Basel III Data
(Consolidated)

FISCAL 2013

Contents
SCOPE OF CONSOLIDATION

3COMPOSITION OF EQUITY CAPITAL

5

CAPITAL ADEQUACY

18

CREDIT RISK20

CREDIT RISK MITIGATION

34

DERIVATIVE TRANSACTIONS AND
LONG SETTLEMENT TRANSACTIONS

35

SECURITIZATION EXPOSURES(Subject to calculation of credit risk assets)

36

SECURITIZATION EXPOSURES(Subject to calculation of market risk equivalent amount)

45

MARKET RISK47

EQUITY EXPOSURES IN BANKING BOOK

49

EXPOSURES RELATING TO FUNDS50

INTEREST RATE RISK IN THE BANKING BOOK (IRRBB)

51

INDICATORS FOR ASSESSING GLOBAL SYSTEMICALLYIMPORTANT BANKS (G-SIBs)

52

DERIVATIVES AND LONG SETTLEMENT TRANSACTIONS,AND CREDIT RISK MITIGATION TECHNIQUES(Collateral and guarantees)
53
SUMMARIES OF MARKET RISKS(Fiscal year ended March 31, 2014)2

Basel III Disclosure

Fiscal 201354

In accordance with the provisions of Article 52-25 of the Banking Law of Japan, Mitsubishi UFJ
Financial Group (MUFG) adopts the “International regulatory framework” to calculate its capital adequacy ratio based on formulas contained in the standards for the consolidated capital adequacy ratioof bank holding companies (Notification of the Financial Services Agency No. 20, 2006; referred tohereinafter as the “FSA Holding Company Capital Adequacy Notification”) to assess capital adequacyin light of the assets we own on a consolidated basis.
With regard to the calculation of the consolidated capital adequacy ratio, MUFG received an independent audit by Deloitte Touche Tohmatsu (DTT) LLC in accordance with “Treatment of Inspection of theCapital Ratio Calculation Framework Based on Agreed-Upon Procedures” (JICPA Industry Committee
Report No. 30). With regard to part of the internal controls structure governing calculation of the consolidated capital adequacy ratio, MUFG received a report from DTT LLC, which conducted certain
procedures as deemed necessary by MUFG. The procedures conducted by the independent auditor
were not part of an accounting audit of the consolidated financial statements, and we did not receive
any audit opinion with regard to our internal controls structure governing the calculation of the consolidated capital adequacy ratio or the related consolidated capital adequacy ratio.

SCOPE OF CONSOLIDATION
Notes on the scope of consolidation3

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

Paragraph 1 of Article 3 of the FSA Holding Company Capital Adequacy
Notification states that “the provisions of Paragraph 2 of Article 5 of the Japanese
regulations pertaining to consolidated financial statements shall not apply” to“financial subsidiaries” of a bank holding company. Moreover, Paragraph 2 of thesaid Article 3 states that “insurance-related subsidiaries” of a bank holding company “shall not be included in the scope of consolidation.”
In addition, with regard to affiliated companies engaged in financial operations, the
FSA Consolidated Capital Adequacy Notification states that, provided certain
conditions are met, such companies “can be included in the scope of consolidationand in the calculation of the consolidated capital adequacy ratio using pro rata
consolidation” (under which only those portions of the affiliated company’s assets,
liabilities, income and expenditures that are attributable to the bank holding company or any consolidated subsidiaries with investments in the said affiliated company are included in the scope of consolidation).
MUFG Group had no companies to which the above exception applied as ofMarch 31, 2013, or March 31, 2014, and there were no differences between thosecompanies belonging to the “holding company group” and those companies thatare included in the “scope of consolidation for accounting purposes.”

Number of consolidated subsidiaries,
and names and principal businesses ofmajor consolidated subsidiaries of theholding company group

220 companies as of March 31, 2013; 253 companies as of March 31, 2014
The Bank of Tokyo-Mitsubishi UFJ, Ltd. (banking business), Mitsubishi UFJ Trustand Banking Corporation (trust/banking business), Mitsubishi UFJ Securities
Holdings Co., Ltd. (securities business), etc.

Number of affiliated companies engaged
in financial operations which are subject
to Article 9 of the FSA Holding Company
Capital Adequacy Notification, andnames, amounts of total assets and net
assets shown on the balance sheet andprincipal ­businesses of affiliated companies engaged in these financial
operations

Not applicable as of March 31, 2013 and 2014

Basel III Disclosure

Fiscal 2013

Names, amounts of total assets and net
assets shown on the balance sheet, andprincipal businesses of companies
belonging to the holding company groupthat are not included in the scope of
consolidation for accounting purposes,
and of companies not belonging to theholding company group but included in
the scope of consolidation for accounting
purposes

Not applicable as of March 31, 2013 and 2014

Outline of restrictions on transfer offunds or equity capital within the holding
company group

As of March 31, 2013 and 2014, transfer of funds or capital within the MUFG
Group is conducted with all due consideration given to the appropriateness ofeach action. We give priority in ensuring that each group company maintains
sufficient capital level for legal and regulatory compliance purposes. Care is also
taken to ensure that actions do not compromise sound and proper operations,while eliminating negative effects on payment capacity, liquidity or profitability.

Companies that are deficient in regulatory capital and total regulatory capital deficiencies
Names of any other financial institutions,etc., classified as subsidiaries or othermembers of the bank holding company
that are deficient in regulatory capital,and corresponding total regulatory capital deficiencies

4

Basel III Disclosure

Fiscal 2013

Not applicable as of March 31, 2013 and 2014

Composition of Equity Capital
Composition of Capital Disclosure

Millions of yen

March 31, 2013

March 31, 2014

Amounts excluded undertransitional arrangements

Amounts excluded undertransitional arrangements

Basel III
Template No.

10,080,276/

10,819,854/

1a+2–1c–26

of which: capital and capital surplus

3,922,308/

3,924,872/

1aof which: retained earnings

6,267,976/

7,033,125/

2(1,929)/(1,699)/1c(108,079)/(136,444)

/

26

Items
Common Equity Tier 1 capital: instruments
and reserves (1)Directly issued qualifying common sharecapital plus related capital surplus and retained
earnings

of which: treasury stockof which: national specific regulatory
adjustments (earnings to be distributed)
of which: other than above

—

/

—

/

8,884

/

8,732

/

1b

Accumulated other comprehensive income andother disclosed reserves—

1,158,261

341,952

1,367,808

3

Common share capital issued by subsidiaries
and held by third parties (amount allowed ingroup Common Equity Tier 1)

59,358/

166,959/

5

Total of items included in Common Equity Tier
1 capital: instruments and reserves subject totransitional arrangements

152,038/

155,885/of which: common share capital issued bysubsidiaries and held by third parties(amount allowed in group Common Equity
Tier 1)

152,038/

155,885/

10,300,557/

11,493,384/

6

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

998,063

268,010

1,072,040

8+9

of which: goodwill (including those equivalent)—

611,980

141,183

564,733

8

of which: other intangibles other than goodwill
and mortgage servicing rights—

386,083

126,826

507,307

9

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

—

1,804

1,015

4,063

10

Deferred gains or losses on derivatives underhedge accounting—

111,861

6,165

24,662

11

Shortfall of eligible provisions to expected losses

—

—

—

—

12

Securitization gain on sale—

13,2452,681

10,724

13

Gains and losses due to changes in own credit
risk on fair valued liabilities

—

—

—

—

14

Net defined benefit asset//

59,030236,120

15

Defined-benefit pension fund net assets(prepaid pension costs)—

286,349//

15

Subscription rights to common shares

Common Equity Tier 1 capital: instruments
and reserves

(A)

Common Equity Tier 1 capital: regulatory
adjustments (2)5Basel III Disclosure

Fiscal 2013

Composition of Capital Disclosure (continued)

Items

Millions of yen

March 31, 2013

March 31, 2014

Amounts excluded undertransitional arrangements

Amounts excluded undertransitional arrangements

Basel III
Template No.

Investments in own shares (excluding thosereported in the Net assets section)

—

2,409

3,448

13,79216

Reciprocal cross-holdings in common equity

—

—

—

—

17

Investments in the capital of banking, financial
and insurance entities that are outside thescope of regulatory consolidation, net of eligible
short positions, where the bank does not own
more than 10% of the issued share capital(amount above the 10% threshold)

—

—

—

—

18

Amount exceeding the 10% thresholdon specified items

—

—

—

—

19+20+21

of which: significant investments in thecommon stock of financials

—

—

—

—

19

of which: mortgage servicing rights

—

—

—

—

20

of which: deferred tax assets arisingfrom temporary differences(net of related tax liability)

—

—

—

—

21

Amount exceeding the 15% thresholdon specified items

—

—

—

—

22

of which: significant investments in thecommon stock of financials

—

—

—

—

23

of which: mortgage servicing rights

—

—

—

—

24

of which: deferred tax assets arisingfrom temporary differences(net of related tax liability)

—

—

—

—

25

—

/

—

/

27

(B)

—

/

340,351/

28

Common Equity Tier 1 capital (CET1)((A) – (B)) (C)10,300,557/

11,153,032/

29

Directly issued qualifying Additional Tier 1
instruments plus related capital surplus ofwhich: classified as equity under applicableaccounting standards

—

/

—

/

31a 30

Subscription rights to Additional Tier 1
instruments

—

/

—

/

31b 30

Directly issued qualifying Additional Tier 1
instruments plus related capital surplus ofwhich: classified as liabilities under applicableaccounting standards

—

/

—

/

32 30

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

—

/

—

/

30

Regulatory adjustments applied to Common
Equity Tier 1 due to insufficient Additional
Tier 1 and Tier 2 to cover deductions
Common Equity Tier 1 capital:
regulatory adjustments
Common Equity Tier 1 capital (CET1)

Additional Tier 1 capital: instruments (3)6Basel III Disclosure

Fiscal 2013

Composition of Capital Disclosure (continued)

Items

Millions of yen

March 31, 2013

March 31, 2014

Amounts excluded undertransitional arrangements

Amounts excluded undertransitional arrangements

Basel III
Template No.

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

130,488/

149,289/

34–35

Eligible Tier 1 capital instruments subject totransitional arrangements included in
Additional Tier 1 capital: instruments

1,491,777/

1,326,024

/

33+35

1,491,777/

1,325,880

/

33

—

/

144

/

35

(195,421)/

325,783/of which: instruments issued by bank holding
companies and their special purpose vehiclesof which: instruments issued by subsidiaries
and other equivalent entities of bankholding companies (excluding special
purpose vehicles)
Total of items included in Additional Tier 1 capital:
instruments subject to transitional arrangementsof which: foreign currency translation
adjustments(195,421)/

325,783/(D)

1,426,844/

1,801,097/

36

Investments in own Additional Tier 1 instruments

—

1,169

43

172

37

Reciprocal cross-holdings in Additional
Tier 1 instruments

—

—

—

—

38

Investments in the capital of banking, financial
and insurance entities that are outside thescope of regulatory consolidation, net of
eligible short positions, where the bank does
not own more than 10% of the issued commonshare capital of the entity (amount above the
10% threshold)

—

—

—

—

39

Significant investments in the capital of banking,financial and insurance entities that are outside
the scope of regulatory consolidation (net of
eligible short positions)—

10,240

57

230

40

Total of items included in Additional Tier 1 capital:
regulatory adjustments subject to transitionalarrangements

512,586/

612,158/

of which: goodwill (net of related tax liability,
including those equivalent)

467,414/439,721/of which: other intangibles other than goodwill
and mortgage servicing rights(net of related tax liability)

31,926/

161,713/of which: securitization gain on sale

Additional Tier 1 capital: instruments
Additional Tier 1 capital: regulatory
adjustments

7

13,245/

10,724/

Regulatory adjustments applied to Additional Tier
1 due to insufficient Tier 2 to cover deductions

—

/

—

/

42

Additional Tier 1 capital: regulatory
adjustments(E)512,586/

612,259/

43

Basel III Disclosure

Fiscal 2013

Composition of Capital Disclosure (continued)

Items

Millions of yen

March 31, 2013

March 31, 2014

Amounts excluded undertransitional arrangements

Amounts excluded undertransitional arrangements

Basel III
Template No.

Additional Tier 1 capital
Additional Tier 1 capital

((D) – (E)) (F)914,257/

1,188,837/

44

11,214,815/

12,341,870/

45

Directly issued qualifying Tier 2 instruments plus
related capital surplus of which: classified as
equity under applicable accounting standards

—

/

—

/

46

Subscription rights to Tier 2 instruments

—

/

—

/

46

Directly issued qualifying Tier 2 instruments plus
related capital surplus of which: classified asliabilities under applicable accounting standards

—

/

—

/

46

Qualifying Tier 2 instruments plus related capitalsurplus issued by special purpose vehicles andother equivalent entities

—

/

—

/

46

37,835/57,609/48–49

2,384,976/

2,119,979

/

47+49

Tier 1 capital

(T1 = CET1 + AT1)

Tier 1 capital

(T1 = CET1 + AT1) ((C) + (F)) (G)Tier 2 capital: instruments andprovisions (4)Tier 2 instruments issued by subsidiaries
and held by third parties(amount allowed in group Tier 2)
Eligible Tier 2 capital instruments subject totransitional arrangements included in Tier 2:
instruments and provisionsof which: instruments issued by bank holding
companies and their special purpose vehicles

—

/

—

/

47

of which: instruments issued bysubsidiaries and other equivalent
entities of bank holding companies(excluding special purpose vehicles)

2,384,976/

2,119,979/

49

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

235,057/

229,698/50

of which: provision for general allowancefor credit losses

105,314/

111,509/

50a

of which: eligible provisions

129,743/

118,189/50b

958,784/

775,922/of which: amounts equivalent to 45% of
unrealized gains on other securities

845,868/

671,425/of which: deferred gains or losses onderivatives under hedge accounting(30,022)/(8,111)/

Total of items included in Tier 2 capital:
instruments and provisions subject totransitional arrangementsof which: amounts equivalent to 45% ofland revaluation excess

142,938/

112,608/3,616,654/

3,183,210/

51

Investments in own Tier 2 instruments—

18,870

2,240

8,962

52

Reciprocal cross-holdings in Tier 2 instruments

—

—

—

—

53

Tier 2 capital: instruments and provisions(H)

Tier 2 capital: regulatory adjustments

8

Basel III Disclosure

Fiscal 2013

Composition of Capital Disclosure (continued)

Items

Millions of yen

March 31, 2013

March 31, 2014

Amounts excluded undertransitional arrangements

Amounts excluded undertransitional arrangements

Basel III
Template No.

Investments in the capital of banking, financial
and insurance entities that are outside thescope of regulatory consolidation, net of
eligible short positions, where the bank does
not own more than 10% of the issued
common share capital of the entity(amount above the 10% threshold)

—

—

—

—

54

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

—

4,922

1,085

4,343

55

Total of items included in Tier 2 capital: regulatory
adjustments subject to transitional arrangements

157,518/

127,411/of which: goodwill (net of related tax liability,
including those equivalent)

144,565/

125,011/of which: significant investments in the capitalbanking, financial and insurance entities
that are outside the scope of regulatory
consolidation (net of eligible short positions)

12,952

/

2,400

/

(I)

157,518/

130,738/57((H) – (I)) (J)3,459,135/

3,052,471/

58((G) + (J)) (K)14,673,951/

15,394,342/

59

Total of items included in risk weighted assets
subject to transitional arrangements

669,851/

593,134/of which: other intangibles other than
goodwill and mortgage servicing rights(net of related tax liability)

354,156/

345,594/of which: deferred tax assets that rely on
future profitability excluding those arisingfrom temporary differences(net of related tax liability)

1,804

/

4,063

/

/

/

236,120/of which: defined-benefit pension fundnet assets (prepaid pension costs)

286,349///of which: investments in own shares(excluding those reported in the
Net assets section)

4,963

/

5,108

/

22,577

/

2,248

/

87,968,639/

99,084,331/

Tier 2 capital: regulatory adjustments
Tier 2 capital (T2)
Tier 2 capital (T2)
Total capital (TC = T1 + T2)
Total capital (TC = T1 + T2)Risk weighted assets (5)of which: net defined benefit assetof which: significant investments in the capitalbanking, financial and insurance entities
that are outside the scope of regulatory
consolidation (net of eligible short positions)
Risk weighted assets

9

Basel III Disclosure

Fiscal 2013

(L)

60

Composition of Capital Disclosure (continued)

Items

Millions of yen

March 31, 2013

March 31, 2014

Amounts excluded undertransitional arrangements

Amounts excluded undertransitional arrangements

Basel III
Template No.

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

11.70%/

11.25%/

61

Tier 1 capital ratio (consolidated)

((G) / (L))

12.74%/

12.45%/

62

Total capital ratio (consolidated)

((K) / (L))

16.68%/

15.53%/

63

Non-significant investments in the capital of otherfinancials that are below the thresholds fordeduction (before risk weighting)

830,715/879,146/

72

Significant investments in the common stock ofother financials that are below the thresholds
for deduction (before risk weighting)584,687/

706,928

/

73

267

/

245

/

74

169,159/

120,519/75

Provisions (general allowance for credit losses)

105,314/

111,509/76

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

168,644/

252,486/

77

Provisions eligible for inclusion in Tier 2 inrespect of exposures subject to internalratings-based approach (prior to application ofcap) (if the amount is negative, report as “nil”)

129,743/

118,189/78

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

372,083/

379,301/79

1,491,777/

1,326,024/82

165,753/

413,312/83

2,384,976/

2,119,979/

84

264,997/

56,231/

85

Regulatory adjustments (6)Mortgage servicing rights that are below thethresholds for deduction (before risk weighting)Deferred tax assets arising from temporary
differences that are below the thresholds fordeduction (before risk weighting)
Provisions included in Tier 2 capital:
instruments and provisions (7)/Capital instruments subject to transitionalarrangements (8)Current cap on AT1 instruments subject tophase out arrangements
Amount excluded from AT1 due to cap (excess
over cap after redemptions and maturities)(if the amount is negative, report as “nil”)
Current cap on T2 instruments subject totransitional arrangements
Amount excluded from T2 due to cap (excess
over cap after redemptions and maturities)(if the amount is negative, report as “nil”)

Note: Capital instruments, approved by the commissioner of Japanese Financial Services Agency, subject to the provision to Paragraph 12 of Article 8 of the notificationof Japanese Financial Services Agency No. 20, 2006, hereinafter referred to as the “FSA Consolidated Capital Adequacy Notification,” are excluded from thecalculation of figures stipulated in Paragraph 8 of Article 8, 9-1, and 10-1 of FSA Consolidated Capital Adequacy Notification, for 10 years from March 31, 2013 toMarch 30, 2023. The approved amount will decrease by 20% each year from March 31, 2019. The amount approved at the end of March, 2013 is 944,568 million
yen and the amount approved at the end of March, 2014 is 1,193,080 million yen.

10 Basel III Disclosure

Fiscal 2013

Explanation on reconciliation between balance sheet items and regulatory capital elements defined in theprevious paragraph (March 31, 2013 and 2014)
Notes:1. The amounts in the “Composition of capital disclosure” are based on those before considering transitional arrangements and include “Amounts excluded undertransitional arrangements” disclosed in “Composition of Capital Disclosure” as wells as the amounts included in regulatory capital. In addition, items included inregulatory capital under transitional arrangements are excluded from this table.
2. As of March 31, 2013 and 2014, the regulatory scope of consolidation was the same as the accounting scope of consolidation.

1. Shareholders’ equity(1) Consolidated balance sheet
Consolidated balance sheet items

Millions of yen
March 31, 2013

March 31, 2014

Capital stock

2,139,378

2,140,488

Stock surplus

2,172,930

2,174,384

Retained earnings

6,267,976

7,033,125

Treasury stock
Total shareholders’ equity(1,929)(1,699)10,578,356

11,346,299

Remarks(2) Composition of capital
Composition of capital disclosure

Millions of yen
March 31, 2013

March 31, 2014

Directly issued qualifying commonshare capital plus related stock
surplus and retained earnings

Basel III
Template No.

Shareholders’ equity attributable
to common shares (before
adjusting national specificregulatory adjustments(earnings to be distributed))

10,188,355

10,956,298

of which: capital and stock
surplus3,922,308

3,924,872

of which: retained earnings

6,267,976

7,033,125

2(1,929)(1,699)1c——of which: treasury stockof which: other than above
Directly issued qualifying Additional
Tier 1 instruments plus related
stock surplus of which: classified
as equity under applicableaccounting standards and thebreakdown

11

Remarks

Basel III Disclosure

Fiscal 2013

1a

Shareholders’ equity attributableto preferred shares witha loss absorbency clauseupon entering into effective
bankruptcy
—

—

31a

2. Intangible assets(1) Consolidated balance sheet
Consolidated balance sheet items

Millions of yen
March 31, 2013

March 31, 2014

Remarks

Intangible assets

1,091,392

1,483,352

Securities

79,526,850

74,515,573

144,565

156,264

Goodwill attributable to equity-method investees

235,709296,317

Income taxes related to intangibles other than
goodwill and mortgage servicing rightsof which: goodwill attributable toequity-method investees
Income taxes related to above(2) Composition of capital
Composition of capital disclosure

Millions of yen
March 31, 2014

Goodwill (net of related tax liability,
including those equivalent)

611,980

705,916

8

Other intangibles other than
goodwill and mortgage servicing
rights (net of related tax liability)

386,083

634,134

9

Mortgage servicing rights

Remarks

Basel III
Template No.

March 31, 2013

267

245

Amount exceeding the 10%threshold on specified items

—

—

20

Amount exceeding the 15%threshold on specified items

—

—

24

267

245

74

Mortgage servicing rights thatare below the thresholds fordeduction (before risk weighting)

3. Net defined benefit asset(1) Consolidated balance sheet
Consolidated balance sheet items

Other assets
Defined-benefit pension fund net
assets (prepaid pension costs)
Net defined benefit asset
Income taxes related to above

Millions of yen
March 31, 2013

March 31, 2014

8,097,431/

461,928//

460,836

175,578

165,685

Remarks(2) Composition of capital
Composition of capital disclosure

Net defined benefit asset
Defined-benefit pension fund net
assets (prepaid pension costs)

12 Basel III Disclosure

Fiscal 2013

Millions of yen
Remarks

Basel III
Template No.

March 31, 2013

March 31, 2014/

295,15015

286,349/

15

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

Millions of yen
March 31, 2013

March 31, 2014

Deferred tax assets

95,814130,654

Deferred tax liabilities

180,485

320,014

Deferred tax liabilities for land
revaluation

157,688

155,026

Tax effects on other intangible
assets235,709296,317/

165,685

175,578/

Tax effects on net defined
benefit asset
Tax effects on defined-benefit
pension fund net assets(prepaid pension costs)

Remarks(2) Composition of capital
Composition of capital disclosure

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

Millions of yen
March 31, 2013

March 31, 2014

Remarks

Basel III
Template No.

5,079This item does not agree withthe amount reported on thebalance sheet due to offsettingof assets and liabilities.

169,159

120,519

This item does not agree withthe amount reported on thebalance sheet due to offsettingof assets and liabilities.

Amount exceeding the 10%threshold on specified items

—

—

21

Amount exceeding the 15%threshold on specified items

—

—

25

169,159

120,51975

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

Deferred tax assets arising from
temporary differences thatare below the thresholds fordeduction (before risk weighting)

13 Basel III Disclosure

Fiscal 2013

1,804

10

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

Deferred gains or losses onderivatives under hedge
accounting

Millions of yen
March 31, 2013

March 31, 2014

45,146

8,295

Remarks(2) Composition of capital
Composition of capital disclosure

Millions of yen
March 31, 2013

March 31, 2014

Deferred gains or losses onderivatives under hedge
accounting
111,861

30,828Remarks

Basel III
Template No.

Excluding those items whose
valuation differences arisingfrom hedged items arerecognized as “Accumulated
other comprehensive income”

11

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

Millions of yen
March 31, 2013

March 31, 2014

Trading assets
20,570,422

19,055,354

Remarks

Including trading account securities andderivatives for trading assets

Securities

79,526,850

74,515,573

Loans and bills discounted

91,299,557

101,938,907

8,097,431

8,809,286

Including derivatives and investmentsin the capital

15,379,226

13,964,961

Including trading account securities sold andderivatives for trading-assets

5,742,901

5,965,086

Including derivatives

Other assets
Trading liabilities
Other liabilities

14 Basel III Disclosure

Fiscal 2013

Including subordinated loans

(2) Composition of capital
Composition of capital disclosure

Investments in own capital
instruments
Common equity Tier 1 capitalMillions of yen
Remarks

Basel III
Template No.

March 31, 2013

March 31, 2014

22,44928,6592,409

17,24016

Additional Tier 1 capital

1,169

215

37

Tier 2 capital

18,870

11,20252

Reciprocal cross-holdings in thecapital of banking, financial andinsurance entities——

Common equity Tier 1 capital

—

—

17

Additional Tier 1 capital

—

—

38

Tier 2 capital

—

—

53

Investments in the capital ofbanking, financial and insurance
entities that are outside the scopeof regulatory consolidation, netof eligible short positions, where
the bank does not own more than
10% of the issued share capital(amount above 10% threshold)830,715879,146

Common equity Tier 1 capital

—

—

18

Additional Tier 1 capital

—

—

39

Tier 2 capital

—

—

54

72

Non-significant investments inthe capital of other financialsthat are below the thresholds fordeduction (before risk weighting)

830,715879,146

Significant investments in thecapital of banking, financial
and insurance entities that areoutside the scope of regulatory
consolidation, net of eligible
short positions

599,851

712,645

Amount exceeding the 10%threshold on specified items——

Amount exceeding the 15%threshold on specified items

19

—

—

23

Additional Tier 1 capital

10,240287

40Tier 2 capital

4,922

5,429

55

584,687

706,928

73

Significant investments inthe capital of financials thatare below the thresholds fordeduction (before risk weighting)

15 Basel III Disclosure

Fiscal 2013

7. Minority interests(1) Consolidated balance sheet
Consolidated balance sheet items

Minority interests

Millions of yen
March 31, 2013

March 31, 2014

1,774,153

2,048,101

Remarks(2) Composition of capital
Composition of capital disclosure

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

Millions of yen
March 31, 2013

March 31, 2014

Additional Tier 1 instruments
issued by subsidiaries and heldby third parties (amount allowed
in group AT1)
Directly issued qualifying Tier 2
instruments plus related stock
surplusTier 2 instruments issued by­subsidiaries and held by third parties (amount allowed ingroup Tier 2)

16 Basel III Disclosure

Fiscal 2013

Basel III
Template No.

After reflecting amounts eligible
for inclusion (after minority
interest adjustments)
59,358

166,959

Directly issued qualifying Additional
Tier 1 instruments plus related
stock surplus of which: classified as
equity under applicable accounting
standards, or of which: classified
as liabilities under applicableaccounting standards Subscription
rights to Additional Tier 1
instruments

Remarks

5
After reflecting amounts eligible
for inclusion (after minority
interest adjustments)——

30–31ab–32
After reflecting amounts eligible
for inclusion (after minority
interest adjustments)

130,488—

149,289—

34–35
After reflecting amounts eligible
for inclusion (after minority
interest adjustments)

46

After reflecting amounts eligible
for inclusion (after minority
interest adjustments)
37,83557,60948–49

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

Millions of yen
March 31, 2013

March 31, 2014

Borrowed money

10,758,136

10,828,601

Bonds payable

6,114,578

7,165,577

Total

16,872,714

17,994,178

Remarks(2) Composition of capital
Composition of capital disclosure

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

Millions of yen
Remarks

Basel III
Template No.

March 31, 2013

March 31, 2014

—

—

32

—

—

46

Directly issued qualifying Tier 2
instruments plus related stock
surplus of which: classified
as liabilities under applicableaccounting standards and its
breakdown

Description of agreements concerning methods of procuring capital

Details are shown on the MUFG website (Please see http://www.mufg.jp/english/ir/basel3/)17 Basel III Disclosure

Fiscal 2013

Capital Adequacy
Capital requirements for credit risk

Billions of yen

March 31, 2013

March 31, 2014

6,517.0

6,758.3

5,228.6

4,955.2

Corporate exposures (excluding specialized lending exposuressubject to supervisory slotting criteria)

3,727.9

3,577.6

Corporate exposures (specialized lending exposures subject tosupervisory slotting criteria)

33.1

29.4

Capital requirements for credit risk (excluding equity exposures
under the IRB Approach and exposures relating to funds (Note 3))
IRB Approach (excluding securitization exposures)

Sovereign exposures

71.6

68.0

Bank exposures

211.4

217.8

Residential mortgage exposures

517.7

451.0

Qualifying revolving retail exposures

200.0

176.1

Other retail exposures

266.3

241.5

0.1

0.0

Exposures related to unsettled transactions
Exposures for other assets
Standardized Approach (excluding securitization exposures)
Securitization exposures (Note 4)

200.3

193.4

1,079.3

1,615.9

209.0

187.1

Portfolios under the IRB Approach

183.2

170.5

Portfolios under the Standardized Approach

25.7

16.5

774.9

885.2

Exposures subject to transitional arrangements(grandfathering provisions) (Note 5)

329.4

359.6

Market-Based Approach (Simple Risk Weight Method) (Note 6)

76.2

114.6

Capital requirements for credit risk of equity exposures underthe IRB Approach

Market-Based Approach (Internal Models Method) (Note 6)——

PD/LGD Approach (Note 6)

245.1

261.2

Exposures related to specific items related to components
not included in survey items

124.0

149.7

Capital requirements for exposures relating to funds

199.7

238.8

Required capital for CVA risk

266.8

291.0

Required capital for credit risk associated with exposures relating tocentral clearing houses

22.6

28.3

7,781.1

8,201.8

Total

Notes: 1.	Credit risk-weighted assets were calculated using the AIRB approach. However, as an exemption to this approach, the Standardized Approach is used for
calculations with credit risk-weighted assets at some subsidiaries in cases where the figures for such subsidiaries are expected to be minor compared with thetotal. In addition, the adoption of the IRB approach is due to be phased in from the end of March 2018 at UnionBanCal Corporation and from the end of March
2019 at Bank of Ayudhya Public Company Limited.
2.	Capital requirement for portfolios under the IRB Approach is calculated as “credit risk-weighted asset amount x 8% + expected losses.” In this calculation, theamount of capital requirement is including any exposures qualifying as capital deduction, and the credit risk-weighted asset amount is multiplied by the scaling
factor of 1.06. Capital requirements for portfolios under the Standardized Approach are calculated as “credit risk-weighted asset amount x 8%.”
3.	Exposures to calculate the amount of credit risk-weighted assets as stipulated in Article 145 of the FSA Holding Company Capital Adequacy Notification.
4.	Including amounts equivalent to increase in equity capital resulting from a securitization exposure, as a deduction from Tier 1 capital elements.
5.	Exposures to calculate the amount of credit risk-weighted assets as stipulated in Article 13 of the Supplementary Provisions to the FSA Holding Company
Capital Adequacy Notification.
6.	Exposures to calculate the amount of credit risk-weighted assets as stipulated in Article 144 of the FSA Holding Company Capital Adequacy Notification.

18 Basel III Disclosure

Fiscal 2013

Capital requirements for market risk

Billions of yen

March 31, 2013

March 31, 2014

Standardized Method

68.4

75.5

Interest rate risk

35.9

34.7

Equity position risk

28.1

34.3

Foreign exchange risk

3.7

6.4

Commodity risk

0.6

0.0

Options transactions——

Internal Models Approach

130.4

111.7

Total

198.9

187.2

Note:	As for market risk, the Internal Models Approach is mainly adopted to calculate general market risk (in some cases the Standardized Method is adopted) and theStandardized Method is adopted to calculate specific risk.
Stressed value-at-risk is included in the market risk equivalent amount based on the Internal Models Approach.

Capital requirements for operational risk

Billions of yen

March 31, 2013

March 31, 2014

311.7

332.8

The Advanced Measurement Approach
The Standardized Approach——

The Basic Indicator Approach

111.0

152.0

Total

422.7

484.9

Note:	Operational risk was calculated using the Advanced Measurement Approach and Basic Indicator Approach.

Consolidated total capital adequacy ratio, Tier 1 capital adequacy ratio andtotal capital requirement (consolidated basis)

Billions of yen

March 31, 2013

March 31, 2014

Consolidated total capital requirements

7,037.4

7,926.7

8% of credit risk-weighted assets

6,383.5

7,040.1

8% of the amount included in risk weighted assets usingtransitional arrangements

53.5

47.4

Capital requirements for market risk

198.9

187.2

Capital requirements for operational risk

422.7

484.9

32.2

214.3

8% of the amount by which the capital floor value, which is obtainedby multiplying the risk-weighted asset amount as calculated according
to the Former Notification (Note) by a predetermined adjustment factor,
exceeds the risk-weighted asset amount as calculated according to
the FSA Consolidated Capital Adequacy Notification

Note: H ereafter, this refers to Ministry of Finance (MOF) Notification No. 62, 1998, which was based on the provisions of Article 52-25 of the Banking Law of Japan.

19 Basel III Disclosure

Fiscal 2013

Credit Risk
Credit risk exposures and default exposures(By approach)Billions of yen

March 31, 2013
Credit risk exposures (Note 1)

The IRB Approach

Loans, etc.
(Note 2)Debt
securities

OTC
derivatives

Total

125,187.9

66,892.2

4,320.6

217,888.2

The Standardized Approach

19,458.2

2,384.6

2,539.5

30,156.2

Total

144,646.2

69,276.9

6,860.2

248,044.5
Billions of yen

March 31, 2014
Credit risk exposures (Note 1)
Loans,

etc. (Note 2)

Debt
securities

OTC
derivatives

Total

The IRB Approach

129,411.4

59,960.1

4,064.8

227,488.2

The Standardized Approach

29,531.9

3,415.7

2,911.5

43,945.6

Total

158,943.3

63,375.8

6,976.4

271,433.8

Notes: 1. F igures are without taking into account the effects of credit risk mitigation techniques. Furthermore, figures do not include any securitization exposures,
exposures relating to funds, or exposures relating to central clearing houses.
2. Loans, etc., include loans, commitments and other non-derivative off balance sheet exposures.
3. R
 egarding on balance sheet exposures to loans and debt securities, etc., and off balance sheet exposures to commitments, etc., no significant disparity wasobserved between the interim term-end position and the average risk positions during this period.

(By geographic area)

Billions of yen

March 31, 2013
Credit risk exposures (Note 1)

Domestic

Loans, etc.
(Note 2)Debt
securities

OTC
derivatives

Total

105,062.9

62,173.4

5,966.5

193,431.8

Default
exposures(Note 3)

2,465.9

Foreign

39,583.3

7,103.5

893.6

54,612.6

190.4

Total

144,646.2

69,276.9

6,860.2

248,044.5

2,656.4
Billions of yen

March 31, 2014
Credit risk exposures (Note 1)
Loans, etc.
(Note 2)Debt
securities

OTC
derivatives

Total

Default
exposures(Note 3)

Domestic

109,090.7

55,601.2

5,807.0

197,853.7

Foreign

49,852.6

7,774.6

1,169.3

73,580.1

2,061.6
216.0

Total

158,943.3

63,375.8

6,976.4

271,433.8

2,277.7

Notes: 1. F igures are without taking into account the effects of credit risk mitigation techniques. Furthermore, figures do not include any securitization exposures,
exposures relating to funds, or exposures relating to central clearing houses.
2. L oans, etc., include loans, commitments and other non-derivative off balance sheet exposures.
3. F
 igures for exposures past due three months or more or default exposures correspond to exposures as of the period-end where the amount of the credit
risk-weighted asset is computed assuming default in cases subject to the IRB Approach, and exposures where the amount of the credit risk-weighted asset iscomputed assuming past-due loan exposure in cases subject to the Standardized Approach. Figures do not include any securitization exposures, exposuresrelating to funds, or exposures relating to central clearing houses.
4. Geographic area refers to the locations of MUFG or our subsidiaries or the head and branch offices of our subsidiaries.

20 Basel III Disclosure

Fiscal 2013

(By type of industry)

Billions of yen

March 31, 2013
Credit risk exposures (Note 1)

Default
exposures

Loans, etc.
(Note 2)Debt
securities

OTC
derivatives

Total

Manufacturing

19,036.0

1,260.9

696.2

23,897.1

418.1

Wholesale and retail

11,277.8

421.4

442.7

13,314.0

437.7

Construction

1,605.6

77.6

23.2

1,831.6

69.5

Finance and insurance

26,095.9

1,572.4

4,000.0

35,863.1

38.8

Real estate

11,019.0

256.5

106.3

11,522.3

253.1

Services

6,684.5

254.4

209.8

7,257.3

227.2

Transport

4,707.8

198.5

200.9

5,569.2

72.3

Individuals

21,866.4—

0.0

22,665.9

798.6

Governments and local authorities

21,511.0

62,972.9

62.2

89,895.4

0.0(Note 3)

Others

20,841.8

2,262.0

1,118.4

36,228.1

340.7

Total

144,646.2

69,276.9

6,860.2

248,044.5

2,656.4
Billions of yen

March 31, 2014
Credit risk exposures (Note 1)

Default
exposures

Loans, etc.
(Note 2)Debt
securities

OTC
derivatives

Total

Manufacturing

20,319.4

1,112.6

550.7

25,119.2

380.9

Wholesale and retail

12,133.8

335.4

300.6

14,109.2

369.7(Note 3)

Construction

1,603.0

41.3

16.3

1,807.2

62.9

Finance and insurance

29,333.9

1,398.7

3,866.9

40,017.0

34.9

Real estate

11,890.5

195.8

105.0

12,341.9184.0

Services

7,425.9

182.0

195.8

7,920.7

193.7

Transport

4,943.4

186.7

195.4

5,770.5

59.7

Individuals

22,361.2—

0.0

23,226.1

641.5

Governments and local authorities

20,890.1

56,597.3

54.2

90,170.9

0.0

Others

28,041.7

3,325.5

1,691.1

50,950.8

349.9

Total

158,943.3

63,375.8

6,976.4

271,433.8

2,277.7

Notes: 1. F igures are without taking into account the effects of credit risk mitigation techniques. Furthermore, figures do not include any securitization exposures,
exposures relating to funds, or exposures relating to central clearing houses.
2. Loans, etc., include loans, commitments and other non-derivative off balance sheet exposures.
3. F
 igures for exposures past due three months or more or default exposures correspond to exposures as of the period-end where the amount of the credit
risk-weighted asset is computed assuming default in cases subject to the IRB Approach, and exposures where the amount of the credit risk-weighted asset iscomputed assuming past-due loan exposure in cases subject to the Standardized Approach. Figures do not include any securitization exposures, exposuresrelating to funds, or exposures relating to central clearing houses.
4. Exposures held by certain subsidiaries whose credit risk weighted assets are considered minor relative to the overall total are included in the “Others” category.

21 Basel III Disclosure

Fiscal 2013

(By residual contractual maturity)

Billions of yen

March 31, 2013
Credit risk exposures (Note 1)

Due in 1 year or less

Loans, etc.
(Note 2)Debt
securities

OTC
derivatives

Total

43,194.4

16,508.7

977.4

67,298.4

Due over 1 year to 3 years

17,923.2

13,723.5

1,391.5

33,166.2

Due over 3 years to 5 years

16,136.6

22,018.1

1,154.1

39,332.5

Due over 5 years to 7 years

5,600.1

3,870.9186.5

9,657.8

Due over 7 years

16,011.6

10,803.1

612.5

27,427.6

Others (Note 3)

45,780.1

2,352.4

2,537.8

71,161.7

Total

144,646.2

69,276.9

6,860.2

248,044.5
Billions of yen

March 31, 2014
Credit risk exposures (Note 1)

Due in 1 year or less

Loans, etc.
(Note 2)Debt
securities

OTC
derivatives

Total

47,127.0

17,387.2

649.6

77,755.5

Due over 1 year to 3 years

19,769.0

16,108.0

1,348.2

37,324.8

Due over 3 years to 5 years

17,746.5

14,864.9

1,318.9

33,943.7

Due over 5 years to 7 years

6,504.0

4,745.3

175.3

11,425.0

Due over 7 years

16,611.9

6,922.2

579.9

24,114.2

Others (Note 3)

51,184.6

3,347.9

2,904.2

86,870.4

Total

158,943.3

63,375.8

6,976.4

271,433.8

Notes: 1. F igures are without taking into account the effects of credit risk mitigation techniques. Furthermore, figures do not include any securitization exposures,
exposures relating to funds, or exposures relating to central clearing houses.
2. Loans, etc., include loans, commitments and other non-derivative off balance sheet exposures.
3. The “Others” category includes exposures of indeterminate maturity, etc. Exposures held by certain subsidiaries whose credit risk weighted assets are­considered minor relative to the overall total are included in the “Others” category.

22 Basel III Disclosure

Fiscal 2013

General allowance for credit losses, specific allowance for credit losses andallowance for loans to specific foreign borrowers(Balances by geographic area)

Millions of yen

March 31, 2013

AgainstMarch 31, 2012

March 31, 2014

AgainstMarch 31, 2013

General allowance for
credit losses

729,080(19,047)

643,260(85,820)

Specific allowance for
credit losses

357,625(17,391)

320,362(37,262)

Domestic

314,554(19,808)

274,760(39,793)

Foreign

43,071

2,416

45,601

2,530

751

124

1,390

639

1,087,457(36,315)

965,014(122,443)

March 31, 2013

AgainstMarch 31, 2012

March 31, 2014

AgainstMarch 31, 2013

General allowance for
credit losses

729,080(19,047)

643,260(85,820)

Specific allowance for
credit losses

357,625(17,391)

320,362(37,262)

Manufacturing

89,623

11,27763,908(25,715)Wholesale and retail

83,474

7,852

73,668(9,806)

Construction

8,756

139

8,554

(201)

Finance and insurance

18,038

1,647

22,942

4,904

Real estate

20,852887

24,2883,435

Services

23,646(1,196)25,017

1,370

Transport

16,215

1,745

9,776

(6,438)

Individuals

27,895(9,317)

21,771(6,124)

4

(0)

4

(0)

69,117(30,428)

70,429

1,312

751

124

1,390

639

1,087,457(36,315)

965,014(122,443)

Allowance for loans to specificforeign borrowers
Total(Balances by type of industry)

Governments andlocal authorities
OthersAllowance for loans to
specific foreign borrowers
Total

Millions of yen

Notes: 1. Although the specific allowance for credit losses does not include the allowance relating to any securitization exposures and exposures relating to funds, theallowance relating to these exposures is not excluded from both the general allowance for credit losses and the allowance for loans to specific foreign­borrowers, owing to the fact that MUFG does not manage provisioning with respect to each asset class based on Basel III.
2. Industry classifications apply primarily to allowances related to exposures held by The Bank of Tokyo-Mitsubishi UFJ and Mitsubishi UFJ Trust and Banking(both on a non-consolidated basis). The bulk of provisions relating to exposures held by other subsidiaries is included in the “Others” category.

23 Basel III Disclosure

Fiscal 2013

Loan charge-offs(By type of industry)

Millions of yen

FY2012FY2013

Manufacturing

14,784

16,331Wholesale and retail

18,20522,025Construction

6,332

1,865

Finance and insurance

(104)

511

Real estate

3,017

2,522

Services

4,004

9,195

Transport

1,132

1,334

Individuals

22,022

16,398——Others26,981

18,893

Total

96,376

89,079Governments and local authorities

Note: Figures do not include loan charge-offs related to securitization exposures or exposures relating to funds.

24 Basel III Disclosure

Fiscal 2013

Balances by risk weight category of exposures
under the Standardized Approach

Billions of yen

March 31, 2013

March 31, 2014

Balances

Of which: balances
for which risk weights
are determinedby external rating

Balances

Of which: balances
for which risk weights
are determinedby external rating

Risk weight: 0%

2,874.1

1,147.4

4,432.8

2,133.2

Risk weight: 10%

234.0

—

273.0

—

Risk weight: 20%

4,641.2

4,382.8

5,177.0

4,998.2

Risk weight: 35%

1,872.2—

2,980.2—

Risk weight: 50%

326.5

326.3

540.4

534.5

Risk weight: 75%

1,250.8—

2,853.6—

Risk weight: 100%

10,608.7

122.7

15,510.8

100.6

Risk weight: 150%

52.1

0.0

70.8

3.0

Risk weight: 625%

0.0

—

0.0

—

Risk weight: 1,250%

6.8

—

4.9

—

Others (Note 3)
Total

4.3

—

1.8

—

21,871.1

5,979.3

31,845.6

7,769.7

Notes: 1. Figures are taking into account the effects of credit risk mitigation techniques.
2. Figures do not contain any securitization exposures.
3. “ Others” includes investment funds leveraged by debt loans, etc., for which the weighted average risk weight was 224% as of March 31, 2013 and 217% as ofMarch 31, 2014.

Exposures subject to the IRB Approach: specialized lending exposuressubject to supervisory slotting criteria and equity exposures subject
to the Market-Based Approach (simple risk weight method)
Specialized lending exposures subject tosupervisory slotting criteria

Billions of yen

March 31, 2013

March 31, 2014

320.7

300.9

Risk weight: 50%

10.0

26.3

Risk weight: 70%

106.4

68.4

Risk weight: 90%

86.3

43.0

Risk weight: 95%

28.7

46.6

Risk weight: 115%

24.5

72.4

Risk weight: 120%

1.0

27.7

Risk weight: 140%

37.4

2.6

Risk weight: 250%

26.0

13.6

Risk weight: 0%——

Equity exposures subject to the Market-Based Approach(simple risk weight method)

241.0

362.3

Risk weight: 300%

64.5

97.1

Risk weight: 400%

176.4

265.2

25 Basel III Disclosure

Fiscal 2013

Exposures subject to the IRB Approach: corporate exposures

Billions of yen

March 31, 2013
EAD
On balance sheet
EAD

Off balance sheet
EAD

Credit rating

Amount ofundrawn
commitments

Weighted
averagefactor on
undrawn
commitments

Other
off balance
sheet
EAD

56.57%

2,974.0

Borrower ratings 1~3

28,656.7

18,538.6

10,118.0

12,628.3

Borrower ratings 4~940,412.4

34,254.6

6,157.7

6,679.4

56.75%

2,367.3

Borrower ratings 10~11

5,455.4

4,863.0

592.3

348.0

56.87%

394.4

Borrower ratings 12~15

1,857.7

1,800.7

57.0

11.3

56.51%

50.6

March 31, 2013
Weighted
average
PD

Credit rating

Weighted
average
LGD

Weighted
average
EL default

Weighted
average
RW

Borrower ratings 1~3

0.11%

35.10%—

24.62%

Borrower ratings 4~90.85%

29.95%—

49.56%

Borrower ratings 10~11

11.54%

25.82%—

117.20%Borrower ratings 12~15

100.00%41.24%

38.07%

47.43%
Billions of yen

March 31, 2014
EAD
On balance sheet
EAD

Off balance sheet
EAD

Credit rating

Amount ofundrawn
commitments

Weighted
averagefactor on
undrawn
commitments

Other
off balance
sheet
EAD

56.68%

2,893.8

Borrower ratings 1~3

32,525.5

21,861.3

10,664.1

13,709.3

Borrower ratings 4~943,381.6

36,289.1

7,092.5

8,665.6

56.74%

2,175.9

Borrower ratings 10~11

4,195.4

3,778.9

416.4

228.1

56.72%

287.1

Borrower ratings 12~15

1,618.5

1,574.6

43.8

19.2

56.62%

33.0

Weighted
average
PD

Weighted
average
LGD

Weighted
average
EL default

Weighted
average
RW

March 31, 2014

Credit rating

Borrower ratings 1~3

0.12%

34.83%—

25.38%

Borrower ratings 4~90.79%

30.14%—

48.23%

Borrower ratings 10~11

10.69%

25.47%—

111.68%Borrower ratings 12~15

100.00%39.29%

36.16%

43.30%

Notes: 1. Figures exclude specialized lending exposures subject to supervisory slotting criteria and any exposures relating to funds.
2. Weighted average PD and weighted average LGD represent weighted average figures based on EAD.
3. RW stands for risk weight. Risk weight is calculated by dividing the amount of credit risk-weighted assets by EAD, and does not include any expected losses. Notethat credit risk-weighted asset amounts are multiplied by 1.06.

26 Basel III Disclosure

Fiscal 2013

Exposures subject to the IRB Approach: sovereign exposures

Billions of yen

March 31, 2013
EAD
On balance sheet
EAD

Off balance sheet
EAD

Credit rating

Borrower ratings 1~3

91,383.5

Amount ofundrawn
commitments

Weighted
averagefactor on
undrawn
commitments

Other
off balance
sheet
EAD

78,185.9

13,197.5

1,188.7

56.30%

12,528.2

Borrower ratings 4~9

418.2

366.7

51.4

63.9

56.30%

15.4

Borrower ratings 10~11

140.7

139.0

1.7

0.5

56.30%

1.4

Borrower ratings 12~15

54.7

53.8

0.8

—

—

0.8

March 31, 2013
Weighted
average
PD

Credit rating

Weighted
average
LGD

Weighted
average
EL default

Weighted
average
RW

Borrower ratings 1~3

0.00%

35.91%—

0.57%

Borrower ratings 4~90.82%

30.33%—

47.03%

Borrower ratings 10~11

15.77%

5.39%—

30.25%

Borrower ratings 12~15

100.00%14.62%

8.11%

22.19%
Billions of yen

March 31, 2014
EAD
On balance sheet
EAD

Off balance sheet
EAD

Credit rating

Borrower ratings 1~3

94,141.5

Amount ofundrawn
commitments

Weighted
averagefactor on
undrawn
commitments

Other
off balance
sheet
EAD

84,467.8

9,673.6

1,228.5

56.41%

8,980.6

Borrower ratings 4~9

454.9

412.9

42.0

53.8

56.41%

11.6

Borrower ratings 10~11

105.7

101.0

4.7

1.1

56.41%

4.0

Borrower ratings 12~15

18.1

17.4

0.7

—

—

0.7

Weighted
average
PD

Weighted
average
LGD

Weighted
average
EL default

March 31, 2014

Credit rating

Weighted
average
RW

Borrower ratings 1~3

0.00%

36.46%—

0.54%

Borrower ratings 4~90.75%

29.75%—

46.46%

Borrower ratings 10~11

14.88%

6.34%—

35.00%

Borrower ratings 12~15

100.00%24.82%

21.59%

43.78%

27 Basel III Disclosure

Fiscal 2013

Exposures subject to the IRB Approach: bank exposures

Billions of yen

March 31, 2013
EAD
On balance sheet
EAD

Off balance sheet
EAD

Credit rating

Amount ofundrawn
commitments

Weighted
averagefactor on
undrawn
commitments

Other
off balance
sheet
EAD

Borrower ratings 1~3

4,804.7

2,535.1

2,269.5

287.5

56.30%

2,107.6

Borrower ratings 4~92,974.9

1,545.0

1,429.8

134.3

55.80%

1,354.9

Borrower ratings 10~11

149.5

30.5

118.9

—

—

118.9

Borrower ratings 12~15

1.5

1.5

—

—

—

—

March 31, 2013
Weighted
average
PD

Credit rating

Weighted
average
LGD

Weighted
average
EL default

Weighted
average
RW

Borrower ratings 1~3

0.10%

31.72%—

24.75%

Borrower ratings 4~90.36%

29.50%—

38.82%

Borrower ratings 10~11

13.31%

30.56%—

158.82%

Borrower ratings 12~15

100.00%79.08%

80.57%

22.52%
Billions of yen

March 31, 2014
EAD
On balance sheet
EAD

Off balance sheet
EAD

Credit rating

Amount ofundrawn
commitments

Weighted
averagefactor on
undrawn
commitments

Other
off balance
sheet
EAD

Borrower ratings 1~3

6,926.2

3,947.9

2,978.3

352.3

56.41%

2,779.6

Borrower ratings 4~92,308.0

1,417.3

890.6

97.2

56.54%

835.6

Borrower ratings 10~11

84.2

8.0

76.2

—

—

76.2

Borrower ratings 12~15

1.4

1.4

—

—

—

—

Weighted
average
PD

Weighted
average
LGD

Weighted
average
EL default

Weighted
average
RW

March 31, 2014

Credit rating

Borrower ratings 1~3

0.10%

32.28%—

26.73%

Borrower ratings 4~90.27%

31.88%—

27.74%

Borrower ratings 10~11

15.29%

26.22%—

147.60%Borrower ratings 12~15

100.00%78.97%

77.30%

22.13%

28 Basel III Disclosure

Fiscal 2013

Exposures subject to the IRB Approach: equity exposures under PD/LGD Approach

Billions of yen

March 31, 2013
Amountof exposures

Weighted
average PD

Weighted
average RW

Borrower ratings 1~3

522.7

0.10%

152.20%Borrower ratings 4~91,179.6

0.49%

188.01%Credit rating

Borrower ratings 10~11

6.4

8.97%

557.52%

Borrower ratings 12~15

1.2

100.00%1,192.50%
Billions of yen

March 31, 2014
Amountof exposures

Weighted
average PD

Weighted
average RW

Borrower ratings 1~3

572.8

0.10%

147.76%

Borrower ratings 4~9

Credit rating

1,407.0

0.33%

170.58%Borrower ratings 10~11

0.8

9.57%

571.13%

Borrower ratings 12~15

1.1

100.00%1,192.50%

Note:	Figures exclude any equity exposures based on calculations where credit risk asset values are assessed using the Market-Based Approach as well as any equity
exposures where a 100% risk weight is applied based on the transitional arrangements stipulated in Article 13 of the Supplementary Provisions to the FSA
Consolidated Capital Adequacy Notification.

29 Basel III Disclosure

Fiscal 2013

Exposures subject to the IRB Approach: retail exposures

Billions of yen

March 31, 2013
EAD
On balance sheet
EAD

Off balance sheet
EAD

Amount ofundrawn
commitments

Weighted
averagefactor on
undrawn
commitments

Other
off balance
sheet
EAD

Residential mortgage

13,900.4

13,638.1

262.2

—

—

262.2

Non-defaulted

13,569.1

13,311.0

258.1

—

—

258.1

331.2

327.0

4.1

—

—

4.1

4,278.9

1,326.6

2,952.3

17,433.2

16.65%

50.2

4,147.4

1,195.6

2,951.8

17,429.3

16.65%

49.7

131.4

131.0

0.4

3.9

0.00%

0.4

2,040.1

899.8

1,140.3

4,325.2

13.57%

553.3

1,830.2

696.9

1,133.3

4,319.2

13.59%

546.3

Defaulted
Qualifying revolving retailNon-defaulted
Defaulted
Other retail (non-business)
Non-defaulted
Defaulted
Other retail (business-related)
Non-defaulted
Defaulted

209.8

202.8

7.0

5.9

0.05%

7.0

1,649.2

1,587.5

61.7

114.9

24.92%

33.1

1,638.8

1,577.4

61.3

114.9

24.92%

32.7

10.4

10.0

0.4

—

—

0.4

March 31, 2013
Number ofpools

Weighted average
PD

Weighted average
LGD

Weighted average
EL default

Weighted average
RW

Residential mortgage

114

3.33%

35.79%—

32.64%

Non-defaulted

77

0.97%

35.83%—

32.93%

37

99.97%

34.48%

32.92%

20.88%

72

3.91%

76.51%—

20.20%

Defaulted
Qualifying revolving retailNon-defaulted

55

0.87%

76.60%—

20.76%

Defaulted

17100.00%73.77%

78.55%

2.74%

177

12.28%

42.27%—

53.48%

105

2.22%

41.59%—

57.98%

72

99.99%

48.29%

47.86%

14.29%

43

4.52%

20.83%—

27.98%

Other retail (non-business)
Non-defaulted
Defaulted
Other retail (business-related)
Non-defaulted

28

3.91%

20.53%—

27.84%

Defaulted

15100.00%66.65%

63.14%

50.26%

Note: In cases where purchased receivables are included, the weighted average PD reflects not only the PD but also a figure for which the annual expected loss
­corresponding to the dilution risk is prorated.

30 Basel III Disclosure

Fiscal 2013

Exposures subject to the IRB Approach: retail exposures (continued)

Billions of yen

March 31, 2014
EAD
On balance sheet
EAD

Off balance sheet
EAD

Amount ofundrawn
commitments

Weighted
averagefactor on
undrawn
commitments

Other
off balance
sheet
EAD

Residential mortgage

13,867.5

13,647.5

220.0

—

—

220.0

Non-defaulted

13,625.2

13,408.8

216.4

—

—

216.4

242.3

238.7

3.5

—

—

3.5

4,165.7

1,314.5

2,851.1

18,264.6

15.34%

49.1

4,047.0

1,196.3

2,850.7

18,260.8

15.34%

48.7

118.6

118.2

0.4

3.7

0.00%

0.4

1,964.9

908.4

1,056.5

4,231.9

13.75%

474.8

1,779.4

728.2

1,051.1

4,227.0

13.76%

469.4

Defaulted
Qualifying revolving retailNon-defaulted
Defaulted
Other retail (non-business)
Non-defaulted
Defaulted
Other retail (business-related)
Non-defaulted
Defaulted

185.4

180.1

5.3

4.9

0.07%

5.3

1,486.4

1,431.5

54.9

114.7

23.38%

28.1

1,477.3

1,422.7

54.6

114.7

23.38%

27.8

9.1

8.8

0.3

—

—

0.3

March 31, 2014
Number ofpools

Weighted average
PD

Weighted average
LGD

Weighted average
EL default

Weighted average
RW

Residential mortgage

124

2.67%

33.61%—

29.76%

Non-defaulted

85

0.94%

33.60%—

29.94%

39

99.97%

34.08%

32.62%

19.65%

72

3.62%

73.52%—

18.17%

Defaulted
Qualifying revolving retailNon-defaulted

55

0.79%

73.60%—

18.69%

Defaulted

17100.00%70.64%

77.53%

0.66%

171

11.42%

43.10%—

55.05%

101

2.18%

42.76%—

59.46%

70

100.00%46.42%

46.20%

12.76%

44

4.34%

20.09%—

26.19%

Other retail (non-business)
Non-defaulted
Defaulted
Other retail (business-related)
Non-defaulted

28

3.75%

19.82%—

26.13%

Defaulted

16100.00%63.35%

61.32%

35.17%

Note: In cases where purchased receivables are included, the weighted average PD reflects not only the PD but also a figure for which the annual expected loss corresponding to the dilution risk is prorated.

31 Basel III Disclosure

Fiscal 2013

Comparison of estimated and actual losses
for exposures subject to the IRB Approach

Corporate
exposures

FY2006 actual losses
FY2006 estimated losses
Initial EAD

Sovereignexposures

Millions of yen

Bank
exposures

Equityexposures
under
PD/LGD
Approach

Residential
mortgage
exposures

Qualifying
revolvingretailexposures

Other retail
exposures

23,025(1,571)(6,941)

84

26,725—5,940

1,235,407

18,106

14,417

173,180

62,968—108,173

72,143,293

43,809,530

16,865,540

375,755

14,985,264—

5,648,325

Estimated weighted
average PD

3.91%

0.09%

0.19%

51.21%

1.17%

—

5.21%

Estimated weighted
average LGD

43.74%

44.79%

45.16%

90.00%

36.05%—

36.78%

FY2007 actual losses

70,776

(499)

(52)

2,063

12,645—6,058

FY2007 estimated losses

1,200,881

13,051

15,572

96,17676,518—

121,380

66,584,415

39,998,750

19,100,674

520,689

13,705,023—

5,469,071

Estimated weighted
average PD

4.12%

0.07%

0.17%

20.52%

1.50%

—

5.60%

Estimated weighted
average LGD

43.75%

44.96%

45.28%

90.00%

37.78%—

39.56%

FY2008 actual losses

367,111(353)

24,30966,906

26,218—52,879FY2008 estimated losses

993,791

18,38924,85094,47489,938—112,090

70,710,242

37,890,290

19,877,135

632,858

14,243,086—

5,099,330

3.19%

0.10%

0.25%

16.58%

1.44%

—

5.27%

Estimated weighted
average LGD

43.75%

44.96%

41.89%

90.00%

44.05%—

41.63%

FY2009 actual losses

374,658(118)

23,631

2,162

28,922

2,817

20,190Initial EAD

Initial EAD
Estimated weighted
average PD

FY2009 estimated losses

1,040,595

47,33239,86327,827101,070

11,78486,69874,113,431

55,115,408

12,125,418

1,382,457

14,240,099

741,8433,877,135

Estimated weighted
average PD

3.78%

0.23%

0.88%

2.24%

1.66%

2.20%

5.98%

Estimated weighted
average LGD

36.98%

38.47%

37.47%

90.00%

43.02%

72.32%

37.34%

Initial EAD

FY2010 actual losses

161,997(298)(6,725)238

27,68762,514

23,4601,202,669

31,084

38,2437,631

143,096

210,666

171,435

70,981,831

65,386,649

11,189,296

1,531,399

14,527,802

5,354,803

4,809,516

Estimated weighted
average PD

4.42%

0.12%

0.84%

0.55%

2.29%

4.74%

6.87%

Estimated weighted
average LGD

38.14%

40.86%

40.48%

90.00%

43.13%

82.68%

44.89%FY2010 estimated losses
Initial EAD

FY2011 actual losses
FY2011 estimated losses
Initial EAD

144,305

(214)

(4)

93

29,023

18,69323,826

1,125,141

29,29429,545

7,597

216,949

164,990

182,613

66,989,253

88,407,803

12,816,541

1,500,479

14,368,724

4,706,299

4,739,835

Estimated weighted
average PD

4.39%

0.08%

0.58%

0.56%

3.27%

4.62%

7.89%

Estimated weighted
average LGD

37.97%

41.17%

39.48%

90.00%

46.17%

75.77%

42.54%

32 Basel III Disclosure

Fiscal 2013

Comparison of estimated and actual losses
for exposures subject to the IRB Approach

Corporate
exposures

Sovereignexposures

Millions of yen

Bank
exposures

Equityexposures
under
PD/LGD
Approach

Residential
mortgage
exposures

Qualifying
revolvingretailexposures

Other retail
exposures

FY2012 actual losses

108,263

(133)

—

121

21,06813,8237,377

FY2012 estimated losses

951,689

25,146

20,163

5,194

206,700

142,764

157,993

71,463,314

88,940,300

10,391,449

672,201

14,064,062

4,788,117

4,022,364

Estimated weighted
average PD

Initial EAD

3.91%

0.08%

0.58%

0.86%

3.52%

3.97%

9.37%

Estimated weighted
average LGD

34.13%

37.94%

33.47%

90.00%

41.83%

75.17%

35.19%

Interim FY2013 actual
losses32,924

(127)

—

42

2,728

5,562

4,489

Interim FY2013 estimatedlosses (Note 4)

896,608

29,833

15,405

6,223

163,665

128,347

130,934

77,051,135

91,958,666

10,189,751

765,530

13,900,410

4,278,958

3,679,324

average PD

3.69%

0.09%

0.46%

0.90%

3.33%

3.91%

8.56%

Estimated weighted
average LGD

31.82%

35.82%

32.05%

90.00%

35.76%

76.66%

32.61%

Initial EAD
Estimated weighted

Interim FY2013:
Discussion of the factors

Actual losses on exposures were lower than initial estimated losses, reflecting
repayments on defaulted exposures and other factors such as loan normalization.

Notes: 1. Actual losses include the following amounts related to defaulted exposures: write-offs against allowances, losses on the disposal of claims, debt forgiveness orloan waivers, and impairment losses on securities. Actual losses incurred by Mitsubishi UFJ Trust and Banking Corporation equal the aggregate figures for thebanking account and for trust accounts for which repayment of the principal to the customers is guaranteed.
2. The initial EAD under FY2006 estimated losses was used for a preliminary calculation under the FIRB Approach at the end of March 2006, and was not used to
calculate an official figure of capital adequacy ratio.
3. Estimates for PD and LGD under FY2006 estimated losses were used for preliminary calculations under the FIRB Approach at the end of September 2006,
and were not used to calculate official figures of capital adequacy ratio. Estimates for PD and LGD that were used for preliminary calculations under the FIRBApproach at the end of March 2006 were not used, because such estimates included temporary factors due to the merger of Mitsubishi Tokyo Financial Group,
Inc. with UFJ Holdings, Inc.
4. Estimated losses for Interim FY2013 represent the anticipated losses for the full year estimated at the beginning of the fiscal year.

33 Basel III Disclosure

Fiscal 2013

Credit Risk Mitigation
Exposures subject to application of credit risk mitigation techniques

Billions of yen

March 31, 2013
Eligiblefinancial collateral

Guarantees

Creditderivatives/

5,415.5

168.3

Corporate exposures/

3,753.4

158.4

Sovereign exposures

/

510.0

7.1

Bank exposures

/

669.5

2.7

Residential mortgage exposures

/

—

—

Qualifying revolving retail exposures

/

—

—

Other retail exposures

/

482.5

—

7,628.9

181.2—

Portfolios under the AIRB Approach

Portfolios under the Standardized Approach

Billions of yen

March 31, 2014

Portfolios under the AIRB Approach

Eligiblefinancial collateral

Guarantees

Creditderivatives/

5,795.3

224.3

Corporate exposures/

3,910.2

211.1

Sovereign exposures

/

916.1

10.2

Bank exposures

/

539.5

2.9

Residential mortgage exposures

/

—

—

Qualifying revolving retail exposures

/

—

—

/

429.4

—

11,528.1

183.7—

Other retail exposures
Portfolios under the Standardized Approach

Note:	Eligible financial collateral includes collateral for repo transactions but does not include deposits in our banks subject to on balance sheet netting.

34 Basel III Disclosure

Fiscal 2013

Derivative Transactions and Long Settlement Transactions
Matters relating to counterparty credit risk

Billions of yen

March 31, 2013

March 31, 2014

Aggregated gross replacement costs

11,936.5

9,561.3

Credit equivalent amounts prior to credit risk mitigation benefits due to collateral

6,860.5

6,976.5

Foreign exchange and gold

6,341.5

6,924.7

Interest rate

11,370.5

8,509.0

141.5

176.7

0.0

—

EquityPrecious metals (except gold)
Other commodities

199.5

282.7

Credit derivative

439.0

453.3

Long settlement transactions

0.3

0.0

(11,632.1)(9,370.1)

Collateral held

1,493.9

1,198.4

Deposits

579.2

490.2

Netting benefits due to close-out netting agreements (Note 2)

Marketable securities

611.5

505.9

Others

303.1

202.1

6,399.4

6,522.2

Credit equivalent amounts after credit risk mitigation benefits due to collateral
Notional principal amount of credit derivatives included in
calculation of credit equivalent amounts

6,655.3

7,214.5

Purchased credit protection through credit default swaps

3,437.0

3,742.7

Purchased credit protection through total return swaps

18.0

34.8

—

—

Purchased credit protection through credit options
Purchased other credit protection——

3,200.3

3,436.9

Provided credit protection through total return swaps——

Provided credit protection through credit options——

Provided other credit protection

—

—

752.8

766.6

Provided credit protection through credit default swaps

Notional principal amount of credit derivatives used for
credit risk mitigation purposes

Notes: 1. Credit equivalent amounts are calculated using the Current Exposure Method.
2. These benefits are equal to the figure obtained by subtracting credit equivalent amounts prior to credit risk mitigation benefits due to collateral from the sum of
aggregated gross replacement costs and total gross add-ons.

35 Basel III Disclosure

Fiscal 2013

Securitization Exposures (Subject to calculation of credit risk assets)
Information on underlying assets

Billions of yen

March 31, 2013
Amount of underlying assets
at period-end (Note 1)

Cumulative amount of underlying
assets in default or contractuallypast due 3 months or more

Underlying
assets relating tosecuritizationtransactions
during this periodwith no retained
securitization
exposures

Underlying
assets relating tosecuritizationtransactions
during this periodwith no retained
securitization
exposures

Losses onunderlying assets
incurred during
this period(Note 2)

Underlying
assetsrelating toretainedsecuritization
exposures

1,558.9

—

11.4

—

3.6

1,526.9

—

11.4

—

3.6

—

—

—

—

—

—

—

—

—

—

Underlying
assetsrelating toretainedsecuritization
exposures

Traditional securitizations(asset transfer type)
Residential mortgage
Apartment loan
Credit card receivables
Other assets

FY2012(Note 3)(Note 4)

31.9

—

0.0

—

—

Synthetic securitizations

—

—

—

—

—

Residential mortgage

—

—

—

—

—

Apartment loan

—

—

—

—

—

Credit card receivables

—

—

—

—

—

Other assets

—

—

—

—

—

21,523.8—

378.6

1,176.4

575.9

—

—

—

—

—

Sponsor of asset-backed
commercial paper (ABCP)
programResidential mortgage
Apartment loan

—

—

—

—

—

Credit card receivables

8,151.4

—

126.9

656.7

386.4

Account receivables

7,890.6

—

239.2

482.2

150.6

Leasing receivables

1,298.8

—

1.3

0.7

3.3

4,182.9

—

11.0

36.6

35.4

23,082.8—

390.0

1,176.4

579.6

Other assets
Total as an originator

Notes: 1. The amount of underlying assets relating to sponsor of ABCP programs includes underlying assets related to ABCP programs sponsored by multiple financial
institutions, including certain consolidated subsidiaries of MUFG.
2. The amount of underlying assets refers only to those cases in which the securitization exposures associated with a securitization conducted during this period
were wholly transferred to third parties.
3. F
 igures show cumulative totals for this period of underlying assets either in default or contractually past due 3 months or more arising from securitizationtransactions in cases where the securitization exposures associated with a transaction conducted during this period were wholly transferred to third parties, orwhere no exposure was retained at the end of this period from a securitization conducted during this period due to related maturity.
4. L osses with traditional or synthetic securitizations are based on the projected accounting losses for holding the underlying assets without conducting therelevant securitization. With sponsor of ABCP programs, since it is extremely rare for such schemes to result in losses on any retained securitization exposure,
it is difficult to obtain generally relevant information relating to losses as based on certain definitions. These figures therefore aggregate cases where actual
economic losses have been recognized with cases where the loss has been valued on the same basis as the underlying defaulted assets. Losses on underlying assets relating to sponsor of ABCP programs differ from losses incurred by MUFG.

36 Basel III Disclosure

Fiscal 2013

Information on underlying assets (continued)

Billions of yen

March 31, 2014

FY2013

Amount of underlying assets
at period-end (Note 1)

Cumulative amount of underlying
assets in default or contractuallypast due 3 months or more

Underlying
assets relating tosecuritizationtransactions
during this periodwith no retained
securitization
exposures

Underlying
assets relating tosecuritizationtransactions
during this periodwith no retained
securitization
exposures

Losses onunderlying assets
incurred during
this period—

2.8

Underlying
assetsrelating toretainedsecuritization
exposures

Traditional securitizations(asset transfer type)

1,345.9

Residential mortgage(Note 2)

Underlying assets
relating toretainedsecuritization
exposures—

5.4(Note 3)(Note 4)

1,345.9

—

5.4

—

2.8

Apartment loan

—

—

—

—

—

Credit card receivables

—

—

—

—

—

Other assets

—

—

—

—

—

Synthetic securitizations

—

—

—

—

—

Residential mortgage

—

—

—

—

—

Apartment loan

—

—

—

—

—

Credit card receivables

—

—

—

—

—

Other assets

—

—

—

—

—

17,469.7

—

314.3

938.6

683.0

46.9

—

0.0

0.0

—

—

—

—

—

—

Credit card receivables

2,969.6

—

45.1

428.3

235.3

Account receivables

8,117.1

—

252.3

483.8

404.7

Sponsor of asset-backed
commercial paper (ABCP)
programResidential mortgage
Apartment loan

Leasing receivables
Other assets
Total as an originator

983.1

—

3.9

3.7

32.6

5,352.9

—

12.8

22.5

10.2

18,815.7

—

319.8

938.6

685.8

Notes: 1. The amount of underlying assets relating to sponsor of ABCP programs includes underlying assets related to ABCP programs sponsored by multiple financial
institutions, including certain consolidated subsidiaries of MUFG.
2. The amount of underlying assets refers only to those cases in which the securitization exposures associated with a securitization conducted during this period
were wholly transferred to third parties.
3. F
 igures show cumulative totals for this period of underlying assets either in default or contractually past due 3 months or more arising from securitizationtransactions in cases where the securitization exposures associated with a transaction conducted during this period were wholly transferred to third parties, orwhere no exposure was retained at the end of this period from a securitization conducted during this period due to related maturity.
4. L osses with traditional or synthetic securitizations are based on the projected accounting losses for holding the underlying assets without conducting therelevant securitization. With sponsor of ABCP programs, since it is extremely rare for such schemes to result in losses on any retained securitization exposure,
it is difficult to obtain generally relevant information relating to losses as based on certain definitions. These figures therefore aggregate cases where actual
economic losses have been recognized with cases where the loss has been valued on the same basis as the underlying defaulted assets. Losses on underlying assets relating to sponsor of ABCP programs differ from losses incurred by MUFG.

37 Basel III Disclosure

Fiscal 2013

Information on underlying assets (continued)

Billions of yen

FY2012FY2013Cumulative
amount ofunderlying assets
securitized
during the period

Recognized
gains or losses
in this period arisingfrom securitizationtransactions

Cumulative
amount ofunderlying assets
securitized
during the period

Recognized
gains or losses
in this period arisingfrom securitizationtransactions

Traditional securitizations(asset transfer type)

—

—

—

—

Residential mortgage

—

—

—

—

Apartment loan

—

—

—

—

Credit card receivables

—

—

—

—

Other assets

—

—

—

—

Synthetic securitizations

—

/

—

/

Residential mortgage

—

/

—

/

Apartment loan

—

/

—

/

Credit card receivables

—

/

—

/

Other assets

—

/

—

/

128,119.8/

135,707.5/

Residential mortgage

—

/

27.0

/

Apartment loan

—

/

—

/

Credit card receivables

21,147.1/

9,641.8/

Account receivables

103,778.1/

122,033.1/

Sponsor of asset-backed
commercial paper (ABCP)
program

Leasing receivables
Other assets
Total as an originator

730.2

/

919.2

/

2,464.3/

3,086.3/

128,119.8—

135,707.5—(Amount of assets held for the purpose of securitization)

Billions of yen

March 31, 2013
Bankingaccounts

Specifiedtradingaccounts

Residential mortgage

3.6

Apartment loan—

Credit card receivables
Account receivables

March 31, 2014

Total

Bankingaccounts

Specifiedtradingaccounts

Total

—

3.6

—

—

—

—

—

—

—

—

—

—

—

—

—

—

—

—

—

—

—

—

Leasing receivables

—

—

—

—

—

—

Other assets

—

—

—

—

—

—

Total

3.6

—

3.6

—

—

—

38 Basel III Disclosure

Fiscal 2013

Information on securitization exposures retained(By type of underlying asset)

Billions of yen

March 31, 2013
Amount of securitization exposures

On balancesheet

Off balancesheet

On balancesheet

Off balance
sheet

Amount of
securitization
exposures subject
to a risk weight of
1,250% (Note 1)

Other thanre-securitization exposure

Total as an originator

Re-securitization exposure

Capitaldeductions
related tosecuritization
exposures(Note 2)

4,145.0

539.9

—

—

3.2

13.2

Traditional securitizations(asset transfer type)

507.0

—

—

—

3.2

13.2

Residential mortgage

490.5

—

—

—

0.0

13.2

—

—

—

—

—

—

Apartment loan
Credit card receivables

—

—

—

—

—

—

16.5

—

—

—

3.1

—

Synthetic securitizations

—

—

—

—

—

—

Other assets
Residential mortgage

—

—

—

—

—

—

Apartment loan

—

—

—

—

—

—

Credit card receivables

—

—

—

—

—

—

Other assets

—

—

—

—

—

—

3,638.0

539.9

—

—

—

—

—

—

—

—

—

—

Sponsor of asset-backed
commercial paper (ABCP)
programResidential mortgage

—

—

—

—

—

—

Credit card receivables

Apartment loan

635.9

85.5

—

—

—

—

Account receivables

1,402.9

306.3

—

—

—

—

Leasing receivables

315.5

51.8

—

—

—

—

Other assets

1,283.6

96.2

—

—

—

—

2,966.3

—

560.0

—

12.9

/

Residential mortgage

831.9

—

5.2

—

0.3

/

Apartment loan

37.8

—

1.7

—

1.4

/

As an investor

Credit card receivables
Corporate loans
Other assets

5.6

—

—

—

—

/

1,447.4

—

547.3

—

—

/

643.3

—

5.7

—

11.0

/

Notes: 1.	Figures listed refer to the amounts of exposures subject to a 1,250% risk weight as stipulated in Article 225 of the FSA Holding Company Capital Adequacy
Notification. Securitization exposures subject to a 1,250% risk weight include cases where the credit risk-weighted assets computed using the Supervisory
Formula exceed 1,250% or where a rating is lower than a certain threshold when calculating credit risk-weighted assets under the Ratings-Based Approach.
2.	The amount of securitization exposures that have been deducted from Tier 1 capital counts as deductions from Tier 1 capital, such as capital stock, as ­stipulated
by Article 5 of the FSA Holding Company Capital Adequacy Notification, and includes any gains on disposal of the underlying assets relating to the securitization.

39 Basel III Disclosure

Fiscal 2013

Information on securitization exposures retained(By type of underlying asset) (continued)

Billions of yen

March 31, 2014
Amount of securitization exposures

On balancesheet

Off balancesheet

On balancesheet

Off balance
sheet

Amount of
securitization
exposures subject
to a risk weight of
1,250% (Note 1)

Other thanre-securitization exposure

Total as an originator

Re-securitization exposure

Capitaldeductions
related tosecuritization
exposures(Note 2)

4,464.5

551.0

—

—

1.8

13.4

Traditional securitizations(asset transfer type)

486.5

—

—

—

0.0

13.4

Residential mortgage

486.5

—

—

—

0.0

13.4

—

—

—

—

—

—

Apartment loan
Credit card receivables

—

—

—

—

—

—

Other assets

—

—

—

—

—

—

—

—

—

—

—

—

Synthetic securitizations
Residential mortgage

—

—

—

—

—

—

Apartment loan

—

—

—

—

—

—

Credit card receivables

—

—

—

—

—

—

Other assets

—

—

—

—

—

—

Sponsor of asset-backed
commercial paper (ABCP)
program3,978.0

551.0

—

—

1.8

—

Residential mortgage

42.8

—

—

—

—

—

Apartment loan

—

—

—

—

—

—

Credit card receivables

579.0

183.1

—

—

—

—

Account receivables

1,470.4

282.5

—

—

—

—

Leasing receivables

341.3

39.4

—

—

—

—

Other assets

1,544.4

45.8

—

—

1.8

—

3,518.7

—

436.8

—

8.4

/

Residential mortgage

790.4

—

—

—

—

/

Apartment loan

22.9

—

0.4

—

0.0

/

As an investor

Credit card receivables
Corporate loans
Other assets

—

—

—

—

—

/

2,053.5

—

436.3

—

—

/

651.7

—

—

—

8.4

/

Notes: 1.	Figures listed refer to the amounts of exposures subject to a 1,250% risk weight as stipulated in Article 225 of the FSA Holding Company Capital Adequacy
Notification. Securitization exposures subject to a 1,250% risk weight include cases where the credit risk-weighted assets computed using the Supervisory
Formula exceed 1,250% or where a rating is lower than a certain threshold when calculating credit risk-weighted assets under the Ratings-Based Approach.
2.	The amount of securitization exposures that have been deducted from Tier 1 capital counts as deductions from Tier 1 capital, such as capital stock, as stipulated
by Article 5 of the FSA Holding Company Capital Adequacy Notification, and includes any gains on disposal of the underlying assets relating to the securitization.

(Securitization exposures subject to early amortization provisions retained)

In line with the provisions of Articles 230 & 248 of the FSA Holding Company Capital Adequacy
Notification, as of March 31, 2013 and 2014, there were no securitization exposures subject to early
amortization treatment that are retained by external investors and are used to calculate credit riskweighted assets.

40 Basel III Disclosure

Fiscal 2013

(Amount of securitization exposures retained and the associated capital requirement
for these exposures broken down into a number of risk weight bands)

Billions of yen

March 31, 2013
Other than re-securitization exposure
Amount of
securitization exposures

Total as an originator
Traditional securitizations(asset transfer type)
Risk weight: to 20%

Capitalrequirement

On balancesheet

Off balancesheet

On balancesheet

Off balance
sheet

4,145.0

539.9

122.9

6.5

507.0

—

62.6

—

—

—

—

—

10.0

—

0.2

—

Risk weight: over 50% to 100%

71.8

—

4.8

—

Risk weight: over 100% to 250%

380.9

—

38.5

—

Risk weight: over 250% under 1,250%

40.9

—

15.7

—

Risk weight: 1,250%

3.2

—

3.2

—

Synthetic securitizations

—

—

—

—

Risk weight: to 20%

—

—

—

—

Risk weight: over 20% to 50%

—

—

—

—

Risk weight: over 50% to 100%

—

—

—

—

Risk weight: over 100% to 250%

—

—

—

—

Risk weight: over 250% under 1,250%

—

—

—

—

Risk weight: 1,250%

—

—

—

—

3,638.0

539.9

60.3

6.5

Risk weight: over 20% to 50%

Sponsor of asset-backed
commercial paper (ABCP) program
Risk weight: to 20%

3,065.6

477.3

21.3

3.9

Risk weight: over 20% to 50%

230.1

41.8

6.8

1.1

Risk weight: over 50% to 100%

231.5

19.9

12.7

1.3

Risk weight: over 100% to 250%

73.3

0.0

8.7

0.0

Risk weight: over 250% under 1,250%

37.3

0.8

10.5

0.2

—

—

—

—

2,966.3

—

48.3

—

2,683.8

—

20.3

—

Risk weight: over 20% to 50%

167.1

—

4.9

—

Risk weight: over 50% to 100%

73.3

—

4.8

—

Risk weight: over 100% to 250%

22.6

—

2.8

—

Risk weight: over 250% under 1,250%

7.6

—

2.8

—

Risk weight: 1,250%

11.8

—

12.4

—

Risk weight: 1,250%
As an investor
Risk weight: to 20%

41 Basel III Disclosure

Fiscal 2013

(Amount of securitization exposures retained and the associated capital requirement
for these exposures broken down into a number of risk weight bands) (continued)

Billions of yen

March 31, 2013
Re-securitization exposure
Amount of
securitization exposures

Capitalrequirement

On balancesheet

Off balancesheet

On balancesheet

Off balance
sheet

—

—

—

—

—

—

—

—

Risk weight: to 30%

—

—

—

—

Risk weight: over 30% to 150%

—

—

—

—

Risk weight: over 150% to 350%

—

—

—

—

Risk weight: over 350% to 500%

—

—

—

—

Risk weight: over 500% under 1,250%

—

—

—

—

Risk weight: 1,250%

—

—

—

—

Synthetic securitizations

—

—

—

—

Risk weight: to 30%

—

—

—

—

Risk weight: over 30% to 150%

—

—

—

—

Risk weight: over 150% to 350%

—

—

—

—

Risk weight: over 350% to 500%

—

—

—

—

Risk weight: over 500% under 1,250%

—

—

—

—

Risk weight: 1,250%

—

—

—

—

—

—

—

—

Risk weight: to 30%

—

—

—

—

Risk weight: over 30% to 150%

—

—

—

—

Risk weight: over 150% to 350%

—

—

—

—

Risk weight: over 350% to 500%

—

—

—

—

Risk weight: over 500% under 1,250%

—

—

—

—

Risk weight: 1,250%

—

—

—

—

Total as an originator
Traditional securitizations (asset transfer type)

Sponsor of asset-backed
commercial paper (ABCP) program

As an investor

560.0

—

17.9

—

Risk weight: to 30%

486.9

—

10.0

—

Risk weight: over 30% to 150%

57.5

—

3.8

—

Risk weight: over 150% to 350%

13.7

—

2.4

—

Risk weight: over 350% to 500%

—

—

—

—

Risk weight: over 500% under 1,250%

0.7

—

0.3

—

Risk weight: 1,250%

1.1

—

1.1

—

42 Basel III Disclosure

Fiscal 2013

(Amount of securitization exposures retained and the associated capital requirement
for these exposures broken down into a number of risk weight bands) (continued)

Billions of yen

March 31, 2014
Other than re-securitization exposure
Amount of
securitization exposures

Capitalrequirement

On balancesheet

Off balancesheet

On balancesheet

Off balance
sheet

4,464.5

551.0

111.9

6.9

486.5

—

51.5

—

Risk weight: to 20%

—

—

—

—

Risk weight: over 20% to 50%

—

—

—

—

Risk weight: over 50% to 100%

198.0

—

14.8

—

Risk weight: over 100% to 250%

257.7

—

25.2

—

Risk weight: over 250% under 1,250%

30.7

—

11.3

—

Risk weight: 1,250%

0.0

—

0.0

—

Synthetic securitizations

—

—

—

—

Risk weight: to 20%

—

—

—

—

Risk weight: over 20% to 50%

—

—

—

—

Risk weight: over 50% to 100%

—

—

—

—

Risk weight: over 100% to 250%

—

—

—

—

Risk weight: over 250% under 1,250%

—

—

—

—

Risk weight: 1,250%

—

—

—

—

3,978.0

551.0

60.4

6.9

Total as an originator
Traditional securitizations(asset transfer type)

Sponsor of asset-backed
commercial paper (ABCP) program
Risk weight: to 20%

3,302.6

428.5

22.4

2.8

Risk weight: over 20% to 50%

358.7

97.6

10.0

2.4

Risk weight: over 50% to 100%

225.0

24.7

13.5

1.6

Risk weight: over 100% to 250%

82.8

0.0

10.6

0.0

Risk weight: over 250% under 1,250%

6.8

—

1.8

—

Risk weight: 1,250%

1.8

—

1.9

—

3,518.7

—

43.5

—

3,351.2

—

26.1

—

Risk weight: over 20% to 50%

97.9

—

2.8

—

Risk weight: over 50% to 100%

45.3

—

3.0

—

Risk weight: over 100% to 250%

12.3

—

1.4

—

Risk weight: over 250% under 1,250%

3.4

—

0.9

—

Risk weight: 1,250%

8.4

—

9.0

—

As an investor
Risk weight: to 20%

43 Basel III Disclosure

Fiscal 2013

(Amount of securitization exposures retained and the associated capital requirement
for these exposures broken down into a number of risk weight bands) (continued)

Billions of yen

March 31, 2014
Re-securitization exposure
Amount of
securitization exposures

Capitalrequirement

On balancesheet

Off balancesheet

On balancesheet

Off balance
sheet

—

—

—

—

—

—

—

—

Risk weight: to 30%

—

—

—

—

Risk weight: over 30% to 150%

—

—

—

—

Risk weight: over 150% to 350%

—

—

—

—

Risk weight: over 350% to 500%

—

—

—

—

Risk weight: over 500% under 1,250%

—

—

—

—

Risk weight: 1,250%

—

—

—

—

Synthetic securitizations

—

—

—

—

Risk weight: to 30%

—

—

—

—

Risk weight: over 30% to 150%

—

—

—

—

Risk weight: over 150% to 350%

—

—

—

—

Risk weight: over 350% to 500%

—

—

—

—

Risk weight: over 500% under 1,250%

—

—

—

—

Risk weight: 1,250%

—

—

—

—

—

—

—

—

Risk weight: to 30%

—

—

—

—

Risk weight: over 30% to 150%

—

—

—

—

Risk weight: over 150% to 350%

—

—

—

—

Risk weight: over 350% to 500%

—

—

—

—

Risk weight: over 500% under 1,250%

—

—

—

—

Risk weight: 1,250%

—

—

—

—

Total as an originator
Traditional securitizations (asset transfer type)

Sponsor of asset-backed
commercial paper (ABCP) program

As an investor

436.8

—

11.2

—

Risk weight: to 30%

401.0

—

8.2

—

Risk weight: over 30% to 150%

29.4

—

1.8

—

Risk weight: over 150% to 350%

6.2

—

1.1

—

Risk weight: over 350% to 500%

—

—

—

—

Risk weight: over 500% under 1,250%

—

—

—

—

Risk weight: 1,250%

—

—

—

—

(Application of credit risk mitigation methods to re-securitization exposures)

Not applicable as of March 31, 2013 and 2014.

44 Basel III Disclosure

Fiscal 2013

(Credit risk-weighted asset amount calculated using transitional arrangements
for securitization exposures)Billions of yen

March 31, 2013

March 31, 2014

As an originator

1.8—

As an investor

28.1

6.9

29.9

6.9

Total

Note:	Figures refer to credit risk-weighted assets calculated using transitional arrangements as stipulated in Article 15 of the Supplementary Provisions to the FSA
Holding Company Capital Adequacy Notification. Specifically, in those cases where the standardized approach is applied as an exception that includes securitization exposures, figures refer to credit risk-weighted assets calculated using a transitional arrangement whereby such assets values are capped at the greater of thevalue based on the Former Notification as stipulated in the Supplementary Provisions to the FSA Holding Company Capital Adequacy Notification or the value if
the underlying assets were retained.

Securitization Exposures(Subject to calculation of market risk equivalent amount)
Information on underlying assets

There were no securitization exposures during fiscal 2012 and as of March 31, 2013, and during fiscal
2013 and as of March 31, 2014.

(Amount of assets held for the purpose of securitization)

There were no assets held for the purpose of securitization transactions as of March 31, 2013 and 2014.

Information on securitization exposures retained(By type of underlying asset)

There were no assets held as an originator as of March 31, 2013 and 2014.
Billions of yen

March 31, 2013

March 31, 2014

Other thanresecuritization
exposures

Resecuritization
exposures

Amount of
securitization
exposures thathave been
deducted fromTier 1 capital(Amount
equivalent toincreasein capital)(Note 1)As an investor

23.0

—

/

—

0.0

—

/

—

Residential
mortgage

0.0

—

/

—

0.0

—

/

—

Apartment loan

0.0

—

/

—

0.0

—

/

—

Credit card
receivables

0.0

—

/

—

0.0

—

/

—

Corporate loans

0.0

—

/

—

0.0

—

/

—

Other assets

23.0

—

/

—

0.0

—

/

—

Amount of securitization
exposures

Resecuritization
exposures

Amount of
securitization
exposures thathave been
deducted fromTier 1 capital(Amount
equivalent toincreasein capital)(Note 1)

Capitaldeductions
related tosecuritization
exposures(Note 2)

Amount of securitization
exposures

Capitaldeductions
related tosecuritization
exposures(Note 2)Other thanresecuritization
exposures

Notes: 1.	The amounts equivalent to increase in equity capital resulting from securitization correspond to Tier 1 capital deductions in line with Article 5 of the FSA Holding
Company Capital Adequacy Notification, and include any gains on disposal of the underlying assets relating to the securitization.
2.	Figures listed refer to capital deductions as stipulated in Article 280-5, Paragraph 2 of the FSA Holding Company Capital Adequacy Notification.

45 Basel III Disclosure

Fiscal 2013

(Securitization exposures subject to early amortization provisions as an originator)

There were no securitization exposures subject to early amortization provisions as an originator as ofMarch 31, 2013 and 2014.
(Amount of securitization exposures retained and the associated capital requirement for these exposures
broken down into a number of risk weight bands)

There was no securitization exposure as an originator as of March 31, 2013 and 2014.
Billions of yen

March 31, 2013
Other than re-securitization exposures

As an investor

Re-securitization exposures

Amount of
securitization
exposures

Capitalrequirement

Amount of
securitization
exposures

Capitalrequirement

23.0

0.2

—

—

Risk weight: to 1.6%

21.0

0.1

—

—

Risk weight: over 1.6% to 4%

2.0

0.0

—

—

Risk weight: over 4% to 8%

0.0

0.0

—

—

Risk weight: over 8% to 20%

0.0

0.0

—

—

Risk weight: over 20% under 100%

0.0

0.0

—

—

Risk weight: 100%

0.0

0.0

—

—
Billions of yen

March 31, 2014
Other than re-securitization exposures

Re-securitization exposures

Capitalrequirement

Amount of
securitization
exposures

Capitalrequirement

0.0

0.0

—

—

Risk weight: to 1.6%

0.0

0.0

—

—

Risk weight: over 1.6% to 4%

0.0

0.0

—

—

Risk weight: over 4% to 8%

0.0

0.0

—

—

Risk weight: over 8% to 20%

0.0

0.0

—

—

Risk weight: over 20% under 100%

0.0

0.0

—

—

Risk weight: 100%

0.0

0.0

—

—

As an investor

Amount of
securitization
exposures(Securitization exposures subject to measurement of comprehensive risk)

There were no securitization exposures subject to measurement of comprehensive risk as of March
31, 2013 and 2014.

46 Basel III Disclosure

Fiscal 2013

Market Risk
Value-at-risk (VaR): maximum, minimum and average values by disclosure period and period-end• VaR for trading activities

Billions of yen

FY2012OverallInterest rate

FY2013

Average

Maximum

Minimum

Mar 31,
2013

Average

Maximum

Minimum

Mar 31,
2014

9.86

15.32

6.55

12.94

20.79

29.50

15.34

18.09

8.44

12.38

6.42

12.38

17.33

21.93

14.02

14.98

Yen

4.37

8.35

2.55

8.35

8.59

14.07

5.36

6.16

U.S. dollar

3.34

6.98

1.89

2.69

6.66

11.12

3.95

5.05

Foreign exchange

3.40

7.72

0.34

3.19

6.93

15.30

3.46

3.46

Equities

0.79

3.50

0.12

1.17

2.07

7.35

0.79

2.90

Commodities

0.48

1.06

0.15

0.51

0.74

1.39

0.31

1.25

Less diversification effect(3.25)——(4.31)(6.28)——(4.50)

Assumptions for VaR calculations:
Historical simulation method
Holding period:
10 business days
Confidence interval:
99%
Observation period:
701 business days
• The maximum and minimum VaR overall and for various risk categories were taken from different days.
• Figures for stressed value-at-risk (VaR) are not included.

Stressed value-at-risk (VaR): maximum, minimum and average values by disclosure period and period-end
Billions of yen

FY2012Stressed VaR

Average

Maximum

Minimum

Mar 31,
2013

21.49

32.77

12.98

28.20

FY2013
Average

Maximum

Minimum

Mar 31,
2014

12.51

22.34

5.29

17.07

Assumptions for VaR calculations:
Historical simulation method
Holding period:
10 business days
Confidence interval:
99%

The amount of required capital related to additional risk and comprehensive risk as of the period-end, as
well as the maximum, minimum and average values for the amount of required capital for additional risk
and comprehensive risk during the disclosure period

Not applicable in fiscal 2012 and 2013.

47 Basel III Disclosure

Fiscal 2013

Results of market risk backtesting and explanations of any actual trading losses
significantly in excess of VaRMarket Risk Backtesting

Market Risk Backtesting(April 1, 2013–March 31, 2014)

Billions of Yen

12

Daily profit/loss

Daily profit/loss(April 1, 2012–March 31, 2013)
Case of losses exceeding VaR: 1
9
6

Case of losses exceeding VaR: 0
9
6

3

3

0

0

–3

–3

–6

–6

–9

–9

–12

0

2

4

6

8

10

VaR

12

Billions of Yen

12

–12

0

2

4

6

8

10

VaR

Note:	Actual trading losses never significantly exceeded VaR throughout the period studied.

Note:	Actual trading losses never significantly exceeded VaR throughout the period studied.

VaR and Daily Profit/Loss for Trading Activities

VaR and Daily Profit/Loss for Trading Activities(April 1, 2012–March 31, 2013)12(April 1, 2013–March 31, 2014)

Billions of Yen
Daily profit/loss

12

9

9

6

6

3

3

0

0

–3

–3

–6

–6

–9

12

Billions of Yen
Daily profit/loss–9

VaR shown on a negative scale

VaR shown on a negative scale

–12

–12
Apr. 2012

Mar. 2013

Note:	Actual trading losses never significantly exceeded VaR throughout the period studied.

48 Basel III Disclosure

Fiscal 2013

Apr. 2013

Mar. 2014

Note:	Actual trading losses never significantly exceeded VaR throughout the period studied.

Equity Exposures in Banking Book
Amount on consolidated balance sheet and market values• Exposures to publicly traded equities

Billions of yen

March 31, 2013

March 31, 2014

Amount on
consolidatedbalance sheet

Marketvalue

Amount on
consolidatedbalance sheet

Marketvalue

4,105.7

4,105.7

4,601.7

4,601.7

363.3

—

174.9

—

4,469.0—

4,776.6—

Exposures to publicly traded equities(Note 1)Equity exposures other than above(Note 2)

Total

Notes: 1. Figures only count Japanese and foreign equities held within securities available for sale with quoted market value.
2. Figures only count Japanese and foreign equities held within securities available for sale whose market values are not readily determinable.

Cumulative gains or losses arising from sales or write-offs of exposures to equities

Millions of yen

FY2012

Exposures to equities

Gains onsales

Losses on
sales

53,169(19,471)

FY2013

Write-offs

Gains onsales

Losses on
sales

Write-offs(87,357)

171,653(14,100)(12,979)

Note: Figures refer to net gains or losses on equity securities within net non-recurring gains or losses.

Unrealized gains or losses recognized on consolidated balance sheet
but not on consolidated statement of income

Billions of yen

March 31, 2013

Exposures to equities

March 31, 2014

Acquisition
cost

Amount on
consolidatedbalance sheet

Unrealized
gains orlossesAcquisition
cost

Amount on
consolidatedbalance sheet

Unrealized
gains orlosses2,965.0

4,105.7

1,140.6

2,960.3

4,601.7

1,641.3

Note: Figures only count Japanese and foreign equities held within securities available for sale with quoted market value.

Unrealized gains or losses not recognized either on consolidated balance sheet oron consolidated statement of income

Not applicable as of March 31, 2013 and 2014.

49 Basel III Disclosure

Fiscal 2013

Equity exposures subject to transitional arrangements (grandfathering provisions)
Exposures to publicly traded equities subject totransitional arrangements
Equity exposures other than above subject totransitional arrangements
Total

Billions of yen

March 31, 2013

March 31, 2014

3,668.3

4,126.7

217.1

114.5

3,885.4

4,241.2

Note:	Based on the transitional arrangements as stipulated in Article 13 of the Supplementary Provisions to the FSA Consolidated Capital Adequacy Notification, figuresrefer to the amount of equity exposures for which a 100% risk weight is used to calculate credit risk-weighted assets.

Exposures Relating to Funds
Exposures relating to funds

Billions of yen

March 31, 2013

March 31, 2014

2,557.1

2,697.5

2,499.4

2,588.2

Exposures not included above where equity exposuresconstitute majority of total value of fund components (Note 2)

35.9

95.3

Exposures not included in any category above where
investment mandates of funds are known (Note 3)

9.9

8.2

Exposures not included in any category above where
the internal models approach is applied (Note 4)

9.6—

Exposures not included in any category above where
there is a high probability of the weighted average risk weight
applied to fund components being less than 400% (Note 5)

1.4

0.8

Exposures not included in any category above (Note 5)

0.7

4.7

Exposures relating to funds
Exposures where fund components are identifiable(look-through approach) (Note 1)

Notes: 1. As stipulated in Paragraph 1 of Article 145 of the FSA Consolidated Capital Adequacy Notification.
2. As stipulated in Paragraph 2 of Article 145 of the FSA Consolidated Capital Adequacy Notification.
3. As stipulated in Paragraph 3 of Article 145 of the FSA Consolidated Capital Adequacy Notification.
4. As stipulated in Paragraph 4 of Article 145 of the FSA Consolidated Capital Adequacy Notification.
5. As stipulated in Paragraph 5 of Article 145 of the FSA Consolidated Capital Adequacy Notification.

50 Basel III Disclosure

Fiscal 2013

Interest Rate Risk in the Banking Book (IRRBB)
Decline in economic values for applied interest rate shocks according to internal risk management• VaR for non-trading activities

Billions of yen

FY2012
Interest rate

FY2013

Average

Maximum

Minimum

Mar 31, 2013

Average

Maximum

Minimum

Mar 31, 2014

443.1

500.0

402.3

422.3

400.8

459.8

304.2

304.2

Yen

216.4

247.7

184.3

227.9

223.8

276.5

183.3

190.4

U.S. dollar

268.5

300.2

203.4

206.6

183.8

230.2

135.8

140.8

Euro

55.7

98.7

9.0

85.2

109.8

156.1

57.9

60.9

Equities

74.8

110.4

57.9

108.5

161.3

202.4

100.6

172.9

Overall

446.3

499.8

413.0

413.0

410.7

462.1

332.1

332.1

Assumptions for VaR calculations:
Historical simulation method
Holding period:
10 business days
Confidence interval:
99%
Observation period:
701 business days
• The maximum and minimum VaR overall and for various risk categories were taken from different days.
• The equity-related risk figures do not include market risk exposure from our strategic equity portfolio.

51 Basel III Disclosure

Fiscal 2013

Indicators for assessing Global Systemically
Important Banks (G-SIBs)

Billions of yen

Item
No.

As of March
31, 2014

Description

1

Total exposures(= a + b + c + d):a. Counterparty exposure of derivatives contracts
b. Gross value of securities financing transactions (SFTs) and counterparty exposure of SFTsc.	Other assets (other than assets specifically identified above and regulatory adjustments to Tier 1
and CET1 capital under the fully phased-in Basel III framework)d.	Notional amount of off-balance sheet items (other than derivatives contracts and SFTs)

352,273.2

2

Intra-financial system assets(= a + b + c + d):a.	Funds deposited with or lent to other financial institutions and undrawn committed lines extended
to other financial institutionsb.	Holdings of securities issued by other financial institutions (Note 1)

20,068.4

c.	Net positive current exposure of SFTs with other financial institutionsd.	Over-the-counter (OTC) derivatives with other financial institutions that have a net positive fair value
3

Intra-financial system liabilities (a + b + c):a.	Deposits due to, and undrawn committed lines obtained from, other financial institutionsb.	Net negative current exposure of SFTs with other financial institutionsc.	OTC derivatives with other financial institutions that have a net negative fair value

24,894.5

4Securities outstanding (Note 1)

32,218.4

5

Assets under custody

6

Notional amount of OTC derivatives

7

Held-for-trading (HFT) securities and available-for-sale (AFS) securities, excluding HFT and AFS
securities that meet the definition of Level 1 assets and Level 2 assets with haircuts (Note 2)

11,715.1

8Level 3 assets (Note 3)

1,312.7

9

Cross-jurisdictional claims

76,747.8

10

Cross-jurisdictional liabilities

51,341.9

ItemNo.

160,278.0
1,121,068.1

Description

11 Payments (settled through the BOJ-NET, the Japanese Banks’ Payment Clearing Networkand other similar settlement systems, excluding intragroup payments)
12 Underwritten transactions in debt and equity markets (Note 4)

FY2013
7,585,400.5
8,129.6

Notes: 1.	Securities refer to secured debt securities, senior unsecured debt securities, subordinated debt securities, commercial paper, certificate of deposits, andcommon equities.
2.	Level 1 and Level 2 assets with haircuts are defined in the Basel III Liquidity Coverage Ratio (LCR).
3.	The amount is calculated in accordance with U.S. GAAP.
4.	This refers to underwriting of securities defined in article 2 paragraph 8 item 6 of the Financial Instruments and Exchange Act.

52 Basel III Disclosure

Fiscal 2013

Derivatives and Long Settlement Transactions,and Credit Risk Mitigation Techniques(Collateral and guarantees)
While loan exposures are the main portion of the credit portfolio to be managed, a counterparty credit
risk arising from derivatives and long settlement transactions (hereafter “derivatives transactions”) is
also included in the portfolio. In addition, when quantifying credit risk internally, MUFG takes into
­consideration an effect of credit risk mitigation (CRM) provided by collateral or guarantees.
1. Derivatives
Because counterparty credit risk of derivatives transactions generally can vary over time with the movement of underlying market
factors, MUFG calculates exposures to counterparty credit risk by adding increases in future potential exposure to the balance ofpresent exposure. Counterparty credit risk is not just recognized when calculating capital requirements, but significant exposures
to counterparty credit risk are also managed in the same manner as loan exposures through allocation of capital for credit risk
and setting limits for the purpose of internal risk management.
In addition, the establishment of collateral-based security and reserves for derivative transactions is, in principle, treated in thesame manner as for loans.
Among generally used derivatives contracts, there are some contracts that provide for the requirement of additional collateral in
the event that the credit capabilities of MUFG should deteriorate, and therefore, are a potential source of increased exposures.

2. Credit Risk Mitigation Techniques (Collateral, guarantees, and credit derivatives)
When quantifying credit risk and calculating capital requirements based on the AIRB Approach, MUFG basically takes into
account the CRM effects of collateral, guarantees and credit derivatives using a method based on the amounts recovered inassociation with default exposures.
When using the Standardized Approach to calculate capital requirements, MUFG takes into consideration the effect of CRM­techniques. Among these techniques are eligible financial collateral as typified by deposit collateral in our banks, or guarantees
and credit derivatives.
The method for taking into account CRM effects based on the IRB Approach is tied to the internal risk management system. For
example, through assessing real estate value accurately, MUFG endeavors to increase the sophistication of its internal risk­management systems and use its advanced internal risk management systems in the calculation of capital requirements.
MUFG has a diversity of guarantors, such as local public authorities, credit guarantee corporations, financial institutions, and­corporates, but its counterparties in credit derivative transactions are primarily financial institutions. When calculating capitalrequirements, guarantees and credit derivatives for which CRM effects are taken into account are limited to counterparties towhom MUFG continuously assigns borrower ratings and monitors creditworthiness.
With loans, MUFG mainly uses guarantees by Credit Guarantee Corporations or real estate collateral as CRM techniques. At thispoint of time, the use of CRM techniques has not led to excessive concentration of credit or market risk.
Other credit risk mitigation techniques
When calculating capital requirements for corporate exposures applicable to the AIRB Approach or exposures applicable to theStandardized Approach, MUFG recognizes the effect of on-balance netting of loans and deposits. For exposures applicable to the
AIRB Approach, deposits eligible for the netting process are limited to call money.
For derivatives, such as interest rate swaps and currency options, and repo-style transactions with legally enforceable netting
agreements, the CRM effects are taken into account when calculating capital requirements.
In addition, for collateralized derivatives (transactions based on CSA agreements), the CRM effects are also taken into accountwhen calculating capital requirements.

53 Basel III Disclosure

Fiscal 2013

Summaries of Market Risks (Fiscal year ended March 31, 2014)• Trading activities
The aggregate VaR for our total trading activities as of March 31, 2014 was ¥18.09 billion, comprising interest raterisk exposure of ¥14.98 billion, foreign exchange risk exposure of ¥3.46 billion, and equity-related risk exposure of¥2.90 billion. An increase of ¥5.15 billion compared with the VaR as of March 31, 2013.
Our average daily VaR for the fiscal year ended March 31, 2014 was ¥20.79 billion. Based on a simple sum of figures across market risk categories, interest rate risk accounted for approximately 63%, foreign exchange risk forapproximately 25% and equity-related risk for approximately 7%.
Due to the nature of trading operations which involves frequent changes in trading positions, market risk varied
substantially during the fiscal year, depending on our trading positions.

VaR for Trading Activities
April 1, 2012~March 31, 2013
Average Maximum* Minimum*

Billions of Yen
Mar 31, 2013

29.50

15.34

18.09

17.33

21.93

14.02

14.98

Yen

8.59

14.07

5.36

6.16

2.69

U.S. dollars

6.66

11.12

3.95

5.05

0.34

3.19

Foreign exchange

6.93

15.30

3.46

3.46

0.12

1.17

Equities

2.07

7.35

0.79

2.90

0.15

0.51

Commodities

0.74

1.39

0.31

1.25

(4.31)

Less diversification
effect(6.28)——(4.50)

15.32

6.55

12.94

8.44

12.38

6.42

12.38

Yen

4.37

8.35

2.55

8.35

U.S. dollars

3.34

6.98

1.89

Foreign exchange

3.40

7.72

Equities

0.79

3.50

Interest rate

Commodities
Less diversification
effect0.48(3.25)

1.06——

OverallInterest rate

Assumptions for VaR calculations:		
Historical simulation method		Holding period: 10 business days		Confidence interval: 99%
		Observation period: 701 business days
* The maximum and minimum VaR for each category and overall were taken from different days.

54 Basel III Disclosure

Fiscal 2013

Billions of Yen
Mar 31, 2014

20.79

9.86

Overall

April 1, 2013~March 31, 2014
Average Maximum* Minimum*• Non-trading activities
The aggregate VaR for our total non-trading activities as of March 31, 2014, excluding market risks related to ourstrategic equity portfolio and measured using the same standards as trading activities, was ¥332.1 billion. Market
risks related to interest rates equaled ¥304.2 billion and equities-related risks equaled ¥172.9 billion.
Based on a simple sum of figures across market risk categories, interest rate risks accounted for approximately 71%
of our total non-trading activity market risks. Looking at a breakdown of interest rate related risk by currency, atMarch 31, 2014, the yen accounted for approximately 48% while the U.S. dollar accounted for approximately 35%.
Due to reduced position taking, MUFG’s aggregate VaR in the fiscal year ended March 31, 2014 decreased in comparison to the fiscal year ended March 31, 2013.

VaR for Non-trading Activities
April 1, 2012~March 31, 2013

Billions of Yen

Average Maximum* Minimum*

April 1, 2013~March 31, 2014

Mar 31, 2013

Billions of Yen

Average Maximum* Minimum*

Mar 31, 2014

Interest rate

443.1

500.0

402.3

422.3

Interest rate

400.8

459.8

304.2

304.2

Yen

216.4

247.7

184.3

227.9

Yen

223.8

276.5

183.3

190.4

U.S. dollars

268.5

300.2

203.4

206.6

U.S. dollars

183.8

230.2

135.8

140.8

Euro

55.7

98.7

9.0

85.2

Euro

109.8

156.1

57.9

60.9

Equities

74.8

110.4

57.9

108.5

Equities

161.3

202.4

100.6

172.9

Total

446.3

499.8

413.0

413.0

Total

410.7

462.1

332.1

332.1

Assumptions for VaR calculations:		
Historical simulation method		Holding period: 10 business days		Confidence interval: 99%
		Observation period: 701 business days
* The maximum and minimum VaR for each category and in total were taken from different days.
The equities-related risk figures do not include market risk exposure from our strategic equity portfolio.

55 Basel III Disclosure

Fiscal 2013

• Outlier ratio
To monitor interest rate risk in its banking activities in accordance with the Second Pillar of the Basel III
Framework, MUFG measures the “outlier ratio” of the holding company as well as of the two major banking subsidiaries. At March 31, 2014, the outlier ratios of the holding company, BTMU and MUTB were all less than 20%.

Outlier Ratio

Mar 31, 2013

Mar 31, 2014

MUFG

8.97%

6.52%

Bank of Tokyo-Mitsubishi UFJ

10.50%

6.33%

Mitsubishi UFJ Trust and Banking

7.01%

7.02%

Assumptions for outlier ratio calculations:
Measurement method:
Interest rate sensitivity method
Interest rate shock range: 	1st and 99th percentile of observed interest changes using one-year holding period and five-year observation period

Glossary of terms:• Outlier ratio
An indicator for managing interest rate risk in the banking book, of which most of the products held are not measured at fair value. Aspart of measuring interest rate risk in the banking book, MUFG and the major banking subsidiaries monitor the “outlier ratio,” the ratio ofexpected losses resulting from an interest rate shock in a certain range to capital. The capital is broadly defined as the sum of Tier 1 +Tier 2 capital. In case an outlier ratio for a bank exceeds 20%, the FSA, as part of its early warning framework, will conduct a preliminaryinterview with the bank to determine the appropriateness of bank’s risk management and its improvement measures, if any. However, anoutlier ratio of over 20% does not necessarily mean that a management improvement order is immediately issued by the FSA.

56 Basel III Disclosure

Fiscal 2013