.36
Sub-total
Corporate (except SME and specialized lending)
41,673,951 24,850,054
73.88
0.00 to <0.15
0.15 to <0.25
7,763,686
2,222,755
74.39
0.25 to <0.50
0.50 to <0.75
4,662,998
1,124,740
75.61
0.75 to <2.50
1,594,605
290,22070.07
2.50 to <10.00
520,873
167,83473.28
10.00 to <100.00
504,970
21,48977.43
100.00 (Default)
56,721,085 28,677,095
73.95
Sub-total
SME
271,833
42,74774.31
0.00 to <0.15
0.15 to <0.25
1,387,563
55,48973.90
0.25 to <0.50
0.50 to <0.75
1,272,093
40,52074.47
0.75 to <2.50
545,060
20,08480.97
2.50 to <10.00
194,9131,240
82.52
10.00 to <100.00
127,603650
75.98
100.00 (Default)
3,799,067
160,733
75.11
Sub-total
Specialized Lending
3,024,842
304,33876.96
0.00 to <0.15
0.15 to <0.25
637,610
247,84576.57
0.25 to <0.50
0.50 to <0.75
378,795
148,50475.89
0.75 to <2.50
81,4375,790
90.60
2.50 to <10.00
16,2595,922
77.36
10.00 to <100.00
26,686264
99.99
100.00 (Default)
4,165,631
712,665
76.73
Sub-total
Equities (PD/LGD approach)
2,968,787
4,230
100.000.00 to <0.15
0.15 to <0.25
108,9120.25 to <0.50
0.50 to <0.75
35,3640.75 to <2.50
12,9572.50 to <10.00
1,628
10.00 to <100.00
3,771
100.00 (Default)
3,131,421
4,230
100.00Sub-total

i

j

k

l

RWA

RWA
densityEL

Provisions

66,175,923
3,462
84,1262,092
176
066,265,782

0.00
0.35
1.39
3.12
14.89
100.00
0.00

0.2
0.0
0.0
0.0
0.0
0.0
0.3

38.04
33.33
38.01
38.01
4.99
96.59
38.03

1.5
4.4
1.1
2.4
3.2
1.0
1.5

620,651
2,032
58,8322,274
44
0683,835

0.93
58.69
69.93
108.70
25.43
30.50
1.03

819
4
445
24
1
0
1,294

／
／
／
／
／
／
／
／
765

4,461,546
229,763
199,650
49,253989
4,941,203

0.05
0.39
1.11
3.06
100.00
0.16

0.3
0.0
0.0
0.0
0.0
0.5

37.80
36.90
36.52
38.09
96.59
37.72

1.6
1.5
1.0
1.0
5.0
1.5

698,397
91,569141,086
49,828301
981,183

15.65
39.85
70.66
101.16
30.49
19.85

899
287
817
575
931
3,510

／
／
／
／
／
／
／
／
2,074

60,967,145
8,884,678
5,086,770
1,448,113
467,318
457,898
77,311,925

0.06
0.36
1.17
3.59
14.89
100.00
0.92

7.6
8.7
4.8
258.0
3.6
0.5
283.5

37.94
33.43
31.97
31.66
28.35
44.35
36.89

2.4
2.6
2.8
2.8
2.4
2.5
2.5

12,011,691
4,030,496
3,604,010
1,420,191
649,058
179,208
21,894,657

19.70
45.36
70.85
98.07
138.8839.13
28.31

15,335
10,83919,060
16,547
19,737
188,766
270,287

／
／
／
／
／
／
／
／
159,743

303,463
1,411,180
1,267,074
548,135
190,175
120,169
3,840,198

0.07
0.37
1.13
3.23
14.89
100.00
4.84

0.0
7.0
5.7
90.2
1.8
0.8
105.8

34.92
24.70
22.33
21.08
16.91
39.66
24.29

2.9
3.1
3.3
3.7
3.3
2.4
3.2

59,382427,790532,571294,896
135,941
40,983
1,491,566

19.56
30.31
42.03
53.79
71.48
34.10
38.84

72
1,300
3,213
3,785
4,790
44,38557,548

／
／
／
／
／
／
／
／
34,011

2,761,973
719,598
315,745
49,796
14,16525,756
3,887,036

0.08
0.36
0.95
3.32
14.89
100.00
0.96

0.4
0.1
0.0
0.0
0.0
0.0
0.7

34.82
38.15
38.84
37.58
38.01
61.97
35.99

4.2
4.1
4.0
3.9
4.6
4.3
4.2

771,956
469,812296,363
62,32329,303
13,7691,643,529

27.94
65.28
93.86
125.15206.87
53.45
42.28

770
999
1,167
625
801
14,86019,225

／
／
／
／
／
／
／
／
11,362

2,973,018
108,91235,364
12,9571,628
3,771
3,135,652

0.04
0.32
1.14
4.01
14.89
100.00
0.21

1.0
0.6
0.2
0.0
0.0
0.1
2.2

90.00
90.00
90.00
90.00
90.00
90.00
90.00

5.0
5.0
5.0
5.0
5.0
5.0
5.0

2,995,254
182,600
94,10049,55910,45442,434
3,374,403

100.74167.65266.09382.48642.12
1,124.99
107.61

／
／
／
／
／
／
／
／
／

／
／
／
／
／
／
／
／
／

19

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(Millions of yen, %, number in the thousands, year)
As of September 30, 2019
a
b
c
d
e
f
g
h
i
j
k
l
Original
OffEADon-balance balance
post CRM
sheet
sheet
and
Numbergross exposures Average post- AverageofAverage Average
RWA
PD scale
exposure pre CCF CCF
CCF
PD
obligors LGD maturity RWA
density
EL Provisions
As of September 30, 2019
Purchased receivables (Corporate, etc.) - Default Risk Equivalent
2,080,004
371,25776.15
2,362,658
0.06
0.6
38.33
1.5
313,24413.25
621／
1 0.00 to <0.15／
2 0.15 to <0.25
160,942
37,84977.75
190,373
0.38
0.2
38.01
2.4
95,64150.23
275／
3 0.25 to <0.50／
4 0.50 to <0.75
48,43328,76479.82
71,395
1.07
0.0
38.01
2.1
53,56375.02
291／
5 0.75 to <2.50
11,8293,961
89.12
15,359
3.48
0.0
38.71
2.1
17,059111.06206／
6 2.50 to <10.00
2,197
2,197
14.89
0.0
38.01
5.0
4,613
209.90124／
7 10.00 to <100.00
169
169
100.00
0.0
27.53
5.0
66
39.00
41
／
8 100.00 (Default)
2,303,577
441,83276.65
2,642,154
0.15
0.9
38.30
1.6
484,188
18.32
1,561
922
9 Sub-total
Purchased receivables (Retail) - Default Risk Equivalent／
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 (Dilution Risk Equivalent)
982,927
48,968100.001,031,895
0.07
0.1
38.01
128,38112.44
281／
1 0.00 to <0.15／
2 0.15 to <0.25
81,6071,427
100.0083,035
0.31
0.0
37.85
27,97833.69
100／
3 0.25 to <0.50／
4 0.50 to <0.75
80,03980,039
1.17
0.0
38.01
53,44266.76
356／
5 0.75 to <2.50
6,368
6,368
4.05
0.0
38.01
6,515
102.3298／
6 2.50 to <10.00
11,483
11,483
14.89
0.0
38.01
19,845172.82650／
7 10.00 to <100.00
34,08434,084100.000.0
53.06
19,89458.36
16,495／8 100.00 (Default)
1,196,510
50,395100.001,246,905
3.04
0.1
38.41
256,058
20.53
17,982／9 Sub-total
Retail – qualifying revolving retail exposures (QRRE)／／
1 0.00 to <0.15
2
0.15
0.0
72.24
／
0
6.40
0
／
2 0.15 to <0.25
41
0.36
1.0
78.45
／
5
13.50
0
／
3 0.25 to <0.50／／
4 0.50 to <0.75
231,299
857,893
13.82
349,960
2.34
584.0
78.44
／
198,175
56.62
6,446
／
5 0.75 to <2.50
168,103888,975
7.75
236,971
4.16
2,063.1
78.45／
196,596
82.96
7,736
／
6 2.50 to <10.00
34,93017,94932.14
40,698
19.46
208.3
78.45
／
72,395177.886,214／
7 10.00 to <100.00
497
1,249
11.88
643
100.00
1.9
71.85
／
543
84.48
418
／
8 100.00 (Default)
434,831
1,766,068
10.95
628,318
4.24
2,858.5
78.44／
467,71774.43
20,816
12,3029 Sub-total
Retail – Residential mortgage
1,755,235
1,791,921
0.08
206.4
28.65
／
106,2315.92
440／
1 0.00 to <0.15
1,038,602
1,040,802
0.20
95.1
31.83
／
136,002
13.06
684／
2 0.15 to <0.25
2,088,660
2,083,879
0.35
226.7
32.04
／
403,441
19.36
2,348
／
3 0.25 to <0.50
1,866,845
77,28098.59
1,907,129
0.65
266.8
34.95
／
622,311
32.63
4,324
／
4 0.50 to <0.75
1,522,948
494
100.001,524,786
1.11
181.5
34.98
／
705,395
46.26
5,826
／
5 0.75 to <2.50
113,193
2,168
100.00115,653
9.46
15.5
36.38
／
186,840
161.55
3,981／
6 2.50 to <10.00
22,223
1,988
100.0024,223
48.29
3.6
39.31
／
45,449187.624,620／
7 10.00 to <100.00
63,5791,150
100.0064,891100.005.1
44.53／
32,11349.48
26,331／8 100.00 (Default)
8,471,288
83,08398.69
8,553,289
1.49
1,001.1
32.65／
2,237,786
26.16
48,55928,6999 Sub-total
Other retail25
241,664
0.06
35.1
47.75
／
18,3037.57
72／
1 0.00 to <0.15
10
63,551
0.18
3.6
46.78
／
11,46518.04
55／
2 0.15 to <0.25
115,08048
100.00115,326
0.35
3.2
47.54
／
32,00027.74
192／
3 0.25 to <0.50
67,02975
75.01
64,073
0.66
78.1
59.12
／
31,61949.34
249／
4 0.50 to <0.75
905,837
3,012
80.12
850,557
1.37
27.8
44.23
／
405,631
47.69
4,810
／
5 0.75 to <2.50
338,238
1,733
64.02
154,456
6.44
16.2
18.57
／
42,405
27.45
1,464
／
6 2.50 to <10.00
83,1598,773
50.22
43,676
17.83
14.7
33.26
／
29,956
68.58
2,814
／
7 10.00 to <100.00
65,014
2,369
93.71
51,344100.002.6
47.64／
24,10446.94
22,536／8 100.00 (Default)
1,574,395
16,01264.04
1,584,651
5.16
181.7
43.02
／
595,487
37.57
32,19519,0279 Sub-total
70.77 174,037,117
0.70
4,435.8
38.04
2.1 34,110,415
19.59
472,982
268,911
Total (all portfolios) 150,592,543 33,168,843
Notes: 1. Counterparty credit risk exposures, securitization exposures, and regarded-method exposures are excluded from the amount of credit risk exposures above.
2. On-balance sheet exposures, pre-CCF and pre- CRM off-balance sheet exposures, and the average CCF are allocated to the PD ranges based on pre- CRM PD
estimates.
3. The number of credits is disclosed as the number of data of obligors for QRRE, residential mortgage and other retail excluding credit for business purpose.

20Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(B) CR10: IRB -Specialized Lending under the Slotting Criteria Approach and Equity Exposures under the Market-based
Approach etc.
(Millions of yen, %)abRegulatory
categories

RemainingmaturityLess than 2.5 years
Equal to or morethan 2.5 years
Less than 2.5 years
Equal to or morethan 2.5 years

StrongGood
Satisfactory
Weak
Default
Total

Regulatory
categories

RemainingmaturityLess than 2.5 years
Equal to or morethan 2.5 years
Less than 2.5 years
Equal to or morethan 2.5 years

StrongGood
Satisfactory
Weak
Default
Total

Categories
Exchangetraded
equityexposures
Privateequityexposures
Other
equityexposures
Total
Equity exposures to which arisk weight of 100% isappliedAs of September 30, 2018
c
d
e
f
g
h
i
Specialized lending under slotting criteria approach
Other than HVCRE
OnOffExposure amountbalance balance
RW
sheet
sheet
PF
OF
CF
IPRE
amount amount
- 50%
-

j

Total

k

l

RWA

Expected
losses---24,962-

70%-

24,962--

24,962

17,473

99

-

-

70%

-

-

-

-

-

-

-

-

-

90%

-

-

-

-

-

-

-

3,255
10,884
3,081
42,183

-

115%
250%

HVCRE

3,260
11,045
9,312
48,581--

3,260
11,045
9,312
48,581

3,749
27,614
48,837

91
883
4,656
5,731

-

OnOffbalance balance
RW
sheet
sheet
amount amount
6,299
- 70%

ExposureamountExpected
losses

RWA

6,299

4,409

25

59,337

26,856

95%

79,48375,509

317

9

-

95%

9

9

0

21,384

3,970

120%

24,38529,263

97

110,178

109,191440- 140%- 250%
87,03130,826Equity exposures under the market-based approach etc.
Equity exposures under the market-based approach
OnOffbalance balance
RW
sheet
sheet
amount amountExposureamountRWA

872,252

22,143300%

894,395 2,683,187

60,140

1,733

400%

61,440245,761

-

-

-

-

-

932,392
23,877
Equity exposures to which a risk weight of 100% is applied

4,528- 100%

955,836 2,928,949

4,528

4,528

Notes:1. Counterparty credit risk exposures, securitization exposures, and regarded-method exposures are excluded from the amount of credit risk exposures above.
2. PF, OF, CF and IPRE respectively stand for project finance, object finance, commodity finance and income-producing real estate.

21

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(Millions of yen, %)abRegulatory
categories

RemainingmaturityLess than 2.5 years

StrongEqual to or morethan 2.5 years
Less than 2.5 years
Equal to or morethan 2.5 years

Good
Satisfactory
Weak
Default
Total

Regulatory
categories

RemainingmaturityLess than 2.5 years
Equal to or morethan 2.5 years
Less than 2.5 years
Equal to or morethan 2.5 years

StrongGood
Satisfactory
Weak
Default
Total

Categories
Exchangetraded
equityexposures
Privateequityexposures
Other
equityexposures
Total
Equity exposures to which arisk weight of 100% isappliedAs of September 30, 2019
c
d
e
f
g
h
i
Specialized lending under slotting criteria approach
Other than HVCRE
OnOffExposure amountbalance balance
RW
sheet
sheet
PF
OF
CF
IPRE
amount amount
48,541- 50%
48,541
-

j

Total

k

l

RWA

Expected
losses48,541

24,270-25,010-70%-

25,010--25,01017,507

100

-

-

70%

-

-

-

-

-

-

-

-

-

90%

-

-

-

-

-

-

-

3,716
11,172
6,415
94,856

9,932
9,932

115%
250%

11,166
11,2929,312- 105,324
HVCRE

-

-

11,166
11,292
9,312
105,324

12,841
28,23282,852

312
903
4,656
5,972

-

OnOffbalance balance
RW
sheet
sheet
amount amount
2,128
- 70%

ExposureamountExpected
losses

RWA

2,128

1,490

8

124,662

2,985

95%

126,913

120,567

507

3,121

-

95%

3,122

2,966

12

11,103

8,711

120%

17,642

21,17070

149,806

146,194599- 140%- 250%
141,016
11,696Equity exposures under the market-based approach etc.
Equity exposures under the market-based approach
OnOffbalance balance
RW
sheet
sheet
amount amountExposureamountRWA

653,493

55,477300%

708,970 2,126,912

65,535

1,648

400%

66,771

267,087

-

-

-

-

-

719,029
57,125Equity exposures to which a risk weight of 100% is applied

4,440- 100%

775,742 2,394,000

4,440

4,440

Notes:1. Counterparty credit risk exposures, securitization exposures, and regarded-method exposures are excluded from the amount of credit risk exposures above.
2. PF, OF, CF and IPRE respectively stand for project finance, object finance, commodity finance and income-producing real estate.

22Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(3) Credit Risk under Standardized Approach(i) Quantitative disclosure on credit risk under standardized approach(A) CR5: Standardized Approach - Exposures by Asset Classes and Risk Weights

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22

Risk weight
Asset classes
CashJapanese sovereigns and Bank of Japan
Foreign central sovereigns and central
banksBank for International Settlements,etc.
Japanese non-central governmental PSEs
Non-central governmental PSEs other thanforeign central sovereigns, etc.
International development banks
Japan Finance Organization for
Municipalities
Japanese government institutions
Three regional public sectors of Japan
Financial institutions and business
operators conducting the type I financial
instruments businessCorporates, etc.
Regulatory retail portfolios and individuals
Mortgage housing loan
Real estate acquisition business, etc.
Claims past due for 3 months or more
(excluding mortgage housing loan)
Claims past due for 3 months or moreregarding mortgage housing loanBills in process of collection
With guarantee of Credit Guarantee
Corporations, etc.
With guarantee of Regional Economy
Vitalization Corporation of Japan
Investments, etc.(excluding significant
investments)
Total(Millions of yen)
As of September 30, 2018
c
d
e
f
g
h
i
j
k
Credit exposures amount (post CCF and post-CRM)
20% 35% 50% 75% 100% 150% 250% 1,250% Total

a

b

0%

10%

10,201
8,487,594
59,051-

38,912-

108,388-

41,517--

10,201- 8,487,594- 247,870

45,808
-

-

8,767

-

0

-

15

-

-

-

45,808
8,783

2,821
-

36,000

-

-

-

-

-

-

-

-

2,821
36,000-566,186-

463,086-

33,647-90,703---566,186
587,438

-

-

-

-

85

- 1,416,382
12

25

-

- 1,416,382
123

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

8,605,476

602,186

510,767-

142,122- 1,548,631

25-- 11,409,210

Note: Counterparty credit risk exposures, credit risk related to securitization transactions, and exposures which are underlaid with the plural number of assets andtransactions are excluded from the amount of credit risk exposures above.

23

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22

Risk weight
Asset classes
CashJapanese sovereigns and Bank of Japan
Foreign central sovereigns and central
banksBank for International Settlements,etc.
Japanese non-central governmental PSEs
Non-central governmental PSEs other thanforeign central sovereigns, etc.
International development banks
Japan Finance Organization for
Municipalities
Japanese government institutions
Three regional public sectors of Japan
Financial institutions and business
operators conducting the type I financial
instruments businessCorporates, etc.
Regulatory retail portfolios and individuals
Mortgage housing loan
Real estate acquisition business, etc.
Claims past due for 3 months or more
(excluding mortgage housing loan)
Claims past due for 3 months or moreregarding mortgage housing loanBills in process of collection
With guarantee of Credit Guarantee
Corporations, etc.
With guarantee of Regional Economy
Vitalization Corporation of Japan
Investments, etc.(excluding significant
investments)
Total(Millions of yen)
As of September 30, 2019
c
d
e
f
g
h
i
j
k
Credit exposures amount (post CCF and post-CRM)
20% 35% 50% 75% 100% 150% 250% 1,250% Total

a

b

0%

10%

98
331,681
45,249-45,540-

119,620-45,010---98
331,681
255,420

491
-

-

914

-

7

-

2

-

-

-

491
924

-

0

-

-

-

-

-

-

-

-

0

-

1,583
-

331,099-

103,700-

79,003

0

-

-

1,583
513,804

-

-

-

-

200

- 1,553,198
12

29

-

- 1,553,198
241

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

377,519

1,583

377,554-

223,528- 1,677,228

29-- 2,657,443

Note: Counterparty credit risk exposures, credit risk related to securitization transactions, and fund exposures are excluded from the amount of credit risk exposures above.

24

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(4) Credit Risk Mitigation Techniques(i) Quantitative Disclosure on Credit Risk Mitigation Techniques
Counterparty risk exposures, securitization exposures, and regarded-method exposures are excluded from the amount of credit risk
exposures below.
(A) CR3: Credit Risk Mitigation Techniques - Overview
a

1
2
3
4
5

Loans
Debt securities
Other on balance debt assets
Total (1+2+3)
Of which defaulted

Exposures
unsecured
61,823,877
26,303,832
50,137,483
138,265,193
174,020(Millions of yen)
As of September 30, 2018bcde
Exposures secured Exposures secured
Exposures secured
by financial
by credit
Exposures secured
by collateralguarantees
derivatives
16,799,056
6,081,367
7,390,764
5,162
535,373
198,610
267,613
109,012
2,843
105,593
17,443,443
6,282,820
7,763,971
5,162
278,197
117,123
52,746-

Notes: 1. Other on-balance debt assets include deposits, call loans, bills purchased, monetary claims bought, money held in trust, and foreign exchange assets, etc.
2. Defaulted exposures include restructured loans, loans past due for three months or more, loans to bankrupt borrowers and so on.

a

1
2
3
4
5

Loans
Debt securities
Other on balance debt assets
Total (1+2+3)
Of which defaulted

Exposures
unsecured
62,565,410
22,766,279
46,981,990
132,313,680
277,294(Millions of yen)
As of September 30, 2019bcde
Exposures secured Exposures secured
Exposures secured
by financial
by credit
Exposures secured
by collateralguarantees
derivatives
15,313,953
6,410,014
6,690,798
2,623
417,231
253,857
82,596102,646
2,776
79,116
15,833,831
6,666,648
6,852,511
2,623
276,580
113,70988,656-

Notes: 1. Other on-balance debt assets include deposits, call loans, bills purchased, monetary claims bought, money held in trust, and foreign exchange assets, etc.
2. Defaulted exposures include restructured loans, loans past due for three months or more, loans to bankrupt borrowers and so on.

25Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(B) CR4: Standardized Approach - Credit Risk Exposure and Credit Risk Mitigation (CRM) Effects

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22

Asset classes
CashJapanese sovereigns and Bank of Japan
Foreign central sovereigns and central banks
Bank for International Settlements,etc.
Japanese non-central governmental PSEs
Non-central governmental PSEs other thanforeign central sovereigns, etc.
International development banks
Japan Finance Oganization for Municipalities
Japanese government institutions
Three regional public sectors of Japan
Financial institutions and business operators
conducting the type I financial instruments businessCorporates, etc.
Regulatory retail portfolios and individuals
Mortgage housing loan
Real estate acquisition business, etc.
Claims past due for 3 months or more
(excluding mortgage housing loan)
Claims past due for 3 months or moreregarding mortgage housing loanBills in process of collection
With guarantee of Credit Guarantee
Corporation, etc.
With guarantee of Regional Economy
Vitalization Corporation of Japan
Investments, etc.(excluding significant
investments)
Total(Millions of yen, except percentages)
As of September 30, 2018
a
b
c
d
e
f
Exposures before CCF and Exposures post-CCF andCRM
CRM
On-balance Off-balance On-balance Off-balance
sheet amount sheet amount sheet amount sheet amountRWA
RWA density
10,201
10,201
0.00
8,487,594
8,487,594
0.00
247,870
247,870
103,49441.75
45,80845,808
0.00
8,783

-

8,783

-

1,769

2,821

-

2,821

0.00

36,000566,186---

36,000566,186-

3,600
21,569
-

10.00
3.80
-

593,045759

587,058379

200,14434.07

1,208,648-

263,808-

1,208,634-

207,748-

1,416,326
-

99.99
-

123

-

123

-

93

75.72

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

11,207,083

264,567

11,201,082

208,128

1,746,997

15.31

26

20.14

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22

Asset classes
CashJapanese sovereigns and Bank of Japan
Foreign central sovereigns and central banks
Bank for International Settlements,etc.
Japanese non-central governmental PSEs
Non-central governmental PSEs other thanforeign central sovereigns, etc.
International development banks
Japan Finance Organization for Municipalities
Japanese government institutions
Three regional public sectors of Japan
Financial institutions and business operators
conducting the type I financial instruments businessCorporates, etc.
Regulatory retail portfolios and individuals
Mortgage housing loan
Real estate acquisition business, etc.
Claims past due for 3 months or more
(excluding mortgage housing loan)
Claims past due for 3 months or moreregarding mortgage housing loanBills in process of collection
With guarantee of Credit Guarantee
Corporation, etc
With guarantee of Regional Economy
Vitalization Corporation of Japan
Investments, etc.(excluding significant
investments)
Total(Millions of yen, except percentages)
As of September 30, 2019
a
b
c
d
e
f
Exposures before CCF and Exposures post-CCF andCRM
CRM
On-balance Off-balance On-balance Off-balance
sheet amount sheet amount sheet amount sheet amountRWA
RWA density
98
98
0.00
331,681
331,6810.00
255,420
255,420
113,929
44.60
491
491
0.00
924

-

924

-

189

20.48

0
1,583
-

-

0
1,583
-

-

0
158
-

10.00
10.00
-

416,281

201,622416,223

97,580197,07438.35

1,346,656-

258,138-

1,346,539-

206,659-

1,553,142
-

99.99
-

241

-

241

-

156

64.73

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

2,353,379

459,760

2,353,203

304,240

1,864,650

70.16

27

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(C) CR7: IRB - Effect on RWA of Credit Derivatives Used as CRM Techniques

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16

(Millions of yen)
As of September 30, 2018ab
Pre-credit
derivatives RWA
Actual RWA

Portfolios
Sovereign - FIRB
Sovereign - AIRB
Banks - FIRB
Banks - AIRB
Corporate (except Specialized lending) - FIRB
Corporate (except Specialized lending) - AIRB
Specialized lending - FIRB
Specialized lending - AIRB
Retail - qualifying revolving retail exposures (QRRE)--

611,652

611,652--

1,028,501
23,483,705
1,867,370
479,801

1,028,501

23,481,461

1,867,370
479,801

Retail - residential mortgage exposures
Other retail exposures
Equity - FIRB
Equity - AIRB
Purchased receivables - FIRB
Purchased receivables - AIRB

2,364,108
679,460
4,586,769
955,779

2,364,108
679,460

Total

36,057,149

36,054,905

4,586,769

955,779(Millions of yen)
As of September 30, 2019ab
Pre-credit
derivatives RWA
Actual RWA
584,579
584,579
913,530
913,530
23,456,991
23,455,859

Portfolios
Sovereign - FIRB
Sovereign - AIRB
Banks - FIRB
Banks - AIRB
Corporate (except Specialized lending) - FIRB
Corporate (except Specialized lending) - AIRB
Specialized lending - FIRB
Specialized lending - AIRB
Retail - qualifying revolving retail exposures (QRRE)
Retail - residential mortgage exposures
Other retail exposures
Equity - FIRB
Equity - AIRB
Purchased receivables - FIRB
Purchased receivables - AIRB

1,969,851
467,7172,237,786
595,4873,374,403
740,247

1,969,851
467,7172,237,786
595,4873,374,403
740,247

Total

34,340,594

34,339,462

28

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(5) Equity investments in funds(Millions of yen)
As of September 30, 2018

As of September 30, 2019

Exposure

Exposure

Equity investments in funds - Look-through approach／

2,381,522

Equity investments in funds - Mandate-based approach／-

Equity investments in funds - Simple approach (subject to 250% RW)／-

Equity investments in funds - Simple approach (subject to 400% RW)／

147,146

Equity investments in funds - Fall-back approach

／

3,999

2,058,655

2,532,668

Total
Notes: 1. "Total" as of Sepyember 30, 2018 is the amount of fund exposures that the regarded method is applied.
2. There are no fund exposures that the standardized approach is applied as of September 30, 2018.

29

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy■ Counterparty Credit Risk
(1) Quantitative Disclosure on Counterparty Credit Risk
(A) CCR1: Analysis of Counterparty Credit risk (CCR) Exposure by Approach(Millions of yen)
a

1
2
3
4
5
6

SA-CCR
Current Exposure Method
Internal Model Method
Simple Approach for credit risk
mitigation
Comprehensive Approach for credit
risk mitigation
VAR for SFTs
Total

b

Replacementcost
279,700／

Potential
futureexposure
256,537／

As of September 30, 2018cd
Alpha used forcomputingregulatory
EEPE
EAD
／
1.4
／
／
1,739,752
1.4

e

f

EAD
post-CRM

RWA

506,701
2,435,654

191,124785,753

／

／

／

／

337,61241,269／／／／10,489,748

779,346

／
／

／
／

／
／

／
／

／

1,797,493(Millions of yen)
a

1
2
3
4
5
6

SA-CCR
Current Exposure Method
Expected Positive Exposure Method
Simple Approach for credit risk
mitigation
Comprehensive Approach for credit
risk mitigation
VAR for SFTs
Total

b

Replacement
cost
199,581／

Potential
futureexposure
264,894／

As of September 30, 2019cdAlpha used forcomputingregulatory
EEPE
EAD
／
1.4
／
／
2,064,861
1.4

e

f

EAD
post-CRM

RWA

464,476
2,890,805

181,060
954,725

／

／

／

／

30,104

16,031／／／／

8,708,503

806,308

／
／

／
／

／
／

／
／

／

1,958,126(B) CCR2: Credit Valuation Adjustment (CVA) Capital Charge

1
2
3
4
5

1
2
3
4
5

Total portfolios subject to the Advanced CVA capital charge(i) VAR component (including the 3×multiplier)(ii) Stressed VAR component (including the 3×multiplier)
All portfolios subject to the Standardized CVA capital charge
Total subject to the CVA capital charge(Millions of yen)
As of September 30, 2018ab
EAD post-CRM
RWA／／
3,298,716
2,217,316
3,298,716
2,217,316

Total portfolios subject to the Advanced CVA capital charge(i) VAR component (including the 3×multiplier)(ii) Stressed VAR component (including the 3×multiplier)
All portfolios subject to the Standardized CVA capital charge
Total subject to the CVA capital charge(Millions of yen)
As of September 30, 2019ab
EAD post-CRM
RWA／／
3,341,435
2,199,578
3,341,435
2,199,578

30

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(C) CCR3: Standardized Approach - CCR Exposures by Regulatory Portfolio and Risk Weights

a

1
2
3
4
5
6
7
8
9
10
11
12
13
14

Risk weight 0%
Regulatory portfolio
Japanese sovereigns and Bank of Japan
314,775
Foreign central sovereigns and central banks
1,879Bank for International Settlements,etc.
Japanese non-central governmental PSEs
Non-central governmental PSEs other than foreign
central sovereigns, etc.
International development banks
7,246
Japan Finance Organization for Muicipalities
Japanese government institutions
Three regional public sectors of Japan
Financial institutions and business operators
conducting the type I financial instruments businessCorporates, etc.
Regulatory retail portfolios and individuals
Other assets
Total
323,901

1
2
3
4
5
6
7
8
9
10
11
12
13
14

-

1,513
-

752
-

-

328
-

-

-

314,775
4,473--

22,178

767

-

24

-

-

22,970

944
-

-

-

-

-

-

-

7,246
944
-

-

601,343

22,187-42,919--666,450944

625,036

23,706-770,037
813,310-- 770,037- 1,786,899(Millions of yen)
As of September 30, 2019
b
c
d
e
f
g
h
i
Credit exposures amount (post CCF and post-CRM)
10%
20%
50%
75%
100% 150% Other TotalaRisk weight
Regulatory portfolio
Japanese sovereigns and Bank of Japan
Foreign central sovereigns and central banks
Bank for International Settlements,etc.
Japanese non-central governmental PSEs
Non-central governmental PSEs other than foreign
central sovereigns, etc.
International development banks
Japan Finance Organization for Municipalities
Japanese government institutions
Three regional public sectors of Japan
Financial institutions and business operators
conducting the type I financial instruments businessCorporates, etc.
Regulatory retail portfolios and individuals
Other assets
Total(Millions of yen)
As of September 30, 2018
b
c
d
e
f
g
h
i
Credit exposures amount (post CCF and post-CRM)
10%
20%
50%
75%
100% 150% Other Total

0%17,274
3,957
-

-

1,951
-

200
-

-

32
-

-

-

17,274
6,141
-

-

-

15,275

262

-

12

-

-

15,550

7,984
-

695
-

-

-

-

-

-

-

7,984
695
-

-

-

617,485

18,798-17,421--

653,705

29,216

695

634,712

19,261-

666,953
684,420-- 666,953- 1,368,305

31Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(D) CCR4: IRB - CCR Exposures by Portfolio and PD Scale(Millions of yen, %, number in thethousands,year)

1
2
3
4
5
6
7
8
9
1
2
3
4
5
6
7
8
9
1
2
3
4
5
6
7
8
9

PD scale
Sovereign0.00 to <0.15
0.15 to <0.25
0.25 to <0.50
0.50 to <0.75
0.75 to <2.50
2.50 to <10.00
10.00 to <100.00
100.00 (Default)
Sub-totalBanks
0.00 to <0.15
0.15 to <0.25
0.25 to <0.50
0.50 to <0.75
0.75 to <2.50
2.50 to <10.00
10.00 to <100.00
100.00 (Default)
Sub-total
Corporate
0.00 to <0.15
0.15 to <0.25
0.25 to <0.50
0.50 to <0.75
0.75 to <2.50
2.50 to <10.00
10.00 to <100.00
100.00 (Default)
Sub-totalaEAD
post-CRM

As of September 30, 2018cde
Number of
Average
Average
Average PD counterparty
LGD
maturity
b

f

g

RWA

RWA density

9,264,162
349
18
3,617
83
9,268,230

0.00
0.27
0.50
0.92
3.13
0.00

0.0
0.0
0.0
0.0
0.0
0.0

37.97
37.97
37.97
37.97
37.97
37.97

4.6
2.9
4.7
4.7
1.4
4.6

53,572
167
14
3,576
82
57,414

0.57
47.98
81.23
98.88
98.45
0.61

1,195,225
19,141
2,901
99
4,462
1,221,830

0.06
0.27
0.50
1.08
3.13
0.07

0.3
0.0
0.0
0.0
0.0
0.4

37.97
37.97
37.90
36.74
37.97
37.96

2.2
1.1
3.8
1.0
0.8
2.2

269,621
8,239
2,650
65
4,116
284,692

22.55
43.04
91.33
66.06
92.25
23.30

1,056,522
60,31329,26739,562
12,772
2,449
1,174
1,202,062

0.07
0.27
0.50
1.19
3.66
15.16
100.00
0.29

2.4
1.2
1.0
1.2
0.4
0.1
0.1
6.6

37.85
34.63
34.34
33.82
33.24
32.49
41.51
37.41

3.2
2.6
2.3
2.9
2.6
2.1
3.2
3.2

274,198
24,751
15,15730,04912,9163,852
289
361,216

25.95
41.03
51.79
75.95
101.12
157.27
24.67
30.04

32

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(-Continued)

PD scaleSME
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
Specialized Lending
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
Retails
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)aEAD
post-CRM

As of September 30, 2018cde
Number of
Average
Average
Average PD counterparty
LGD
maturity
b

f

g

RWA

RWA density

699
5,571
3,684
8,010
3,737
643
441
22,788

0.10
0.27
0.50
1.16
3.18
15.16
100.00
3.44

0.0
0.6
0.6
1.0
0.3
0.0
0.0
2.7

24.09
20.94
23.38
22.54
22.17
27.25
40.44
22.75

2.7
3.2
3.2
3.4
3.9
3.0
3.5
3.4

72
1,292
1,294
3,629
2,135
762
91
9,278

10.40
23.19
35.12
45.31
57.12
118.5020.70
40.71

184,823
35,721
15,13427,293
649
493
2,489
266,605

0.11
0.27
0.50
1.03
4.41
15.16
100.00
1.22

0.2
0.0
0.0
0.0
0.0
0.0
0.0
0.3

39.90
38.53
37.97
37.97
37.97
37.97
55.78
39.55

4.5
4.6
4.0
4.2
3.4
5.0
4.9
4.5

75,32822,589
11,20526,187
848
1,039
1,387
138,587

40.75
63.23
74.03
95.94
130.76210.61
55.74
51.98

-

-

-

-

-

-

-

732
8
30
2
774
11,982,292

1.92
4.03
16.20
100.00
2.87
0.07

0.8
0.0
0.0
0.0
0.9
11.1

27.68
4.41
16.59
39.11
27.03
37.92

／
／
／
／
／
／
／
／
／
4.2

259
0
9
1
270
851,459

35.43
6.37
31.42
41.47
34.97
7.10

33

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(Millions of yen, %, number in thethousands,year)

1
2
3
4
5
6
7
8
9
1
2
3
4
5
6
7
8
9
1
2
3
4
5
6
7
8
9

PD scale
Sovereign0.00 to <0.15
0.15 to <0.25
0.25 to <0.50
0.50 to <0.75
0.75 to <2.50
2.50 to <10.00
10.00 to <100.00
100.00 (Default)
Sub-totalBanks
0.00 to <0.15
0.15 to <0.25
0.25 to <0.50
0.50 to <0.75
0.75 to <2.50
2.50 to <10.00
10.00 to <100.00
100.00 (Default)
Sub-total
Corporate
0.00 to <0.15
0.15 to <0.25
0.25 to <0.50
0.50 to <0.75
0.75 to <2.50
2.50 to <10.00
10.00 to <100.00
100.00 (Default)
Sub-totalaEAD
post-CRM

As of September 30, 2019cde
Number of
Average
Average
Average PD counterparty
LGD
maturity
b

f

g

RWA

RWA density

7,411,769
39
3,009
44
7,414,862

0.00
0.26
1.07
3.06
0.00

0.0
0.0
0.0
0.0
0.0

38.01
38.01
38.01
38.01
38.01

4.5
2.7
4.6
1.1
4.5

116,117173,000
42119,178

1.56
45.11
99.72
95.32
1.60

1,135,762
19,760608
1,976
1,158,108

0.05
0.28
0.90
3.06
0.06

0.3
0.0
0.0
0.0
0.4

38.00
37.97
38.00
38.01
38.00

2.5
1.5
1.3
0.5
2.5

256,877
9,474
402
1,885
268,638

22.61
47.94
66.07
95.38
23.19

1,404,849
88,52077,95826,032
9,722
3,058
1,610,142

0.06
0.34
1.20
3.17
14.89
100.00
0.46

2.5
2.1
1.2
0.3
0.1
0.1
6.6

37.90
35.25
36.53
34.13
36.46
42.06
37.62

3.4
2.5
2.5
2.6
1.9
3.0
3.3

344,069
40,473
61,28425,89016,896
1,112
489,726

24.49
45.72
78.61
99.45
173.77
36.37
30.41

34

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(-Continued)

PD scaleSME
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
Specialized Lending
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
Retails
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)aEAD
post-CRM

As of September 30, 2019cde
Number of
Average
Average
Average PD counterparty
LGD
maturity
b

f

g

RWA

RWA density855
14,979
9,416
6,584
1,458
565
33,860

0.11
0.36
1.16
3.20
14.89
100.00
3.42

0.0
1.3
1.0
0.3
0.1
0.0
2.9

17.59
23.07
23.38
24.10
27.28
28.27
23.48

3.1
3.2
3.3
3.9
3.1
2.9
3.3

111
4,328
4,345
4,160
1,704
169
14,821

13.08
28.89
46.14
63.18
116.8330.04
43.77

349,301
109,388
41,390
2,933
1,227
2,913
507,155

0.09
0.35
1.03
3.29
14.89
100.00
0.85

0.2
0.0
0.0
0.0
0.0
0.0
0.3

39.66
38.01
38.01
38.01
38.01
54.83
39.24

4.6
4.4
4.3
4.5
2.7
4.9
4.5

131,143
73,43940,227
3,890
2,322
1,734
252,758

37.54
67.13
97.19
132.58189.27
59.54
49.83

-

-

-

-

-

-

-

965
7
53
2
1,028
10,725,158

1.85
3.95
14.11
100.00
2.77
0.13

965.0
14.0
50.0
6.0
1,035.0
11,497.0

28.49
4.41
30.81
29.84
28.44
37.96

／
／
／
／
／
／
／
／
／
4.1

349
0
30
1
381
1,145,504

36.16
6.36
57.58
37.59
37.06
10.68

35

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(E) CCR5: Composition of Collateral for CCR Exposure(Millions of yen)
As of September 30, 2018abcdCollateral used in derivative transactions
Fair value of collateral received Fair value of posted collateral

1
2
3
4
5
6
7
8
9

Cash – domestic currency
Cash – other currencies
Domestic sovereign debt
Other sovereign debt
Government agency debt
Corporate bonds
Equity securities
Other collateral
Total

Segregated
2,909
323,427
43,261
108,9451,182
2,248
481,975

Unsegregated625,510364,363364,52980,51017,621
402,080
3,105
1,857,721

SegregatedUnsegregated
4,150
789,785
225,453
460,906
153,714339,703275,280
125,062464
2,137
12,379137,116
661,201
1,864,955efCollateral used in SFTs
Fair value ofcollateral
received
2,189,898
17,140,277
2,228,480
8,074,718
107,959
1,161,719
1,592,626
21,86932,517,551

Fair value of
postedcollateral
2,695,496
10,008,014
3,041,321
13,967,205
88,128
1,766,822
1,502,763
363,831
33,433,583(Millions of yen)
As of September 30, 2019abcdCollateral used in derivative transactions
Fair value of collateral received Fair value of posted collateral

1
2
3
4
5
6
7
8
9

Cash – domestic currency
Cash – other currencies
Domestic sovereign debt
Other sovereign debt
Government agency debt
Corporate bonds
Equity securities
Other collateral
Total

Segregated
18,632544,134
26,98849,668250
80639,753

Unsegregated786,688295,357
327,724
117,818

SegregatedUnsegregated
26,6101,144,889
446,401
506,738
108,062
388,487369,668
162,724---

54,16894,90380

5,279
88,8482,296,967--

1,676,660

950,822ef
Collateral used in SFTs
Fair value ofcollateral
received
2,598,841
16,339,201
3,274,008
10,274,931
322,802
943,560
1,982,313
15,47835,751,137

Fair value of
postedcollateral
4,208,796
12,286,324
3,709,661
13,058,651
65,235
1,741,963
1,202,430
466,944
36,740,008(F) CCR6: Credit Derivatives Exposures(Millions of yen)
As of September 30, 2018ab
Protection bought
Protection soldNotionals
Single-name credit default swaps
Index credit default swaps
Total return swaps
Credit options
Other credit derivatives
Total notionals
Fair values
7 Positive fair value (asset)
8 Negative fair value (liability)
1
2
3
4
5
6

1,157,568
309,609
4,543
1,100
1,472,821

1,183,797
236,353
11,358
1,431,508

2,769(16,171)

17,589(1,936)(Millions of yen)
As of September 30, 2019a
Protection bought
Notionals
Single-name credit default swaps
Index credit default swaps
Total return swaps
Credit options
Other credit derivatives
Total notionals
Fair values
7 Positive fair value (asset)
8 Negative fair value (liability)
1
2
3
4
5
6

36

b
Protection sold

1,117,851
497,393
8,550
1,100
1,624,895

1,057,878
223,065
14,481
1,295,425

3,285(23,882)

19,546(2,404)Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(G) CCR8: Exposures to Central Counterparties

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

Exposures to QCCPs (total)
Exposures for trades at QCCPs (excluding initial margin and default fundcontributions); of which(i) OTC derivatives(ii) Exchange-traded derivatives(iii) Securities financing transactions(iv) Netting sets where cross-product netting has been approved
Segregated initial marginNon-segregated initial margin
Pre-funded default fund contributions
Unfunded default fund contributions
Exposures to non-QCCPs (total)
Exposures for trades at non-QCCPs (excluding initial margin and default fundcontributions); of which(i) OTC derivatives(ii) Exchange-traded derivatives(iii) Securities financing transactions(iv) Netting sets where cross-product netting has been approved
Segregated initial marginNon-segregated initial margin
Pre-funded default fund contributions
Unfunded default fund contributions(Millions of yen)
As of September 30, 2018ab
EAD (post-CRM)
RWA／
209,223
882,138

4,146

467,271
110,113304,753
111,076
523,405
332,180
36,459
／

473
2,509
1,163
／
10,913
176,936
17,226
-

-

-

-

／
-

(Millions of yen)
As of September 30, 2019a
EAD (post-CRM)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

Exposures to QCCPs (total)
Exposures for trades at QCCPs (excluding initial margin and default fundcontributions); of which(i) OTC derivatives(ii) Exchange-traded derivatives(iii) Securities financing transactions(iv) Netting sets where cross-product netting has been approved
Segregated initial marginNon-segregated initial margin
Pre-funded default fund contributions
Unfunded default fund contributions
Exposures to non-QCCPs (total)
Exposures for trades at non-QCCPs (excluding initial margin and default fundcontributions); of which(i) OTC derivatives(ii) Exchange-traded derivatives(iii) Securities financing transactions(iv) Netting sets where cross-product netting has been approved
Segregated initial marginNon-segregated initial margin
Pre-funded default fund contributions
Unfunded default fund contributions

37

b
RWA
／

172,278

758,273

10,993

184,021275,072
299,179
208,390515,946
239,587
／

753
7,738
2,501
／
10,197151,086
-

-

-

-

／
-

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy■ Securitization Exposures(1) Quantitative Disclosure on Securitization Exposures(A) SEC1: Securitization Exposures in the Banking Book by Type of Underlying Assets

type of underlying assets
1 Retail (total) - of which2
residential mortgage
3credit card4other retail exposures
re-securitization
5
6 Wholesale (total) - of which
7loans to corporates
8commercial mortgage
9lease and receivables
10
other wholesale
11
re-securitization

type of underlying assets
1 Retail (total) - of which2
residential mortgage
3credit card4other retail exposures
re-securitization
5
6 Wholesale (total) - of which
7loans to corporates
8commercial mortgage
9lease and receivables
10
other wholesale
11
re-securitizationabcBank acts as originator
Traditional Synthetic Sub-total
000025,767538,309564,077
25,767538,309564,077-(Millions of yen)
As of September 30, 2018
d
e
f
g
h
i
Bank acts as sponsor
Banks acts as investor
Traditional Synthetic Sub-total Traditional Synthetic Sub-total
993,792
993,792 1,684,784- 1,684,784
823,311
823,311295,700
295,700
86,69986,699698,091
698,091
774,772
774,772
160,855
160,855 1,138,283- 1,138,283
549,630
549,630
189
189
160,855
160,855
480,277
480,277
108,186
108,186-abcBank acts as originator
Traditional Synthetic Sub-total
83,178258,934
342,112
83,178258,934
342,112-(Millions of yen)
As of September 30, 2019
d
e
f
g
h
i
Bank acts as sponsor
Banks acts as investor
Traditional Synthetic Sub-total Traditional Synthetic Sub-total
1,342,403- 1,342,403 1,424,209- 1,424,209
590,192
590,192
338,941
338,941
71,68871,6881,003,462- 1,003,462
762,329
762,329
184,323
184,323 1,469,583- 1,469,583
30,02430,024
616,902616,90217
17
142,493
142,493682,166
682,166
11,806
11,806
170,497
170,497-38

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(B) SEC2: Securitization Exposures in the Trading Book by Type of Underlying Assets

type of underlying assets
1 Retail (total) - of which2
residential mortgage
3credit card4other retail exposures
re-securitization
5
6 Wholesale (total) - of which
7loans to corporates
8commercial mortgage
9lease and receivables
10
other wholesale
11
re-securitization

type of underlying assets
1 Retail (total) - of which2
residential mortgage
3credit card4other retail exposures
re-securitization
5
6 Wholesale (total) - of which
7loans to corporates
8commercial mortgage
9lease and receivables
10
other wholesale
11
re-securitizationabcBank acts as originator
Traditional Synthetic Sub-total-(Millions of yen)
As of September 30, 2018
d
e
f
g
h
i
Bank acts as sponsor
Banks acts as investor
Traditional Synthetic Sub-total Traditional Synthetic Sub-total
10,115
10,115
8,401
8,401
1,713
1,713
0
0
10,506
10,506
9,534
9,534
971
971
-

a
b
c
Bank acts as originator
Traditional Synthetic Sub-total-(Millions of yen)
As of September 30, 2019
d
e
f
g
h
i
Bank acts as sponsor
Banks acts as investor
Traditional Synthetic Sub-total Traditional Synthetic Sub-total
28,29628,296
11,091
11,091
17,205
17,2050018,163
18,163
16,501
16,501
1,661
1,661
-

39

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(C) SEC3: Securitization Exposures in the Banking Book and Associated Regulatory Capital Requirements - Bank Acting as
Originator or as Sponsor(Millions of yen)ab

As of September 30, 2018dec

Of which
Total
Traditional
Of which
retailexposures securitization securitization underlying
Exposure values (by RW bands)
1,612,396
1 ≤20% RW
2 >20% to 50% RW
39,962
3 >50% to 100% RW
41,258
4 >100% to <1250% RW
24,4275 1250% RW
680
Exposure values (by regulatory approach)
6 IRB RBA (including IAA)
139,336
7 IRB SFA
1,578,708
8 SA/SSFA
9 1250%680
RWA (by regulatory approach)
10 IRB RBA (including IAA)
11,55811 IRB SFA
170,859
12 SA/SSFA
13 1250%
8,500
Capital charge after cap
14 IRB RBA (including IAA)
980
15 IRB SFA
14,48816 SA/SSFA
17 1250%720ig

Of whichwholesale

Of which
resecuritizationh

Of which Of which
seniornon-senior

1,098,459
39,962
41,258734-

1,098,459
39,962
41,258734-

951,670
1,428
40,692-

146,788
38,534
565
734
-

-

-

-

139,336
1,041,078-

139,336
1,041,078-

138,640
855,151-696
185,927----

11,558124,361-

11,558124,361-

11,47497,851-

83
26,510
-

-

-

-

980
10,545-980
10,545
-

973
8,297
-

7
2,248
-

-

-

-

j

As of September 30, 2018klm

Of which
Synthetic
Of which
retailsecuritization securitization underlying
Exposure values (by RW bands)
1 ≤20% RW
2 >20% to 50% RW
3 >50% to 100% RW
4 >100% to <1250% RW
5 1250% RW
Exposure values (by regulatory approach)
6 IRB RBA (including IAA)
7 IRB SFA
8 SA/SSFA
9 1250%RWA (by regulatory approach)
10 IRB RBA (including IAA)
11 IRB SFA
12 SA/SSFA
13 1250%
Capital charge after cap
14 IRB RBA (including IAA)
15 IRB SFA
16 SA/SSFA
17 1250%fn

Of whichwholesale

Of which
resecuritizationo

Of which Of which
seniornon-senior

513,936
23,692680

513,936
23,692680-

513,936
23,692
680

-

-

-

537,629680

537,629680-

537,629
680

-

-

-

46,4988,500

46,4988,500-

46,498
8,500

-

-

-

3,943
720

3,943
720

-

3,943
720

-

-

-

40

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(Millions of yen)ab

As of September 30, 2019dec

Of which
Total
Traditional
Of which
retailexposures securitization securitization underlying
Exposure values (by RW bands)
1,535,043
1 ≤20% RW
2 >20% to 50% RW
214,626
3 >50% to 100% RW
779
4 >100% to <1250% RW
117,7115 1250% RW
680
Exposure values (by regulatory approach)
6 Internal Ratings-Based Approach (SEC-IRBA) 1,868,160
7 External Ratings-Based Approach (SEC-ERBA)
8 Standardised Approach (SEC-SA)
9 1250%680
RWA (by regulatory approach)
10 Internal Ratings-Based Approach (SEC-IRBA)
465,503
11 External Ratings-Based Approach (SEC-ERBA)
12 Standardised Approach (SEC-SA)
13 1250%
8,500
Capital charge after cap
14 Internal Ratings-Based Approach (SEC-IRBA)
37,24015 External Ratings-Based Approach (SEC-ERBA)
16 Standardised Approach (SEC-SA)
17 1250%680

ig

Of whichwholesale

Of which
resecuritizationh

Of which Of which
seniornon-senior

1,294,209
214,626779
100,292-

1,294,209
214,626779
100,292-

1,077,778
165,81798,807-

216,430
48,808
779
1,484
-

-

-

-

1,609,906-

1,609,906-

1,342,403-

267,502----426,728-

426,728-

371,462-

55,265----

34,138-34,138-29,716
-

4,421
-

-

-

-

j

As of September 30, 2019klm

Of which
Synthetic
Of which
retailsecuritization securitization underlying
Exposure values (by RW bands)
1 ≤20% RW
2 >20% to 50% RW
3 >50% to 100% RW
4 >100% to <1250% RW
5 1250% RW
Exposure values (by regulatory approach)
6 Internal Ratings-Based Approach (SEC-IRBA)
7 External Ratings-Based Approach (SEC-ERBA)
8 Standardised Approach (SEC-SA)
9 1250%RWA (by regulatory approach)
10 Internal Ratings-Based Approach (SEC-IRBA)
11 External Ratings-Based Approach (SEC-ERBA)
12 Standardised Approach (SEC-SA)
13 1250%
Capital charge after cap
Internal Ratings-Based Approach (SEC14
IRBA)-15 External Ratings-Based Approach (SEC-ERBA)
16 Standardised Approach (SEC-SA)
17 1250%fn

Of whichwholesale

Of which
resecuritizationo

Of which Of which
seniornon-senior

240,834
17,419680

240,834
17,419680-

240,834
17,419
680

-

-

-

258,254680

258,254680-

258,254
680

-

-

-

38,7758,500

38,7758,500-

38,775
8,500

-

-

-

3,102

3,102

-

3,102

-

-

-

680

680

-

680

-

-

-

41

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(D) SEC4: Securitization Exposures in the Banking Book and Associated Regulatory Capital Requirements - Bank Acting as
Investor(Millions of yen)a

Exposure values (by RW bands)
1 ≤20% RW
2 >20% to 50% RW
3 >50% to 100% RW
4 >100% to <1250% RW
5 1250% RW
Exposure values (by regulatory
approach)
6 IRB RBA (including IAA)
7 IRB SFA
8 SA/SSFA
9 1250%RWA (by regulatory approach)
10 IRB RBA (including IAA)
11 IRB SFA
12 SA/SSFA
13 1250%
Capital charge after cap
14 IRB RBA (including IAA)
15 IRB SFA
16 SA/SSFA
17 1250%b

As of September 30, 2018
d
e

c

g

h

Of which
Total
Traditional
Of which
retailexposures securitization securitization underlying

Of whichwholesale

Of which
resecuritization

2,756,702
46,328
10,4999,337
199

2,756,702
46,328
10,4999,337
199

2,756,702
46,328
10,4999,337
199

1,663,190
21,5940

1,093,512
24,734
10,499
9,337
199

-

-

-

1,468,602
1,338,025
16,240199

1,468,602
1,338,025
16,240199

1,468,602
1,338,025
16,240199

875,596809,088100
0593,005
528,937
16,140
199

-

-

-

104,871
112,819
30,262
2,496

104,871
112,819
30,262
2,496

104,871
112,819
30,262
2,496

63,281
59,55620
041,59053,26230,242
2,496

-

-

-

8,893
9,567
2,421
199

8,893
9,567
2,421
199

8,893
9,567
2,421
199

5,366
5,050
1
0

3,526
4,516
2,419
199

-

-

-

i

j

As of September 30, 2018klm

Of which
Of which
retailSynthetic
securitization securitization underlying
Exposure values (by RW bands)
1 ≤20% RW
2 >20% to 50% RW
3 >50% to 100% RW
4 >100% to <1250% RW
5 1250% RW
Exposure values (by regulatory
approach)
6 IRB RBA (including IAA)
7 IRB SFA
8 SA/SSFA
9 1250%RWA (by regulatory approach)
10 IRB RBA (including IAA)
11 IRB SFA
12 SA/SSFA
13 1250%
Capital charge after cap
14 IRB RBA (including IAA)
15 IRB SFA
16 SA/SSFA
17 1250%fn

Of whichwholesale

Of which
resecuritization

Of which Of which
seniornon-senioro

Of which Of which
seniornon-senior

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

42

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(Millions of yen)

Exposure values (by RW bands)
1 ≤20% RW
2 >20% to 50% RW
3 >50% to 100% RW
4 >100% to <1250% RW
5 1250% RW
Exposure values (by regulatory
approach)
6 Internal Ratings-Based Approach (SEC-IRBA)
7 External Ratings-Based Approach (SEC-ERBA)
8 Standardised Approach (SEC-SA)
9 1250%RWA (by regulatory approach)
10 Internal Ratings-Based Approach (SEC-IRBA)
11 External Ratings-Based Approach (SEC-ERBA)
12 Standardised Approach (SEC-SA)
13 1250%
Capital charge after cap
14 Internal Ratings-Based Approach (SEC-IRBA)
15 External Ratings-Based Approach (SEC-ERBA)
16 Standardised Approach (SEC-SA)
17 1250%

a

b

Total
exposures

Traditional
securitization

Of which
Of which
retailOf whichsecuritization underlying wholesale

2,569,974
195,703102,332
25,75427

2,569,974
195,703102,332
25,75427

2,569,974
195,703102,332
25,75427

1,149,834
172,193
102,18201,420,140
23,510150
25,75427---

1,680,444
1,213,321
27

1,680,444
1,213,321
27

1,680,444
1,213,321
27

828,912595,2970851,531
618,024
27

-

-

-

346,684
307,184
347

346,684
307,184
347

346,684
307,184
347

206,794
119,6790

139,890
187,504
347

-

-

-

27,734
24,57427

27,734
24,57427

27,734
24,57427

16,5439,574
011,191
15,000
27

-

-

-

i

j

As of September 30, 2019klmSynthetic
securitization
Exposure values (by RW bands)
1 ≤20% RW
2 >20% to 50% RW
3 >50% to 100% RW
4 >100% to <1250% RW
5 1250% RW
Exposure values (by regulatory
approach)
6 Internal Ratings-Based Approach (SEC-IRBA)
7 External Ratings-Based Approach (SEC-ERBA)
8 Standardised Approach (SEC-SA)
9 1250%RWA (by regulatory approach)
10 Internal Ratings-Based Approach (SEC-IRBA)
11 External Ratings-Based Approach (SEC-ERBA)
12 Standardised Approach (SEC-SA)
13 1250%
Capital charge after cap
14 Internal Ratings-Based Approach (SEC-IRBA)
15 External Ratings-Based Approach (SEC-ERBA)
16 Standardised Approach (SEC-SA)
17 1250%

As of September 30, 2019dec

Of which
Of which
retailOf whichsecuritization underlying wholesalefgOf which
resecuritizationn

Of which
resecuritizationh

Of which Of which
seniornon-senioro

Of which Of which
seniornon-senior

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

43

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy■ Market Risk
(1) Trading Activities(A) MR1：Market risk under standardized approach

No.
1
2
3
4
5
6
7
8
9

As of September 30, 2018
RWA
(Risk equivalent / 8%)
472,357
600,674
112,048
203,056

Interest rate risk (general and specific)
Equity risk (general and specific)
Foreign exchange risk
Commodity risk
Options
Simplified approach
Delta-plus method
Scenario approach
Securitization
Total

-

-

58,424

36,106--

120,477
1,567,039

115,761
1,458,998(B) MR3：IMA values for trading portfolios(Millions of yen)

No.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17

(Millions of yen)
As of September 30, 2019
RWA
(Risk equivalent / 8%)
407,732
642,11354,390202,894

As of September 30, 2018 As of September 30, 2019
VAR (10 day 99%)
Maximum value
Average value
Minimum value
Period end
Stressed VAR (10 day 99%)
Maximum value
Average value
Minimum value
Period end
Incremental Risk Charge (99.9%)
Maximum value
Average value
Minimum value
Period end
Comprehensive Risk Capital Charge (99.9％)
Maximum value
Average value
Minimum value
Period end
Floor (standardized measurement method)

13,771
7,465
4,800
9,783

10,642
6,364
5,022
8,221

40,186
22,684
15,55728,02425,34918,105
13,614
20,152----

Notes: 1. The historical simulation method is used for the calculation of VAR and stressed VAR under the Internal Models Approach.
2. VAR is measured based on the observation period of 3 years (801 business days), a 99% confidence interval and a 1-day holding period. This 1-day VAR isscaled up to 10-business day VAR using the square-root-of-time (√T) rule. We update historical data on a daily basis, in principle, and do not weight such data.
When re-pricing instruments, we use the full revaluation method, a sensitivity-based approach and the like. We consider change width or rate as market volatilityof risk factors according to product attributes.
3. When measuring stressed VAR, the same measurement approach as VAR is used except for the observation period of 1 year (265 business days). As a stressed
period, we select a period which has an adequate length of time and is considered the most stressful under a certain set of criteria established based on the mostrecent portfolio.
4. When applying the internal model, we regularly verify the preconditions used for VAR measurement.

44Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(C) MR4：Back testing results of IMA
As of September 30, 2018

As of September 30, 2019

Note: In the past 250 business days, the number of times loss exceeded VAR was 1 as of September 30, 2019 (0 as of September 30, 2018), and the VAR model (one-trailed
confidence level of 99%) is considered to have sufficient accuracy.The following details information relevant to the excess incident:
Date on which the loss exceeded VAR: August 1, 2019 Amount in excess: 136 million yen, Primary cause of the excess: Fluctuations in foreign exchange rates.

(2) Banking Activities(D) IRRBB1：Interest rate risk
a

ΔEVE
As of
As of
September September
30, 2019
30, 2018
1,037,704
807,93700457,473
401,997
38,906
99,613
307,382
331,967
38,39882,3991,037,704
807,937e
As of September 30, 2019
9,161,779

No.
1
2
3
4
5
6
7

Parallel up
Parallel down
Steepener
Flattener
Short rate up
Short rate down
Maximum

8

Tier1 capitalb(Millions of yen)
d
ΔNII
As of
As of
September September
30, 2019
30, 2018(352,541)(274,294)
402,813376,514
/
/
/
/
/
/
/
/
402,813376,514f
As of September 30, 2018
9,434,893cNotes:1. Decreased economic values and interest income are shown as positive values.
2. As for some of those current deposits and ordinary deposits whose interest rates are not changed at predetermined intervals and from which depositors can withdraw
money as desired on demand, we measure the interest rate risk associated with such deposits by applying an appropriate method after recognizing them as core
deposits. The average repricing maturities are 0.8 years for yen deposits and 0.1 years for dollar deposits respectively. The longest repricing maturities are 10.0 years
for yen deposits and 5.0 years for dollar deposits respectively. We measure interest rate risk associated with term deposits and loans in an appropriate manner by
estimating their early redemption rates based on their historical prepayment and cancellation data.
3. When aggregating the respective ΔEVE of multiple currencies, we use the internal model that estimates the correlations between the key currencies based on
historical data. When aggregating the respective ΔNII of multiple currencies, we simply add their respective ΔNII.
4. For the calculation of ΔEVE and ΔNII, we set an appropriate interest rate and spread according to a certain discount rate and reference rate.
5. When making the calculations above, we use regulatory defined preconditions including an interest rate shock scenario.

45Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy■Composition of Leverage Ratio(Millions of yen, except percentage)

Correspon Correspo
ding line # nding lineon Basel# on
III
Basel III
Item
disclosure disclosure
template
template(Table 2) (Table 1)(1)
On-balance sheet exposures
On-balance sheet exposures before deducting adjustment1
items
Total assets reported in the consolidated balance sheet
11a
The amount of assets of subsidiaries that are not included in
1b
2
the scope of the leverage ratio on a consolidated basis (-)
The amount of assets of subsidiaries that are included in thescope of the leverage ratio on a consolidated basis (except
1c7
those included in the total assets reported in the consolidatedbalance sheet)
The amount of assets that are deducted from the total assets
1d3
reported in the consolidated balance sheet (except adjustment
items) (-)
The amount of adjustment items pertaining to Tier1 capital (-)
2
7
Total on-balance sheet exposures
(a)
3
(2)
Exposures related to derivative transactions
RC multiplied by 1.4 associated with derivatives
4
transactions, etc.
Replacement cost associated with derivatives transactions,etc.
PFE multiplied by 1.4 associated with derivatives
5
transactions, etc.
Add-on amount associated with derivatives transactions, etc.
The amount of receivables arising from providing cash
margin in relation to derivatives transactions, etc.
The amount of receivables arising from providing collateral,
6
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
The amount of deductions of receivables (out of those arising7
from providing cash variation margin) (-)
The amount of client-cleared trade exposures for which a
8bank holding company acting as a clearing member is not
obliged to make any indemnification (-)
Adjusted effective notional amount of written credit
9
derivatives
The amount of deductions from effective notional amount of10
written credit derivatives (-)
Total exposures related to derivative transactions
(b)
11
4
(3)
Exposures related to repo transactions
The amount of assets related to repo transactions, etc.
1213
The amount of deductions from the assets above (line 12) (-)
The exposures for counterparty credit risk for repo
14
transactions, etc.
The exposures for agent repo transactions
15
Total exposures related to repo transactions, etc.
(c)
16
5
(4)
Exposures related to off-balance sheet transactions
Notional amount of off-balance sheet transactions
17
The amount of adjustments for conversion in relation to off18
balance sheet transactions (-)
Total exposures related to off-balance sheet transactions
(d)
19
6

46

As of September
30, 2018

As of September
30, 2019

180,859,345

171,932,204

207,560,759

204,727,684

-

-

-

-

26,701,414

32,795,479

1,703,252
179,156,092

1,358,382
170,573,822／-

2,598,990

2,218,509／-

7,139,889

6,869,737

901,979

1,070,744／-

129,496

158,605

-

-

／

／

1,437,266

1,301,013

1,304,158

1,157,401

10,903,464

10,461,209

12,984,658
4,791,151

16,730,834
5,547,580

462,064

497,116／
8,655,570／
11,680,370

46,062,358

41,617,024

27,857,310

23,431,006

18,205,047

18,186,017

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy
Leverage ratio on a consolidated basis
The amount of capital (Tier1 capital)
20
Total exposures ((a)+(b)+(c)+(d))
21
8Leverage ratio on a consolidated basis ((e)/(f))
22

(5)
(e)
(f)

9,434,893
216,920,174
4.34%

9,161,779
210,901,420
4.34％

Note: As an external audit of calculating the leverage ratio on a consolidated basis, we underwent an examination under the procedures agreed with by Ernst & Young
ShinNihon LLC, on the basis of "Practical guidance on agreed-upon procedures for the calculation of capital adequacy ratio and leverage ratio" (Practical Guideline
for specialized fields No. 4465 of the Japanese Institute of Certified Public Accountants). Note that this examination is not a part of the audit performed on ourconsolidated financial statements or internal controls over financial reporting. Ernst & Young ShinNihon LLC does not give its opinion or conclusion concerning theleverage ratio or our internal control structure regarding the calculation of the leverage ratio. Instead, it performs an examination to the extent both of us agreed toand reports the results to us.

47Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy■ TLAC Regulations(1) TLAC1: TLAC composition for G-SIBs (at resolution group level)(Millions of yen, except percentage)a
Basel III
Template
Items
As of September 30,
No.
2019
(1)
Preferred resolution strategy
The SPE (Single Point of Entry) resolution strategy is considered to be the preferred resolution strategy for
Mizuho Financial Group, Inc. (MHFG) and its subsidiaries.
More concretely, at the time of a stress, following the relevant authority's determination that one or more of thematerial sub-groups, i.e. Mizuho Bank, Ltd., Mizuho Trust & Banking Co., Ltd. and Mizuho Securities Co.,
Ltd. have reached the point of non-viability, losses incurred to them would be passed to MHFG, the ultimate
holding company. While this could lead to a resolution of MHFG, the material sub-groups are expected tocontinue their business as usual under the Specified Bridge Financial Institution, etc. incorporated by the
Deposit Insurance Corporation of Japan (DICJ) to which MHFG transfers its business.
(2)
Regulatory capital elements of TLAC and adjustments(A)
1
Common Equity Tier 1 capital (CET1)
7,383,281
Additional Tier 1 capital (AT1) before TLAC adjustments
2(B)
1,778,498
3
AT1 ineligible as TLAC as issued out of subsidiaries to third parties(C)
Other adjustments
4(D)
5
AT1 instruments eligible under the TLAC framework ((B)-(C)-(D))
1,778,498(E)(F)
6
Tier 2 capital (T2) before TLAC adjustments
1,703,039(G)
7
Amortised portion of T2 instruments where remaining maturity > 1 year
(200,019)
8
T2 capital ineligible as TLAC as issued out of subsidiaries to third parties(H)
9
Other adjustments
158,012(I)(J)
10
T2 instruments eligible under the TLAC framework ((F)-(G)-(H)-(I))
1,745,045(K)
11
TLAC arising from regulatory capital ((A) + (E) + (J))
10,906,825(3)
Non-regulatory capital elements of TLAC
External TLAC instruments issued directly by the bank and subordinated to excluded(L)
123,138,071
liabilities
External TLAC instruments issued directly by the bank which are not subordinated to13／
excluded liabilities but meet all other TLAC term sheet requirements
14of which: amount eligible as TLAC after application of the caps／
15
External TLAC instruments issued by funding vehicles prior to 1 January 2022／
(M)
16
Eligible ex ante commitments to recapitalise a G-SIB in resolution
1,514,978(N)
17
TLAC arising from non-regulatory capital instruments before adjustments ((L) + (M))
4,653,049(4)
Non-regulatory capital elements of TLAC: adjustments(O)
18
TLAC before deductions ((K) + (N))
15,559,874
Deductions of exposures between MPE resolution groups that correspond to items eligible(P)
19
for TLAC (not applicable to SPE G-SIBs)(Q)
20
Deduction of investments in own other TLAC liabilities
5,915
(R)
21
Other adjustments to TLAC
(S)
22
TLAC after deductions ((O)-(P)-(Q)-(R))
15,553,959(5)
Risk-weighted assets and leverage exposure measure for TLAC purposes(T)
23
Total RWA
60,599,128(U)
24
Leverage ratio exposure measure
210,901,420(6)
TLAC ratios and buffers
TLAC before deduction of CET1 specific buffer requirement (as a percentage of RWA)
25
25.66%((S)/(T))
25a
TLAC as a percentage of RWA
22.11%
26
TLAC as a percentage of leverage ratio exposure measure ((S)/(U))
7.37%
27
CET1 available after meeting the bank's minimum capital requirements
7.68%
28
3.55%
Total of bank CET1 specific buffer requirements
29of which: capital conservation buffer requirement
2.50%
of which: countercyclical buffer requirement30
0.05%
of which: bank G-SIB/D-SIB additional requirements
31
1.00%

47

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(2) TLAC2:Material subgroup entity – creditor ranking at legal entity level(Millions of yen)Mizuho Bank (Non-consolidated)
Creditor ranking
Basel III
Items
Template
1
Is the resolution entity the creditor/investor?
2
3
4
5
6
7
8
9
10
11

1
most junior
✓
-

2

3
-

5
most senior
✓
-

4

✓
Eligible Tier 2 capital
Other internalCommonAdditional Tier 1 Tier 2 capital instruments subject
Description of creditor ranking
TLAC eligible
equitycapital instruments instruments
to phase-out
instruments
arrangements
3,690,389- 1,805,004- 1,231,910- 161,940 503,000 3,138,071- 10,530,314
Total capital and liabilities net of credit risk mitigation (A)Subset of row 3 that are excluded liabilities (B)3,690,389- 1,805,004- 1,231,910- 161,940 503,000 3,138,071- 10,530,314
Total capital and liabilities less excluded liabilities ((A) -(B) )3,690,389- 1,805,004- 1,069,970- 3,138,071- 9,703,434
Subset of row 5 that are eligible as TLAC
Subset of row 6 with 1 year ≤ residual maturity < 2 years- 560,820- 560,820
Subset of row 6 with 2 years ≤ residual maturity < 5 years- 80,000- 1,428,551- 1,508,551
Subset of row 6 with 5 years ≤ residual maturity < 10 years- 894,970- 1,013,750- 1,908,720
Subset of row 6 with 10 years ≤ residual maturity,but- 95,000- 134,950- 229,950
excluding perpetual securities
Subset of row 6 that is perpetual securities
3,690,389- 1,805,004- 5,495,393✓-

Sum of
1 to 5✓(Millions of yen)Mizuho Trust & Banking (Non-consolidated)
Creditor ranking
Basel III
Template
1

Items
Is the resolution entity the creditor/investor?

2

Description of creditor ranking

3
4
5
6
7
8
9

Total capital and liabilities net of credit risk mitigation (A)Subset of row 3 that are excluded liabilities (B)Total capital and liabilities less excluded liabilities ((A) -(B) )Subset of row 5 that are eligible as TLAC
Subset of row 6 with 1 year ≤ residual maturity < 2 years
Subset of row 6 with 2 years ≤ residual maturity < 5 years
Subset of row 6 with 5 years ≤ residual maturity < 10 years
Subset of row 6 with 10 years ≤ residual maturity , but excluding
perpetual securities
Subset of row 6 that is perpetual securities

10
11

1
most junior✓-3
most senior✓✓
Eligible Tier 2 capital instruments Other internal TLAC eligible
Common equity
subject to phase-out arrangements
instruments
262,874
10,000262,874
10,000262,8742

Sum of 1
to 3

272,874
272,874
262,874
-

-

-

-

-

-

-

-

262,874

-

-

-

-

-

262,874(Millions of yen)Mizuho Securities (Non-consolidated)
Creditor ranking
Basel III
Template
1

Items
Is the resolution entity the creditor/investor?

2

Description of creditor ranking

3
4
5
6
7
8
9

Total capital and liabilities net of credit risk mitigation (A)Subset of row 3 that are excluded liabilities (B)Total capital and liabilities less excluded liabilities ((A) -(B) )Subset of row 5 that are eligible as TLAC
Subset of row 6 with 1 year ≤ residual maturity < 2 years
Subset of row 6 with 2 years ≤ residual maturity < 5 years
Subset of row 6 with 5 years ≤ residual maturity < 10 years
Subset of row 6 with 10 years ≤ residual maturity, but excluding
perpetual securities
Subset of row 6 that is perpetual securities

10
11

1
most junior✓-3
most senior✓✓Long-term subordinated
Other internal TLAC
Common equity
debt/Short-term subordinated debt
instruments
485,530
21,28690,000485,530
21,28690,000485,530
21,2862

Sum of 1
to 3

596,816
596,816
506,816
-

-

-

-

-

-

-

-

485,530

21,286----

506,81648

Basel Pillar 3 Disclosures

Status of Mizuho Financial Group’s Consolidated Capital Adequacy(3) TLAC3:Resolution entity – creditor ranking at legal entity level(Millions of yen)Mizuho Financial Group (Non-Consolidated)
Basel III
Template

Items

1

Description of creditor ranking

2
3
4
5
6
7

Total capital and liabilities net of credit risk mitigation (A)Subset of row 2 that are excluded liabilities (B)Total capital and liabilities less excluded liabilities ((A) - (B))
Subset of row 4 that are eligible as TLAC
Subset of row 5 with 1 year ≤ residual maturity < 2 years
Subset of row 5 with 2 years ≤ residual maturity < 5 years
Subset of row 5 with 5 years ≤ residual maturity < 10
years
Subset of row 5 with 10 years ≤ residual maturity,but
excluding perpetual securities
Subset of row 5 that is perpetual securities

8910

Creditor ranking
1
2
3
most juniorCommon Additional Tier 1 Tier 2 capital
equitycapital instruments instruments
3,453,427
1,805,000
1,393,850
3,453,427
1,805,000
1,393,850
3,453,427
1,805,000
1,393,850
403,8804
Sum of 1 to 4
most senior
Unsecuredsenior debts
3,143,160
9,795,437
5,089
5,089
3,138,071
9,790,348
3,138,071
9,790,348
560,820
560,820
1,428,551
1,832,431--

894,970

1,013,750

1,908,720--

95,000134,950

229,950

3,453,427

1,805,000--

5,258,427*1 :Tier2 capital instruments include eligible Tier 2 capital instruments subject to phase-out arrangements issued by SPC (161,940 million yen)
*2 :Internal transactions are excluded from unsecured senior debts*3 :Excluded liabilities are recognized on a conservative basis in consideration of the materiality of the amounts■ Geographical Distribution of Credit Exposures Used in the Countercyclical Buffer(1) CCyB1: Geographical distribution of credit exposures used in the countercyclical bufferaGeographicalbreakdown
FranceHong Kong SAR
SwedenUnited Kingdom
Subtotal
Total

Countercyclical buffer
rate
0.25%
2.50%
2.50%
1.00%
／
／

(Millions of yen, except percentage)
As of September 30, 2019bcd
Risk-weighted assets
used in theCountercyclical buffer Countercyclical buffer
computation of therequirements
amountcountercyclical buffer／／
212,615／／
497,561／／
38,614／／
1,280,018／／
2,028,809
48,739,012
0.05%
30,299Note: Credit risk-weighted assets used in the computation of the countercyclical buffer of each country or region are calculated based on where counterparties are located.
Some equity exposures, regarded-method exposures, securitization exposures and standardized approach portion which are difficult to calculate based on the locationsof counterparties, are calculated based on the country or region in which the reporting office is located.

49Basel Pillar 3 Disclosures

Status of Sound Management of Liquidity Risk

Status of Sound Management of Liquidity Risk
■Liquidity Coverage Ratio
The information disclosed herein is in accordance with "Matters Separately Prescribed by the Commissioner of the Financial Services
Agency Regarding Status of Sound Management of Liquidity Risk , etc. pursuant to Article 19-2, Paragraph 1, Item 5, Sub-item (e) ,etc. of the Ordinance for Enforcement of the Banking Law" (the FSA Notice No. 7 of 2015).

(1)Disclosure of quantitative information regarding Liquidity Coverage Ratio
Item
High-Quality Liquid Assets
1

3
4

(1)

Total high-quality liquid assets (HQLA)

Cash Outflows
2

(2)

／

／

61,006,477

58,141,304

TOTAL UNWEIGHTED TOTAL WEIGHTED TOTAL UNWEIGHTED TOTAL WEIGHTED
VALUE
VALUE
VALUE
VALUE
47,514,200

3,780,556

48,090,978

13,906,487

417,194

14,189,183

425,675

33,607,713

3,363,361

33,901,795

3,392,876

71,022,521

39,052,826

67,649,885

37,382,086

0

0

0

0

of which, Cash outflows related to unsecured wholesalefunding other than qualifying operational deposits anddebt securities

65,249,261

33,279,566

62,328,776

32,060,977

of which, Debt securities

5,773,260

5,773,260

5,321,108

5,321,108／

1,032,688／

1,088,300

25,590,001

7,144,993

25,477,034

7,247,435

1,652,278

1,652,278

1,712,249

1,712,249

Cash outflows related to unsecured retail fundingof which, Stable depositsof which, Less stable deposits

5 Cash outflows related to unsecured wholesale fundingof which, Qualifying operational deposits

6
7

8
9
10
11

(In million yen, %, the number of data)
For the three months ended September 30, 2019

For the three months ended June 30, 2019

Cash outflows related to secured funding, etc
Cash outflows related to derivatives transactions, etc.
funding programs, credit and liquidity facilitiesof which, Cash outflows related to derivativetransactions, etc

3,818,551

12

of which, Cash outflows related to funding programs

13,354

13,354

21,95821,95813

of which, Cash outflows related to credit and liquidity
facilities

23,924,368

5,479,360

23,742,825

5,513,226

14

Cash outflows related to contractual funding obligations, etc.

6,081,169

1,611,371

5,929,160

1,751,224

15

Cash outflows related to contingencies

76,837,915

748,208

76,950,652

761,259

16

Total cash outflows／

53,370,645／

52,048,857

Cash Inflows(3)

TOTAL UNWEIGHTED TOTAL WEIGHTED TOTAL UNWEIGHTED TOTAL WEIGHTED
VALUE
VALUE
VALUE
VALUE

17

Cash inflows related to secured lending, etc.

14,622,670

1,359,837

13,579,436

1,203,956

18

Cash inflows related to collections of loans, etc

10,525,493

7,345,107

10,883,207

7,565,165

19

Other cash inflows

7,564,995

1,873,499

7,797,451

2,049,665

20

Total cash inflows

32,713,159

10,578,444

32,260,095

10,818,787

Consolidated liquidity coverage ratio

(4)

／

／

21

Total HQLA allowed to be included in the calculation／

61,006,477／

58,141,304

22

Net cash outflows／

42,792,200／

41,230,070

23Consolidated liquidity coverage ratio (LCR)／

142.5%／

141.0%

24

The number of data used to calculate the average value

5962(2)Disclosure of qualitative information regarding Liquidity Coverage Ratio(A)Chronological changes in Liquidity Coverage Ratio

Our Consolidated LCR has remained stable over the past two years.

(B)Evaluation of the consolidated Liquidity Coverage Ratio Level
Our Consolidated LCR surpasses the final regulatory standard (100%), with no issues. Our Consolidated LCR disclosed
herein does not differ significantly from our original expectations, and we do not expect our Consolidated LCR to deviatesignificantly from the current level in the future.

(C)Composition of the total HQLA allowed to be included in the calculation

There are no significant changes in the composition, such as by currency or type, and geographic distribution of the HQLA
allowed to be included in the calculation. In addition, there is no significant currency mismatch between total amount of the
HQLA allowed to be included in the calculation and net cash outflow regarding main currencies (those currencies of which
the aggregate liabilities denominated amount to 5% or more of our total liabilities).

50Basel Pillar 3 Disclosures

Status of Sound Management of Liquidity Risk

(D)Other matters regarding the Liquidity Coverage Ratio

We do not apply the "exception regarding qualifying operational deposits" in Article 28 of the Notice No. 62 and "the amount ofadditional collateral required due to market valuation changes to derivatives transactions estimated by the scenario approach" in
Article 37 of the Notice No. 62. "Cash outflows from other contracts" in Article 59 of the Notice No. 62 incluedes "cash outflows
related to small consolidated subsidiaries." There are no material items that require detailed explanation of "cash outflows fromother contingent events" in Article 52 of the Notice No. 62 and "cash inflows from other contracts" in Article 72 of the NoticeNo. 62. Monthly or quarterly data is used for our consolidated subsidiaries.

■Status of Major Liquid Assets(Billions of yen)

Item

As of Mar. 2019

As of Sep. 2019

Cash and Due from Banks (including Due from Central Banks)

45,108.6

43,444.9

Trading Securities

5,968.8

6,736.6

Securities

29,135.0

29,764.4

Bonds Held to Maturity

1,602.2

1,062.5

Other Securities

27,532.8

28,701.9

Japanese Stocks

3,143.5

2,897.6

Japanese Bonds

14,786.9

14,389.6

11,896.1

11,426.3

Japanese Government Bonds
Japanese Local Government Bonds

209.8

235.1

Japanese Corporate Bonds

2,680.9

2,728.1

Other

9,602.3

11,414.5

Foreign Bonds

7,418.3

8,948.0

Other

2,183.9

2,466.5

80,212.4

79,946.0

Portion pledged as collateral(9,691.9)(10,349.2)

Total after the deduction above

70,520.5

69,596.8

Total

Notes:
1. All securities included in the above table have fair value.
2. Portion pledged as collateral mainly consists of securities and others collateralized for borrowed money, foreign and domestic exchange transactions or derivatives
transactions, or substituted for margins for futures transactions.
3. Figures in the above table do not represent high quality liquid assets under the Basel Ⅲ regulatory regime.

51