Table of contents
Basel III Disclosure (Consolidated)
Group Business Management

3

Basel III Data (Consolidated)

6

2

SCOPE OF CONSOLIDATION7COMPOSITION OF EQUITY CAPITAL

8

CREDIT RISK22

APPENDED FORMS

25

COMPOSITION OF LEVERAGE RATIO DISCLOSURE

106

LIQUIDITY RISK108

CHANGES IN THE CONSOLIDATED LIQUIDITY COVERAGE RATIOFROM THE PREVIOUS QUARTER

111

EVALUATION OF THE CONSOLIDATED LIQUIDITY COVERAGERATIO LEVEL

111

COMPOSITION OF THE TOTAL HQLA ALLOWED TO BE INCLUDEDIN THE CALCULATION

112

OTHER MATTERS CONCERNING THE CONSOLIDATED LIQUIDITY
COVERAGE RATIO

112

CHANGES IN THE CONSOLIDATED NET STABLE FUNDING RATIOFROM THE PREVIOUS QUARTER

113

OTHER MATTERS CONCERNING THE CONSOLIDATED NET
STABLE FUNDING RATIO114

NET OPERATING PROFITS/RISK-WEIGHTED ASSETS BY
BUSINESS GROUP

115

Basel III Disclosure

Fiscal 2022

Group Business Management
Business Management Framework
MUFG has introduced a “business group system” to develop and promote group-wide business initiatives along with a unified
strategy based on seamless coordination between each group company.
Specifically, in order to promote group-based, integrated management across the Bank, the Trust Bank, and the Securities
Business, and to respond accurately to the increasingly diversified financial needs, we have established seven businessgroups: Digital Service, Retail & Commercial Banking, Japanese Corporate & Investment Banking, Global Commercial
Banking, Asset Management & Investor Services, Global Corporate & Investment Banking and Global Markets.
Risk-Return Management
In order to improve the group-based risk profile, to earn an appropriate amount of profits, and to allocate managerial resources
properly, MUFG compiles an “Economic Capital Allocation Plan” in which it allocates economic capital, matching the sum ofvarious types of risk exposures calculated by an internal risk measurement model, to each business group, each subsidiary,and each risk category.
In addition, in order to comply with the Basel III regulatory capital regulations, MUFG introduced a “Risk-Weighted-Asset(RWA) plan,” and controls risk takings by segment.
MUFG has also introduced business management indicators (ROEC*, RORA*, etc.) to assess and manage profitability against
risk takings, aiming to heighten capital efficiency on a group basis.
Glossary of terms:• ROEC (Return on Economic Capital)
A ratio calculated by dividing the net income of each business group by its amount of allocated capital. MUFG uses ROEC to pursue
efficient use of allocated capital distributed to respective business groups.
• RORA (Return on Risk Asset)
A ratio calculated by dividing the net income of each business group by its amount of risk-weighted assets. MUFG uses RORA to pursue
profitability and efficiency that are commensurate with risk-weighted assets.

3

Basel III Disclosure

Fiscal 2022

Overview of Internal Capital Adequacy Assessment Process
The holding company regularly assesses its internal capital adequacy from two perspectives: regulatory capital, based on
capital adequacy ratio regulations (Basel III), and its own economic capital, based on internal risk assessment.
In assessing internal capital adequacy based on regulatory capital, the holding company confirms that it is maintaining
sufficient capital both at the current time and in terms of what will be required in the future, calculating the Common Equity Tier
1 capital ratio, the Tier 1 capital ratio, the total capital ratio, CET1 available after meeting the minimum capital buffer
requirements, leverage ratio, and external TLAC ratios using capital, risk-adjusted assets and total exposures as stipulated in
the capital adequacy ratio regulations and other regulations. At the same time, the holding company confirms that it ismaintaining appropriate capital relative to risk using the benchmark designated from the perspective of risk management.
An internal capital adequacy assessment based on economic capital is carried out within the framework of the capital
allocation system, which allocates capital to credit risk, strategic equity portfolio risk, market risk, and operational risk. Credit
concentration risk and interest rate risk in the banking book, as stipulated by the Second Pillar of Basel, are included in theserisks. The method of calculating each risk under the capital allocation system uses the basic assumptions of a confidence levelof 99.9% and a holding period of one year to enhance consistency with Basel III. The capital allocation plan is formulated after
assessing internal capital adequacy by comparing the total risk amount, taking into account the effect of risk diversification,with total capital (Tier 1 capital + Tier 2 capital). Thereafter, internal capital adequacy is monitored on an ongoing basis byregularly checking the use of allocated capital versus the plan and the amount of allocated capital versus total capital.
The capital plans are stress-tested and are prepared based on a detailed analysis of the impact on capital and risk as well as
an assessment of internal capital adequacy. (For the overview of the stress testing process, please refer to the below.)
The same framework for the assessment of internal capital adequacy used at the holding company is applied at the Group’s
two main banks: MUFG Bank, Ltd. and Mitsubishi UFJ Trust and Banking Corporation.
Overview of Stress Testing Process(1) Development of Stress Testing Scenarios
Develop several scenarios taking into account such factors as our risk profile and underlying macroeconomic environment.
• Worst-case scenarios expected once in 5–10 years and worst-case scenarios expected once in 20–25 years aredeveloped in principle and some additional scenarios are developed where necessary.
Prepare macroeconomic variables for the testing horizon under each scenario.
• Macroeconomic variables include GDP, TOPIX, JGB yield, dollar-yen exchange rate, euro-yen exchange rate,
unemployment rate, CPI, and others.
(2) Review and Approval Process of the Scenarios
Scenarios developed under process (1) are reviewed by our internal committee and ultimately approved by our Group
Chief Risk Officer.
(3) Estimation of Financial Impact
Estimate stress impacts on major assets and income based on the scenarios approved in process (2).
• Major items estimated include credit cost, losses on write-down on equity securities, net unrealized gains/losses onavailable-for-sale securities, net interest income, risk-weighted assets, and others.
(4) Assessment of Internal Capital Adequacy
Calculate the following ratios/amounts based on the stress impacts estimated in process (3), and assess internal capital
adequacy of them.
• Common Equity Tier 1 ratio, Tier 1 ratio, total capital ratio, CET1 available after meeting the minimum capital buffer
requirements, leverage ratio, and external TLAC ratios
Stress testing results are reviewed by the Risk Management Committee.

4Basel III Disclosure

Fiscal 2022

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

Risk scenarios

Decline in capital sufficiency /Increase in risk assets•

Our capital management may be adversely affected by an increase in unrealized losses on debt
securities due to a rise in interest rates globally.

Foreign currency liquidity risk•

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

Increase in credit costs••

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

IT risk•

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

•

Risks relating to climate changes••*

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

These risk events are among the risk events that were reported to MUFG’s Board of Directors following the Risk Committee’s discussion in March 2023.
These risk events include risk events of general applicability.

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

5

Basel III Disclosure

Fiscal 2022

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

6

Basel III Disclosure

Fiscal 2022

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

Paragraph 1 of Article 3 of the FSA Holding Company Capital Adequacy
Notification states that “the provisions of Paragraph 2 of Article 5 of theRegulation on Consolidated Financial Statements shall not apply” to “financial
subsidiaries” of a bank holding company. Moreover, Paragraph 3 of the said
Article 5 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 Holding Company Capital Adequacy Notification states that, provided
certain conditions are met, such companies “can be included in the scope of
consolidation and in the calculation of the consolidated capital adequacy ratiousing pro rata consolidation” (under which only those portions of the affiliatedcompany’s assets, liabilities, income and expenditures that are attributable to thebank holding company or any consolidated subsidiaries with investments in thesaid affiliated company are included in the scope of consolidation).
MUFG Group had no companies to which the above exception applied as ofMarch 31, 2022, or March 31, 2023, 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,
252 companies as of March 31, 2022; 246 companies as of March 31, 2023
and names and principal businesses of
MUFG Bank, Ltd. (banking business), Mitsubishi UFJ Trust and Banking
major consolidated subsidiaries of the
Corporation (trust/banking business), Mitsubishi UFJ Securities Holdings Co., Ltd.
holding company group(securities business), etc.
Number of affiliated companies engaged Not applicable as of March 31, 2022 and 2023
in financial operations which are subject
to Article 9 of the FSA Holding Company
Capital Adequacy Notification, andnames, amounts of total assets and net
assets shown on the balance sheet, andprincipal businesses of affiliatedcompanies engaged in these financial
operations
Names, amounts of total assets and net Not applicable as of March 31, 2022 and 2023
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
Outline of restrictions on transfer of
As of March 31, 2022 and 2023, transfer of funds or capital within the MUFG
funds or equity capital within the holding Group is conducted with all due consideration given to the appropriateness ofcompany groupeach action. We give priority in ensuring that each group company maintains
sufficient capital level for legal and regulatory compliance purposes. Care is also
taken to ensure that actions do not compromise sound and proper operations,while eliminating negative effects on payment capacity, liquidity or profitability.
Companies that are deficient in regulatory capital and total regulatory capital deficiencies
Names of any other financial institutions, Not applicable as of March 31, 2022 and 2023
etc., classified as subsidiaries or othermembers of the bank holding company
that are deficient in regulatory capital,and corresponding total regulatory
capital deficiencies

7

Basel III Disclosure

Fiscal 2022

COMPOSITION OF EQUITY CAPITAL
Composition of changes in equity capitalMillions of yen
March 31, 2023

March 31, 2022

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

14,113,722(420,616)
741,070(29,802)(9,586)–(83,133)(207,010)
798,069
51,505(22,478)–(421,363)

19,069(160,751)(41)(48,149)(1,567)369,504–(357)(2,003)40,400(443)(675,484)(329,366)–(2,193)309,865–(353)(2,722)(116,552)(3,425)(624,961)––

Common Equity Tier 1 capital, end of period

13,280,842

13,823,912

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

1,652,375

1,869,023－–(70,000)(210,000)

7,337
－
2,289

(3,128)
(189)
5,080

(9,127)–(8,410)–Additional Tier 1 capital, end of period

1,582,874

1,652,375

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

2,686,764

23,329(210,856)

6,217－(108,124)
2,675

907
(264,997)
176,124(8,031)(4,075)–

2,457–

Tier 2 capital, end of period

2,302,392

2,382,369

Total capital, end of period

17,166,109

17,858,656

8Basel III Disclosure

Fiscal 2022

CC1: Composition of capital disclosure

Millions of yen, %aBasel III
Template No.

Items

b

c

March 31, 2023

March 31, 2022

Reference toTemplate CC2

14,556,327
2,491,174
12,739,228(481,091)

14,275,262
2,911,790
11,998,157(451,288)(192,983)––(183,396)––

2,481,980

2,565,114

245,543

226,473

17,283,851

17,066,851

1,424,269
623,836

1,263,517
491,277

800,432

772,240

6,266

4,699

(500,167)–
16,391(130,663)–
16,033

7,101
919,682

5,098
960,082

12,676–

12,233–––

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

Basel III Disclosure

Fiscal 2022(a)

CC1: Composition of capital disclosure (continued)

Millions of yen, %aBasel III
Template No.

Items

19+20+21 Amount exceeding the 10% threshold on specified items
19
Significant investments in the common stock of financials
20
Mortgage servicing rights
21
Deferred tax assets arising from temporary differences(net of related tax liability)
22 Amount exceeding the 15% threshold on specified items
23
Significant investments in the common stock of financials
24
Mortgage servicing rights
25
Deferred tax assets arising from temporary differences(net of related tax liability)
27 Regulatory adjustments applied to Common Equity Tier 1
due to insufficient Additional Tier 1 and Tier 2 to coverdeductions
28 Common Equity Tier 1 capital: regulatory adjustments (B)bcMarch 31, 2023

March 31, 2022

Reference toTemplate CC2

1,787,421
1,787,421–

1,111,936
1,111,936––
329,366
218,457–––––

110,909––
4,003,009–
3,242,938

13,280,842

13,823,912

–
–

–
–

1,464,000

1,534,000––

163,000

155,662

–

–

–

–

–
1,627,000–
1,689,662

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

10 Basel III Disclosure

Fiscal 2022

CC1: Composition of capital disclosure (continued)

Millions of yen, %aBasel III
Template No.

Items

b

c

March 31, 2023

March 31, 2022

Reference toTemplate CC2

603
–

2,892
–

–

–

43,522

34,395–44,125–37,287

1,582,874

1,652,375

14,863,717

15,476,287

–
–

–
–

1,754,056

1,730,727––

96,11889,900

–

–

–

–

–

–

478,058
268,866
209,191
2,328,233

586,182
364,246
221,936
2,406,810

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

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

11 Basel III Disclosure

Fiscal 2022

CC1: Composition of capital disclosure (continued)

Millions of yen, %abcMarch 31, 2023

March 31, 2022

Reference toTemplate CC2

6,474

9,150

–

–

–

–

–

–

19,36625,84015,29024,441((H) – (I)) (J)2,302,392

2,382,369((G) + (J)) (K)17,166,109

17,858,656(L)

123,363,397

124,914,250

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

10.76%
12.04%
13.91%
4.04%
2.50%
0.04%
1.50%

11.06%
12.38%
14.29%
4.01%
2.50%
0.01%
1.50%

5.91%

4.39%

Basel III
Template No.

Items
Tier 2 capital: regulatory adjustments

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

12 Basel III Disclosure

Fiscal 2022

CC1: Composition of capital disclosure (continued)

Millions of yen, %aBasel III
Template No.

Items

b

c

March 31, 2023

March 31, 2022

Reference toTemplate CC2

776,471

1,110,568

1,321,500

1,493,666–

12,935670,917

325,451

404,309397,011

268,866

364,246

209,191

221,936

375,179

351,974

–

–

–

–

–

–

–

–

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

Note: Capital instruments, approved by the commissioner of Japanese Financial Services Agency, subject to the provision to Paragraph 12 of Article 8 of thenotification of the Financial Services Agency No. 20, 2006 (hereinafter referred to as the “FSA Holding Company Capital Adequacy Notification”) areexcluded from the calculation of figures stipulated in Paragraph 8, 9-1, and 10-1 of Article 8 of FSA Holding Company Capital Adequacy Notification, for 10
years from March 31, 2013 to March 30, 2023. The approved amount will decrease by 20% each year from March 31, 2019. The amount approved at theend of March 2022 is ¥372,979 million.

13 Basel III Disclosure

Fiscal 2022

CC2: Reconciliation of regulatory capital to balance sheet

Millions of yenaConsolidated balance sheet as inpublished financial statements
Items

March 31, 2023

March 31, 2022bc

Reference toCC1Reference toAppendix

Assets:Cash and due from banks
Call loans and bills bought
Receivables under resale agreements
Receivables under securities borrowing transactions
Monetary claims bought
Trading assets
Money held in trust
Securities
Loans and bills discounted
Foreign exchanges
Other assets
Tangible fixed assets
Intangible fixed assets
Net defined benefit assets
Deferred tax assets
Customers’ liabilities for acceptances and guarantees
Allowance for credit losses

113,630,172
618,223
14,000,846
4,549,792
7,325,185
18,013,184
1,287,020
86,746,900
109,146,272
2,300,198
15,195,896
1,220,172
1,358,124
1,325,434
322,02111,005,758(1,245,727)

110,763,205
872,268
12,308,310
4,517,952
6,466,822
17,704,455
1,332,492
79,560,579
110,426,224
2,300,859
14,050,293
1,236,012
1,344,225
1,374,607
213,922
10,481,838(1,222,162)

Total assets

386,799,477

373,731,910

Deposits
Negotiable certificates of deposit
Call money and bills soldPayables under repurchase agreements
Payables under securities lending transactions
Commercial papers
Trading liabilities
Borrowed money
Foreign exchanges
Short-term bonds payable
Bonds payable
Due to trust accounts
Other liabilities
Reserve for bonuses
Reserve for bonuses to directors
Reserve for stocks payment
Net defined benefit liabilities
Reserve for retirement benefits to directors
Reserve for loyalty award credits
Reserve for contingent losses
Reserves under special laws
Deferred tax liabilities
Deferred tax liabilities for land revaluation
Acceptances and guarantees

213,609,501
13,632,559
3,449,234
39,982,955
1,171,947
2,220,723
14,716,820
24,856,340
2,570,412
1,047,499
15,708,720
11,689,414
12,132,972
196,850
3,639
9,304
86,445830
17,962
164,891
4,659
157,651
89,525
11,005,758

215,427,299
10,938,831
2,429,791
27,619,262
1,072,578
2,108,531
12,397,702
31,763,332
2,182,400
1,316,803
13,257,347
12,811,123
10,861,695
136,724
1,866
8,437
86,355812
17,113
232,291
4,656
492,451
94,414
10,481,838

Total liabilities

368,526,620

355,743,665

6-a2-b, 6-b
6-c
6-d
2-a
3
4-a

Liabilities:

14 Basel III Disclosure

Fiscal 2022

6-e
8-a

8-b
6-f

4-b
4-c

CC2: Reconciliation of regulatory capital to balance sheet (continued)aConsolidated balance sheet as inpublished financial statements
Items

March 31, 2023

March 31, 2022

Millions of yenbcReference toCC1Reference toAppendix

Net assets:
Capital stock
Capital surplus
Retained earnings
Treasury stock
Total shareholders’ equity
Net unrealized gains (losses) on available-for-sale securities
Net deferred gains (losses) on hedging instruments
Land revaluation excess
Foreign currency translation adjustments
Remeasurements of defined benefit plans
Debt value adjustments of foreign subsidiaries and affiliates
Total accumulated other comprehensive income
Non-controlling interests

2,141,513
349,661
12,739,228(481,091)
14,749,310
800,955(387,079)
135,526
1,792,840
140,485(747)
2,481,980
1,041,565

2,141,513
770,277
11,998,157(451,288)
14,458,659
1,615,060(81,145)
140,628
734,588
193,865(37,883)
2,565,114
964,471

Total net assets

18,272,857

17,988,245

Total liabilities and net assets

386,799,477

373,731,910* The regulatory scope of consolidation is the same as the accounting scope of consolidation.

15 Basel III Disclosure

Fiscal 2022

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

5

(a)
7

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

March 31, 2023

March 31, 2022

Capital stock
Capital surplus
Retained earnings
Treasury stock

2,141,513
349,661
12,739,228(481,091)

2,141,513
770,277
11,998,157(451,288)

Total shareholders’ equity

14,749,310

14,458,659

Remarks

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

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

March 31, 2023

March 31, 2022

Directly issued qualifying commonshare capital plus related capitalsurplus and retained earnings
14,749,310
2,491,174
12,739,228(481,091)–

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

16 Basel III Disclosure

Fiscal 2022–

14,458,659
2,911,790
11,998,157(451,288)––

Remarks

Basel III
Template No.

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

Shareholders’ equity attributable topreferred shares with a loss
absorbency clause upon entering into
effective bankruptcy

31a2. Intangible fixed assets(1) Consolidated balance sheet
Millions of yen
Consolidated balance sheet items

March 31, 2023

March 31, 2022

Intangible fixed assets
Securities
Goodwill attributable to equitymethod investees

1,358,124
86,746,900

1,344,225
79,560,579

371,932

220,659

Goodwill attributable to equity-method
investees

287,695

Income taxes related to intangibles otherthan goodwill and mortgage servicing
rightsIncome taxes related to above
305,682

Remarks

Reference
No.
2-a
2-b

(2) Composition of capitalMillions of yen
Composition of capital disclosure
Goodwill (net of related tax liability,
including those equivalent)
Other intangibles other than goodwill
and mortgage servicing rights (netof related tax liability)
Mortgage servicing rights
Amount exceeding the 10%threshold on specified items
Amount exceeding the 15%threshold on specified items
Mortgage servicing rights that are
below the thresholds fordeduction (before risk weighting)March 31, 2023

March 31, 2022

623,836491,277

Remarks

Basel III
Template No.
8

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

9800,432–

772,240
12,935

–

–

20

–

–

24

–

12,93574

3. Net defined benefit assets(1) Consolidated balance sheet
Millions of yen
Consolidated balance sheet items
Net defined benefit assets
Income taxes related to above

March 31, 2023

March 31, 2022

1,325,434

1,374,607

405,752

414,524

Remarks

ReferenceNo.
3(2) Composition of capitalMillions of yen
Composition of capital disclosure
Net defined benefit assets

17 Basel III Disclosure

Fiscal 2022

March 31, 2023

March 31, 2022

919,682960,082

Remarks

Basel III
Template No.
15

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

Reference
No.

March 31, 2023

March 31, 2022

Deferred tax assets

322,021

213,9224-aDeferred tax liabilities
Deferred tax liabilities for land revaluation

157,651
89,525492,451
94,4144-b
4-c

305,682

287,695

405,752

414,524Tax effects on other intangible fixed
assetsTax effects on net defined benefit
assetsRemarks(2) Composition of capitalMillions of yen
Composition of capital disclosure
Deferred tax assets that rely on future
profitability excluding those arisingfrom temporary differences (net of
related tax liability)
Deferred tax assets that rely on
future profitability arising from
temporary differences (net of related
tax liability)
Amount exceeding the 10%threshold on specified items
Amount exceeding the 15%threshold on specified items
Deferred tax assets arising from
temporary differences that are
below the thresholds for deduction(before risk weighting)

18 Basel III Disclosure

Fiscal 2022

March 31, 2023

March 31, 2022

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

Basel III
Template No.

10

6,266

4,699

781,827

325,451––

21

110,909–25

670,917

325,45175

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

March 31, 2023

March 31, 2022

(387,079)(81,145)

Remarks

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

March 31, 2023

Deferred gains or losses onderivatives under hedge accounting(500,167)

March 31, 2022

Remarks

Excluding those items whose valuationdifferences arising from hedged items
are recognized as “Total accumulated(130,663) other comprehensive income”

Basel III
Template No.

11

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

March 31, 2023

March 31, 2022

Securities
Loans and bills discounted

18,013,184
86,746,900
109,146,272

17,704,455
79,560,579
110,426,224

Other assets

15,195,896

Trading assets

14,716,820
12,132,972

19 Basel III Disclosure

Fiscal 2022

Including trading account securities andderivatives for trading assets

Reference
No.
6-a
6-b
6-c

14,050,293

Including subordinated loans
Including derivatives and investments inthe capital

6-d

12,397,702
10,861,695

Including trading account securities soldand derivatives for trading assets
Including derivatives

6-e
6-f

Trading liabilities
Other liabilities

Remarks

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

20 Basel III Disclosure

Fiscal 2022

Remarks

Basel III
Template No.

March 31, 2023

March 31, 2022

19,755
12,676603
6,474

24,276
12,233
2,892
9,150

16
37
52

–
–
–

–
–
–

17
38

–

–

53

776,471––

1,110,568
–
–

18
39

–

–

54

–

–

54a

776,471

1,110,568

72

3,390,267

2,655,288

1,787,421

1,111,936

19

218,457
43,522–
34,39523
40

19,366

15,29055

1,321,500

1,493,666

73

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

March 31, 2023

March 31, 2022

1,041,565

964,471

Remarks

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

March 31, 2023

245,543–

163,000–

96,118March 31, 2022

Remarks

Basel III
Template No.

226,473

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

5–

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

30–31ab–32

155,662

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

34–35

–

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

46

89,900After reflecting amounts eligible forinclusion (after Non-controlling interest
adjustments)

48–49

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

March 31, 2023

March 31, 2022

Borrowed money
Bonds payable

24,856,340
15,708,720

31,763,332
13,257,347

Total

40,565,060

45,020,679

Remarks

Reference
No.
8-a
8-b

(2) Composition of capitalMillions of yen
Composition of capital disclosure
Directly issued qualifying Additional
Tier 1 instruments plus related
capital surplus classified asliabilities under applicableaccounting standards
Directly issued qualifying Tier 2
instruments plus related capitalsurplus classified as liabilities underapplicable accounting standards

Remarks

March 31, 2022

1,464,000

1,534,000

32

1,754,056

1,730,727

46

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

21 Basel III Disclosure

Fiscal 2022

Basel III
Template No.

March 31, 2023

CREDIT RISK
Credit risk exposures(By geographic area)

Millions of yen
FY2022

FY2021Credit risk exposures (Note 1)

Credit risk exposures (Note 1)(Note 2)Debt
securities

Domestic
Foreign
Americas
EuropeAsia/Oceania

90,848,093
31,402,057
16,958,520
24,521,197

59,263,315
5,071,424
661,193
3,765,857

Total

163,729,868

68,761,792 122,373,478 354,865,139 166,168,636

Loans, etc.

Others
Total(Note 2)Debt
securities

98,180,754 248,292,163
15,062,907 51,536,389
3,612,007 21,231,721
5,517,809 33,804,864

90,887,729
36,972,125
15,395,011
22,913,769

51,865,835
6,415,094
777,106
3,724,231(Note 3)Loans, etc.

Others(Note 3)

Total

98,646,360 241,399,926
9,567,491 52,954,711
3,749,156 19,921,275
5,837,115 32,475,117

62,782,269 117,800,124 346,751,030

Notes: 1. Figures are without taking into account the effects of credit risk mitigation techniques. Furthermore, figures do not include any securitization exposures,
exposures relating to funds, exposures relating to counterparty credit risk for derivatives, etc., or exposures relating to shares and other equity
instruments.
2. Loans, etc., include loans, commitments and other off-balance sheet exposures.
3. The “Others” category includes due from banks, call loans, and other non-loan on-balance sheet exposures.

(By type of industry)

Millions of yen
FY2022

FY2021Credit risk exposures (Note 1)

Credit risk exposures (Note 1)(Note 2)Debt
securities(Note 3)

Total

(Note 2)Debt
securities(Note 3)

Total

Manufacturing
Wholesale and retail
Construction
Finance and insurance
Real estate
Services
Transport
Individuals
Governments and local
authorities
Others

28,668,488
14,660,431
2,187,786
21,100,494
13,371,757
11,474,749
6,281,936
22,214,533

849,493314,629
28,316
1,447,521
100,291
306,525
259,795–

563,983
1,250,408
45
16,288,570
43,330130,470
2,703
53,60930,081,965
16,225,469
2,216,148
38,836,585
13,515,378
11,911,745
6,544,436
22,268,142

27,697,674
16,036,569
1,993,847
20,354,011
14,240,920
11,966,777
6,383,836
25,938,824

1,366,493
375,582
37,311
2,100,006
153,059
361,926
366,600–

687,586
1,439,377
1,475
16,064,598
47,578
128,567
5,178
56,82529,751,754
17,851,529
2,032,634
38,518,616
14,441,559
12,457,271
6,755,616
25,995,649

4,518,392
39,251,298

64,583,681
871,537

95,879,509 164,981,583
8,160,846 48,283,683

4,966,039
36,590,134

55,032,512
2,988,775

92,293,235 152,291,788
7,075,701 46,654,610

Total

163,729,868

68,761,792 122,373,478 354,865,139 166,168,636

Loans, etc.

OthersLoans, etc.

Others62,782,269 117,800,124 346,751,030

Notes: 1. Figures are without taking into account the effects of credit risk mitigation techniques. Furthermore, figures do not include any securitization exposures,
exposures relating to funds, exposures relating to counterparty credit risk for derivatives, etc., or exposures relating to shares and other equity
instruments.
2. Loans, etc., include loans, commitments and other off-balance sheet exposures.
3. The “Others” category includes due from banks, call loans, and other non-loan on-balance sheet exposures.

(By residual contractual maturity)

Total
22 Basel III Disclosure

FY2022

FY2021Credit risk exposures (Note 1)

Credit risk exposures (Note 1)(Note 2)Debt
securities

45,949,304
29,014,771

23,855,048
11,413,554

29,036,032

11,096,631

500,674

8,806,869
24,950,622

3,744,234
15,433,978

7,414
9,474

Loans, etc.
Due in 1 year or lessDue over 1 year to 3 years
Due over 3 years to 5
years
Due over 5 years to 7
years
Due over 7 years
Exposures ofindeterminate maturity,
etc.

Millions of yen

Others
Total(Note 2)Debt
securities

37,937,006 107,741,359
110,908 40,539,235

45,550,282
26,689,837

24,341,221
8,173,351

40,633,338

22,549,356

4,610,103

348,970

27,508,429

12,558,518
40,394,074

7,583,553
25,272,752

4,373,406
15,867,986

7,330
14,096

11,964,290
41,154,835

83,807,999 112,998,611

38,522,853(Note 3)Loans, etc.

25,972,268

3,218,343

163,729,868

68,761,792 122,373,478 354,865,139 166,168,636

Fiscal 2022

5,416,199

Others(Note 3)

Total

33,465,057 103,356,561
58,316 34,921,506

83,906,354 127,845,407

62,782,269 117,800,124 346,751,030

Notes: 1. Figures are without taking into account the effects of credit risk mitigation techniques. Furthermore, figures do not include any securitization exposures,
exposures relating to funds, exposures relating to counterparty credit risk for derivatives, etc., or exposures relating to shares and other equity
instruments.
2. Loans, etc., include loans, commitments and other off-balance sheet exposures.
3. The “Others” category includes due from banks, call loans, and other non-loan on-balance sheet exposures.

Exposures to borrowers relating to claims provided for in Paragraphs 2, 3, and 4 of Article 4 of theOrdinance for Enforcement of the Act on Emergency Measures for the Revitalization of the Financial
Functions(By geographic area)
Millions of yen
FY2022

FY2021

Exposures as ofthe period-end

Allowances

Domestic
Foreign
Americas
EuropeAsia/Oceania

1,191,918
101,381
179,515
485,579

339,455
23,86469,609187,412

Total

1,958,394

620,341

Write-offs

Exposures as ofthe period-end

Allowances

Write-offs

74,106
3,907–
69,3801,193,256
153,078
166,184
332,675

404,748
21,372
66,369143,02170,4305,145
2,475
83,106

147,395

1,845,195

635,512161,157(By type of industry)

Millions of yen
FY2022

Manufacturing
Wholesale and retail
Construction
Finance and insurance
Real estate
Services
Transport
Individuals
Governments and local
authorities
OthersTotal

FY2021

Exposures as ofthe period-end

Write-offs

Exposures as ofthe period-end

Allowances603,631
211,690
36,952
10,94848,239299,477
33,218
485,932

161,422
71,76813,936
3,510
7,543
107,656
12,279145,592

Allowances

Write-offs

5,056
8,244
1,579
55
185
5,378
2,502
119,935

383,014350,781
18,566
26,89564,777352,41355,906454,829

211,621116,846
5,562
7,286
8,039
123,440
13,519123,940

4,205
11,882
1,991
207
794
9,359
1,209
123,84837
228,266

17
96,614

1
4,456

2,913
135,09718
25,237

(427)
8,085

1,958,394

620,341

147,395

1,845,195

635,512161,157

Notes: 1. Exposures as of the period-end do not include any securitization exposures, exposures relating to funds, exposures relating to counterparty credit risk forderivatives, etc., or exposures relating to shares and other equity instruments.
2. Assets subject to allowances include loans and other receivables, customers’ liabilities for acceptances and guarantees, and commitments. Assets
subject to write-offs include loans and other receivables and bonds.

Exposures by past due period

Millions of yen
March 31, 2023

Less than 1 month

1 month or more andless than 2 months

2 months or more andless than 3 months

575,196

197,324

95,7993 months or more
32,760Total
901,080

Millions of yen
March 31, 2022
Less than 1 month

1 month or more andless than 2 months

2 months or more andless than 3 months

715,713

161,822

74,6773 months or more
40,332

Total
992,546

Notes: 1. Exposures as of the period-end do not include any securitization exposures, exposures relating to funds, exposures relating to counterparty credit risk forderivatives, etc., or exposures relating to shares and other equity instruments.
2. Exposures by past due period do not include exposures to borrowers classed as claims against “Bankrupt or De facto Bankrupt” borrowers as provided
for in Paragraph 2 of Article 4 of the Ordinance for Enforcement of the Act on Emergency Measures for the Revitalization of the Financial Functions, or“Doubtful” claims as provided for in Paragraph 3 of the same.
3. Exposures for which the past due period is 3 months or more but not classed as a long period (generally 6 months or more), and is due to inheritance orother special reasons, are not categorized as “Doubtful” claims or lower.
23 Basel III Disclosure

Fiscal 2022

Exposures to borrowers relating to claims with loan concessions granted for the purpose of restructuring
or supporting business management
Millions of yen

Exposures as of theperiod-end

840,297

March 31, 2023

March 31, 2022

Exposures for which
related allowances
have been
increased in linewith the grantingof loanconcessions
840,281

Exposures for which
related allowances
have been
increased in linewith the grantingof loanconcessions
645,036

Exposures as of theperiod-end

Other exposures16

661,588

Other exposures

16,552

Notes: 1. Exposures as of the period-end do not include any securitization exposures, exposures relating to funds, exposures relating to counterparty credit risk forderivatives, etc., or exposures relating to shares and other equity instruments.
2. Exposures to borrowers relating to claims with loan concessions granted for the purpose of restructuring or supporting business management do notinclude exposures to borrowers classed as claims against “Bankrupt or De facto Bankrupt” borrowers as provided for in Paragraph 2 of Article 4 of theOrdinance for Enforcement of the Act on Emergency Measures for the Revitalization of the Financial Functions, “Doubtful” claims as provided for in
Paragraph 3 of the same, or loans corresponding to a claims in arrears for three months or more as provided for in Paragraph 4 of the same.
3. Claims with loan concessions granted represent loans renegotiated with reduction of interest, deferral of interest payment, deferral of principal
repayment, forgiveness of claims, or other terms favorable to the debtor, for the purpose of restructuring or supporting its business management. These
claims are not classed as loans corresponding to a claims in arrears for three months or more because delinquency is eliminated when terms favorable
to the debtor are renegotiated. In addition, these claims are not categorized as “Doubtful” claims or lower, as it can be judged that there are no significant
doubts regarding debt repayment and loss is not expected for these borrowers. In principle, allowances for these exposures are increased when loan
concessions are granted.

EAD by asset class for each approach to calculating the amount of credit risk-weighted assets as aproportion of total EAD
FY2022%

FY2021

Internal Ratings Based Approach
Corporate and others
RetailEquityPurchased receivables
Lease transactions
OthersStandardized Approach

89.47%
78.83%
5.65%
1.66%
1.74%
0.00%
1.56%
10.52%

85.59%
75.02%
5.84%
1.79%
1.55%
0.00%
1.37%
14.40%

Total

100.00%100.00%Notes: 1. Figures do not include any securitization exposures, exposures relating to funds, or exposures relating to counterparty credit risk for derivatives, etc.
2. The proportion of the amount of exposures is shown for portfolios to which the Standardized Approach is applied.

Exposures relating to funds

Millions of yen
FY2022

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

FY2021

10,180,663

8,350,453

9,625,562

7,941,369

19,666

16,036

503,521354,477

2,116–

20,3709,424

31,193
7,377

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

24 Basel III Disclosure

Fiscal 2022

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

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

25 Basel III Disclosure

Fiscal 2022d

Minimum capitalrequirements

March 31,2023
62,403,914
16,693,592
41,075,251–
9
4,635,061
7,451,080–
2,246,607–
3,047,872
579,373
1,577,226
1,151,511
3,682,561
2,017,658

March 31,2022
66,790,325
23,955,270
38,843,344–
9
3,991,701
8,337,029–
2,451,883–
3,495,478
629,576
1,760,090
1,673,593
3,806,817
1,419,460

March 31,2023
5,189,474
1,335,487
3,483,181–
0370,804
603,007–
184,315–
243,829
46,349128,512
97,648309,914163,296

March 31,2022
5,529,674
1,916,421
3,293,915–
0319,336
674,423–
201,403–279,638
50,366
143,016
141,920
318,618
113,891

5,290

–

448

–

81,482
117,807305,816

124,772
92,217
3,307

6,866
9,424
25,868

10,4607,377
272

2,312,226

2,026,276

184,978

162,102646,231529,733

51,69842,3781,015,203
543,702
107,088
6,682,981
1,437,231
5,245,750
8,474,339
3,318,210–
5,156,128

1,072,768
302,056
121,717
4,389,929
1,167,487
3,222,441
7,990,173
3,124,166–
4,866,007

81,21643,496
8,567
534,638
114,978
419,660
677,947
265,456–
412,490

85,821
24,164
9,737
351,194
93,398257,795
639,213249,933–
389,280

4,981,044–
20,539,585
123,363,397

4,663,176–
20,606,911
124,914,250

422,392–
1,643,166
9,869,071

395,437–
1,648,552
9,993,140

LI1: Differences between accounting and regulatory scopes of consolidation and mapping of financial
statements with regulatory risk categories
Millions of yen
March 31, 2023
a=b
Values asreported inconsolidatedbalance sheet= Values asreported inconsolidatedbalance sheet
under
regulatory
scope ofconsolidation

c

d

e

f

g

Carrying values corresponding to each item

Credit risk
(excluding
amountsclassed undercolumn d andcolumn e)

Counterparty
credit risk

Securitization
exposures(excluding
amountsclassed undercolumn f)

Market risk

Not subject tocalculation ofrequired capitalor subject todeduction from
regulatory
capitalAssets:Cash and due from banks
Call loans and bills bought
Receivables under resale agreements
Receivables under securities borrowing
transactions
Monetary claims bought
Trading assets
Money held in trust
Securities
Loans and bills discounted
Foreign exchanges
Other assets
Tangible fixed assets
Intangible fixed assets
Net defined benefit assets
Deferred tax assets
Customers’ liabilities for acceptancesand guarantees
Allowance for credit losses

113,630,172
618,223
14,000,846

113,340,893
618,223–

289,278–
14,000,846

–
–
–

–
–
–

–
–
–

4,549,792
7,325,185
18,013,184
1,287,020
86,746,900
109,146,272
2,300,198
15,195,896
1,220,172
1,358,124
1,325,434
322,021–5,610,474–
1,287,017
80,359,879
105,019,809
2,300,198
7,192,753
1,220,172
305,787405,752
112,859

4,549,792–
8,896,123–
23,394,067
11,361,447–
7,994,682
–
–
–
–

–
1,714,710––
3,963,868
4,126,463
–
8,461
–
–
–
–

–
–
18,013,184
–
–
–
–
–
–
–
–
–

–
–
37,29832,423,152––––
1,052,336
919,682
209,161

11,005,758(1,245,727)

10,996,783(1,245,727)

–
–

8,974
–

–
–

–
–

Total assets

386,799,477

327,524,877

70,486,239

9,822,478

18,013,184

4,641,635

26 Basel III Disclosure

Fiscal 2022

March 31, 2023
a=b
Values asreported inconsolidatedbalance sheet= Values asreported inconsolidatedbalance sheet
under
regulatory
scope ofconsolidation
Liabilities:
Deposits
Negotiable certificates of deposit
Call money and bills soldPayables under repurchase agreements
Payables under securities lendingtransactions
Commercial papers
Trading liabilities
Borrowed money
Foreign exchanges
Short-term bonds payable
Bonds payable
Due to trust accounts
Other liabilities
Reserve for bonuses
Reserve for bonuses to directors
Reserve for stocks payment
Net defined benefit liabilities
Reserve for retirement benefits todirectors
Reserve for loyalty award credits
Reserve for contingent losses
Reserves under special laws
Deferred tax liabilities
Deferred tax liabilities for land
revaluation
Acceptances and guarantees
Total liabilities

c

d

e

f

g

Carrying values corresponding to each item

Not subject tocalculation ofrequired capitalor subject todeduction from
regulatory
capitalCounterparty
credit risk

Securitization
exposures(excluding
amountsclassed undercolumn f)

Market risk

–
–
–
–

–
–
–
39,982,955

–
–
–
–

–
–
–
–

213,609,501
13,632,559
3,449,234–

1,171,947
2,220,723
14,716,820
24,856,340
2,570,412
1,047,499
15,708,720
11,689,414
12,132,972
196,850
3,639
9,304
86,445

–
–
–
–
–
–
–
–
–
–
–
–
–

1,171,947
–
–
–
–
–
–
–
–
–
–
–
–

–
–
–
–
–
–
–
–
–
–
–
–
–

–
–
14,716,820
–
–
–
–
–
–
–
–
–
–

–
2,220,723–
24,856,340
2,570,412
1,047,499
15,708,720
11,689,414
12,132,972
196,850
3,639
9,304
86,445830
17,962
164,891
4,659
157,651

–
–
–
–
–

–
–
–
–
–

–
–
–
–
–

–
–
–
–
–

830
17,962
164,891
4,659
157,651

89,525
11,005,758

–
–

–
–

–
–

–
–

89,525
11,005,758

368,526,620–

41,154,903–

14,716,820

312,654,897

Credit risk
(excluding
amountsclassed undercolumn d andcolumn e)

213,609,501
13,632,559
3,449,234
39,982,955

Note: Carrying values corresponding to market risk in this table do not include items relating to foreign exchange risk and commodity risk in the banking book.

27 Basel III Disclosure

Fiscal 2022

LI1: Differences between accounting and regulatory scopes of consolidation and mapping of financial
statements with regulatory risk categories
Millions of yen
March 31, 2022
a=b
Values asreported inconsolidatedbalance sheet= Values asreported inconsolidatedbalance sheet
under
regulatory
scope ofconsolidation

c

d

e

f

g

Carrying values corresponding to each item

Credit risk
(excluding
amountsclassed undercolumn d andcolumn e)

Counterparty
credit risk

Securitization
exposures(excluding
amountsclassed undercolumn f)

Market risk

Not subject tocalculation ofrequired capitalor subject todeduction from
regulatory
capitalAssets:Cash and due from banks
Call loans and bills bought
Receivables under resale agreements
Receivables under securities borrowing
transactions
Monetary claims bought
Trading assets
Money held in trust
Securities
Loans and bills discounted
Foreign exchanges
Other assets
Tangible fixed assets
Intangible fixed assets
Net defined benefit assets
Deferred tax assets
Customers’ liabilities for acceptancesand guarantees
Allowance for credit losses

110,763,205
872,268
12,308,310

110,012,232
872,268–

750,972–
12,308,310

–
–
–

–
–
–

–
–
–

4,517,952
6,466,822
17,704,455
1,332,492
79,560,579
110,426,224
2,300,859
14,050,293
1,236,012
1,344,225
1,374,607
213,922–
4,907,594–
1,332,492
74,112,825
107,480,396
2,300,859
6,551,215
1,236,012
301,367
414,524
36,6034,517,952–
6,883,764–
30,610,398
10,565,393–
7,490,616
–
–
–
–

–
1,559,227––
4,077,687
2,945,828
–
8,461
–
–
–
–

–
–
17,704,455
–
–
–
–
–
–
–
–
–

–
–
36,492–
1,370,066––––
1,042,857
960,082
177,319

10,481,838(1,222,162)

10,469,123(1,222,162)––

12,715–––––

Total assets

373,731,910

318,805,354

73,127,410

8,603,921

17,704,455

3,586,819

28 Basel III Disclosure

Fiscal 2022

March 31, 2022
a=b
Values asreported inconsolidatedbalance sheet= Values asreported inconsolidatedbalance sheet
under
regulatory
scope ofconsolidation
Liabilities:
Deposits
Negotiable certificates of deposit
Call money and bills soldPayables under repurchase agreements
Payables under securities lendingtransactions
Commercial papers
Trading liabilities
Borrowed money
Foreign exchanges
Short-term bonds payable
Bonds payable
Due to trust accounts
Other liabilities
Reserve for bonuses
Reserve for bonuses to directors
Reserve for stocks payment
Net defined benefit liabilities
Reserve for retirement benefits todirectors
Reserve for loyalty award credits
Reserve for contingent losses
Reserves under special laws
Deferred tax liabilities
Deferred tax liabilities for land
revaluation
Acceptances and guarantees
Total liabilities

c

d

e

f

g

Carrying values corresponding to each item

Not subject tocalculation ofrequired capitalor subject todeduction from
regulatory
capitalCounterparty
credit risk

Securitization
exposures(excluding
amountsclassed undercolumn f)

Market risk

–
–
–
–

–
–
–
27,619,262

–
–
–
–

–
–
–
–

215,427,299
10,938,831
2,429,791–

1,072,578
2,108,531
12,397,702
31,763,332
2,182,400
1,316,803
13,257,347
12,811,123
10,861,695
136,724
1,866
8,437
86,355

–
–
–
–
–
–
–
–
–
–
–
–
–

1,072,578
–
–
–
–
–
–
–
–
–
–
–
–

–
–
–
–
–
–
–
–
–
–
–
–
–

–
–
12,397,702
–
–
–
–
–
–
–
–
–
–

–
2,108,531–
31,763,332
2,182,400
1,316,803
13,257,347
12,811,123
10,861,695
136,724
1,866
8,437
86,355812
17,113
232,291
4,656
492,451

–
–
–
–
–

–
–
–
–
–

–
–
–
–
–

–
–
–
–
–

812
17,113
232,291
4,656
492,451

94,414
10,481,838

–
–

–
–

–
–

–
–

94,414
10,481,838

355,743,665–

28,691,841–

12,397,702

314,654,121

Credit risk
(excluding
amountsclassed undercolumn d andcolumn e)

215,427,299
10,938,831
2,429,791
27,619,262

Note: Carrying values corresponding to market risk in this table do not include items relating to foreign exchange risk and commodity risk in the banking book.

29 Basel III Disclosure

Fiscal 2022

LI2: Main sources of differences between regulatory exposure amounts and carrying values in financial
statements (Note 5)
Millions of yen
March 31, 2023
a

b

c

d

e

Items subject to:Counterparty
credit risk

Securitization
exposures(excluding
amountsclassed undercolumn e)

Market risk

327,524,877

70,486,239

9,822,478

18,013,184

55,871,723–

41,154,903–

14,716,820

326,286,118

327,524,877

29,331,336

9,822,478

3,296,363

23,654,530

22,280,356–

1,374,173–(2,329,811)–(2,329,811)––

23,656,674–

23,656,674––

Credit risk
(excluding
amountsclassed undercolumn c andcolumn d)

382,157,842

Item No.
Total

1
2
3

Amount of assets under regulatory scope of
consolidation
Amount of liabilities under regulatory scope of
consolidation
Net amount of assets and liabilities underregulatory scope of consolidation

4

Off-balance sheet amounts

5

Differences due to derivative transactions

6

Differences due to repo transactions (Note 2)

7

Differences due to consideration of provisions
and write-offs (Note 3)

1,446,336

1,446,336

–

–

–

8

Others (Note 4)

9,022,436

4,390,859

2,030,750

2,600,826–

9

Exposure amounts under regulatory scope of
consolidation

381,736,285

355,642,431

52,688,949

13,797,478

3,296,363(Note 1)

Notes: 1. These differences are primarily due to regulatory add-on amounts and reductions from netting effects in derivative transactions.
2. These differences are primarily due to consideration of marketable securities placed as collateral in the amount of exposures in repo transactions.
3. These differences are primarily due to the addition of allowance for credit losses and partial direct write-offs.
4. Amounts in column b are primarily due to exposure being deducted from capital such as intangible assets. Amounts in column c are primarily due toregulatory volatility adjustments. Amounts in column d are primarily due to the addition of amounts raised as an investor in asset securitizationtransactions via special purpose companies (SPCs).
5. Carrying values corresponding to market risk in this table do not include items relating to foreign exchange risk and commodity risk in the banking book.

CR1: Credit quality of assets
Millions of yen
March 31, 2023
a

b

c

d

Gross carrying values

Item No.

On-balance sheet assets
1 Loans2

Debt securities

3

Other on-balance sheet assets (debt instruments)

4

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

Off-balance sheet assets
5 Acceptances and guarantees, etc.

Defaulted
exposures

Non-defaulted
exposures

Allowances

Net values(a+b-c)1,451,191

105,047,176

932,020

105,566,347

50

68,761,742–

68,761,792

111,391

123,095,300

252,961

122,953,731

1,562,632

296,904,219

1,184,981

297,281,870

66,635

11,113,259

55,34911,124,545

6Commitments, etc.

138,51744,338,855

57,53944,419,834

7

Total off-balance sheet assets (5+6)

193,867

55,463,401

124,174

55,533,094

8

Total (4+7)

1,756,500

352,367,620

1,309,155

352,814,964

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

30 Basel III Disclosure

Fiscal 2022

LI2: Main sources of differences between regulatory exposure amounts and carrying values in financial
statements (Note 5)
Millions of yen
March 31, 2022
a

b

c

d

e

Items subject to:Counterparty
credit risk

Securitization
exposures(excluding
amountsclassed undercolumn e)

Market risk

318,805,354

73,127,410

8,603,921

17,704,455

41,089,544–

28,691,841–

12,397,702

329,055,547

318,805,354

44,435,569

8,603,921

5,306,752

22,914,015

21,960,233–

953,781–(609,959)–(609,959)––

12,023,710–

12,023,710––

Credit risk
(excluding
amountsclassed undercolumn c andcolumn d)

370,145,091

Item No.
Total

1
2
3

Amount of assets under regulatory scope of
consolidation
Amount of liabilities under regulatory scope of
consolidation
Net amount of assets and liabilities underregulatory scope of consolidation

4

Off-balance sheet amounts

5

Differences due to derivative transactions

6

Differences due to repo transactions (Note 2)

7

Differences due to consideration of provisions
and write-offs (Note 3)

1,454,459

1,454,459

–

–

–

8

Others (Note 4)

5,486,585

1,939,966

1,478,640

2,067,977–

9

Exposure amounts under regulatory scope of
consolidation

370,324,359

344,160,014

57,327,960

11,625,680

5,306,752(Note 1)

Notes: 1. These differences are primarily due to regulatory add-on amounts and reductions from netting effects in derivative transactions.
2. These differences are primarily due to consideration of marketable securities placed as collateral in the amount of exposures in repo transactions.
3. These differences are primarily due to the addition of allowance for credit losses and partial direct write-offs.
4. Amounts in column b are primarily due to exposure being deducted from capital such as intangible assets. Amounts in column c are primarily due toregulatory volatility adjustments. Amounts in column d are primarily due to the addition of amounts raised as an investor in asset securitizationtransactions via special purpose companies (SPCs).
5. Carrying values corresponding to market risk in this table do not include items relating to foreign exchange risk and commodity risk in the banking book.

CR1: Credit quality of assets
Millions of yen
March 31, 2022
a

b

c

d

Gross carrying values

Item No.

On-balance sheet assets
1 Loans2

Debt securities

3

Other on-balance sheet assets (debt instruments)

4

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

Off-balance sheet assets
5 Acceptances and guarantees, etc.

Defaulted
exposures

Non-defaulted
exposures

Allowances

Net values(a+b-c)1,599,136

106,715,060

1,008,340

107,305,856

25

62,782,243–

62,782,269

86,135

118,543,692

173,056

118,456,770

1,685,297

288,040,995

1,181,396

288,544,896

90,216

10,651,539

72,471

10,669,284

6Commitments, etc.

42,25845,493,604

32,99345,502,869

7

Total off-balance sheet assets (5+6)

132,475

56,145,143

105,464

56,172,154

8

Total (4+7)

1,817,772

344,186,139

1,286,861

344,717,050

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

31 Basel III Disclosure

Fiscal 2022

CR2: Changes in balance of defaulted loans and debt securities
Millions of yen
Item No.
1
2
3
4
5
6

Defaulted loans and debt securities as of end of previous fiscal year
Loans and debt securities that have defaulted
Breakdown of changes bysince end of previous fiscal year
factors during current
Returned to non-defaulted status
reporting period in loans andAmounts written off
debt securities
Other changes (Note)
Defaulted loans and debt securities as of end of current fiscal year
(1+2-3-4+5)

March 31, 2023

March 31, 2022

1,685,297

1,759,632

253,437

323,724

220,690

107,883

1,103,346

157,821947,936(132,354)

1,562,632

1,685,297

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

CR3: Credit risk mitigation techniques – overview
Millions of yen
March 31, 2023
a
Item No.

b

c

d

e
Exposures
secured bycreditderivatives

Exposures
unsecured

Exposures
secured

Exposures
secured bycollateral

Exposures
secured byfinancialguarantees

1

Loans

87,180,155

18,386,191

10,512,778

2,905,841

8,278

2

Debt securities

67,869,993

891,798

95,286782,637–

3

Other on-balance sheet assets (debt instruments)

122,910,615

43,116

10,427

12,501–

4

Total (1+2+3)

277,960,764

19,321,106

10,618,492

3,700,979

8,278

5

of which defaulted

251,450

749,116

256,248

147,965–

32 Basel III Disclosure

Fiscal 2022

CR4: Standardized approach – credit risk exposure and Credit Risk Mitigation (CRM) effects
Millions of yen, %March 31, 2023
a

Item
No.

3

4
5
6

7
8
9
10

11

12
13
14
15
16

17

18
19
20

21
22

c

Exposures before CCF and CRM

Asset class
1
2

b

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

33 Basel III Disclosure

Fiscal 2022d

Exposures post-CCF and CRM

On-balance
Off-balanceOn-balance
Off-balance
sheet amounts sheet amounts sheet amounts sheet amountsefCredit RWA
amounts

RWA density

145,845–

145,845–––

7,194,972

480,432

7,194,972

480,432––

5,095,461

11

5,142,371

5

726,877

14.13%

–
5,877

–
–

–
5,877

–
–

–
7

–
0.13%

63,423–63,423–

12,68420.00%

113,913–

113,913

–

706

0.62%

–

–

–

–

–

–

45

–

45

–

4

10.00%

–

–

–

–

–

–

3,385,932
8,492,145
4,516,407

297,277
7,648,555
3,042,080

3,431,801
8,353,559
4,430,424

118,795
1,999,705
701,237

1,199,848
10,353,265
3,848,984

33.79%
100.00%75.00%

824,208

9824,1884

288,467

35.00%

31,932

34,19331,684223

31,907100.00%181,895

3,421

175,846

1,697

217,610122.56%

14,598
11,148––

14,598
11,148

–
–

9,775
2,229

66.95%
20.00%

–

–

–

–

–

–

–

–

–

–

–

–

1,222

–

1,222

–

1,222

100.00%30,079,031

11,505,980

29,940,924

3,302,101

16,693,592

50.21%

CR3: Credit risk mitigation techniques – overview
Millions of yen
March 31, 2022a
Item No.

b

Exposures
unsecured

Exposures
securedcde

Exposures
secured bycollateral

Exposures
secured byfinancialguarantees

Exposures
secured bycreditderivatives

1

Loans

87,423,462

19,882,393

9,955,361

3,195,650

19,1602

Debt securities

62,682,948

99,32075,41817,878–

3

Other on-balance sheet assets (debt instruments)

118,400,109

56,661

9,938

14,290–4

Total (1+2+3)

268,506,520

20,038,376

10,040,717

3,227,820

19,1605of which defaulted

548,343

521,624

188,566

177,972–

34 Basel III Disclosure

Fiscal 2022

CR4: Standardized approach – credit risk exposure and Credit Risk Mitigation (CRM) effects
Millions of yen, %March 31, 2022
a

Item
No.

3

4
5
6

7
8
9
10

11

12
13
14
15
16

17

18
19
20

21
22

c

Exposures before CCF and CRM

Asset class
1
2

b

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

35 Basel III Disclosure

Fiscal 2022d

Exposures post-CCF and CRM

On-balance
Off-balanceOn-balance
Off-balance
sheet amounts sheet amounts sheet amounts sheet amountsefCredit RWA
amounts

RWA density

235,223–

235,223–––

6,891,953

496,443

6,891,953

496,443––6,648,657

2,644

6,707,490

6

697,736

10.40%

–
137

–
–

–
137

–
–

–
1

–
0.73%

2,108,891–

2,177,999–

435,599

20.00%

90,999–90,999

–

453

0.49%

–

–

–

–

–

–

143

–

143

–

14

10.00%

–

–

–

–

–

–

2,972,550
12,585,334
4,723,944

1,132,908
10,464,856
3,820,917

2,988,842
12,444,441
4,582,950

553,026
3,570,661
823,900

1,147,264
16,015,103
4,055,360

32.39%
100.00%75.00%

3,308,098

12

3,303,846

6

1,156,348

35.00%

10,037

16,8949,994

810,003100.00%306,454

3,033

302,1431,504

414,205

136.41%

17,41040,990––17,031
40,990––13,642
8,198

80.10%
20.00%

–

–

–

–

–

–

–

–

–

–

–

–

1,339

–

1,339

–

1,339

100.00%39,942,168

15,937,710

39,795,528

5,445,557

23,955,270

52.95%

CR5: Standardized approach – exposures by asset classes and risk weights
Millions of yen
March 31, 2023
a

Item
No.

Risk weight
Asset class

1
2
3

4
5
6

7
8
9
10

11

12
13
14
15
16

17

18
19
20

21
22

b

c

d

e

f

Credit risk exposure amounts (post-CCF and post-CRM)

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

36 Basel III Disclosure

Fiscal 2022

0%

10%

20%

35%

50%

75%

145,845

–

–

–

–

–

7,675,404

–

–

–

–

–

3,274,338–

1,249,381–

283,311

–

–
5,838

–
–

–
38

–
–

–
–

–
–

–

–

63,423–––

113,200

–

8

–

–

–

–

–

–

–

–

–

–

45

–

–

–

–

–

–

–

–

–

–

–
–
–

–
–
–

2,215,394
–
–

–
–
–

1,156,937––––
5,130,708–––

824,193

–

–

–

–

–

–

–

–

–

–

–

–

38,619

–

–
–

–
–

–
11,148

–
–

9,647
–

–
–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

11,214,626

45

3,539,393

824,193

1,488,516

5,130,708

CR5: Standardized approach – exposures by asset classes and risk weights
Millions of yen
March 31, 2022
a

Item
No.

Risk weight
Asset class

1
2
3

4
5
6

7
8
9
10

11

12
13
14
15
16

17

18
19
20

21
22

b

c

d

e

f

Credit risk exposure amounts (post-CCF and post-CRM)

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

37 Basel III Disclosure

Fiscal 2022

0%

10%

20%

35%

50%

75%

235,223

–

–

–

–

–

7,388,397

–

–

–

–

–

4,685,633–

1,387,993–

427,464

–

–
132

–
–

–
5

–
–

–
–

–
–

–

–

2,177,999–––

90,527

–

23

–

–

–

–

–

–

–

–

–

–

143

–

–

–

–

–

–

–

–

–

–

–
–
–

–
–
–

2,332,421
–
–

–
–
–

1,057,334––––
5,405,962–––

3,303,852

–

–

–

–

–

–

–

–

–

–

–

–

33,744

–

–
–

–
–

–
40,990

–
–

6,776
–

–
–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

12,399,915

143

5,939,434

3,303,852

1,525,320

5,405,962

Millions of yen
March 31, 2023
g

Item
No.

Risk weight
Asset class

1
2
3

4
5
6

7
8
9
10

11

12
13
14
15
16

17

18
19
20

21
22

h

i

j

k

Credit risk exposure amounts (post-CCF and post-CRM)

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

38 Basel III Disclosure

Fiscal 2022

100%

150%

250%

1250%

Total

–

–

–

–

145,845

–

–

–

–

7,675,404

335,345–––

5,142,377

–
–

–
–

–
–

–
–

–
5,877

–

–

–

–

63,423

704

–

–

–

113,913

–

–

–

–

–

–

–

–

–

45

–

–

–

–

–

178,195
10,353,265
953

70
–
–

–
–
–

–
–
–

3,550,597
10,353,265
5,131,661

–

–

–

–

824,193

31,907–––31,907

20,173

118,751––

177,544

4,951
–

–
–

–
–

–
–

14,598
11,148

–

–

–

–

–

–

–

–

–

–

1,222

–

–

–

1,222

10,926,719

118,821––

33,243,025

Millions of yen
March 31, 2022
g

Item
No.

Risk weight
Asset class

1
2
3

4
5
6

7
8
9
10

11

12
13
14
15
16

17

18
19
20

21
22

h

i

j

k

Credit risk exposure amounts (post-CCF and post-CRM)

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

39 Basel III Disclosure

Fiscal 2022

100%

150%

250%

1250%

Total

–

–

–

–

235,223

–

–

–

–

7,388,397

206,405–––

6,707,497

–
–

–
–

–
–

–
–

–
137

–

–

–

–

2,177,999

448

–

–

–

90,999

–

–

–

–

–

–

–

–

–

143

–

–

–

–

–

152,112
16,015,103
888

–
–
–

–
–
–

–
–
–

3,541,868
16,015,103
5,406,850

–

–

–

–

3,303,852

10,003–––

10,003

15,040254,861––

303,647

10,254
–

–
–

–
–

–
–

17,031
40,990

–

–

–

–

–

–

–

–

–

–

1,339

–

–

–

1,339

16,411,595

254,861––

45,241,086

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

Fiscal 2022

Average CCF

before CCF andCRM

Sovereign exposures
1 0.00 to <0.15
166,741,391
1,614,123
2 0.15 to <0.25
79,286–
3 0.25 to <0.50
5,339
16,545
4 0.50 to <0.75
3,967
3,419
5 0.75 to <2.50
34,750235
6 2.50 to <10.00
8,926–
7 10.00 to <100.00
51,4522,817
8 100.00 (Default)––
9 Sub-total
166,925,114
1,637,141
Bank exposures
1 0.00 to <0.15
4,801,429
1,581,741
2 0.15 to <0.25
131,947
35,343
3 0.25 to <0.50
44,95524,915
4 0.50 to <0.75
40,393
3,184
5 0.75 to <2.50
88,77024,9036 2.50 to <10.00
6,950
0
7 10.00 to <100.00
7,232
274,677
8 100.00 (Default)––
9 Sub-total
5,121,679
1,944,764
Corporate exposures (excluding SME exposures and specialized lending)
1 0.00 to <0.15
46,278,155
42,181,677
2 0.15 to <0.25
6,085,527
4,078,915
3 0.25 to <0.50
3,457,023
1,472,565
4 0.50 to <0.75
2,320,827
1,238,148
5 0.75 to <2.50
3,150,007
1,122,600
6 2.50 to <10.00
559,959
130,188
7 10.00 to <100.00
1,248,690
175,266
8 100.00 (Default)
684,546
144,5729 Sub-total
63,784,738
50,543,935
SME exposures
1 0.00 to <0.15
342,051
61,1592 0.15 to <0.25
924,601
55,395
3 0.25 to <0.50
795,633
40,8794 0.50 to <0.75
481,196
18,631
5 0.75 to <2.50
697,394
46,368
6 2.50 to <10.00
185,480
3,798
7 10.00 to <100.00
140,980
4,771
8 100.00 (Default)
184,341
7,563
9 Sub-total
3,751,680
238,567
Specialized lending exposures
1 0.00 to <0.15
3,633,478
1,561,729
2 0.15 to <0.25
1,062,029
964,913
3 0.25 to <0.50
955,618
425,399
4 0.50 to <0.75
522,937
197,895
5 0.75 to <2.50
635,734
269,187
6 2.50 to <10.00
192,578
57,218
7 10.00 to <100.00
120,748
46,2608 100.00 (Default)
185,450
32,7269 Sub-total
7,308,576
3,555,329

40 Basel III Disclosure

Millions of yen, %, Thousands of cases, Year
March 31, 2023cdef
EAD post-CCF
and post-CRM

Average PD

Number ofobligors

44.86%–
54.22%
54.23%
54.22%–
100.00%–45.07%

167,488,834
79,286
14,311
5,821
31,795
8,926
51,584–
167,680,560

0.00%
0.16%
0.29%
0.52%
1.58%
5.48%
11.27%
–
0.00%

0.2
0.0
0.0
0.0
0.0
0.0
0.0
–
0.3

51.87%
40.88%
48.10%
67.01%
9.29%
100.00%0.30%–
43.82%

5,622,418
146,398
56,941
42,52791,085
6,950
7,773
–
5,974,095

0.05%
0.16%
0.29%
0.52%
0.92%
5.48%
11.27%
–
0.10%

0.5
0.0
0.0
0.0
0.0
0.0
0.0
–
0.6

43.11%
32.97%
55.13%
53.92%
53.08%
49.16%
49.88%
56.95%
43.21%

64,432,660
7,430,388
4,258,727
2,988,503
3,744,387
623,972
1,338,041
889,734
85,706,417

0.06%
0.16%
0.29%
0.52%
1.46%
5.48%
11.27%
100.00%
1.41%

13.3
5.7
3.8
1.7
2.1
0.6
0.4
0.8
28.7

60.66%
43.88%
40.89%
46.57%
44.66%
46.93%
60.10%
53.94%
48.72%

379,153
948,910812,349
489,873
718,103
187,263
143,956
228,923
3,908,534

0.07%
0.16%
0.29%
0.52%
1.46%
5.48%
11.27%
100.00%
6.97%

0.9
3.5
3.2
1.8
2.7
1.1
0.5
3.3
17.2

60.97%
60.24%
57.24%
61.12%
63.64%
68.73%
68.43%
66.18%
60.80%

4,585,698
1,643,337
1,199,156
643,902807,046
231,905
152,597
213,652
9,477,297

0.07%
0.16%
0.29%
0.52%
1.31%
5.48%
11.27%
100.00%
2.81%

0.8
0.2
0.2
0.1
0.1
0.0
0.0
0.0
1.6

g
Item No.
PD scale

Average
LGDhAverageresidualmaturity

Sovereign exposures
36.28%
1.7
1 0.00 to <0.15
43.05%
1.3
2 0.15 to <0.25
22.87%
2.5
3 0.25 to <0.50
34.44%
3.5
4 0.50 to <0.75
15.45%
2.1
5 0.75 to <2.50
48.61%
1.0
6 2.50 to <10.00
35.62%
1.5
7 10.00 to <100.00––
8 100.00 (Default)
9 Sub-total
36.28%
1.7
Bank exposures
37.35%
1.5
1 0.00 to <0.15
38.20%
1.0
2 0.15 to <0.25
36.23%
1.4
3 0.25 to <0.50
38.10%
0.9
4 0.50 to <0.75
29.47%
0.7
5 0.75 to <2.50
32.29%
0.9
6 2.50 to <10.00
37.85%
1.0
7 10.00 to <100.00
8 100.00 (Default)––
9 Sub-total
37.24%
1.5
Corporate exposures (excluding SME exposures and specialized lending)
36.11%
2.4
1 0.00 to <0.15
30.28%
2.6
2 0.15 to <0.25
29.71%
2.5
3 0.25 to <0.50
30.38%
2.7
4 0.50 to <0.75
30.26%
2.3
5 0.75 to <2.50
27.92%
2.4
6 2.50 to <10.00
31.13%
3.9
7 10.00 to <100.00
31.92%
8 100.00 (Default)–
9 Sub-total
34.65%
2.5
SME exposures
28.36%
2.8
1 0.00 to <0.15
20.70%
2.8
2 0.15 to <0.25
19.29%
2.8
3 0.25 to <0.50
18.57%
2.7
4 0.50 to <0.75
20.83%
2.5
5 0.75 to <2.50
16.09%
2.1
6 2.50 to <10.00
15.48%
2.2
7 10.00 to <100.00
33.80%
8 100.00 (Default)–
9 Sub-total
21.26%
2.7
Specialized lending exposures
22.52%
3.6
1 0.00 to <0.15
23.09%
3.7
2 0.15 to <0.25
22.72%
3.8
3 0.25 to <0.50
17.68%
4.0
4 0.50 to <0.75
20.09%
3.6
5 0.75 to <2.50
25.89%
3.7
6 2.50 to <10.00
25.84%
3.9
7 10.00 to <100.00
23.91%
8 100.00 (Default)–
9 Sub-total
22.27%
3.7

41 Basel III Disclosure

Fiscal 2022

Millions of yen, %, Thousands of cases, Year
March 31, 2023
i
j
k
l
RWA

RWA density

EL

Eligible
provisions

837,924
21,877
5,088
3,690
10,807
13,18875,889–968,467

0.50%
27.59%
35.55%
63.39%
33.99%
147.75%147.11%
–
0.57%

1,346
54
9
10
73
237
2,071
–
3,804

／
／
／
／
／
／
／
／
6,958

927,351
35,221
21,19819,271
43,7297,371
13,042–
1,067,185

16.49%
24.05%
37.22%
45.31%
48.00%
106.05%167.77%–17.86%

1,236
89
59
84
247
123
331
–
2,171

／
／
／
／
／
／
／
／
4,859

11,820,553
2,059,026
1,512,611
1,479,494
2,538,676
612,973
2,065,412
333,830
22,422,579

18.34%
27.71%
35.51%
49.50%
67.79%
98.23%
154.36%37.52%
26.16%

14,210
3,600
3,670
4,721
16,3649,550
46,948257,391
356,458

／
／
／
／
／
／
／
／
590,968

58,647
155,572
161,919
124,585
289,864
85,41587,921
104,836
1,068,763

15.46%
16.39%
19.93%
25.43%
40.36%
45.61%
61.07%
45.79%
27.34%

82
314
454
473
2,200
1,651
2,512
69,18376,871

／
／
／
／
／
／
／
／
117,894

731,366
474,620
409,587
240,686
424,828
228,200
191,436
89,8772,790,604

15.94%
28.88%
34.15%
37.37%
52.63%
98.40%
125.45%42.06%
29.44%

735
607
790
592
2,269
3,290
4,444
44,09356,822

／
／
／
／
／
／
／
／
98,692

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

Fiscal 2022

Average CCF

before CCF and
CRM

Equity exposures (PD/LGD Approach)1 0.00 to <0.15
4,581,399–
2 0.15 to <0.25
168,453–
3 0.25 to <0.50
59,064–
4 0.50 to <0.75
276,057–
5 0.75 to <2.50
283,475
60,0006 2.50 to <10.00
16,322–7 10.00 to <100.00
6,892–
8 100.00 (Default)
9,619–
9 Sub-total
5,401,286
60,000Qualifying revolving retail exposures
1 0.00 to <0.15–
2,091,898
2 0.15 to <0.25––
3 0.25 to <0.50
633,811
679,829
4 0.50 to <0.75
215,261
1,790,227
5 0.75 to <2.50
358,903384,343
6 2.50 to <10.00
194,498
166,720
7 10.00 to <100.00
26,9536,776
8 100.00 (Default)
78,394
1,289
9 Sub-total
1,507,823
5,121,083
Residential mortgage exposures
1 0.00 to <0.15
275,091
2,955
2 0.15 to <0.25
4,577,831
15,046
3 0.25 to <0.50
5,517,706
65
4 0.50 to <0.75
1,163,639
1,621
5 0.75 to <2.50
425,655
1,093
6 2.50 to <10.00
6,742
394
7 10.00 to <100.00
127,476537
8 100.00 (Default)
65,782182
9 Sub-total
12,159,925
21,898Other retail exposures
1 0.00 to <0.15–
2,537,464
2 0.15 to <0.25344
459
3 0.25 to <0.50
453,863
54,087
4 0.50 to <0.75
95,754
235,255
5 0.75 to <2.50
199,017
169,003
6 2.50 to <10.00
310,835
354,209
7 10.00 to <100.00
1,424
211
8 100.00 (Default)
82,863
1,976
9 Sub-total
1,144,103
3,352,668
Purchased receivables (corporate and others) corresponding to default risk
1 0.00 to <0.15
4,283,926
62,084
2 0.15 to <0.25
645,700
8,576
3 0.25 to <0.50
98,829–4 0.50 to <0.75
86,236–
5 0.75 to <2.50
86,225492
6 2.50 to <10.00
614–
7 10.00 to <100.00
25,611–8 100.00 (Default)
4,491–
9 Sub-total
5,231,636
71,15342 Basel III Disclosure

Millions of yen, %, Thousands of cases, Year
March 31, 2023cdef
EAD post-CCF
and post-CRM

Average PD

Number ofobligors––––
100.00%–––100.00%4,581,399
168,453
59,064
276,057
343,475
16,322
6,892
9,619
5,461,286

0.05%
0.16%
0.29%
0.52%
1.71%
5.48%
11.27%
100.00%
0.39%

1.6
0.4
0.2
0.1
0.2
0.1
0.1
0.0
2.9

60.81%–
100.00%86.27%
41.27%
54.80%
34.77%
8.24%
73.20%

1,272,124–
1,313,640
1,759,713
517,540
285,865
29,31078,613
5,256,808

0.05%
–
0.36%
0.63%
1.55%
3.86%
36.28%
100.00%2.37%

9,853.2–
9,701.4
11,119.7
638.4
740.2
73.9
210.3
32,337.5

100.00%100.00%100.00%100.00%100.00%100.00%100.00%100.00%100.00%278,047
4,592,878
5,517,772
1,165,261
426,749
7,136
128,014
69,40812,185,268

0.10%
0.21%
0.32%
0.65%
1.61%
6.76%
18.94%
100.00%
1.12%

31.9
368.5
200.9
162.7
47.5
0.9
8.9
5.6
827.3

24.26%
100.00%66.46%
99.15%
72.51%
0.36%
65.19%
6.40%
30.11%

615,779803
489,810
329,032
321,572
312,138
1,562
84,191
2,154,890

0.03%
0.20%
0.47%
0.58%
1.35%
5.34%
24.72%
100.00%5.10%

2,345.5
4.6
147.5
280.7
1,154.5
28.0
1.0
163.2
4,125.3

56.17%
54.23%––
54.23%–––
55.92%

4,318,802
650,351
98,82986,23686,493614
25,655
4,491
5,271,475

0.05%
0.16%
0.29%
0.52%
1.59%
5.48%
11.27%
100.00%
0.24%

1.7
0.3
0.0
0.0
0.0
0.0
0.0
0.0
2.3

Item No.
PD scaleghAverage
LGD

Averageresidualmaturity

Equity exposures (PD/LGD Approach)
90.00%
5.0
1 0.00 to <0.15
90.00%
5.0
2 0.15 to <0.25
90.00%
5.0
3 0.25 to <0.50
90.00%
5.0
4 0.50 to <0.75
90.00%
5.0
5 0.75 to <2.50
90.00%
5.0
6 2.50 to <10.00
90.00%
5.0
7 10.00 to <100.00
90.00%
8 100.00 (Default)–
90.00%
5.0
9 Sub-total
Qualifying revolving retail exposures
75.99%–
1 0.00 to <0.15––
2 0.15 to <0.25
79.38%–
3 0.25 to <0.50
91.22%–
4 0.50 to <0.75
77.18%–
5 0.75 to <2.50
77.56%–
6 2.50 to <10.00
79.94%–
7 10.00 to <100.00
81.90%–
8 100.00 (Default)
9 Sub-total
82.25%–
Residential mortgage exposures
39.97%
1 0.00 to <0.15–
29.10%
2 0.15 to <0.25–
28.75%
3 0.25 to <0.50–
30.13%
4 0.50 to <0.75–
31.07%
5 0.75 to <2.50–
29.16%
6 2.50 to <10.00–
29.52%
7 10.00 to <100.00–
25.96%
8 100.00 (Default)–
9 Sub-total
29.34%–
Other retail exposures
0.04%
1 0.00 to <0.15–
106.11%
2 0.15 to <0.25–
20.24%
3 0.25 to <0.50–
81.37%
4 0.50 to <0.75–
31.97%
5 0.75 to <2.50–
14.55%
6 2.50 to <10.00–
53.45%
7 10.00 to <100.00–
54.58%
8 100.00 (Default)–
9 Sub-total
26.13%–
Purchased receivables (corporate and others) corresponding to default risk
32.85%
1.1
1 0.00 to <0.15
32.18%
1.5
2 0.15 to <0.25
32.60%
1.2
3 0.25 to <0.50
30.05%
1.1
4 0.50 to <0.75
29.64%
1.4
5 0.75 to <2.50
25.34%
1.0
6 2.50 to <10.00
35.65%
1.0
7 10.00 to <100.00
25.34%
8 100.00 (Default)–
9 Sub-total
32.67%
1.2

43 Basel III Disclosure

Fiscal 2022

Millions of yen, %, Thousands of cases, Year
March 31, 2023
i
j
k
l
EL

Eligible
provisions

RWA

RWA density

4,995,109
222,117
113,961
702,863
1,038,741
70,25040,471
108,221
7,291,736

109.03%131.85%192.94%254.60%302.42%430.40%587.19%1,125.00%
133.51%

2,286
242
154
1,291
5,286
805
699
8,657
19,424

／
／
／
／
／
／
／
／
／

35,961–
179,528
431,371
213,338
226,288
67,816
3,721
1,158,026

2.82%–
13.66%
24.51%
41.22%
79.15%
231.37%4.73%
22.02%

559–
3,771
10,163
6,208
8,579
8,680
65,766
103,728

／
／
／
／
／
／
／
／
42,99524,396572,693
911,897
329,962
226,382
7,946
180,954
19,4042,273,638

8.77%
12.46%
16.52%
28.31%
53.04%
111.33%141.35%27.95%
18.65%

103
2,925
5,180
2,297
2,143
140
7,350
16,46836,610

／
／
／
／
／
／
／
／
10,08072
351
70,883
210,279
117,863
84,6781,831
9,475
495,4340.01%
43.70%
14.47%
63.90%
36.65%
27.12%
117.18%11.25%
22.99%

0
1
438
1,573
1,531
2,330
211
45,201
51,289

／
／
／
／
／
／
／
／
17,946

418,031
156,362
29,63931,581
55,627473
39,085
5730,806

9.67%
24.04%
29.98%
36.62%
64.31%
77.00%
152.34%0.12%
13.86%

793
334
93
134
407
8
1,030
1,137
3,940

／
／
／
／
／
／
／
／
7,409

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

Fiscal 2022

Average CCF

before CCF and
CRM

Purchased receivables (corporate and others) corresponding to dilution risk
1 0.00 to <0.15
1,485,422
22,203
2 0.15 to <0.25
150,273–
3 0.25 to <0.50
29,080–4 0.50 to <0.75
12,693–
5 0.75 to <2.50
7,967–
6 2.50 to <10.00––
7 10.00 to <100.00
21,423–8 100.00 (Default)
10,888–9 Sub-total
1,717,749
22,203Purchased receivables (retail) corresponding to default risk
1 0.00 to <0.15
14,446–
2 0.15 to <0.25
684,671–
3 0.25 to <0.50––
4 0.50 to <0.75
5,114–
5 0.75 to <2.50
50,864–
6 2.50 to <10.00––
7 10.00 to <100.00
0–
8 100.00 (Default)
3,328–
9 Sub-total
758,426–
Purchased receivables (retail) corresponding to dilution risk
1 0.00 to <0.15
6,406–
2 0.15 to <0.25––
3 0.25 to <0.50––
4 0.50 to <0.75––
5 0.75 to <2.50––
6 2.50 to <10.00––
7 10.00 to <100.00
3,305–
8 100.00 (Default)
0–
9 Sub-total
9,712–
Exposures relating to lease fees in lease transactions
1 0.00 to <0.15––
2 0.15 to <0.25––
3 0.25 to <0.50––
4 0.50 to <0.75––
5 0.75 to <2.50––
6 2.50 to <10.00––
7 10.00 to <100.00
3–8 100.00 (Default)
17–
9 Sub-total
20–
Total (all portfolios)
274,822,472
66,568,746

44 Basel III Disclosure

Millions of yen, %, Thousands of cases, Year
March 31, 2023cdef
EAD post-CCF
and post-CRM

Average PD

Number ofobligors

54.23%
–
–
–
–
–
–
–
54.23%

1,497,463
150,273
29,08012,693
7,967–
21,46010,8881,729,828

0.06%
0.16%
0.29%
0.52%
1.40%
–
11.27%
100.00%
0.85%

0.1
0.0
0.0
0.0
0.0
–
0.0
0.0
0.2

–
–
–
–
–
–
–
–
–

14,446684,671–
5,114
50,864–0
3,515
758,612

0.03%
0.23%
–
0.60%
2.06%
–
23.83%
100.00%
0.81%

2.2
28.0
–
0.5
6.4
–
0.0
0.4
37.7

–
–
–
–
–
–
–
–
–

6,406
–
–
–
–
–
3,305
0
9,712

0.06%
–
–
–
–
–
11.27%
100.00%
3.88%

0.0
–
–
–
–
–
0.0
0.0
0.0

–
–
–
–
–
–
–
–
–
45.97%

–
–
–
–
–
–
3
17
20
305,574,808

–
–
–
–
–
–
23.99%
100.00%85.92%
0.71%

–
–
–
–
–
–
0.0
0.0
0.0
37,382.1

gh
Average
Averageresidual
PD scaleLGD
maturity
Purchased receivables (corporate and others) corresponding to dilution risk
37.26%
1.0
1 0.00 to <0.15
36.09%
1.0
2 0.15 to <0.25
36.46%
1.0
3 0.25 to <0.50
36.06%
1.0
4 0.50 to <0.75
36.06%
1.0
5 0.75 to <2.50–
6 2.50 to <10.00–
36.06%
1.0
7 10.00 to <100.00
28.32%–
8 100.00 (Default)
9 Sub-total
37.06%
1.0
Purchased receivables (retail) corresponding to default risk
28.34%–
1 0.00 to <0.15
28.34%–
2 0.15 to <0.25––
3 0.25 to <0.50
28.34%–
4 0.50 to <0.75
29.18%–
5 0.75 to <2.50––
6 2.50 to <10.00
92.67%–
7 10.00 to <100.00
26.07%–
8 100.00 (Default)
9 Sub-total
28.38%–
Purchased receivables (retail) corresponding to dilution risk
100.00%–1 0.00 to <0.15––
2 0.15 to <0.25––
3 0.25 to <0.50––
4 0.50 to <0.75––
5 0.75 to <2.50––
6 2.50 to <10.00
100.00%–7 10.00 to <100.00
126.25%–8 100.00 (Default)
9 Sub-total
100.00%–
Exposures relating to lease fees in lease transactions
1 0.00 to <0.15––––
2 0.15 to <0.25––
3 0.25 to <0.50
4 0.50 to <0.75––––
5 0.75 to <2.50–
6 2.50 to <10.00–
104.67%–
7 10.00 to <100.00
104.67%–8 100.00 (Default)
9 Sub-total
104.67%–
Total (all portfolios)36.54%
1.9

Millions of yen, %, Thousands of cases, Year
March 31, 2023
ijkl

Item No.

45 Basel III Disclosure

Fiscal 2022

RWA

RWA density

Eligible
provisions

EL

166,439
31,215
8,968
5,426
5,281
–
31,7354,350
253,417

11.11%
20.77%
30.84%
42.75%
66.28%–
147.87%39.94%
14.64%

344
86
30
23
40
–
872
2,735
4,134

／
／
／
／
／
／
／
／
–

379
86,439–1,284
29,379–1
829
118,3142.62%
12.62%–
25.12%
57.75%–
220.89%23.60%
15.59%

1
446
–
8
307
–
0
850
1,613

／
／
／
／
／
／
／
／
468

2,505
–
–
–
–
–
13,5510
16,05839.10%–––––
410.00%100.00%165.33%

3
–
–
–
–
–
372
–
376

／
／
／
／
／
／
／
／
–

–
–
–
–
–
–
9
12
22
40,655,055

–
–
–
–
–
–
250.09%75.68%
107.98%13.30%

–
–
–
–
–
–
0
16
17
717,264

／
／
／
／
／
／
／
／
–
898,274

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

Fiscal 2022

Average CCF

before CCF andCRM

Sovereign exposures
1 0.00 to <0.15
153,301,011
1,357,820
2 0.15 to <0.25
21,652–
3 0.25 to <0.50
56,358–
4 0.50 to <0.75
6,552
24,9595 0.75 to <2.50
48,157326
6 2.50 to <10.00
7,294
1,592
7 10.00 to <100.00
26,0743,061
8 100.00 (Default)––
9 Sub-total
153,467,100
1,387,760
Bank exposures
1 0.00 to <0.15
5,238,362
851,672
2 0.15 to <0.25
84,54042,281
3 0.25 to <0.50
152,967
17,153
4 0.50 to <0.75
43,5105,742
5 0.75 to <2.50
70,08916,7336 2.50 to <10.00
5,385–
7 10.00 to <100.00
5,263
370,278
8 100.00 (Default)
845–
9 Sub-total
5,600,965
1,303,862
Corporate exposures (excluding SME exposures and specialized lending)
1 0.00 to <0.15
43,826,238
38,437,926
2 0.15 to <0.25
6,073,318
5,302,464
3 0.25 to <0.50
3,293,114
1,261,574
4 0.50 to <0.75
1,630,180
787,052
5 0.75 to <2.50
3,338,127
1,165,365
6 2.50 to <10.00
677,986
168,181
7 10.00 to <100.00
859,170
215,355
8 100.00 (Default)
651,755
121,6199 Sub-total
60,349,892
47,459,539
SME exposures
1 0.00 to <0.15
278,657
62,576
2 0.15 to <0.25
817,476
61,776
3 0.25 to <0.50
777,061
36,4504 0.50 to <0.75
554,394
25,4305 0.75 to <2.50
886,634
56,145
6 2.50 to <10.00
267,529
12,228
7 10.00 to <100.00
136,786
3,855
8 100.00 (Default)
194,968
3,414
9 Sub-total
3,913,509
261,876
Specialized lending exposures
1 0.00 to <0.15
2,998,275
999,851
2 0.15 to <0.25
733,316
690,785
3 0.25 to <0.50
803,073363,479
4 0.50 to <0.75
521,972
225,941
5 0.75 to <2.50
665,533
128,5126 2.50 to <10.00
126,643
23,1197 10.00 to <100.00
104,046
27,3738 100.00 (Default)
207,857
14,6359 Sub-total
6,160,719
2,473,700

46 Basel III Disclosure

Millions of yen, %, Thousands of cases, Year
March 31, 2022cdef
EAD post-CCF
and post-CRM

Average PD

Number ofobligors

49.48%––
53.38%
53.37%
53.38%
100.00%–49.67%

153,976,049
21,65256,35819,87545,237
8,144
29,232–
154,156,549

0.00%
0.17%
0.30%
0.55%
1.53%
5.69%
11.02%
–
0.00%

0.3
0.0
0.0
0.0
0.0
0.0
0.0
–
0.3

43.95%
41.14%
25.62%
34.64%
32.22%–
0.24%–
31.01%

5,613,770
101,937
157,363
45,40875,481
5,385
5,532
4,282
6,009,162

0.05%
0.17%
0.30%
0.55%
0.94%
5.69%
11.02%
100.00%
0.16%

0.4
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.6

44.68%
21.54%
51.59%
53.20%
53.01%
49.98%
41.01%
69.98%
42.69%

60,953,982
7,200,658
3,943,997
2,045,021
3,952,073
760,583
950,162
869,872
80,676,352

0.06%
0.17%
0.30%
0.55%
1.52%
5.69%
11.02%
100.00%
1.42%

12.5
5.5
4.0
1.7
2.6
0.7
0.4
0.8
28.7

59.11%
43.82%
37.41%
44.43%
48.63%
38.86%
48.19%
55.84%
47.66%

315,648844,549
790,700
565,695
913,943
272,282
138,889
247,032
4,088,741

0.07%
0.17%
0.30%
0.55%
1.55%
5.69%
11.02%
100.00%
7.31%

0.8
3.1
3.2
2.0
3.4
1.3
0.5
3.7
18.4

59.32%
58.74%
59.14%
57.34%
62.50%
79.93%
53.82%
58.15%
59.24%

3,591,479
1,139,139
1,018,035
651,546
745,860
145,123
119,057
225,065
7,635,309

0.06%
0.17%
0.30%
0.55%
1.38%
5.69%
11.02%
100.00%
3.50%

0.7
0.1
0.1
0.1
0.1
0.0
0.0
0.0
1.4

g
Item No.
PD scale

Average
LGDhAverageresidualmaturity

Sovereign exposures
1 0.00 to <0.15
36.35%
1.6
2 0.15 to <0.25
20.50%
2.6
3 0.25 to <0.50
45.64%
1.2
4 0.50 to <0.75
13.44%
2.2
5 0.75 to <2.50
23.93%
2.1
6 2.50 to <10.00
11.34%
4.0
7 10.00 to <100.00
30.23%
1.5
8 100.00 (Default)––
9 Sub-total
36.35%
1.6
Bank exposures
1 0.00 to <0.15
36.88%
1.8
2 0.15 to <0.25
32.63%
1.1
3 0.25 to <0.50
42.69%
0.9
4 0.50 to <0.75
33.83%
0.7
5 0.75 to <2.50
26.37%
0.8
6 2.50 to <10.00
8.17%
1.4
7 10.00 to <100.00
38.49%
0.8
8 100.00 (Default)
76.87%–
9 Sub-total
36.81%
1.7
Corporate exposures (excluding SME exposures and specialized lending)
1 0.00 to <0.15
36.16%
2.4
2 0.15 to <0.25
30.50%
2.5
3 0.25 to <0.50
28.90%
2.5
4 0.50 to <0.75
28.15%
2.7
5 0.75 to <2.50
29.01%
2.3
6 2.50 to <10.00
26.50%
1.9
7 10.00 to <100.00
28.32%
3.1
8 100.00 (Default)
35.75%–
9 Sub-total
34.56%
2.4
SME exposures
1 0.00 to <0.15
28.25%
2.8
2 0.15 to <0.25
20.94%
2.7
3 0.25 to <0.50
20.06%
2.6
4 0.50 to <0.75
17.66%
2.8
5 0.75 to <2.50
20.97%
2.5
6 2.50 to <10.00
17.72%
2.3
7 10.00 to <100.00
15.73%
2.1
8 100.00 (Default)
35.45%–
9 Sub-total
21.37%
2.6
Specialized lending exposures
1 0.00 to <0.15
22.44%
3.7
2 0.15 to <0.25
22.96%
3.8
3 0.25 to <0.50
23.27%
3.9
4 0.50 to <0.75
18.61%
4.0
5 0.75 to <2.50
23.01%
3.6
6 2.50 to <10.00
22.22%
3.6
7 10.00 to <100.00
20.84%
3.9
8 100.00 (Default)
20.57%–
9 Sub-total
22.27%
3.8

47 Basel III Disclosure

Fiscal 2022

Millions of yen, %, Thousands of cases, Year
March 31, 2022
i
j
k
l
RWA

RWA density

EL

Eligible
provisions

1,036,654
5,286
23,3396,107
24,8283,313
36,450–1,135,980

0.67%
24.41%
41.41%
30.72%
54.88%
40.69%
124.69%
–
0.73%

1,456
7
77
14
171
52
974
–
2,754

／
／
／
／
／
／
／
／
4,582

967,040
22,831
56,948
19,16733,058
1,407
9,134
1,434
1,111,023

17.22%
22.39%
36.18%
42.21%
43.79%
26.13%
165.08%33.50%
18.48%

1,176
56
201
84
188
25
234
3,177
5,144

／
／
／
／
／
／
／
／
7,416

11,083,446
2,065,491
1,375,554
958,5412,598,182
694,294
1,302,071
339,360
20,416,942

18.18%
28.68%
34.87%
46.87%
65.74%
91.28%
137.03%39.01%
25.30%

13,635
3,734
3,420
3,167
17,29011,46829,656283,925
366,298

／
／
／
／
／
／
／
／
615,52148,331
139,109
166,398
140,452
382,939
146,494
83,460114,027
1,221,213

15.31%
16.47%
21.04%
24.82%
41.89%
53.80%
60.09%
46.15%
29.86%

68
300
475
549
3,029
2,746
2,407
78,71888,296

／
／
／
／
／
／
／
／
134,667

566,657
351,453
383,821264,797450,224
123,521
119,071
96,7032,356,250

15.77%
30.85%
37.70%
40.64%
60.36%
85.11%
100.01%42.96%
30.85%

554
444
710
667
2,397
1,835
2,735
38,781
48,127

／
／
／
／
／
／
／
／
88,833

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

Fiscal 2022

Average CCF

before CCF and
CRM

Equity exposures (PD/LGD Approach)1 0.00 to <0.15
4,875,466–
2 0.15 to <0.25
181,824–
3 0.25 to <0.50
193,333–
4 0.50 to <0.75
99,187–
5 0.75 to <2.50
152,380–
6 2.50 to <10.00
81,068–
7 10.00 to <100.00
5,729–
8 100.00 (Default)
14,498–9 Sub-total
5,603,490–
Qualifying revolving retail exposures
1 0.00 to <0.15–
2,492,368
2 0.15 to <0.25––
3 0.25 to <0.50
549,747
607,086
4 0.50 to <0.75
246,021
1,769,157
5 0.75 to <2.50
365,757
372,105
6 2.50 to <10.00
192,893
159,486
7 10.00 to <100.00
23,7646,687
8 100.00 (Default)
75,1651,430
9 Sub-total
1,453,348
5,408,322
Residential mortgage exposures
1 0.00 to <0.15
282,941
3,365
2 0.15 to <0.25
1,185,982
19,9503 0.25 to <0.50
9,022,054
91
4 0.50 to <0.75
1,068,439
1,631
5 0.75 to <2.50
740,083
1,563
6 2.50 to <10.00
8,022
617
7 10.00 to <100.00
122,769521
8 100.00 (Default)
76,497189
9 Sub-total
12,506,792
27,930
Other retail exposures
1 0.00 to <0.15–
2,658,181
2 0.15 to <0.25
518
9,430
3 0.25 to <0.50
23,31845,056
4 0.50 to <0.75
535,630
225,537
5 0.75 to <2.50
207,767
218,444
6 2.50 to <10.00
349,722368,628
7 10.00 to <100.00
1,397
246
8 100.00 (Default)
84,2552,073
9 Sub-total
1,202,609
3,527,599
Purchased receivables (corporate and others) corresponding to default risk
1 0.00 to <0.15
3,601,162
14,726
2 0.15 to <0.25
517,610
4,750
3 0.25 to <0.50
112,840–
4 0.50 to <0.75
22,26099
5 0.75 to <2.50
76,004
1,572
6 2.50 to <10.00
44,372–7 10.00 to <100.00
870–
8 100.00 (Default)
24,734–9 Sub-total
4,399,857
21,14948 Basel III Disclosure

Millions of yen, %, Thousands of cases, Year
March 31, 2022cdef
EAD post-CCF
and post-CRM

Average PD

Number ofobligors

–
–
–
–
–
–
–
–
–

4,875,466
181,824
193,333
99,187
152,380
81,0685,729
14,4985,603,490

0.05%
0.17%
0.30%
0.55%
1.73%
5.69%
11.02%
100.00%
0.47%

1.6
0.5
0.2
0.1
0.2
0.1
0.1
0.0
3.0

55.36%–
100.00%85.11%
41.62%
54.83%
33.61%
7.34%
69.10%

1,379,854–
1,156,833
1,751,764
520,653
280,344
26,01175,463
5,190,925

0.05%
–
0.35%
0.63%
1.57%
3.99%
35.91%
100.00%2.31%

10,637.9–
7,603.2
12,778.9
674.8
710.4
65.8
199.0
32,670.2

100.00%100.00%100.00%100.00%100.00%100.00%100.00%100.00%100.00%286,307
1,205,932
9,022,145
1,070,071
741,647
8,639
123,291
82,67912,540,715

0.11%
0.18%
0.35%
0.66%
1.35%
6.66%
19.48%
100.00%
1.26%

31.8
68.0
505.2
158.4
70.2
1.1
8.8
6.5
850.4

12.10%
9.61%
88.19%
96.17%
77.10%
0.40%
50.88%
24.77%
21.25%

321,779
1,425
63,056752,545
376,197351,197
1,522
87,365
1,955,089

0.03%
0.17%
0.41%
0.54%
1.42%
5.66%
25.21%
100.00%6.00%

2,460.4
5.8
134.7
276.2
1,235.0
30.3
1.0
156.5
4,300.3

54.79%
53.38%–
100.00%53.38%–––
54.58%

3,609,231
520,146
112,840
22,36076,84444,372872
24,734
4,411,403

0.05%
0.17%
0.30%
0.55%
1.60%
5.69%
11.02%
100.00%
0.72%

1.7
0.3
0.1
0.0
0.0
0.0
0.0
0.0
2.3

Item No.
PD scaleghAverage
LGD

Averageresidualmaturity

Equity exposures (PD/LGD Approach)1 0.00 to <0.15
90.00%
5.0
2 0.15 to <0.25
90.00%
5.0
3 0.25 to <0.50
90.00%
5.0
4 0.50 to <0.75
90.00%
5.0
5 0.75 to <2.50
90.00%
5.0
6 2.50 to <10.00
90.00%
5.0
7 10.00 to <100.00
90.00%
5.0
8 100.00 (Default)
90.00%–
9 Sub-total
90.00%
5.0
Qualifying revolving retail exposures
1 0.00 to <0.15
75.79%–
2 0.15 to <0.25––
3 0.25 to <0.50
80.39%–
4 0.50 to <0.75
88.65%–
5 0.75 to <2.50
78.89%–
6 2.50 to <10.00
79.43%–
7 10.00 to <100.00
80.96%–
8 100.00 (Default)
81.86%–
9 Sub-total
81.78%–
Residential mortgage exposures
1 0.00 to <0.15
40.04%–
2 0.15 to <0.25
31.58%–
3 0.25 to <0.50
28.84%–
4 0.50 to <0.75
29.96%–
5 0.75 to <2.50
30.11%–
6 2.50 to <10.00
28.63%–
7 10.00 to <100.00
29.68%–
8 100.00 (Default)
27.05%–
9 Sub-total
29.52%–
Other retail exposures
1 0.00 to <0.15
0.05%–
2 0.15 to <0.25
86.07%–
3 0.25 to <0.50
67.83%–
4 0.50 to <0.75
39.88%–
5 0.75 to <2.50
34.87%–
6 2.50 to <10.00
14.65%–
7 10.00 to <100.00
44.85%–
8 100.00 (Default)
54.75%–
9 Sub-total
29.44%–
Purchased receivables (corporate and others) corresponding to default risk
1 0.00 to <0.15
32.89%
1.2
2 0.15 to <0.25
32.12%
1.5
3 0.25 to <0.50
29.30%
1.0
4 0.50 to <0.75
24.15%
1.5
5 0.75 to <2.50
30.90%
1.6
6 2.50 to <10.00
26.66%
1.0
7 10.00 to <100.00
19.15%
1.4
8 100.00 (Default)
26.00%–
9 Sub-total
32.52%
1.2

49 Basel III Disclosure

Fiscal 2022

Millions of yen, %, Thousands of cases, Year
March 31, 2022
i
j
k
l
EL

Eligible
provisions

RWA

RWA density

5,163,701
250,199
373,073
211,063
461,021354,078
33,312
163,104
7,009,554

105.91%137.60%192.96%212.79%302.54%436.76%581.44%
1,125.00%
125.09%

2,498
278
522
490
2,374
4,151
568
13,04823,931

／
／
／
／
／
／
／
／
／

38,432–
158,826
419,199
221,875
231,942
61,2444,640
1,136,161

2.78%–
13.72%
23.93%
42.61%
82.73%
235.44%
6.14%
21.88%

596
–
3,325
9,898
6,486
8,901
7,697
63,012
99,918

／
／
／
／
／
／
／
／
43,59824,053
146,145
1,569,602
306,835
336,349
9,388
176,22123,8432,592,440

8.40%
12.11%
17.39%
28.67%
45.35%
108.66%142.93%28.83%
20.67%

102
716
9,165
2,151
3,049
164
7,347
20,45943,155

／
／
／
／
／
／
／
／
13,82833
469
27,029240,767
153,903
98,908
1,632
10,170532,9160.01%
32.95%
42.86%
31.99%
40.91%
28.16%
107.25%
11.64%
27.25%

0
2
174
1,755
2,058
2,795
197
47,08454,068

／
／
／
／
／
／
／
／
20,285354,769
132,041
28,5597,410
51,37536,479686
8611,3299.82%
25.38%
25.30%
33.14%
66.85%
82.21%
78.64%
0.03%
13.85%

673
284
99
29
385
673
18
6,432
8,596

／
／
／
／
／
／
／
／
18,411

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

Fiscal 2022

Average CCF

before CCF and
CRM

Purchased receivables (corporate and others) corresponding to dilution risk
1 0.00 to <0.15
1,487,848
6,937
2 0.15 to <0.25
189,335–
3 0.25 to <0.50
24,470–4 0.50 to <0.75
22,407–
5 0.75 to <2.50
27,534–
6 2.50 to <10.00
2,868–
7 10.00 to <100.00––
8 100.00 (Default)
4,325–
9 Sub-total
1,758,791
6,937
Purchased receivables (retail) corresponding to default risk
1 0.00 to <0.15
16,749–2 0.15 to <0.25
729,014–
3 0.25 to <0.50––
4 0.50 to <0.75
6,050–
5 0.75 to <2.50
58,018–
6 2.50 to <10.00––
7 10.00 to <100.00
0–
8 100.00 (Default)
3,235–
9 Sub-total
813,069–
Purchased receivables (retail) corresponding to dilution risk
1 0.00 to <0.15
7,982–
2 0.15 to <0.25––
3 0.25 to <0.50––
4 0.50 to <0.75––
5 0.75 to <2.50––
6 2.50 to <10.00––
7 10.00 to <100.00
4,018–
8 100.00 (Default)
0–
9 Sub-total
12,001–
Exposures relating to lease fees in lease transactions
1 0.00 to <0.15––
2 0.15 to <0.25––
3 0.25 to <0.50––
4 0.50 to <0.75––
5 0.75 to <2.50––
6 2.50 to <10.00––
7 10.00 to <100.00
4–8 100.00 (Default)
17–
9 Sub-total
21–
Total (all portfolios)
257,242,169
61,878,678

50 Basel III Disclosure

Millions of yen, %, Thousands of cases, Year
March 31, 2022cdef
EAD post-CCF
and post-CRM

Average PD

Number ofobligors

53.38%
–
–
–
–
–
–
–
53.38%

1,491,551
189,335
24,47022,407
27,534
2,868
–
4,325
1,762,494

0.06%
0.17%
0.30%
0.55%
1.21%
5.69%
–
100.00%
0.35%

0.1
0.0
0.0
0.0
0.0
0.0
–
0.0
0.2

–
–
–
–
–
–
–
–
–

16,749729,014–
6,050
58,018–03,500
813,334

0.03%
0.24%
–
0.66%
2.06%
–
25.81%
100.00%
0.79%

2.5
28.7
–
0.6
7.2
–
0.0
0.4
39.5

–
–
–
–
–
–
–
–
–

7,982
–
–
–
–
–
4,018
0
12,001

0.06%
–
–
–
–
–
11.02%
100.00%
3.73%

0.0
–
–
–
–
–
0.0
0.0
0.0

–
–
–
–
–
–
–
–
–
44.40%

–
–
–
–
–
–
4
17
21
284,855,592

–
–
–
–
–
–
25.49%
100.00%84.14%
0.77%

–
–
–
–
–
–
0.0
0.0
0.0
37,916.1

gh
Average
Averageresidual
PD scaleLGD
maturity
Purchased receivables (corporate and others) corresponding to dilution risk
1 0.00 to <0.15
37.23%
1.0
2 0.15 to <0.25
36.17%
1.0
3 0.25 to <0.50
36.26%
1.0
4 0.50 to <0.75
36.17%
1.0
5 0.75 to <2.50
36.17%
1.0
6 2.50 to <10.00
36.17%
1.0–
7 10.00 to <100.00–
8 100.00 (Default)
24.88%–
9 Sub-total
37.04%
1.0
Purchased receivables (retail) corresponding to default risk–
1 0.00 to <0.15
28.55%
2 0.15 to <0.25
28.55%––
3 0.25 to <0.50–
4 0.50 to <0.75
28.55%––
5 0.75 to <2.50
29.51%–
6 2.50 to <10.00––
7 10.00 to <100.00
93.55%
8 100.00 (Default)
26.96%–
9 Sub-total
28.61%–
Purchased receivables (retail) corresponding to dilution risk–
1 0.00 to <0.15
100.00%––2 0.15 to <0.25
3 0.25 to <0.50––––
4 0.50 to <0.75––
5 0.75 to <2.50
6 2.50 to <10.00–––
7 10.00 to <100.00
100.00%8 100.00 (Default)
125.31%–9 Sub-total
100.00%–
Exposures relating to lease fees in lease transactions
1 0.00 to <0.15––––
2 0.15 to <0.25––
3 0.25 to <0.50
4 0.50 to <0.75––––
5 0.75 to <2.50–
6 2.50 to <10.00––
7 10.00 to <100.00
105.37%–8 100.00 (Default)
105.37%9 Sub-total
105.37%–
Total (all portfolios)
36.72%
1.8

Millions of yen, %, Thousands of cases, Year
March 31, 2022ijkl

Item No.

51 Basel III Disclosure

Fiscal 2022

RWA

RWA density

Eligible
provisions

EL

175,398
40,943
7,667
9,887
17,203
3,202
–
1,708
256,01211.75%
21.62%
31.33%
44.12%
62.48%
111.62%–39.49%
14.52%

347
116
26
44
120
59
–
939
1,654

／
／
／
／
／
／
／
／
–

439
95,683–
1,633
33,881–
1
823
132,462

2.62%
13.12%–
26.99%
58.39%–
229.11%23.51%
16.28%

1
499
–
11
354
–
0
877
1,744

／
／
／
／
／
／
／
／
577

3,133
–
–
–
–
–
16,3310
19,46539.25%–––––
406.37%100.00%162.18%

4
–
–
–
–
–
442
–
447

／
／
／
／
／
／
／
／
–

–
–
–
–
–
–
11
17
29
38,531,782

–
–
–
–
–
–
257.00%100.65%133.92%
13.52%

–
–
–
–
–
–
1
16
18
744,158

／
／
／
／
／
／
／
／
–
947,721

CR7: IRB – Effect on RWA of credit derivatives used as CRM techniques
Millions of yen
March 31, 2023
a
Item No.

Portfolio

Pre-credit
derivatives
RWA

March 31, 2022babActual RWA

Pre-credit
derivatives
RWA

Actual RWA

1 Sovereign exposures − FIRB

–

–

–

–

2 Sovereign exposures − AIRB

968,467

968,467

1,135,980

1,135,980

3 Bank exposures − FIRB

–

–

–

–

4 Bank exposures − AIRB

1,067,792

1,067,185

1,112,275

1,111,023

5 Corporate exposures (excluding specialized lending) − FIRB

–

–

–

–

6 Corporate exposures (excluding specialized lending) − AIRB

23,499,742

23,491,343

21,656,844

21,638,156

7 Specialized lending − FIRB

–

–

–

–

8 Specialized lending − AIRB

2,790,604

2,790,604

2,356,250

2,356,250

9 Retail - Qualifying revolving retail exposures

1,158,026

1,158,026

1,136,161

1,136,161

10 Retail - Residential mortgage exposures

2,273,638

2,273,638

2,592,440

2,592,440
532,916

495,434

495,434

532,916

12 Equity − FIRB

–

–

–

–

13 Equity − AIRB

7,291,736

7,291,736

7,009,554

7,009,554

11 Other retail exposures

14 Purchased receivables − FIRB

–

–

–

–

15 Purchased receivables − AIRB

1,118,595

1,118,595

1,019,269

1,019,269

22

22

29

29

40,664,061

40,655,055

38,551,722

38,531,782

16 Exposures relating to lease fees in lease transactions
17 Total

CR8: RWA flow statements of credit risk exposures under IRB
Hundred billions of yen
Item No.

March 31, 2023

March 31, 2022

405

406

1

RWA as at end of previous fiscal year

2

Asset size

4

(7)

3

Asset quality

(11)

(2)

4

Model updates

–

–

5

Methodology and policy

16

–

6

Acquisitions and disposals

–

0

7

Foreign exchange movements

8

9

8

Other

9

RWA as at end of current fiscal year

52 Basel III Disclosure

Fiscal 2022

–

–

422

405

CR9: IRB – Backtesting of probability of default (PD) per portfolio%, Caseab

March 31, 2023dec

Portfolio

PD range
S&P

Sovereign

Bank

Corporate /Specialized
lending /Equity /Purchasedreceivables(corporate
and others)(Note 1)

0.00% to<0.15%
0.15% to<0.25%
0.25% to<0.50%
0.50% to<0.75%
0.75% to<2.50%
2.50% to<10.00%10.00% to<100.00%
100.00%(Default)
0.00% to<0.15%
0.15% to<0.25%
0.25% to<0.50%
0.50% to<0.75%
0.75% to<2.50%
2.50% to<10.00%10.00% to<100.00%
100.00%(Default)
0.00% to<0.15%
0.15% to<0.25%
0.25% to<0.50%
0.50% to<0.75%
0.75% to<2.50%
2.50% to<10.00%10.00% to<100.00%
100.00%(Default)

53 Basel III Disclosure

Moody’s

AAA~B Aaa~Ba
BB
a2
BB–
~BB-

Fitch
(Note 2)

R&I

f

g

h

i

Number of obligors
New
Weighted
Defaulted
AverageArithmetic(Note 5)defaulted
average PD
obligors
historical
average PD
obligors(EAD
annualSeptember September during the(by obligors)
during theweighted)
perioddefault rate30, 2021 30, 2022
(Note 4)
period(Note 3)(Note 5)(5 years)(Note 6)(Note 7)(Note 5)

Corresponding external rating
JCR

AAA~B AAA~B
BB+
BB+
AA–
–
~AA-

–

0.00%

0.04%

204

208

0

0

0.01%

0.16%

0.16%

5

7

0

0

0.05%

–

–

–

–

–

0.29%

0.29%

8

7

0

0

0.07%

–

–

–

–

–

0.52%

0.52%

3

2

0

0

0.10%

–

–

–

1.36%

1.47%

7

9

0

0

0.58%

–

B~B

–

5.48%

5.48%

2

2

0

0

3.43%

–

–

11.27%

11.27%

9

9

0

0

7.36%

–

–

–

–

0

0

–

–

100.00%

0.06%

0.06%

421

362

0

0

0.02%

0.16%

0.16%

31

21

0

0

0.05%

0.29%

0.29%

57

62

0

0

0.07%

0.52%

0.52%

23

25

0

0

0.10%

0.89%

1.17%

39

39

0

0

0.45%

CCC+~ Caa2~CCCC+
aa2
Caa2~C
–
aa2
–

–

–

–

–

–

AAA~B Aaa~Ba
B2
Baa3~B
A~BBa2BBB- Baa3~B~BBa3
Baa1~B
A-~B+
1

–
–
–
–

AA+~B AAA~B
BB+
BB+
AAAA~BBB+ ~BBB+
AA- AA~BB
~BBB+
B+
A+~BB
A~A
B
A+~BB A+~BB
B
B

A-~B

A3~B3

–

–

B1~B1

–

–

–

5.48%

5.48%

4

7

0

0

3.43%

–

–

–

–

–

11.27%

11.27%

0

6

0

0

7.36%

–

–

–

–

–

–

–

1

0

–

–

100.00%

0.06%

0.07%

14,26615,156

3

0

0.02%

0.16%

0.16%

9,333

9,308

8

0

0.05%

0.29%

0.29%

8,544

7,341

5

1

0.07%

0.52%

0.52%

4,738

3,653

3

0

0.10%

1.48%

1.45%

7,025

5,482

20

0

0.57%

– A~BBB A+~BB+

5.48%

5.48%

2,299

1,938

73

0

3.43%

11.27%

11.27%

1,100

933

64

0

7.36%

100.00%100.00%

5,055

4,491

–

–

100.00%

AAA~C Aaa~Ca
CC+
a2
BBB~B Baa2~B
B2
Baa2~C
A~B
aa1
BBB~C Baa3~CCC+
aa1
BBB- Baa2~C~CCC+
aB~CCC Caa1~C
+
aa1
AB3~C
~CCCA~BB-

A2~A2

Fiscal 2022

AAA~B AAA~B–BBB+
AA– A+~BB+
~BB+
AAAA–
~BBB~BBB
A- A+~BB–~BBBBAA~BB– AA-~BB
+

–

A+~A+

AA~BB+

–

BBB+~
BB+

A~BB+

%, CaseabMarch 31, 2023decCorresponding external rating

Portfolio

Purchasedreceivables(retail)

Qualifying
revolvingretailResidential
mortgage

Other retail

PD range

0.00% to<0.15%
0.15% to<0.25%
0.25% to<0.50%
0.50% to<0.75%
0.75% to<2.50%
2.50% to<10.00%10.00% to<100.00%
100.00%(Default)
0.00% to<0.15%
0.15% to<0.25%
0.25% to<0.50%
0.50% to<0.75%
0.75% to<2.50%
2.50% to<10.00%10.00% to<100.00%
100.00%(Default)
0.00% to<0.15%
0.15% to<0.25%
0.25% to<0.50%
0.50% to<0.75%
0.75% to<2.50%
2.50% to<10.00%10.00% to<100.00%
100.00%(Default)
0.00% to<0.15%
0.15% to<0.25%
0.25% to<0.50%
0.50% to<0.75%
0.75% to<2.50%
2.50% to<10.00%10.00% to<100.00%
100.00%(Default)

f

g

h

i

Number of obligors
New
Weighted
Defaulted
AverageArithmetic(Note 5)defaulted
average PD
obligors
historical
average PD
obligors(EAD
annualSeptember September during the(by obligors)
during theweighted)
perioddefault rate30, 2021 30, 2022
(Note 4)
period(Note 3)(Note 5)(5 years)(Note 6)(Note 7)(Note 5)

S&P

Moody’s

Fitch(Note 2)

R&I

JCR

／

／

／

／

／

0.03%

0.03%

2,589

2,344

0

0

0.00%

／

／

／

／

／

–

–

0

0

0

0

–

／

／

／

／

／

–

–

0

0

0

0

–

／

／

／

／

／

0.60%

0.60%

684

596

1

0

0.57%

／

／

／

／

／

2.07%

2.07%

3,068

1,138

24

0

1.85%

／

／

／

／

／

–

–

0

0

8

0

–

／

／

／

／

／

23.83%

23.83%

2

2

0

011.67%

／

／

／

／

／

100.00%100.00%

418

358

–

–

100.00%

／

／

／

／

／

0.05%

0.06% 11,133,702 10,040,377

3,684

28

0.04%

／

／

／

／

／

–

–

0

0

0

0

–

25,934

290

0.25%

／

／

／

／

／

0.36%

10,496,50 10,061,70
0.39%
8
8

／

／

／

／

／

0.63%

0.64%

9,915,007 10,766,188

44,939

3,576

0.45%

／

／

／

／

／

1.55%

1.56%

703,737

661,799

6,080

94

1.03%

／

／

／

／

／

3.86%

3.77%

689,646

717,494

20,228

2,205

3.09%

／

／

／

／

／

36.28%

39.47%

64,33573,21821,308232

37.49%

／

／

／

／

／

100.00%100.00%198,213201,652––

100.00%

／

／

／

／

／

0.11%

0.11%

41,922

34,746

17

0

0.04%

／

／

／

／

／

0.22%

0.22%

360,928

364,854

459

1

0.21%

／

／

／

／

／

0.33%

0.34%

195,299

200,526

258

14

0.22%

／

／

／

／

／

0.65%

0.63%

180,854

168,420

361

0

0.41%

／

／

／

／

／

1.61%

1.33%

52,36449,096

207

0

0.56%

／

／

／

／

／

6.71%

6.95%

1,103

956

43

0

4.24%

／

／

／

／

／

18.88%

19.82%

9,212

8,937

1,131

21

14.17%

／

／

／

／

／

100.00%100.00%

5,891

4,932

–

–

100.00%

／

／

／

／

／

0.03%

0.03% 2,509,495 2,399,485

35

1

0.00%

／

／

／

／

／

0.20%

0.21%

5,360

4,873

2

0

0.13%

／

／

／

／

／

0.47%

0.40%

158,976

146,793

87

0

0.04%

／

／

／

／

／

0.59%

0.58%

249,274

267,196

153

2

0.32%

／

／

／

／

／

1.36%

1.80% 1,250,350 1,177,949

3,370

20

1.27%

／

／

／

／

／

5.36%

4.49%

31,16728,098

701

8

2.46%

／

／

／

／

／

24.94%

27.04%

1,169

1,052

181

4

20.60%

／

／

／

／

／

100.00%100.00%98,449100,619––100.00%Notes: 1. Corporate, specialized lending, equity, and purchased receivables (corporate and others) portfolios are presented together as the same internal ratingssystem is used for these portfolios.
2. “–” is presented for Fitch ratings as these ratings are not used for estimating PD for portfolios covered in this table.
3. EAD-weighted average PD as of March 31, 2023 is presented.
4. The arithmetic average PD calculated using the number of obligors as of March 31, 2023 is presented. However, for purchased receivables (retail),
qualifying revolving retail, residential mortgage, and loans to individuals among other retail, the arithmetic average is calculated with the number ofreceivables, in line with the method used for measuring PD.
54 Basel III Disclosure

Fiscal 2022

5. For purchased receivables (retail), qualifying revolving retail, residential mortgage, and loans to individuals among other retail, the number of receivables
is presented, in line with the method used for measuring PD.
6. The number of obligors as of September 30, 2021 is presented, in accordance with the measurement period used for estimating the PD (one year from
September 30).
7. The number of obligors as of September 30, 2022 is presented, in accordance with the measurement period used for estimating the PD (one year from
September 30).
8. The proportion of the total amount of credit risk-weighted assets included in this table to the amount of credit risk-weighted assets for MUFG as a wholecalculated with the AIRB are as follows:
Sovereign: 2.16%
Bank: 2.38%
Corporate / Specialized lending / Equity / Purchased receivables (corporate and others): 77.12%
Purchased receivables (retail): 0.30%
Qualifying revolving retail: 2.58%
Residential mortgage: 5.07%
Other retail: 1.11%

55 Basel III Disclosure

Fiscal 2022

CR9: IRB – Backtesting of probability of default (PD) per portfolio%, Caseab

March 31, 2022dec

Portfolio

PD range
S&P

Sovereign

Bank

Corporate /Specialized
lending /Equity /Purchasedreceivables(corporate
and others)(Note 1)

Moody’s

0.00% toAAA~
Aaa~
<0.15%
BBB
Baa2
0.15% toBB-~
Ba2~
<0.25%
BBBa2
0.25% to––<0.50%
0.50% to––<0.75%
0.75% toB-~ Caa1~<2.50%CCC+
Caa2
2.50% to––<10.00%10.00% to––<100.00%
100.00%––(Default)
0.00% toAAA~
Aaa~
<0.15%
BBBa2
0.15% toA3~
A~BB
<0.25%
Ba1
0.25% toBaa3~
A-~BB<0.50%
Ba3
0.50% to
BBB~ Baa1~<0.75%
B+
B1
0.75% toBB+~B Ba3~B3<2.50%
2.50% toBa2~–
<10.00%Ba2
10.00% toB2~–<100.00%
Caa1
100.00%––(Default)
0.00% toAAA~C
Aaa~
<0.15%CC+
Caa1
0.15% toBaa2~
A~B<0.25%
Caa2
0.25% toA+~ Baa2~<0.50%
CCC+
B3
0.50% to
BBB+~ Baa3~<0.75%
BCaa1
0.75% to
BBB-~ Baa2~<2.50%
BCaa2
2.50% to
BBB-~ Baa2~<10.00%
CCCCaa1
10.00% toA~
A2~<100.00%
CCC+
Caa1
100.00%
Caa2~
B-~B(Default)
Caa2

56 Basel III Disclosure

Fiscal 2022

Fitch
(Note 2)

f

g

h

i

Number of obligors
New
Weighted
Defaulted
AverageArithmetic(Note 5)defaulted
average PD
obligors
historical
average PD
obligors(EAD
annualSeptember September during the(by obligors)
during theweighted)
perioddefault rate30, 2020 30, 2021
(Note 4)
period(Note 3)(Note 5)(5 years)(Note 6)(Note 7)(Note 5)

Corresponding external rating
R&I

JCR

AAA~
BBB+
AA-~
AA-

AAA~
BBB+

0.00%

0.03%

191

203

0

0

0.01%

–

0.17%

0.17%

5

6

0

0

0.04%

–

–

–

0.30%

0.30%

7

6

0

0

0.07%

–

–

–

0.55%

0.55%

5

4

0

0

0.09%

–

–

–

1.71%

1.75%

7

10

0

0

0.70%

–

–

–

5.69%

5.69%

2

1

0

0

3.24%

–

–

–

11.02%

11.02%

9

10

0

0

7.25%

–

–

–

–

0

0

–

–

100.00%

AA+~
BBB+
AA-~
BBB+

AAA~
BBB+
AA+~
AAA~
BBB+

0.06%

0.06%

400

343

0

0

0.02%

0.17%

0.17%

26

15

0

0

0.04%

0.30%

0.30%

33

26

0

0

0.07%

0.55%

0.55%

49

51

0

0

0.09%

0.94%

1.27%

40

39

0

0

0.48%

–
–

–
–
–
–
–
–

A+~A-

A~
A~BBB
BBB+
A+~
A~BBB
BBB

–

–

–

5.69%

5.69%

4

4

0

0

3.24%

–

–

–

11.02%

11.02%

0

4

0

0

7.25%

–

–

100.00%100.00%

1

1

–

–

100.00%AAA~BBBAA+~
BBB

AAA~
BB+
AA+~
BBB
AA-~
BBBA~
BBBAA~
BB+
A-~
BBB-

0.06%

0.07%

14,196

13,846

4

0

0.02%

0.17%

0.17%

9,332

8,852

11

0

0.04%

0.30%

0.30%

8,515

7,508

5

0

0.07%

0.55%

0.55%

4,795

4,130

4

0

0.09%

1.53%

1.56%

7,004

6,954

49

1

0.61%

5.69%

5.69%

2,298

2,237

82

1

3.24%

–
–
–
–
–
–
–

A+~BB
A-~
BBB
AA-~
BB
BBB+~
BBB-

–

A~A A+~BB+

11.02%

11.02%

1,091

1,060

78

0

7.25%

–

A-~A-

100.00%100.00%

5,435

4,897

–

–

100.00%A-~A-

%, CaseabMarch 31, 2022decCorresponding external rating

Portfolio

Purchasedreceivables(retail)

Qualifying
revolvingretailResidential
mortgage

Other retail

PD range

0.00% to<0.15%
0.15% to<0.25%
0.25% to<0.50%
0.50% to<0.75%
0.75% to<2.50%
2.50% to<10.00%10.00% to<100.00%
100.00%(Default)
0.00% to<0.15%
0.15% to<0.25%
0.25% to<0.50%
0.50% to<0.75%
0.75% to<2.50%
2.50% to<10.00%10.00% to<100.00%
100.00%(Default)
0.00% to<0.15%
0.15% to<0.25%
0.25% to<0.50%
0.50% to<0.75%
0.75% to<2.50%
2.50% to<10.00%10.00% to<100.00%
100.00%(Default)
0.00% to<0.15%
0.15% to<0.25%
0.25% to<0.50%
0.50% to<0.75%
0.75% to<2.50%
2.50% to<10.00%10.00% to<100.00%
100.00%(Default)

f

g

h

i

Number of obligors
New
Weighted
Defaulted
AverageArithmetic(Note 5)defaulted
average PD
obligors
historical
average PD
obligors(EAD
annualSeptember September during the(by obligors)
during theweighted)
perioddefault rate30, 2020 30, 2021
(Note 4)
period(Note 3)(Note 5)(5 years)(Note 6)(Note 7)(Note 5)

S&P

Moody’s

Fitch(Note 2)

R&I

JCR

／

／

／

／

／

0.03%

0.03%

2,740

2,589

0

0

0.00%

／

／

／

／

／

–

–

0

0

0

0

–

／

／

／

／

／

–

–

0

0

0

0

–

／

／

／

／

／

0.66%

0.66%

793

684

2

0

0.57%

／

／

／

／

／

2.07%

2.07%

3,979

3,068

50

0

1.83%

／

／

／

／

／

–

–

0

0

4

0

–

／

／

／

／

／

25.82%

25.82%

42

0

013.41%

／

／

／

／

／

100.00%100.00%

439

418

–

–

100.00%

／

／

／

／

／

0.05%

0.06% 11,726,732 11,133,702

3,752

50

0.04%

／

／

／

／

／

–

0

0

0

–

／

／

／

／

／

0.36%

0.37% 8,144,444 7,841,001

19,636

539

0.26%

／

／

／

／

／

0.63%

0.62% 11,776,798 12,570,514

47,750

3,405

0.41%

／

／

／

／

／

1.58%

1.61%

744,398

703,737

6,588

72

1.01%

／

／

／

／

／

3.99%

3.88%

695,524

689,646

19,776

1,018

3.35%

／

／

／

／

／

35.91%

38.77%

60,90164,315

20,294363

36.92%

／

／

／

／

／

100.00%100.00%204,639

198,233––

100.00%

／

／

／

／

／

0.11%

0.11%

45,591

36,583

17

0

0.04%

／

／

／

／

／

0.18%

0.18%

85,66570,586

63

5

0.08%

／

／

／

／

／

0.35%

0.33%

470,919492,242

922

17

0.24%

／

／

／

／

／

0.67%

0.65%

167,749

168,384

450

1

0.39%

／

／

／

／

／

1.35%

1.21%

73,67672,367

355

4

0.56%

／

／

／

／

／

6.58%

6.68%

1,531

1,223

63

0

4.28%

／

／

／

／

／

19.44%

20.05%

9,932

9,449

1,901

11

15.04%

／

／

／

／

／

100.00%100.00%

7,377

6,031

–

–

100.00%

／

／

／

／

／

0.03%

0.03% 2,599,871 2,508,783

70

0

0.00%

／

／

／

／

／

0.18%

0.21%

6,449

6,072

4

0

0.14%

／

／

／

／

／

0.41%

0.41%

144,770

143,023

26

0

0.03%

／

／

／

／

／

0.54%

0.60%

244,451

265,698

252

1

0.31%

／

／

／

／

／

1.43%

1.84% 1,329,968 1,262,314

3,514

8

1.28%

／

／

／

／

／

5.75%

4.80%

33,084

31,113

743

4

2.78%

／

／

／

／

／

25.47%

33.76%

1,121

917

146

6

24.38%

／

／

／

／

／

100.00%100.00%99,28899,967––100.00%–0Notes: 1. Corporate, specialized lending, equity, and purchased receivables (corporate and others) portfolios are presented together as the same internal ratingssystem is used for these portfolios.
2. “–” is presented for Fitch ratings as these ratings are not used for estimating PD for portfolios covered in this table.
3. EAD-weighted average PD as of March 31, 2022 is presented.
4. The arithmetic average PD calculated using the number of obligors as of March 31, 2022 is presented. However, for purchased receivables (retail),
qualifying revolving retail, residential mortgage, and loans to individuals among other retail, the arithmetic average is calculated with the number ofreceivables, in line with the method used for measuring PD.
57 Basel III Disclosure

Fiscal 2022

5. For purchased receivables (retail), qualifying revolving retail, residential mortgage, and loans to individuals among other retail, the number of receivables
is presented, in line with the method used for measuring PD.
6. The number of obligors as of September 30, 2020 is presented, in accordance with the measurement period used for estimating the PD (one year from
September 30).
7. The number of obligors as of September 30, 2021 is presented, in accordance with the measurement period used for estimating the PD (one year from
September 30).
8. The proportion of the total amount of credit risk-weighted assets included in this table to the amount of credit risk-weighted assets for MUFG as a wholecalculated with the AIRB are as follows:
Sovereign: 2.76%
Bank: 2.70%
Corporate / Specialized lending / Equity / Purchased receivables (corporate and others): 77.31%
Purchased receivables (retail): 0.37 %Qualifying revolving retail: 2.76%
Residential mortgage: 6.29%
Other retail: 1.29%

58 Basel III Disclosure

Fiscal 2022

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

Residualmaturity

On-balance
sheet
amounts

StrongLess than
2.5 years
2.5 years
or moreLess than
2.5 years

Good

March 31, 2023
d
e
f
g
h
i
Specialized lending exposures (supervisory slotting criteria)
Other than high-volatility commercial real estate (HVCRE)
Off-balance
Exposure at default (EAD)
sheet
Risk weight
PF
OF
CF
IPRE
amounts

j

Total

k

l

RWA

Expected
losses26,142–50%–

11,453–

14,68926,142

13,071–42,72914,633

70%

–

7,935

–

42,72950,66535,465

202

33,044

7,571

70%

–

32,142–

5,007

37,15026,005148

2.5 years
or more32,344

556

90%

–

–

–

32,64632,646

29,381

261

Satisfactory／

35,588

443

115%

–

–

–

35,82935,82941,203

1,003

Weak

／

18,351

–

250%

–

–

–

18,351

18,35145,877

1,468

Default

／

–

–

–

–

–

–

–

–

–

–

Total

／

188,200

23,204–

149,253

200,784

191,005

3,083

On-balance
sheet
amounts

Off-balance
sheet
amounts

Risk weight

Exposure atdefault (EAD)––
51,531High-volatility commercial real estate (HVCRE)

Regulatory
categories

Residualmaturity

StrongLess than
2.5 years

7,646

2,394

70%

8,944

6,261

35

2.5 years
or more

–

4,000

95%

2,169

2,060

8

Less than
2.5 years

10,975

1,065

95%

11,553

10,97546

2.5 years
or more233

Good

Expected
lossesRWA

13,84382,067

120%

58,34970,018Satisfactory

／

–

4,180

140%

2,267

3,174

63

Weak

／

10,136

82,138250%

54,680136,700

4,374

Default

／

–

–

–

Total

／

42,602Category

On-balance
sheet
amounts

175,846–
Equity exposures (Market-Based Approach, etc.)
Equity exposures subject to the Market-Based ApproachOff-balance
sheet
Risk weightamounts–––

137,963

229,191

4,761

Exposure atdefault (EAD)

RWA

Simple Risk Weight
Method – publicly
traded equities

105,397

89,517300%

125,693377,079

Simple Risk Weight
Method – unlisted
equities

193,608–400%

193,608

774,432

–

–

–

–

–

319,301

1,151,511––

Internal Models Method
Total
Equity exposures subject
to a risk weight of
100% as stipulated in
Paragraph 1 of Article
166 of the FSA Capital
Adequacy Notification
or Paragraph 1 of
Article 144 of the FSA
Holding Company
Capital Adequacy
Notification

59 Basel III Disclosure

299,005–

Fiscal 2022

89,517–
Equity exposures subject to a risk weight of 100%

–

100%

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

Residualmaturity

On-balance
sheet
amounts

StrongLess than
2.5 years
2.5 years
or moreLess than
2.5 years

Good

March 31, 2022
d
e
f
g
h
i
Specialized lending exposures (supervisory slotting criteria)
Other than high-volatility commercial real estate (HVCRE)
Off-balance
Exposure at default (EAD)
sheet
Risk weight
PF
OF
CF
IPRE
amounts

j

Total

k

l

RWA

Expected
losses

19,717

–

50%

–

2,339

–

17,377

19,717

9,858–

20,806

17,310

70%

–

9,240

–

20,80630,046

21,032

120

70%

–

7,001

–

–

7,001

4,901

28

7,001

–

2.5 years
or more30,704

4,253

90%

–

–

–

32,97432,97429,677

263

Satisfactory／

48,122–

115%–

18,358–29,763

48,122

55,340

1,347

Weak

／

13,897

–

250%

–

–

–

13,897

13,89734,743

1,111

Default

／

–

–

–

–

–

–

–

–

–

–

Total

／

140,249

21,564–

114,820

151,760

155,553

2,871

On-balance
sheet
amounts

Off-balance
sheet
amounts

Regulatory
categories

Residualmaturity

StrongLess than
2.5 years–

2.5 years
or moreLess than
2.5 years
2.5 years
or moreGood

36,940––High-volatility commercial real estate (HVCRE)
Risk weight

Exposure atdefault (EAD)

Expected
losses

–

70%

–

–

–

–

–

95%

–

–

–

8,017

2,153

95%

9,167

8,708

36
13

RWA

3,183

266

120%

3,325

3,990

Satisfactory

／

–

–

140%

–

–

–

Weak

／

24,58861,323250%

57,323

143,308

4,585

Default

／

–

–

–

Total

／

35,789Category

On-balance
sheet
amounts

63,743–Equity exposures (Market-Based Approach, etc.)
Equity exposures subject to the Market-Based ApproachOff-balance
sheet
Risk weightamounts–––

69,816

156,008

4,635

Exposure atdefault (EAD)

RWA

Simple Risk Weight
Method – publicly
traded equities

107,054

6,570

300%

113,625

340,877

Simple Risk Weight
Method – unlisted
equities

333,178–400%

333,178

1,332,715

–

–

–

–

–

446,804

1,673,593––

Internal Models Method
Total
Equity exposures subject
to a risk weight of
100% as stipulated in
Paragraph 1 of Article
166 of the FSA Capital
Adequacy Notification
or Paragraph 1 of
Article 144 of the FSA
Holding Company
Capital Adequacy
Notification

60 Basel III Disclosure

440,233–

Fiscal 2022

6,570–
Equity exposures subject to a risk weight of 100%

–

100%

CCR1: Analysis of counterparty credit risk (CCR) exposure by approach
Millions of yen
March 31, 2023
a
Item No.

b

Replacement Potential future
cost
exposure

c

d

e

f

EEPE

Alpha used forcomputingregulatory EAD

EAD postCRM

RWA

–

–

／

–

3,503,547
／

／

1.4
／

–

2,957,602／

6,437,567

2,246,607

–

–

–

–

3 Simple Approach for credit risk
mitigation

／

／

／

／

–

–

4 Comprehensive Approachfor credit risk mitigation

／

／

／

／

39,628,753

1,577,226

5 Exposure variation estimation
model

／

／

／

／

6 Total

／

／

／

／

–
／

3,823,834

1 SA-CCR
Current exposure method
2 Expected exposure method–

Millions of yen
March 31, 2022a
Item No.

b

Replacement Potential future
cost
exposure

c

d

e

f

EEPE

Alpha used forcomputingregulatory EAD

EAD postCRM

RWA

–

–

／

–

3,040,860
／

／

1.4
／

–

3,456,832／

6,514,959

2,451,883

–

–

–

–

3 Simple Approach for credit risk
mitigation

／

／

／

／

–

–

4 Comprehensive Approachfor credit risk mitigation

／

／

／

／

46,040,026

1,760,090

5 Exposure variation estimation
model

／

／

／

／

6 Total

／

／

／

／

–
／

4,211,974

1 SA-CCR
Current exposure method
2 Expected exposure method–

CCR2: Credit valuation adjustment (CVA) capital charge
Millions of yen
March 31, 2023

Item No.

March 31, 2022

a

b

a

EAD postCRM

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

EAD postCRM

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

1

Total portfolios subject to advanced risk measurement method

–

–
／

–

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

–
／

–

2
3

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

–

–

／

–

／

4

Total portfolios subject to standardized risk measurement
method6,334,089

3,047,872

6,560,889

3,495,478

5

Total portfolios subject to amount corresponding to CVA risk

6,334,089

3,047,872

6,560,889

3,495,478

61 Basel III Disclosure

Fiscal 2022

CCR3: CCR exposures by regulatory portfolio and risk weights
Millions of yen
March 31, 2023abc

Item No.

d

e

f

g

h

i

Others

Total

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

0%

10%

20%

50%

75%

100%

150%

1

Government ofJapan and Bankof Japan

2,806

–

–

–

–

–

–

–

2,806

2

Centralgovernments
and central
banks of foreigncountries

56,504–30,6105,980–

17,543––

110,638

3

Bank for
International
Settlements,
etc.

–

–

–

–

–

–

–

–

–

4

Local authorities
in Japan

–

–

–

–

–

–

–

–

–

5

Non-central
government,
etc. public
sector entities inforeign countries––

14,165

–

–

–

–

–

14,165

6

Multilateraldevelopment
banks

3,944

–

–

571

–

–

–

–

4,516

7

Local authority
financial
institutions

–

–

–

–

–

–

–

–

–

8

Government
agencies in
Japan

–

751

51

–

–

–

–

–

802

9

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

–

–

–

–

–

–

–

–

–

10

Financial
institutions andtype I financial
instruments
business
operators––

1,593,046

96,515–29,803362–

1,719,72711

Corporates, etc.

–

–

–

–

–

1,326,537––

1,326,537

12

SMEs, etc. andindividuals

–

–

–

–

409

–

–

–

409

13

Other than the
above
Total

–

–

–

–

–

628,059––

628,059

63,255751

1,637,873

103,068409

2,001,943

362–

3,807,663

14

62 Basel III Disclosure

Fiscal 2022

Millions of yen
March 31, 2022abc

Item No.

d

e

f

g

h

i

Others

Total

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

0%

10%

20%

50%

75%

100%

150%

1

Government ofJapan and Bankof Japan

2,939

–

–

–

–

–

–

–

2,939

2

Centralgovernments
and central
banks of foreigncountries

30,142–704,060

7,310–

25,557––

767,071

3

Bank for
International
Settlements,
etc.

765

–

–

–

–

–

–

–

765

4

Local authorities
in Japan

–

–

–

275

–

–

–

–

275

5

Non-central
government,
etc. public
sector entities inforeign countries

–

–

5,387

–

–

–

–

–

5,387

6

Multilateraldevelopment
banks

7,430

–

–

4,517

–

–

–

–

11,947

7

Local authority
financial
institutions

–

–

–

–

–

–

–

–

–

8

Government
agencies in
Japan

–

1,388

85

–

–

–

–

–

1,474

9

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

–

–

–

–

–

–

–

–

–

10

Financial
institutions andtype I financial
instruments
business
operators––

1,591,677

228,129–

21,8860–

1,841,693

11

Corporates, etc.

–

–

–

–

–

1,393,154––

1,393,15412

SMEs, etc. andindividuals

–

–

–

–

734

–

–

–

734

13

Other than the
above
Total

–

–

–

–

–

636,092––

636,092

41,2771,388

2,301,210

240,232734

2,076,692

0–

4,661,536

14

63 Basel III Disclosure

Fiscal 2022

CCR4: IRB – CCR exposures by portfolio and PD scale
Millions of yen, %, Thousands of cases, Yeara
EAD (after
taking into
account theCRM effects)

Item No.
PD scale
Sovereign exposures
1 0.00 to <0.15
2 0.15 to <0.25
3 0.25 to <0.50
4 0.50 to <0.75
5 0.75 to <2.50
6 2.50 to <10.00
7 10.00 to <100.00
8 100.00 (Default)
9 Sub-total
Bank exposures
1 0.00 to <0.15
2 0.15 to <0.25
3 0.25 to <0.50
4 0.50 to <0.75
5 0.75 to <2.50
6 2.50 to <10.00
7 10.00 to <100.00
8 100.00 (Default)
9 Sub-total
Corporate exposures
1 0.00 to <0.15
2 0.15 to <0.25
3 0.25 to <0.50
4 0.50 to <0.75
5 0.75 to <2.50
6 2.50 to <10.00
7 10.00 to <100.00
8 100.00 (Default)
9 Sub-total
SME exposures
1 0.00 to <0.15
2 0.15 to <0.25
3 0.25 to <0.50
4 0.50 to <0.75
5 0.75 to <2.50
6 2.50 to <10.00
7 10.00 to <100.00
8 100.00 (Default)
9 Sub-total
Specialized lending exposures
1 0.00 to <0.15
2 0.15 to <0.25
3 0.25 to <0.50
4 0.50 to <0.75
5 0.75 to <2.50
6 2.50 to <10.00
7 10.00 to <100.00
8 100.00 (Default)
9 Sub-total

64 Basel III Disclosureb
Average PD

March 31, 2023
dc

Number of
Average LGD
counterparties

e

f

g

Averageresidualmaturity

RWA

RWA density

35,407,197
–
–
36
64
–
357
–
35,407,655

0.00%
–
–
0.52%
1.76%
–
11.27%
–
0.00%

0.0
–
–
0.0
0.0
–
0.0
–
0.0

36.12%––
7.12%
36.06%–––
36.12%

4.7
–
–
5.0
1.0
–
4.9
–
4.7

97,674
–
–
5
47
–
–
–
97,7270.27%––
15.87%
73.37%–––
0.27%

3,630,112
90,246
21,566
3,438
40,463
4,825
27,419–3,818,072

0.05%
0.16%
0.29%
0.52%
1.74%
5.48%
11.27%
–
0.16%

0.9
0.5
0.0
0.0
0.0
0.0
0.0
–
1.5

29.68%
35.71%
22.80%
31.04%
31.04%
36.06%
30.27%–
29.82%

1.3
1.0
1.5
1.8
1.6
5.0
3.9
–
1.4

478,404
18,832
4,823
1,377
32,025
8,518
39,826–
583,81013.17%
20.86%
22.36%
40.06%
79.14%
176.52%145.24%–15.29%

2,464,117
89,364112,308
84,573
31,235
2,087
72,6933,133
2,859,514

0.05%
0.16%
0.29%
0.52%
1.59%
5.48%
11.27%
100.00%
0.50%

3.2
0.6
0.3
0.1
0.2
0.0
0.3
0.0
5.1

35.19%
27.58%
35.47%
35.52%
27.80%
32.86%
26.64%
22.60%
34.66%

2.4
3.2
0.7
2.7
2.9
2.0
2.5
–
2.4

474,057
23,56636,30356,54519,9872,257
87,4781,203
701,39919.23%
26.37%
32.32%
66.85%
63.98%
108.16%120.33%38.40%
24.52%

1,946
7,918
6,576
3,969
4,077
974
696
58
26,218

0.07%
0.16%
0.29%
0.52%
1.46%
5.48%
11.27%
100.00%
1.15%

0.1
0.4
0.3
0.2
0.3
0.0
0.1
0.0
1.6

28.41%
30.51%
30.90%
22.06%
30.10%
28.89%
6.33%
31.55%
28.41%

2.0
2.1
2.0
2.7
2.2
2.2
4.0
–
2.2

238
1,660
1,940
1,140
2,266
800
173
18
8,238

12.25%
20.96%
29.51%
28.72%
55.59%
82.06%
24.94%
31.57%
31.42%

79,004
37,114
14,266
4,345
4,634
4,375
1,419
470
145,630

0.07%
0.16%
0.29%
0.52%
1.51%
5.48%
11.27%
100.00%
0.76%

0.3
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.6

27.25%
27.10%
27.87%
27.27%
28.30%
29.23%
27.68%
25.86%
27.37%

4.7
4.0
4.6
4.0
3.7
4.9
4.3
–
4.4

18,524
11,605
6,624
2,338
3,496
5,233
1,944
217
49,98523.44%
31.26%
46.43%
53.82%
75.45%
119.59%136.96%46.26%
34.32%

Fiscal 2022

Millions of yen, %, Thousands of cases, Yeara
EAD (after
taking into
account theCRM effects)

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

65 Basel III Disclosureb
Average PD

March 31, 2023
dc

Number of
Average LGD
counterparties

e

f

g

Averageresidualmaturity

RWA

RWA density

–
–
1,027
–
–
121
–
–
1,148

–
–
0.47%
–
–
6.47%
–
–
1.11%

–
–
0.2
–
–
0.1
–
–
0.4

–
–
34.60%––
46.54%––
35.86%

–
–
–
–
–
–
–
–
–

–
–
251
–
–
85
–
–
336

–
–
24.47%––
70.27%––
29.31%

–
–
–
–
–
–
–
–
–
42,258,240

–
–
–
–
–
–
–
–
–
0.05%

–
–
–
–
–
–
–
–
–
9.4

–
–
–
–
–
–
–
–
–
35.42%

–
–
–
–
–
–
–
–
–
4.3

–
–
–
–
–
–
–
–
–
1,441,498

–
–
–
–
–
–
–
–
–
3.41%

Fiscal 2022

CCR4: IRB – CCR exposures by portfolio and PD scale
Millions of yen, %, Thousands of cases, Yeara
EAD (after
taking into
account theCRM effects)

Item No.
PD scale
Sovereign exposures
1 0.00 to <0.15
2 0.15 to <0.25
3 0.25 to <0.50
4 0.50 to <0.75
5 0.75 to <2.50
6 2.50 to <10.00
7 10.00 to <100.00
8 100.00 (Default)
9 Sub-total
Bank exposures
1 0.00 to <0.15
2 0.15 to <0.25
3 0.25 to <0.50
4 0.50 to <0.75
5 0.75 to <2.50
6 2.50 to <10.00
7 10.00 to <100.00
8 100.00 (Default)
9 Sub-total
Corporate exposures
1 0.00 to <0.15
2 0.15 to <0.25
3 0.25 to <0.50
4 0.50 to <0.75
5 0.75 to <2.50
6 2.50 to <10.00
7 10.00 to <100.00
8 100.00 (Default)
9 Sub-total
SME exposures
1 0.00 to <0.15
2 0.15 to <0.25
3 0.25 to <0.50
4 0.50 to <0.75
5 0.75 to <2.50
6 2.50 to <10.00
7 10.00 to <100.00
8 100.00 (Default)
9 Sub-total
Specialized lending exposures
1 0.00 to <0.15
2 0.15 to <0.25
3 0.25 to <0.50
4 0.50 to <0.75
5 0.75 to <2.50
6 2.50 to <10.00
7 10.00 to <100.00
8 100.00 (Default)
9 Sub-total

66 Basel III Disclosureb
Average PD

March 31, 2022dc

Number of
Average LGD
counterparties

e

f

g

Averageresidualmaturity

RWA

RWA density

41,292,666
–
–
50
75
–
249
–
41,293,043

0.00%
–
–
0.55%
1.84%
–
11.02%
–
0.00%

0.0
–
–
0.0
0.0
–
0.0
–
0.0

36.15%––
6.97%
37.52%–––
36.15%

4.8
–
–
5.0
1.0
–
5.0
–
4.8

136,010
–
–
8
58
–
–
–
136,077

0.32%––
15.87%
77.55%–––
0.32%

3,443,866
165,746
5,058
5,047
26,675–8,417–
3,654,812

0.05%
0.17%
0.30%
0.55%
1.78%
–
11.02%
–
0.10%

0.8
0.5
0.0
0.0
0.0
–
0.0
–
1.4

27.93%
34.61%
20.89%
35.03%
35.94%–
24.92%–
28.28%

1.8
1.0
1.5
1.2
0.1
–
4.6
–
1.8

502,961
34,7801,017
2,198
21,088–
11,944–573,990

14.60%
20.98%
20.12%
43.54%
79.05%–
141.89%–15.70%

2,300,434
147,01258,59334,59841,7085,539
138,278
6,781
2,732,947

0.05%
0.17%
0.30%
0.55%
1.52%
5.69%
11.02%
100.00%
0.91%

3.0
0.7
0.3
0.1
0.3
0.0
0.2
0.0
5.0

36.93%
31.95%
35.53%
35.63%
30.39%
33.79%
32.85%
23.23%
36.27%

2.1
2.6
3.2
1.8
2.3
1.6
1.8
–
2.2

429,035
43,83734,948
17,836
27,667
6,058
207,1742,657
769,21618.65%
29.81%
59.64%
51.55%
66.33%
109.36%149.82%39.19%
28.14%

669
4,111
2,958
3,785
2,431
521
337
70
14,886

0.07%
0.17%
0.30%
0.55%
1.37%
5.69%
11.02%
100.00%
1.39%

0.0
0.3
0.3
0.2
0.3
0.0
0.0
0.0
1.5

28.59%
28.91%
26.33%
18.75%
22.62%
24.72%
9.71%
18.56%
24.14%

1.9
2.2
2.4
3.7
3.1
3.6
3.5
–
2.8

83
836
734
1,179
1,103
390
159
21
4,510

12.44%
20.34%
24.83%
31.16%
45.39%
74.95%
47.20%
31.23%
30.29%

93,194
46,672
19,933
11,97919,665
1,360
2,080
1,167
196,054

0.06%
0.17%
0.30%
0.55%
1.23%
5.69%
11.02%
100.00%
1.01%

0.2
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.5

26.85%
26.67%
26.84%
26.81%
27.00%
27.44%
26.67%
30.16%
26.84%

4.8
3.4
4.5
4.0
4.8
4.6
4.5
–
4.4

21,43813,438
8,977
6,466
15,003
1,508
2,762
312
69,90823.00%
28.79%
45.03%
53.97%
76.29%
110.88%132.78%26.77%
35.65%

Fiscal 2022

Millions of yen, %, Thousands of cases, Yeara
EAD (after
taking into
account theCRM effects)

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

67 Basel III Disclosureb
Average PD

March 31, 2022dc

Number of
Average LGD
counterparties

e

f

g

Averageresidualmaturity

RWA

RWA density

–
–
–
752
–
52
–
–
805

–
–
–
0.50%
–
7.09%
–
–
0.93%

–
–
–
0.2
–
0.1
–
–
0.3

–
–
–
34.30%–
39.07%––
34.61%

–
–
–
–
–
–
–
–
–

–
–
–
186
–
32
–
–
219

–
–
–
24.75%–
62.27%––
27.21%

–
–
–
–
–
–
–
–
–
47,892,549

–
–
–
–
–
–
–
–
–
0.06%

–
–
–
–
–
–
–
–
–
8.9

–
–
–
–
–
–
–
–
–
35.52%

–
–
–
–
–
–
–
–
–
4.4

–
–
–
–
–
–
–
–
–
1,553,922

–
–
–
–
–
–
–
–
–
3.24%

Fiscal 2022

CCR5: Composition of collateral for CCR exposure
Millions of yen
March 31, 2023
a

b

c

d

e

Collateral used in derivative transactions

Item No.

f

Collateral used inrepo transactions

Fair value of collateral received

Fair value of posted collateral

SegregatedUnsegregatedSegregatedUnsegregatedFair value of
postedcollateral
10,633,447

1

Cash (domestic currency)–

783,628

47,318

1,833,491

Fair value ofcollateral
received
13,142,873

2Cash (foreign currency)–

1,028,233

816

688,034

30,842,612

13,028,525

3

Domestic sovereign debt

105,668

116,687566,223

253,600

7,130,361

23,340,825

4

Other sovereign debt

186,110

12,612

128,116

44,12419,999,972

21,028,476

5Government agency debt

1,125

134

–

–

3,889,268

10,676,956

6Corporate bonds

19,79018,473––905,775

1,869,361–

96,146–86,8132,892,621

1,464,360

7Equity8

Other collateral

11,177

13,244–

4,763

607,362

878,724

Total

323,872

2,069,160

742,474

2,910,828

79,410,847

82,920,677

9Millions of yen
March 31, 2022
a

c

d

e

Cash (domestic currency)fCollateral used inrepo transactions

Collateral used in derivative transactions

Item No.

1b

Fair value ofcollateral
received

Fair value of
postedcollateral

2,380,537

9,002,078

10,874,246

Fair value of collateral received

Fair value of posted collateral

SegregatedUnsegregatedSegregatedUnsegregated–632,474

38,104

2

Cash (foreign currency)–

413,2937,185

780,922

25,029,501

12,939,413

3Domestic sovereign debt

143,269

101,281502,734

532,234

6,273,463

16,073,158

4

Other sovereign debt

188,671

15,751

43,866

63,131

19,206,705

18,024,564

5Government agency debt

2,332

990

196

15,6622,432,422

6,305,2256

Corporate bonds

7,635

9,165

–

–

747,150

1,595,603

7Equity–69,497–87,3653,410,980

2,099,866

8

Other collateral

9

Total

68 Basel III Disclosure

Fiscal 2022

8,740

17,449–4,494

651,313

683,051

350,650

1,259,903

592,0873,864,349

66,753,616

68,595,129

CCR6: Credit derivatives exposures
Millions of yen
March 31, 2023
Item No.

March 31, 2022

a

b

a

b

Protection
boughtProtection
soldProtection
boughtProtection
sold2,794,146

1,422,856

2,397,932

1,340,483

Notional principal
1

Single-name credit default swaps

2

Index credit default swaps

428,739442,872

322,059

293,304

3

Total return swaps

370,656

73,876497,123

71,8494

Credit options

–

–

–

–

5

Other credit derivatives

–

–

–

–

3,593,543

1,939,604

3,217,116

1,705,636

6 Total notional principal
Fair value
7

Positive fair value (asset)

15,97010,53914,677

26,241

8

Negative fair value (liability)

53,39911,52359,813355

CCR8: Exposures to central counterparties
Millions of yen
March 31, 2023
a
Item No.

1

Exposures to qualifying central counterparties (total)

2

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

March 31, 2022

b

a

b

436,932

Exposures tocentralcounterparties(post-CRM)／

499,373

5,131,316

33,4783,629,582

34,1104,041,369

28,0762,788,583

26,811

Exposures tocentralcounterparties(post-CRM)
／

RWA

RWA

3

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

438,1135,401

477,367

7,298

5(iii) Repo transactions

651,833–

363,632–

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

–

–
／

–
–

–
／

7

Segregated initial margin–8

Non-segregated initial margin

986,047

12,890728,846

11,2579Pre-funded default fund contributions

441,792

390,563362,597454,006

10

Unfunded default fund contributions

–
／

–

–

142,441–／

130,202

11

Exposures to non-qualifying central counterparties (total)

12

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

56,60556,60545,14445,14413(i) Derivative transactions (OTC)

56,60556,60545,14445,14414(ii) Derivative transactions (exchange traded)

–

–

–

–

15

(iii) Repo transactions

–

–

–

–

16

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

–

–
／

–
–

–
／

17

Segregated initial margin–18

Non-segregated initial margin

–

–

–

–

19

Pre-funded default fund contributions

6,866

85,835

6,804

85,05820

Unfunded default fund contributions

–

–

–

–

69 Basel III Disclosure

Fiscal 2022

SEC1: Securitization exposures by underlying asset type (securitization exposures subject to thecalculation of the amount of credit risk-weighted assets only)
Millions of yen
March 31, 2023
a

b

c

d

MUFG acting as originator
Item No.

1

Underlying asset typef

Traditional
Synthetic
securitizations(asset transfer securitizations
type)

Sub-total

Sub-total

246,411–

246,41145,443–

2

Residential mortgages

47,441–47,441–––

3

Credit card receivables

–

–

–

44,990–44,9904

Other retail exposures

198,970–

198,970

453

–

453

5

Re-securitization

–

–

–

–

–

–

48,574

610,401

658,975

687,499–

687,499

6

Retail (total)

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

Wholesale (total)

45,4437

Loans to corporates–

610,401

610,401

–

–

–

8

Commercial mortgagebacked securities

–

–

–

320,581–

320,581

9

Leasing receivables
and accountreceivables

43,980–43,980117,765–

117,765

10

Other wholesale

4,593

–

4,593

249,153–

249,153

11

Re-securitization

–

–

–

–

–

–

SEC1: Securitization exposures by underlying asset type (securitization exposures subject to thecalculation of the amount of credit risk-weighted assets only)
Millions of yen
March 31, 2022
a

b

c

d

MUFG acting as originator
Item No.

1

Underlying asset typef

Traditional
Synthetic
securitizations(asset transfer securitizations
type)

Sub-total

Sub-total

223,467–

223,467

32,436–

2

Residential mortgages

51,177–51,177–––

3

Credit card receivables

–

–

–

32,000–32,0004

Other retail exposures

172,290–

172,290

436

–

436

5

Re-securitization

–

–

–

–

–

–

145,795

332,149

477,945274,942–274,942–

332,149

332,149

–

–

–

–

129,269

–

–

–

6

Retail (total)

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

Wholesale (total)

32,436

7

Loans to corporates

8

Commercial mortgagebacked securities

129,269

9

Leasing receivables
and accountreceivables

10,500–10,500102,424–

102,424

10

Other wholesale

6,025

–

6,025

172,517–

172,517

11

Re-securitization

–

–

–

–

–

–

70 Basel III Disclosure

Fiscal 2022

Millions of yen
March 31, 2023
g

h

i

j

MUFG acting as originator / sponsor
Item No.

1

Underlying asset typel

Traditional
Synthetic
securitizations(asset transfer securitizations
type)

Sub-total

Sub-total

3,295,824–

3,295,824

2,094,814–

2,094,814

2

Residential mortgages

181,108–

181,108

1,479,431–

1,479,431

3

Credit card receivables

1,327,839–

1,327,839

86,821–

86,821

4

Other retail exposures

1,786,875–

1,786,875

528,562–

528,562

5

Re-securitization

–

–

–

–

–

–

3,288,802–

3,288,802

3,484,112–

3,484,112

144,594–

144,594

3,370,325–

3,370,325

–

–

–

–

–

–

6

Retail (total)

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

Wholesale (total)

7

Loans to corporates

8

Commercial mortgagebacked securities

9

Leasing receivables
and accountreceivables

2,687,061–

2,687,061

105,325–

105,325

10

Other wholesale

457,146–

457,146

8,461

–

8,461

11

Re-securitization

–

–

–

–

–

–
Millions of yen

March 31, 2022
g

h

i

j

MUFG acting as originator / sponsor
Item No.

1

Underlying asset typel

Traditional
Synthetic
securitizations(asset transfer securitizations
type)

Sub-total

Sub-total

2,688,668–

2,688,668

2,147,996–

2,147,996

2

Residential mortgages

109,843–

109,843

1,613,495–

1,613,495

3

Credit card receivables

1,181,511–

1,181,511

56,424–56,424

4

Other retail exposures

1,397,312–

1,397,312

477,974–

477,97456Retail (total)

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

Re-securitization
Wholesale (total)

–

–

–

102

–

102

2,555,388–

2,555,388

3,230,884–

3,230,884

33,491–33,4912,856,005–

2,856,005–––

274,408–

274,408

7

Loans to corporates

8

Commercial mortgagebacked securities

9

Leasing receivables
and accountreceivables

2,216,327–

2,216,327

92,010–92,010

10

Other wholesale

305,569–

305,569

8,461

–

8,461

11

Re-securitization

–

–

–

–

–

–

71 Basel III Disclosure

Fiscal 2022

SEC2: Securitization exposures by underlying asset type (securitization exposures subject to thecalculation of the amount corresponding to market risk only)
Millions of yen
March 31, 2023
b

a
Item
No.

c

d

MUFG acting as originator
Underlying asset typefg

Synthetic(asset transfer securitizations

Sub-totali

Traditional

securitizations

Synthetic(asset transfer securitizations

Sub-total

securitizations

Synthetic(asset transfer securitizations

Sub-total

type)

type)

type)

h
MUFG acting as investor

Traditional

Traditional
securitizationse
MUFG acting as sponsor

1

Retail (total)

–

–

–

–

–

–

19,453–

2

Residential mortgages

–

–

–

–

–

–

–

–

–

3

Credit card receivables

–

–

–

–

–

–

1,683

–

1,683

4

Other retail exposures

–

–

–

–

–

–

17,770–17,7705

Re-securitization

–

–

–

–

–

–

–

–

–

6

Wholesale (total)

–

–

–

–

–

–

54,051–54,051

7

Loans to corporates

–

–

–

–

–

–

33,760–33,7608

Commercial mortgage-

–

–

–

–

–

–

–

–

–

9

Leasing receivables

backed securities

19,453and accountreceivables

–

–

–

–

–

–

8,225

–

8,225

10

Other wholesale

–

–

–

–

–

–

12,064–

12,064

11

Re-securitization

–

–

–

–

–

–

–

–

–

SEC2: Securitization exposures by underlying asset type (securitization exposures subject to thecalculation of the amount corresponding to market risk only)
Millions of yen
March 31, 2022
b

a
Item
No.

c

d

MUFG acting as originator
Underlying asset typefg

Synthetic(asset transfer securitizations

Sub-total

securitizationsi

Traditional
Synthetic(asset transfer securitizations

Sub-total

securitizations

Synthetic(asset transfer securitizations

Sub-total

type)

type)

type)

h
MUFG acting as investor

Traditional

Traditional
securitizationse
MUFG acting as sponsor

1

Retail (total)

–

–

–

–

–

–

9,071

–

2

Residential mortgages

–

–

–

–

–

–

–

–

–

3

Credit card receivables

–

–

–

–

–

–

32

–

32

4

Other retail exposures

–

–

–

–

–

–

9,039

–

9,039

5

Re-securitization

–

–

–

–

–

–

–

–

–

6

Wholesale (total)

5,600

–

5,600

–

–

–

10,540–

10,5407Loans to corporates

5,600

–

5,600

–

–

–

9,358

–

9,358

8

Commercial mortgage-

–

–

–

–

–

–

–

–

–

9

Leasing receivables

backed securities

9,071

and accountreceivables

–

–

–

–

–

–

1,154

–

1,154

10

Other wholesale

–

–

–

–

–

–

27

–

27

11

Re-securitization

–

–

–

–

–

–

–

–

–

72 Basel III Disclosure

Fiscal 2022

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

Item
No.

a
Total

b

c

March 31, 2023
d
e

f

g

Traditional securitizations (asset transfer type) (sub-total)
Securitization
Re-securitization
RetailWholesale
Seniorunderlying
Amount of exposures (by risk weight category)
1 Securitization
exposures subject toa risk weight of 20%
or less
7,532,729
6,974,877
6,974,877
3,390,605
3,584,271––
2 Securitization
exposures subject toa risk weight of morethan 20% and 50% or
less
462,432
409,884
409,884
139,013
270,870––
3 Securitization
exposures subject toa risk weight of morethan 50% and 100%or less
208,815
208,815
208,815
48,997
159,817––
4 Securitization
exposures subject toa risk weight of morethan 100% and lessthan 1250%
18,887
18,887
18,887
8,971
9,916
–
–
5 Securitization
exposures subject toa risk weight of
1250%
90
90
90
90
–
–
–
Amount of exposures (by calculation method)
6 Securitization
exposures subject tothe IRB Approach orInternal Assessment
Approach
3,971,373
3,360,972
3,360,972
644,920
2,716,051––
7 Securitization
exposures subject tothe External Ratingsbased Approach
1,017,438
1,017,438
1,017,438
707,763309,674––
8 Securitization
exposures subject to
the Standardized
Approach
3,234,053
3,234,053
3,234,053
2,234,903
999,149––
9 Securitization
exposures subject toa risk weight of
1250%
90
90
90
90
–
–
–

73 Basel III Disclosure

Fiscal 2022h

Non-senior

–

–

–

–

–

–

–

–

–

Item
No.

a
Total

b

c

March 31, 2023
d
e

f

g

Traditional securitizations (asset transfer type) (sub-total)
Securitization
Re-securitization
RetailWholesale
Seniorunderlying
Amount of credit risk-weighted assets (by calculation method)
10 Credit RWA calculatedusing the IRB
Approach or Internal
Assessment
Approach
637,561
534,727
534,727
97,649437,077––
11 Credit RWA calculatedusing the External
Ratings-based
Approach
109,714
109,714
109,71472,096
37,617––
12 Credit RWA calculatedusing theStandardized
Approach
507,435
507,435
507,435
281,254226,181––
13 Credit RWA relating tosecuritization
exposures subject toa risk weight of
1250%
1,133
1,133
1,133
1,133
–
–
–
Capital requirements (by calculation method)
14 Capital requirements
relating tosecuritization
exposures subject tothe IRB Approach orInternal Assessment
Approach
51,004
42,77842,778
7,811
34,966––
15 Capital requirements
relating tosecuritization
exposures subject tothe External Ratingsbased Approach
8,777
8,777
8,777
5,767
3,009
–
–
16 Capital requirements
relating tosecuritization
exposures subject to
the Standardized
Approach
40,59440,59440,59422,50018,094––17 Capital requirements
relating tosecuritization
exposures subject toa risk weight of
1250%
90
90
90
90
–
–
–

74 Basel III Disclosure

Fiscal 2022h

Non-senior

–

–

–

–

–

–

–

–

Millions of yen
i
Item
No.

j

k

Synthetic securitizations (sub-total)
Securitization

Amount of exposures (by risk weight category)
1 Securitization
exposures subject toa risk weight of 20%
or less
557,852
557,852
2 Securitization
exposures subject toa risk weight of morethan 20% and 50% or
less
52,54852,5483 Securitization
exposures subject toa risk weight of morethan 50% and 100%or less––
4 Securitization
exposures subject toa risk weight of morethan 100% and lessthan 1250%––
5 Securitization
exposures subject toa risk weight of
1250%
–
–
Amount of exposures (by calculation method)
6 Securitization
exposures subject tothe IRB Approach orInternal Assessment
610,401
610,401
Approach
7 Securitization
exposures subject tothe External Ratings––
based Approach
8 Securitization
exposures subject to
the Standardized––
Approach
9 Securitization
exposures subject toa risk weight of
1250%
–
–

75 Basel III Disclosure

March 31, 2023l

Fiscal 2022

m

n

o

SeniorNon-senior

Re-securitization
Retailunderlying

Wholesale–

557,852

–

–

–

–

52,548

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

610,401

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

i
Item
No.

j

k

Synthetic securitizations (sub-total)
Securitization

Retailunderlying
Amount of credit risk-weighted assets (by calculation method)
10 Credit RWA calculatedusing the IRB
Approach or Internal
Assessment
Approach
102,834
102,834–
11 Credit RWA calculatedusing the External
Ratings-based
Approach–––
12 Credit RWA calculatedusing theStandardized
Approach–––
13 Credit RWA relating tosecuritization
exposures subject toa risk weight of
1250%
–
–
–
Capital requirements (by calculation method)
14 Capital requirements
relating tosecuritization
exposures subject tothe IRB Approach orInternal Assessment
Approach
8,226
8,226
–
15 Capital requirements
relating tosecuritization
exposures subject tothe External Ratingsbased Approach–––
16 Capital requirements
relating tosecuritization
exposures subject to
the Standardized
Approach–––
17 Capital requirements
relating tosecuritization
exposures subject toa risk weight of
1250%
–
–
–

76 Basel III Disclosure

March 31, 2023l

Fiscal 2022

m

n

o

SeniorNon-senior

Re-securitization
Wholesale

102,834

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

8,226

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

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

Item
No.

a
Total

b

c

March 31, 2022
d
e

f

g

Traditional securitizations (asset transfer type) (sub-total)
Securitization
Re-securitization
RetailWholesale
Seniorunderlying
Amount of exposures (by risk weight category)
1 Securitization
exposures subject toa risk weight of 20%
or less
5,811,946
5,502,880
5,502,880
2,845,9782,656,901––
2 Securitization
exposures subject toa risk weight of morethan 20% and 50% or
less
355,970
332,887
332,887
51,436
281,451––
3 Securitization
exposures subject toa risk weight of morethan 50% and 100%or less
62,27562,27562,27528,78533,489––4 Securitization
exposures subject toa risk weight of morethan 100% and lessthan 1250%
22,573
22,573
22,573
18,2894,283––
5 Securitization
exposures subject toa risk weight of
1250%
83
83
83
83
–
–
–
Amount of exposures (by calculation method)
6 Securitization
exposures subject tothe IRB Approach orInternal Assessment
Approach
2,977,170
2,645,021
2,645,021
326,6442,318,376––
7 Securitization
exposures subject tothe External Ratingsbased Approach
945,069
945,069
945,069
674,196
270,872––
8 Securitization
exposures subject to
the Standardized
Approach
2,330,526
2,330,526
2,330,526
1,943,648
386,878––
9 Securitization
exposures subject toa risk weight of
1250%
83
83
83
83
–
–
–

77 Basel III Disclosure

Fiscal 2022h

Non-senior

–

–

–

–

–

–

–

–

–

Item
No.

a
Total

b

c

March 31, 2022
d
e

f

g

Traditional securitizations (asset transfer type) (sub-total)
Securitization
Re-securitization
RetailWholesale
Seniorunderlying
Amount of credit risk-weighted assets (by calculation method)
10 Credit RWA calculatedusing the IRB
Approach or Internal
Assessment
Approach503,788446,608446,608
71,912
374,696––
11 Credit RWA calculatedusing the External
Ratings-based
Approach
109,951
109,951
109,951
69,256
40,695––
12 Credit RWA calculatedusing theStandardized
Approach
289,728
289,728
289,728
222,788
66,940––13 Credit RWA relating tosecuritization
exposures subject toa risk weight of
1250%
1,038
1,038
1,038
1,038
–
–
–
Capital requirements (by calculation method)
14 Capital requirements
relating tosecuritization
exposures subject tothe IRB Approach orInternal Assessment
Approach
40,30335,72835,728
5,752
29,975––
15 Capital requirements
relating tosecuritization
exposures subject tothe External Ratingsbased Approach
8,796
8,796
8,796
5,540
3,255
–
–
16 Capital requirements
relating tosecuritization
exposures subject to
the Standardized
Approach
23,17823,17823,17817,823
5,355––
17 Capital requirements
relating tosecuritization
exposures subject toa risk weight of
1250%
83
83
83
83
–
–
–

78 Basel III Disclosure

Fiscal 2022h

Non-senior

–

–

–

–

–

–

–

–

Millions of yen
i
Item
No.

j

k

Synthetic securitizations (sub-total)
Securitization

Amount of exposures (by risk weight category)
1 Securitization
exposures subject toa risk weight of 20%
or less
309,066
309,066
2 Securitization
exposures subject toa risk weight of morethan 20% and 50% or
less
23,08323,0833 Securitization
exposures subject toa risk weight of morethan 50% and 100%or less––
4 Securitization
exposures subject toa risk weight of morethan 100% and lessthan 1250%––
5 Securitization
exposures subject toa risk weight of
1250%
–
–
Amount of exposures (by calculation method)
6 Securitization
exposures subject tothe IRB Approach orInternal Assessment
332,149
332,149
Approach
7 Securitization
exposures subject tothe External Ratings––
based Approach
8 Securitization
exposures subject to
the Standardized––
Approach
9 Securitization
exposures subject toa risk weight of
1250%
–
–

79 Basel III Disclosure

March 31, 2022l

Fiscal 2022

m

n

o

SeniorNon-senior

Re-securitization
Retailunderlying

Wholesale–309,066

–

–

–

–

23,083

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

332,149

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

i
Item
No.

j

k

Synthetic securitizations (sub-total)
Securitization

Retailunderlying
Amount of credit risk-weighted assets (by calculation method)
10 Credit RWA calculatedusing the IRB
Approach or Internal
Assessment
Approach
57,18057,180–
11 Credit RWA calculatedusing the External
Ratings-based
Approach–––
12 Credit RWA calculatedusing theStandardized
Approach–––
13 Credit RWA relating tosecuritization
exposures subject toa risk weight of
1250%
–
–
–
Capital requirements (by calculation method)
14 Capital requirements
relating tosecuritization
exposures subject tothe IRB Approach orInternal Assessment
Approach
4,574
4,574
–
15 Capital requirements
relating tosecuritization
exposures subject tothe External Ratingsbased Approach–––
16 Capital requirements
relating tosecuritization
exposures subject to
the Standardized
Approach–––
17 Capital requirements
relating tosecuritization
exposures subject toa risk weight of
1250%
–
–
–

80 Basel III Disclosure

March 31, 2022l

Fiscal 2022

m

n

o

SeniorNon-senior

Re-securitization
Wholesale

57,180

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

4,574

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

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

Item
No.

a
Total

b

c

March 31, 2023
d
e

f

g

Traditional securitizations (asset transfer type) (sub-total)
Securitization
Re-securitization
RetailWholesale
Seniorunderlying
Amount of exposures (by risk weight category)
1 Securitization
exposures subject toa risk weight of 20%
or less
5,547,753
5,547,753
5,547,753
2,082,043
3,465,710––
2 Securitization
exposures subject toa risk weight of morethan 20% and 50% or
less
9,941
9,941
9,941
–
9,941
–
–
3 Securitization
exposures subject toa risk weight of morethan 50% and 100%or less
12,756
12,756
12,756
12,756–––4 Securitization
exposures subject toa risk weight of morethan 100% and lessthan 1250%
–
–
–
–
–
–
–
5 Securitization
exposures subject toa risk weight of
1250%
8,476
8,476
8,476
15
8,461
–
–
Amount of exposures (by calculation method)
6 Securitization
exposures subject tothe IRB Approach orInternal Assessment
Approach
55,05555,05555,055–55,055––7 Securitization
exposures subject tothe External Ratingsbased Approach
5,270,006
5,270,006
5,270,006
2,083,961
3,186,044––
8 Securitization
exposures subject to
the Standardized
Approach
245,389245,389245,389
10,838234,551––
9 Securitization
exposures subject toa risk weight of
1250%
8,476
8,476
8,476
15
8,461
–
–

81 Basel III Disclosure

Fiscal 2022h

Non-senior

–

–

–

–

–

–

–

–

–

Item
No.

a
Total

b

c

March 31, 2023
d
e

f

g

Traditional securitizations (asset transfer type) (sub-total)
Securitization
Re-securitization
RetailWholesale
Seniorunderlying
Amount of credit risk-weighted assets (by calculation method)
10 Credit RWA calculatedusing the IRB
Approach or Internal
Assessment
Approach
8,670
8,670
8,670
–
8,670
–
–
11 Credit RWA calculatedusing the External
Ratings-based
Approach905,489
905,489
905,489
268,887
636,602––
12 Credit RWA calculatedusing theStandardized
Approach
36,26636,26636,266
1,083
35,182––
13 Credit RWA relating tosecuritization
exposures subject toa risk weight of
1250%
105,955
105,955
105,955
187
105,768––
Capital requirements (by calculation method)
14 Capital requirements
relating tosecuritization
exposures subject tothe IRB Approach orInternal Assessment
Approach
693
693
693
–
693
–
–
15 Capital requirements
relating tosecuritization
exposures subject tothe External Ratingsbased Approach
72,43972,43972,43921,51050,928––16 Capital requirements
relating tosecuritization
exposures subject to
the Standardized
Approach
2,901
2,901
2,901
86
2,814
–
–
17 Capital requirements
relating tosecuritization
exposures subject toa risk weight of
1250%
8,476
8,476
8,476
15
8,461
–
–

82 Basel III Disclosure

Fiscal 2022h

Non-senior

–

–

–

–

–

–

–

–

Millions of yen
i
Item
No.

k

Synthetic securitizations (sub-total)
Securitization

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

83 Basel III DisclosurejMarch 31, 2023l

Fiscal 2022

m

n

o

SeniorNon-senior

Re-securitization
Retailunderlying

Wholesale

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

i
Item
No.

j

k

Synthetic securitizations (sub-total)
Securitization

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

84 Basel III Disclosure

March 31, 2023l

Fiscal 2022

m

n

o

SeniorNon-senior

Re-securitization
Wholesale

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

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

Item
No.

a
Total

b

c

March 31, 2022
d
e

f

g

Traditional securitizations (asset transfer type) (sub-total)
Securitization
Re-securitization
RetailWholesale
Seniorunderlying
Amount of exposures (by risk weight category)
1 Securitization
exposures subject toa risk weight of 20%
or less
5,240,429
5,240,429
5,240,429
2,130,215
3,110,213––
2 Securitization
exposures subject toa risk weight of morethan 20% and 50% or
less
49
49
49
49
–
–
–
3 Securitization
exposures subject toa risk weight of morethan 50% and 100%or less
83,69583,69583,59317,022
66,571
102
102
4 Securitization
exposures subject toa risk weight of morethan 100% and lessthan 1250%
45,05145,05145,051591
44,460––5 Securitization
exposures subject toa risk weight of
1250%
9,654
9,654
9,654
15
9,639
–
–
Amount of exposures (by calculation method)
6 Securitization
exposures subject tothe IRB Approach orInternal Assessment
Approach
98,167
98,167
98,167–
98,167––7 Securitization
exposures subject tothe External Ratingsbased Approach
5,182,865
5,182,865
5,182,865
2,120,048
3,062,817––
8 Securitization
exposures subject to
the Standardized
Approach
88,19388,19388,091
27,83160,260102
102
9 Securitization
exposures subject toa risk weight of
1250%
9,654
9,654
9,654
15
9,639
–
–

85 Basel III Disclosure

Fiscal 2022h

Non-senior

–

–

–

–

–

–

–

–

–

Item
No.

a
Total

b

c

March 31, 2022
d
e

f

g

Traditional securitizations (asset transfer type) (sub-total)
Securitization
Re-securitization
RetailWholesale
Seniorunderlying
Amount of credit risk-weighted assets (by calculation method)
10 Credit RWA calculatedusing the IRB
Approach or Internal
Assessment
Approach
25,94425,94425,944–25,944––
11 Credit RWA calculatedusing the External
Ratings-based
Approach
962,816
962,816
962,816
272,489
690,327––
12 Credit RWA calculatedusing theStandardized
Approach
12,32812,328
12,225
3,186
9,039
102
102
13 Credit RWA relating tosecuritization
exposures subject toa risk weight of
1250%
120,679
120,679
120,679
187
120,492––
Capital requirements (by calculation method)
14 Capital requirements
relating tosecuritization
exposures subject tothe IRB Approach orInternal Assessment
Approach
2,075
2,075
2,075
–
2,075
–
–
15 Capital requirements
relating tosecuritization
exposures subject tothe External Ratingsbased Approach
77,02577,02577,025
21,79955,226––
16 Capital requirements
relating tosecuritization
exposures subject to
the Standardized
Approach
986
986
978
254
723
8
8
17 Capital requirements
relating tosecuritization
exposures subject toa risk weight of
1250%
9,654
9,654
9,654
15
9,639
–
–

86 Basel III Disclosure

Fiscal 2022h

Non-senior

–

–

–

–

–

–

–

–

Millions of yen
i
Item
No.

k

Synthetic securitizations (sub-total)
Securitization

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

87 Basel III DisclosurejMarch 31, 2022l

Fiscal 2022

m

n

o

SeniorNon-senior

Re-securitization
Retailunderlying

Wholesale

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

i
Item
No.

j

k

Synthetic securitizations (sub-total)
Securitization

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

88 Basel III Disclosure

March 31, 2022l

Fiscal 2022

m

n

o

SeniorNon-senior

Re-securitization
Wholesale

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

MR1: Market risk under the Standardized Approach
Millions of yen
March 31,2023
Item No.

March 31,2022

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

Interest rate risk (general and specific)

888,2132

Equity risk (general and specific)

306,841

675,393
336,5373

Foreign exchange risk

193,342

136,033

4

Commodity risk

1,630

843

Options transactions
5

Simplified approach

–

–

6

Delta-plus method

–

–

7

Scenario approach––

47,202

18,6791,437,231

1,167,487

8

Specific risk relating to securitization exposures

9

Total

MR2: RWA flow statements of market risk exposures under an IMAMillions of yen
Item No.

End of previous fiscal year: March 31, 2022
End of current fiscal year: March 31, 2023

VaR

StressedVaR

807,291

2,415,150––

3,222,441

2.19

2.29

–

–

2.27

1c RWA at end of previous fiscal year (end ofday)

368,001

1,050,473––

1,418,474

2 Movement in risk levels

228,892

44,226––273,118

3 Model updates/changes

–

–

–

–

–

4 Methodology and policy

–

–

–

–

–

1a RWA at end of previous fiscal year
1b Regulatory adjustment

5 Acquisitions and disposals
6 Foreign exchange movements

IRC

CRM

Other

Total RWA

–

–

–

–

–

(9,009)45,096––36,086

7 Other(150,354)

257,135––

106,780

8a RWA at end of current fiscal year (end of day)

437,528

1,396,931––

1,834,460

3.00

2.81

–

–

2.85

1,316,278

3,929,471––

5,245,750

8b Regulatory adjustment
8c RWA at end of current fiscal year

Millions of yen
Item No.

End of previous fiscal year: March 31, 2021
End of current fiscal year: March 31, 2022

VaR

Stressed
VaR

484,034

2,144,197––

2,628,232

3.00

3.55

–

–

3.43

1c RWA at end of previous fiscal year (end ofday)

161,239

603,023––

764,262

2 Movement in risk levels

183,201

482,887––

666,089

3 Model updates/changes

–

–

–

–

–

4 Methodology and policy

–

–

–

–

–

1a RWA at end of previous fiscal year
1b Regulatory adjustment

5 Acquisitions and disposals

IRC

CRM

Other

Total RWA

–

–

–

–

–

6 Foreign exchange movements

38,910(68,272)––(29,362)

7 Other(15,350)

32,835––

17,4858a RWA at end of current fiscal year (end of day)

368,001

1,050,473––

1,418,474

2.19

2.29

–

–

2.27

807,291

2,415,150––

3,222,441

8b Regulatory adjustment
8c RWA at end of current fiscal year

89 Basel III Disclosure

Fiscal 2022

MR3: Values of Internal Models Approach (Market risk)
Millions of yen
Item No.

March 31,2023

March 31,
2022

Value at Risk (holding period: 10 business days, one-sided confidence interval: 99%)
1

Maximum value

47,17835,997

2

Average value

34,81817,2993

Minimum value

18,906

11,6264

Period end

35,00229,440Stressed Value at Risk (holding period: 10 business days, one-sided confidence interval: 99%)
5

Maximum value

162,629

117,748

6

Average value

93,92364,3297

Minimum value

54,55244,2838

Period end

111,754

84,037

9

Maximum value

–

–

10

Average value

–

–

11

Minimum value

–

–

12

Period end––

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

Maximum value

–

–

14

Average value

–

–

15

Minimum value

–

–

16

Period end

–

–

–

–

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

(Scope of application of Internal Models Approach)
MUFG uses the Internal Models Approach for general market risk; however, at the following group companies, the Standardized Approach isapplied: Consolidated subsidiaries of Mitsubishi UFJ Trust and Banking Corporation, certain risk categories at Bank of Ayudhya PublicCompany Limited and its consolidated subsidiaries, and PT Bank Danamon Indonesia, Tbk.
In addition, the same Internal Models Approach is used for each entity in the MUFG Group.
(Overview of models)
MUFG employs the historical simulation (hereinafter, “HS”) method as the main risk measurement method. For products and positions forwhich the HS method is not applied, risk amounts are measured using reasonable and conservative methods and then added to risk amounts
calculated using the HS method.
In addition, when the Internal Models Approach is used, the same models are used as the models for internal management and regulatorymodels.
(Assumptions for calculation of Value at Risk)
When calculating VaR, daily historical data is used. The observation period is 701 business days (approximately three years) and this data is
not weighted.
Method of converting the holding period: VaR for holding period of one business day is converted into holding period of 10 business days
using the root t-factor method.
Method of aggregating VaR: VaR is measured by taking into consideration the effect of diversification between risk factors.
Price Revaluation Method: For interest rate swaps and other instruments with no optionality, the sensitivity method is used. For instrumentswith optionality, either the full valuation method or the matrix method is used. The matrix method is the method which calculates profit and loss
history using nonlinear profit and loss distribution calculated in advance.
Movements in risk factors are simulated using relative returns for foreign exchange rates, stock prices, commodity prices, and their volatilities.
Absolute returns are used for other risk factors.
In addition, recent variance in risk factors is reflected by multiplying the proportion of variance in profit and loss in the most recent period tovariance in profit and loss over 701 business days (with a minimum value of 1) calculated by the VaR.
(Assumptions for calculation of stressed Value at Risk)
Method of selecting the stress period: Starting from April 2002, the largest VaR (determined using HS method) from an observation period of
234 business days is selected and measured with a position as of three months prior to the renewal of the stress period.
This is based on the rationale that the period with the largest risk is considered the stress period.
Price Revaluation Method: For interest rate swaps and other instruments with no optionality, the sensitivity method is used. For instrumentswith optionality, either the full valuation method or the matrix method is used. The matrix method is the method which calculates profit and loss
history using nonlinear profit and loss distribution calculated in advance.
Method of converting the holding period: VaR for holding period of one business day is converted into holding period of 10 business days
using the root t-factor method.

90 Basel III Disclosure

Fiscal 2022

MR4: Results of backtesting using the Internal Models Approach

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

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

91 Basel III Disclosure

Fiscal 2022

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

b

c

d

⊿EVE

Item No.

March 31,
2023

⊿NII

March 31,2022

March 31,2023

March 31,2022

1

Upward parallel shift

1,249,760

1,109,239(53,500)(287,393)

2

Downward parallel shift269,854

413,659

3

Steepener

668,607

1,330,741

74,297／

321,464／

4

Flattener

345,415

247,493／／5

Short-term interest rate up

517,312

335,096／／

6

Short-term interest rate down

349,049864,251／／

7

Maximum

1,249,760

1,330,741

74,297

321,464efMarch 31, 2023

March 31, 2022

Tier 1 capital
8
14,863,717
15,476,287
In accordance with FSA disclosure stipulations, positive figures in ⊿EVE column indicate a decline in the economic value of equity, andpositive figures in ⊿NII column indicate a decline in net interest income.
Subject of measurement
Assets and liabilities with sensitivity to interest rates held by MUFG Bank and its consolidated subsidiaries (MUFG Bank, and local subsidiaries
including Bank of Ayudhya Public Company Limited and PT Bank Danamon Indonesia, Tbk.) and Mitsubishi UFJ Trust and Banking and its
subsidiaries (the parent and consolidated subsidiaries (those with more than a certain amount of interest rate risk)) are subject tomeasurement.
⊿EVE
Interest rate risk in the banking book measured with ⊿EVE as of March 31, 2023 is largest for an upward parallel shift, of the six interest ratescenarios set forth in Basel III, with a maximum risk of ¥1,249.8 billion against Tier 1 capital of ¥14,863.7 billion.
The maximum of ⊿EVE decreased from the previous fiscal year, with the maximum scenario changing from one of steepening to one of
upward parallel shift due largely to a composition of positions characterized by an increase in the short-term position and a decrease in themedium- to long-term position for yen based interest rate, and an increase in the short-term position for foreign currency based interest rates.
MUFG believes that it has secured sufficient capital to counter interest rate risk measured with ⊿EVE.
(Assumptions for calculation of ⊿EVE)
For liquid deposits, the amounts of “core deposit” are first considered by looking at each product’s statistical analysis based on deposit
balance trend data, outlook for interest rates on deposits, business decisions, and other factors. The amounts of “core deposit” are categorizedbased on the respective deposit characteristics into maturity terms of up to 10 years, and interest rate risk is identified with an average
maturity of 1.7 years (calculated based on internal managerial figures) for revisions to interest rates allocated to liquid deposits. The
calculation assumptions and methods to determine the amount of core deposits and maturity term categorization are regularly reviewed.
We reflect the early termination events on interest rate risk mainly by applying early termination rates calculated based on a statistical analysis
of historical repayment and cancellation data together with historical market interest rate data.
At MUFG Bank and Mitsubishi UFJ Trust and Banking, ⊿EVE of each currency is aggregated based on the correlation between each different
currency. Total ⊿EVE is a simple aggregation of ⊿EVE of each entity.
Cash flows include fixed spreads and are discounted by a yield curve that incorporates spreads.
The full valuation method is used for certain marketable instruments with optionality, and the sensitivity method for interest rate swaps andother products.
⊿NII
In the two interest rate scenarios set forth in Basel III, interest rate risk in the banking book measured with ⊿NII as of March 31, 2023 is a¥53.5 billion increase in net interest income for an upward parallel shift and a ¥74.3 billion decline in net interest income for a downward
parallel shift.
The maximum of ⊿NII decreased from the previous fiscal year due largely to the increase in the raising of funds from the market underconditions of negative yen interest rates.
(Assumptions for calculation of ⊿NII)
We reflect the early termination events on interest rate risk mainly by applying early termination rates calculated based on a statistical analysis
of historical repayment and cancellation data together with historical market interest rate data.
This data is compiled without adjustment for correlation between interest rates in different currencies.
In view of the nature of individual products, a tracking rate for the reference interest rate against the risk-free rate, an interest rate floor, spread(difference between contractual interest rate and reference interest rate), etc. are determined.
In the event that reinvestment/refinancing assumptions are not consistent with actual investment/financing operations for interest rate sensitive
positions held that are the same as the initial maturity, etc., this data will be measured using other appropriate assumptions.

92 Basel III Disclosure

Fiscal 2022

CCyB1: Geographical distribution of credit exposures used in the countercyclical buffer
Millions of yen, %March 31, 2023

Geographicalbreakdown

a

b

c

d

Countercyclicalcapital buffer
rate

Credit RWA
used in thecomputation ofthe
countercyclicalcapital buffer

Countercyclicalcapital buffer
rateCountercyclicalbuffer amountAustralia

1.00%

752,971／／

Germany

0.75%

182,632／／

Hong Kong

1.00%

673,143／／

Luxemburg

0.50%

403,447／／

Sweden1.00%

17,271

／

／

U.K.

1.00%
／

1,452,088／／

3,481,555

／

／

Sum

／
Total
68,314,642
0.04%
49,345
Geographical distribution is based on the ultimate risk as much as possible. However, the ultimate risk-based distribution has not been madefor subsidiaries that apply the Standardized Approach and certain transactions including transactions with underlying assets such as funds andsecuritization.

CCyB1: Geographical distribution of credit exposures used in the countercyclical buffer
Millions of yen, %March 31, 2022
a

b

c

d

Countercyclicalcapital buffer
rate

Credit RWA
used in thecomputation ofthe
countercyclicalcapital buffer

Countercyclicalcapital buffer
rateCountercyclicalbuffer amountHong Kong

1.00%

712,520／／

Luxemburg

0.50%／

296,761／／

1,009,281／／

Geographicalbreakdown

Sum

／
Total
73,152,531
0.01%
12,491
Geographical distribution is based on the ultimate risk as much as possible. However, the ultimate risk-based distribution has not been madefor subsidiaries that apply the Standardized Approach and certain transactions including transactions with underlying assets such as funds andsecuritization.

93 Basel III Disclosure

Fiscal 2022

GSIB1: Indicators for assessing G-SIBs
Millions of yen
Basel III
Template
No.
1
2
3

Cross-jurisdictional activity
Size

4
5

Interconnectedness

March 31, 2023

March 31, 2022

Cross-jurisdictional claims

107,102,242

104,804,581

Cross-jurisdictional liabilities

103,739,795

101,399,495

Total exposures

414,521,213

399,044,553

Intra-financial system assets

33,687,315

31,156,767

Intra-financial system liabilities

32,873,236

30,708,914

6Securities outstanding

43,367,406

37,719,807

7

Assets under custody404,319,668

364,571,087

13,349,552,879

11,277,531,697

8
9

Substitutability/financial
institution infrastructure

10
11
12

Payment activity
Underwritten transactions in debt and equity markets

11,937,535

15,518,384

Trading volume364,979,294

271,568,294

1,713,758,963

1,639,993,481

Notional amount of over-the-counter derivatives
Complexity

13

94 Basel III Disclosure

Fiscal 2022

Level 3 assets

1,428,725

1,265,289

Trading and available-for-sale securities

19,441,112

20,867,166

TLAC1: TLAC composition
Millions of yen, %abBasel III
Template
March 31, 2023 March 31, 2022
No.
Item
Expected resolution policy
The MUFG Group’s preferred resolution policy is the Single Point of Entry (SPE) approach. Specifically, it is expected that if any financial
crisis occurs at MUFG Bank, Ltd., Mitsubishi UFJ Trust and Banking Corporation, Mitsubishi UFJ Morgan Stanley Securities Co., Ltd. or
MUFG Americas Holdings Corporation, material subsidiaries, the crisis will be resolved under legal bankruptcy procedures, with losses
concentrated into Mitsubishi UFJ Financial Group, Inc., the holding company, under the initiative of relevant authorities, while the material
subsidiary that has restored the soundness will be transferred to go under the umbrella of the successor holding company sponsored by the
Deposit Insurance Corporation of Japan, and then stay in business as normal.
Regulatory capital elements of TLAC and adjustments(a)
13,280,842
13,823,912
1 Common Equity Tier 1 (CET1) capital(b)

1,582,874

3

AT1 capital ineligible as TLAC as issued out of subsidiaries to third parties

(c)

–

–

4

Other adjustments(d)163,000

155,6622

Additional Tier 1 (AT1) capital before TLAC adjustments

1,652,375

5

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

1,419,874

1,496,712

6

Tier 2 capital before TLAC adjustments
Amortised portion of Tier 2 instruments where remaining maturity > 1 year(f)2,302,392

2,382,369(72,772)(g)(152,943)

8

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

(h)

–

–

9

Other adjustments(i)

96,11889,900Tier 2 instruments eligible under the TLAC framework ((f) – (g) – (h) – (i))(j)

2,359,217

2,365,241

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

(k)17,059,934

17,685,866(l)

8,572,473

5,738,624

／

／

／

／

7

10

15

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

16

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

17 TLAC arising from non-regulatory capital instruments before adjustments ((l) + (m))
Non-regulatory capital elements of TLAC: adjustments
18 TLAC before deductions ((k) + (n))

／

／

(m)

4,317,718

4,371,998(n)12,890,192

10,110,622(o)29,950,127

27,796,489

(p)

–

–
15,54120

Deductions of exposures between MPE resolution groups that correspond to items
eligible for TLAC (not applicable to single point of entry G-SIBs)
Deduction of investments in own other TLAC liabilities(q)14,46021

Other adjustments to TLAC

(r)

–

–

TLAC after deductions ((o) – (p) – (q) – (r))

22
Risk-weighted assets (RWA) and leverage exposure measure for TLAC purposes
23 Total risk-weighted assets (RWA)(s)

29,935,666

27,780,947(t)

123,363,397

124,914,250

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

(u)

316,034,584

300,792,344

24.26%

22.24%

20.22%

18.23%

19

26

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

9.47%

9.23%

27

CET1 available after meeting the minimum capital buffer requirements

5.91%

4.39%

28

The minimum capital buffer requirement

4.04%

4.01%

29

Of which: capital conservation buffer requirement

2.50%

2.50%

30

Of which: countercyclical buffer requirement

0.04%

0.01%

31

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

1.50%

1.50%

95 Basel III Disclosure

Fiscal 2022

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

96 Basel III Disclosure

Fiscal 2022ab

March 31, 2023 March 31, 2022
(u)
(u')

316,034,584

300,792,344

93,962,819

94,862,450

409,997,404

395,654,795

7.30%

7.02%

TLAC2: Material subgroup entity – creditor ranking at legal entity level
MUFG Bank, Ltd. (non-consolidated)
Millions of yen
March 31, 2023
Creditor ranking

Basel III
Template
No.

Item

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

Description of creditor ranking

1

1

Most
juniorMost
junior

yes

–

2

yes

3

–

Additional Tier 1
capital instruments

Common Stock

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

2

3

yes

–

Tier 2 capital
instruments

4

4

Most
seniorMostsenior

yes

–

Total

／

Other internal TLAC
instruments– 1,247,500– 1,319,000– 8,539,282– 16,696,015

–

–

–

–

Subset of row 3 that are
excluded liabilities–

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

5,590,233– 1,247,500– 1,319,000– 8,539,282– 16,696,015

6Subset of row 5 that are
eligible as TLAC

5,590,233– 1,247,500– 1,319,000– 7,741,094– 15,897,827

7Subset of row 6 with 1
year ≤ residual
maturity < 2 years

–

–

–

–

40,000– 1,018,469– 1,058,469

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

–

–

–

–

413,000– 3,407,272– 3,820,272

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

–

–

–

–

780,000– 2,201,601– 2,981,601

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

–

–

–

–

86,000– 1,113,750– 1,199,750

Subset of row 6 that isperpetual securities

5,590,233– 1,247,500

–

–

–

– 6,837,733

4

8

9

10

11

97 Basel III Disclosure

Fiscal 2022

–

–

–

–

–

Millions of yen
March 31, 2022
Creditor ranking

Basel III
Template
No.

Item

1

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

Description of creditor ranking

1
2

Most
juniorMost
junior

yes

–

yes

3

–

Additional Tier 1
capital instruments

Common Stock

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

2

3

yes

–

Tier 2 capital
instruments

4

4

Most
seniorMostsenior

yes

–

Total

／

Other internal TLAC
instruments– 1,304,500– 1,374,000– 5,977,950– 14,246,683

–

–

–

–

Subset of row 3 that are
excluded liabilities–

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

5,590,233– 1,304,500– 1,374,000– 5,977,950– 14,246,683

6Subset of row 5 that are
eligible as TLAC

5,590,233– 1,304,500– 1,374,000– 5,129,362– 13,398,095

7Subset of row 6 with 1
year ≤ residual
maturity < 2 years

–

–

–

–

–

–

–

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

–

–

–

–

242,000– 1,825,927– 2,067,927

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

–

–

–

– 1,132,000– 1,806,355– 2,938,355

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

–

–

–

–

–

–

762,816–

Subset of row 6 that isperpetual securities

5,590,233– 1,304,500

–

–

–

–

4

8

9

10

11

98 Basel III Disclosure

Fiscal 2022

–

–

–

734,264–734,264

762,816– 6,894,733

TLAC2: Material subgroup entity – creditor ranking at legal entity level
Mitsubishi UFJ Trust and Banking Corporation (non-consolidated)
Millions of yen
March 31, 2023
Creditor ranking

Basel III
Template
No.

Item

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

Description of creditor ranking

3 Total capital and liabilities netof credit risk mitigation

1

1

Most
juniorMost
junior

yes

–

2

2

yes

3

–

Additional Tier 1
capital instruments

Common Stock

3

yes

–

Tier 2 capital
instruments

4

4

Most
seniorMostsenior

yes

–

Total

／

Other internal TLAC
instruments

780,249–

149,500–

272,500–

697,224Subset of row 3 that are
excluded liabilities

–

–

–

–

–

–

–

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

149,500–

272,500–

697,224– 1,899,473

6Subset of row 5 that are
eligible as TLAC

780,249–

149,500–

272,500–

697,224– 1,899,473

7Subset of row 6 with 1
year ≤ residual
maturity < 2 years

–

–

–

–

–

–

146,784–

146,784

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

–

–

–

–

27,000–310,248–

337,248Subset of row 6 with 5
years ≤ residual
maturity < 10 years

–

–

–

–

182,500–

194,822–377,322

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

–

–

–

–

63,000–45,369–108,369

Subset of row 6 that isperpetual securities

780,249–

149,500

–

–

–

–

–

929,749

4

8

9

10

11

99 Basel III Disclosure

Fiscal 2022

– 1,899,473––

Millions of yen
March 31, 2022
Creditor ranking

Basel III
Template
No.

Item

1

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

Description of creditor ranking

3 Total capital and liabilities netof credit risk mitigation

1
2

Most
juniorMost
junior

yes

–

2

yes

3

–

Additional Tier 1
capital instruments

Common Stock

3

yes

–

Tier 2 capital
instruments

4

4

Most
seniorMostsenior

yes

–

Total

／

Other internal TLAC
instruments

780,249–

162,500–

165,500–

532,309

Subset of row 3 that are
excluded liabilities

–

–

–

–

–

–

–

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

162,500–

165,500–

532,309– 1,640,559

6

Subset of row 5 that are
eligible as TLAC

780,249–

162,500–

165,500–

394,643– 1,502,892

7

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

–

–

–

–

–

–

–

–

–

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

–

–

–

–

–

–

238,621–238,621Subset of row 6 with 5
years ≤ residual
maturity < 10 years

–

–

–

–

165,500–

119,310–284,810Subset of row 6 withresidual maturity ≥ 10
years, but excluded
perpetual securities

–

–

–

–

–

–

36,711–

36,711Subset of row 6 that isperpetual securities

780,249–

162,500

–

–

–

–

–

942,749

4

8

9

10

11

100 Basel III Disclosure

Fiscal 2022

– 1,640,559––

TLAC2: Material subgroup entity – creditor ranking at legal entity level
Mitsubishi UFJ Morgan Stanley Securities Co., Ltd.
Millions of yen
March 31, 2023
Creditor ranking

Basel III
Template
No.

Item

1 Is the resolution entity the creditor/investor?
(yes or no)
2 Description of creditor ranking
3 Total capital and liabilities net of credit risk
mitigation

1

1

Most
juniorMost
junior

yes

–

2

2

yes

–

3

3

Most
seniorMostsenior

yes

–

Total

／

Long-term
subordinated debts / Other internal TLAC
short-term
instruments
subordinated debts

Class Stock

122,428

81,619281,300–––

485,347

4

Subset of row 3 that are excluded liabilities

–

–

–

–

–

–

–

5

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

122,428

81,619281,300–––

485,347

6

Subset of row 5 that are eligible as TLAC

122,428

81,619239,000–––

443,047

7

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

12,000–––12,0008

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

122,000–––

122,000

9

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

105,000–––

105,000

10

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

–

–

–

–

–

–

–

11

Subset of row 6 that is perpetual securities

122,428

81,619––––204,047

101 Basel III Disclosure

Fiscal 2022

Millions of yen
March 31, 2022
Creditor ranking

Basel III
Template
No.

Item

1 Is the resolution entity the creditor/investor?
(yes or no)
2 Description of creditor ranking
3 Total capital and liabilities net of credit risk
mitigation

1

1
2

Most
juniorMost
junior

yes

–

2

yes

–

3

3

Most
seniorMostsenior

yes

–

Total

／

Long-term
subordinated debts / Other internal TLAC
short-term
instruments
subordinated debts

Class Stock

122,428

81,619221,300–––

425,347

4

Subset of row 3 that are excluded liabilities

–

–

–

–

–

–

–

5

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

122,428

81,619221,300–––

425,347

6

Subset of row 5 that are eligible as TLAC

122,428

81,619211,300–––

415,347

7

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

77,300–––77,3008

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

104,000–––

104,000

9

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

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

–

–

–

–

–

–

–

11

Subset of row 6 that is perpetual securities

122,428

81,619––––204,047

102 Basel III Disclosure

Fiscal 2022

TLAC2: Material subgroup entity – creditor ranking at legal entity level
MUFG Americas Holdings Corporation (non-consolidated)
In thousand US dollars
December 31, 2022
Creditor ranking

Basel III
Template
No.

Item

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

Description of creditor ranking

1

1

Most
juniorMost
junior

yes

–

2

yes

3

–

Additional Tier 1
capital instruments

Common Stock

3 Total capital and liabilities net
9,169,419
of credit risk mitigation

2

3

yes

–

Tier 2 capital
instruments

4

4

Most
seniorMostsenior

yes

–

Total

／

Unsecured seniordebts, etc.

– 1,818,000––– 4,954,664

–

–

–

–

–

195,562 16,136,645

Subset of row 3 that are
excluded liabilities–

5 Total capital and liabilities
less excluded liabilities(row 3 minus row 4)9,169,419– 1,818,000––– 4,930,000

195,562 16,112,980

6Subset of row 5 that are
eligible as TLAC

9,169,419– 1,818,000––– 4,930,000– 15,917,419

7Subset of row 6 with 1
year ≤ residual
maturity < 2 years

–

–

–

–

–

–

–

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

–

–

–

–

–

– 4,930,000– 4,930,000

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

–

–

–

–

–

–

–

–

–

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

–

–

–

–

–

–

–

–

–

Subset of row 6 that isperpetual securities

9,169,419– 1,818,000

–

–

–

–

– 10,987,419

4

8

9

10

11

103 Basel III Disclosure

Fiscal 2022

23,664––

23,664–

In thousand US dollars
December 31, 2021
Creditor ranking

Basel III
Template
No.

Item

1

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

Description of creditor ranking

1
2

Most
juniorMost
junior

yes

–

yes

3

–

Additional Tier 1
capital instruments

Common Stock

3 Total capital and liabilities net
8,398,132
of credit risk mitigation

2

3

yes

–

Tier 2 capital
instruments

4

4

Most
seniorMostsenior

yes

–

Total

／

Unsecured seniordebts, etc.

–

–

–

–

– 6,729,995

41,144 15,169,271

Subset of row 3 that are
excluded liabilities

–

–

–

–

–

–

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

8,398,132

–

–

–

–

– 6,705,000

41,144 15,144,276

6Subset of row 5 that are
eligible as TLAC

8,398,132

–

–

–

–

– 6,705,000– 15,103,132

7

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

–

–

–

–

–

–

–

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

–

–

–

–

–

– 6,705,000– 6,705,000

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

–

–

–

–

–

–

–

–

–

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

–

–

–

–

–

–

–

–

–

Subset of row 6 that isperpetual securities

8,398,132

–

–

–

–

–

–

– 8,398,132

4

8

9

10

11

104 Basel III Disclosure

Fiscal 2022

24,995––24,995–

TLAC3: Resolution entity – creditor ranking at legal entity level
Mitsubishi UFJ Financial Group, Inc. (non-consolidated)
Millions of yen
March 31, 2023
Basel III
Template
No.

Item

Creditor ranking
1
Most junior1

Description of creditor ranking
Common
Stock

2

Total

4

3

Most senior

Additional
Tier 2 capital
Tier 1 capital
instruments
instruments

Otherexternal
TLAC
instruments

2

Total capital and liabilities net of credit risk mitigation

4,716,873

1,464,000

1,907,000

3

Subset of row 2 that are excluded liabilities(*1) (*2)

–

–

–

4,716,873

1,464,000

1,907,000

9,470,654 17,558,527
8,572,318 16,660,191

4

Total capital and liabilities less excluded liabilities(row 2 minus row 3)

9,540,706 17,628,580
70,05270,052

5

Subset of row 4 that are potentially eligible as TLAC

4,716,873

1,464,000

1,907,000

6

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

–

–

63,0001,269,505

1,332,505

7

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

–

–

481,000

3,717,729

4,198,729

8

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

–

–

1,163,000

2,425,931

3,588,931

9

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

200,000

1,159,151

1,359,151

10
Subset of row 5 that is perpetual securities
4,716,873 1,464,000(*1): The figures after intergroup eliminations in the MUFG Group were recorded.
(*2): The figures were recorded conservatively after taking into account the quantitative materiality.

––

6,180,873

Millions of yen
March 31, 2022
Basel III
Template
No.

Item

Creditor ranking
1
Most junior1

Description of creditor ranking
Common
Stock

2
3
4

2

Total

4

3

Most senior

Additional
Tier 2 capital
Tier 1 capital
instruments
instruments

Otherexternal
TLAC
instruments

Total capital and liabilities net of credit risk mitigation

5,134,971

1,534,000

1,803,500

Subset of row 2 that are excluded liabilities(*1) (*2)

–

–

–

5,134,971

1,534,000

1,803,500

6,724,529 15,197,000
5,738,254 14,210,725

Total capital and liabilities less excluded liabilities(row 2 minus row 3)

6,766,958 15,239,429
42,42942,4295

Subset of row 4 that are potentially eligible as TLAC

5,134,971

1,534,000

1,803,500

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

–

–

–

826,057

826,057

7

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

–

–

287,000

2,160,051

2,447,051

8

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

–

–

1,516,500

1,952,611

3,469,111

9

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

–

–

–

799,533

799,533

10
Subset of row 5 that is perpetual securities
5,134,971 1,534,000(*1): The figures after intergroup eliminations in the MUFG Group were recorded.
(*2): The figures were recorded conservatively after taking into account the quantitative materiality.

––

6,668,971

105 Basel III Disclosure

Fiscal 2022

COMPOSITION OF LEVERAGE RATIO DISCLOSURE
Millions of yen, %Corresponding Corresponding
line No. online No. on
Basel III
Basel III
Item
disclosure
disclosure
template
template(Table 1)(Table 2)
On-balance sheet exposures1
On-balance sheet exposures before deducting adjustment items
1a1
Total assets reported in the consolidated balance sheet
1b
2
The amount of assets of subsidiaries that are not included in
the scope of the leverage ratio on a consolidated basis
1c
7
The amount of assets of subsidiaries that are included in thescope of the leverage ratio on a consolidated basis (except
those included in the total assets reported in the
consolidated balance sheet)
1d
3
The amount of assets that are deducted from the total assets
reported in the consolidated balance sheet (except
adjustment items)
2
7
The amount of adjustment items pertaining to Tier 1 capital3
Total on-balance sheet exposures(a)
Exposures related to derivatives transactions
Replacement cost multiplied by 1.4 associated with derivatives
4
transactions, etc.
Replacement cost associated with derivatives transactions, etc.
Potential future exposure multiplied by 1.4 associated with
5
derivatives transactions, etc.
Add-on amount associated with derivatives transactions, etc.
The amount of receivables arising from providing cash
margin in relation to derivatives transactions, etc.
6
The amount of receivables arising from providing collateral,provided where deducted from the consolidated balance
sheet pursuant to the operative accounting framework
The amount of receivables arising from providing cash
margin, provided where deducted from the consolidatedbalance sheet pursuant to the operative accounting
framework
7
The amount of deductions of receivables (out of those arisingfrom providing cash variation margin)
8
The amount of client-cleared trade exposures for which abank holding company acting as clearing member is not
obliged to make any indemnification
9
Adjusted effective notional amount of written credit
derivatives
10
The amount of deductions from effective notional amount of
written credit derivatives
11
4
Total exposures related to derivative transactions(b)
Exposures related to repo transactions
12
The amount of assets related to repo transactions, etc.
13
The amount of deductions from the assets above (line 12)
14
The exposures for counterparty credit risk for repo
transactions, etc.
15
The exposures for agent repo transactions
16
5
Total exposures related to repo transactions, etc.
(c)
Exposures related to off-balance sheet transactions
17
Notional amount of off-balance sheet transactions
18
The amount of adjustments for conversion in relation to offbalance sheet transactions
19
6
Total exposures related to off-balance sheet transactions (d)Leverage ratio on a consolidated basis
20
The amount of capital (Tier 1 capital)(e)21
8
Total exposures ((a) + (b) + (c) + (d))(f)
22
Leverage ratio on a consolidated basis ((e)/(f))
National minimum leverage ratio requirement
Applicable leverage buffers
106 Basel III Disclosure

Fiscal 2022

March 31, 2023

March 31, 2022

246,373,119
292,836,658

237,175,390
278,869,459

–

–

–

–

(46,463,539)(4,523,809)
241,849,309(41,694,069)(3,389,757)
233,785,633–
5,083,419–
5,006,625–
7,334,235–
5,331,669

3,202,004

3,524,002

–

–

7,436

31,933(1,025,514)(795,058)／／

5,165,108

4,430,458(4,666,043)
15,100,647(3,852,235)
13,677,394

21,803,788(1,500,827)

19,947,302(2,791,733)

2,404,572／
22,707,533

2,017,244／
19,172,813

108,563,283

101,916,696(72,186,189)
36,377,094(67,760,193)
34,156,503

14,863,717
316,034,584
4.70%
3.00%
0.75%

15,476,287
300,792,344
5.14%
／
／

Corresponding Corresponding
line No. online No. on
Basel III
Basel III
Item
disclosure
disclosure
template
template(Table 1)(Table 2)
Leverage ratio on a consolidated basis (including the deposits with the Bank of Japan)
Total exposures(f)
The deposits with the Bank of Japan
Total exposures (including the deposits with the Bank ofJapan)(f')
Leverage ratio on a consolidated basis (including thedeposits with the Bank of Japan) ((e)/(f'))

107 Basel III Disclosure

Fiscal 2022

March 31, 2023

March 31, 2022

316,034,584
93,962,819

300,792,344
94,862,450

409,997,404

395,654,795

3.62%

3.91%

LIQUIDITY RISK
Major liquid assets

Billions of yen
March 31, 2023

March 31, 2022

MUFG

MUFG
the Bank

the TrustBank

the
SecuritiesHD

the Bank

the TrustBank

the
Securities
HD

Cash and due from banks
Domestic debt securities
Japanese government bonds
Municipal bonds
Corporate bonds
Foreign bonds
Domestic equity securities
Foreign equity securities
Others113,630.2
51,470.9
39,726.8
4,166.3
7,577.8
25,623.5
4,622.2
408.4
13,885.6

92,016.7
46,720.8
35,828.0
3,708.7
7,184.2
18,935.5
3,576.3
407.3
8,196.2

19,486.7
1,705.6
1,267.6
196.3
241.8
6,485.7745.4
0.1
4,453.5

2,866.9
3,044.5
2,631.3
261.3
151.9
202.3
353.9
0.2
1,235.9

110,763.2
49,947.8
38,189.7
4,435.4
7,322.6
22,265.2
5,187.1
218.6
12,848.7

89,394.0
41,845.7
31,826.0
4,123.3
5,896.5
15,695.5
3,864.7
218.5
6,588.1

19,926.2
2,854.2
1,399.9
198.2
1,256.2
6,432.5790.4
0.1
4,520.6

2,186.6
5,247.8
4,963.9
114.0
170.0
137.2
576.3
0.2
1,739.9

Subtotal(Less) Assets pledged

209,640.7(56,418.0)

169,852.8(48,260.2)

32,877.1(6,326.2)

7,703.7(2,914.9)

201,230.5(49,496.7)

157,606.6(37,959.5)

34,524.1(7,691.4)

9,888.1(4,940.9)

Total

153,222.7

121,592.6

26,550.8

4,788.7

151,733.8

119,647.1

26,832.7

4,947.2

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

Maturity profiles for major funding sources
Maturity profiles of time deposits and negotiable deposits, borrowings and bonds
Billions of yen
Due in1 yearor less

March 31, 2023
Due over1 year to
3 years

Due over3 years to
5 years

Due over5 years to
7 years

Due over7 years to
10 yearsDue over10 yearsTime deposits and negotiable deposits

56,837.1

6,288.6

867.0

60.0

107.3

2.1

Borrowings

2,721.1

19,554.6

1,482.8

139.3

210.9

747.6

Bonds

2,873.5

4,264.1

2,113.6

2,206.3

1,789.3

3,509.4

Total

62,431.6

30,107.3

4,463.4

2,405.6

2,107.6

4,259.1
Billions of yen

Due in1 yearor less

March 31, 2022
Due over1 year to
3 years

Due over3 years to
5 years

Due over5 years to
7 years

Due over7 years to
10 yearsDue over10 yearsTime deposits and negotiable deposits

51,587.6

6,321.9

1,016.2

85.0

120.3

2.5

Borrowings

11,653.0

17,539.7

1,700.0

212.2

161.3

497.2

Bonds

3,136.6

2,746.2

1,666.4

2,358.0

1,514.2

3,152.9

Total

66,377.1

26,607.8

4,382.5

2,655.1

1,795.9

3,652.6

108 Basel III Disclosure

Fiscal 2022

Maturity information on major asset classes
Millions of yen
Due in1 year or
lessMarch 31, 2023
Due over1 year to
3 years

Due over3 years to
5 years

Due over5 years to
7 years

Due over7 years to
10 yearsDue over10 yearsInvestment securities (Notes 1, 2)
Held-to-maturity securities
Japanese government bonds
Municipal bonds
Short-term corporate bonds
Corporate bonds
Foreign bonds
OthersAvailable-for-sale securities withpredetermined maturity
Japanese government bonds
Municipal bonds
Short-term corporate bonds
Corporate bonds
Foreign equity securities
Foreign bonds
OthersLoans (Notes 1, 3)

25,712,061
602,851
599,971
–
–
2,880
–
–

12,900,676
4,136,211
3,915,340
46,951–
173,919––

14,558,909
5,817,632
5,244,958
401,573–
171,101––

4,327,261
1,063,460
890,528132,003–
3,825–
37,1037,932,893
5,080,066
2,863,173
564,297–
21,135–
1,631,460

13,170,906
4,819,857–––
20,353
3,913,345
886,159

25,109,210
20,239,309
294,616–
369,558
6,690
3,759,532
439,50344,812,412

8,764,465
1,336,146
782,053–
792,792
10,203
5,375,839
467,429
21,031,784

8,741,276
527,939
845,511–
666,764
17,5303,750,738
2,932,791
17,334,833

3,263,800
67,411
478,379–
187,713–
2,411,119
119,176
7,588,067

2,852,826
241,915359,380–
174,063–
1,971,997
105,470
6,231,757

8,351,048
1,106,111––
1,282,240–
4,440,771
1,521,925
11,236,329

Total

70,524,473

33,932,461

31,893,742

11,915,328

14,164,651

24,407,235

Due in1 year or
lessMarch 31, 2022
Due over1 year to
3 years

Due over3 years to
5 years

Due over5 years to
7 years

Due over7 years to
10 yearsDue over10 yearsInvestment securities (Notes 1, 2)
Held-to-maturity securities
Japanese government bonds
Municipal bonds
Short-term corporate bonds
Corporate bonds
Foreign bonds
OthersAvailable-for-sale securities withpredetermined maturity
Japanese government bonds
Municipal bonds
Short-term corporate bonds
Corporate bonds
Foreign equity securities
Foreign bonds
OthersLoans (Notes 1, 3)

26,144,878
7,645
–
–
–
–
–
7,645

10,537,571
1,108,700
1,100,320
–
–
8,380
–
–

5,566,633
135,238–
82,894–49,474–
2,869

5,139,393
11,220–––––
11,2209,023,719
2,240,773
647,708
92,176–
2,428–
1,498,459

14,062,925
1,091,529––––
234,652
856,877

26,137,233
21,026,975
154,954
1,010,637
353,2458,664
2,566,945
1,015,810
45,848,375

9,428,871
3,632,391
679,355–
779,891
14,721
3,311,677
1,010,834
20,641,877

5,431,395
1,286,750
1,271,701–
738,792
9,085
1,869,986
255,078
15,015,843

5,128,173
66,745
939,783–
376,962–3,534,190
210,491
6,945,991

6,782,945
2,835,431
1,100,350–
187,433–
2,534,140
125,589
6,205,734

12,971,395
2,563,559––
1,428,679–
8,213,587
765,568
14,709,749

Total

71,993,253

31,179,449

20,582,476

12,085,385

15,229,454

28,772,674

Millions of yen

Notes: 1. Figures shown above are consistent with those set forth in our consolidated balance sheet.
2. Investment securities include securitizations, etc. in monetary claims bought.
3. Loans exclude the amounts of ¥911,086 million and ¥1,058,653 million as of March 31, 2023 and March 31, 2022, respectively, for loans that are notexpected to be recovered such as loans extended to bankrupt, virtually bankrupt, and likely to be bankrupt borrowers.

109 Basel III Disclosure

Fiscal 2022

Pledged assets

Millions of yen
March 31, 2023

March 31, 2022

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

5,020
303,918
9,959,654
11,806,356
191
4,635

4,137
272,895
18,130,636
11,552,990
5,292
4,926

Total

22,079,777

29,970,878

13,900––21,962,993
24,574
4,618

577,699
5,702
15,71329,339,072
35,781
4,930

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

In addition to the above, the following assets were pledged as collateral for settlement of exchange and other transactions or
as substitute primarily for margins of futures transactions.
Millions of yen
March 31, 2023

March 31, 2022

Cash and due from banks

33,382

14

Monetary claims bought
Trading assets
Securities
Loans and bills discounted

33,093
1,668,783
16,367,312
1,904,568

30,347
1,435,764
14,292,419
5,487,371

Assets sold under repurchase agreements or loaned under securities lending transactions backed by cash pledges are as
follows.
Millions of yen
March 31, 2023

March 31, 2022

Trading assets
Securities

1,750,274
23,442,434

1,938,540
9,931,784

Total

25,192,709

11,870,325

Corresponding payables
Payables under repurchase agreements
Payables under securities lending transactions

25,934,089
565,888

13,465,290
504,422Furthermore, assets pledged by GC repos under the Subsequent Collateral JGB Allocation Method are as follows.
Millions of yen
March 31, 2023

March 31, 2022

Trading assets
Securities

1,131,433
1,668,012

2,774,134
695,798

Total

2,799,446

3,469,932

110 Basel III Disclosure

Fiscal 2022

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

FY2022 Q4／

Total high-quality liquid assets (HQLA)

Cash Outflows (2)／FY2022 Q3／

128,686,863／

128,039,745

Total
unweighted
value

Total
weighted
value

Total
unweighted
value

Total
weighted
value

2
3
4

Cash outflows related to unsecured retail funding
Stable deposits
Less stable deposits

100,122,477
20,760,057
79,362,419

8,569,254
622,801
7,946,452

103,278,349
22,826,533
80,451,815

8,740,402
684,796
8,055,606

5
6
7

123,713,512
848,028

69,711,199
212,007

124,124,658
939,036

68,150,933
234,759

8

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

63,400,773
6,098,419

Cash outflows related to secured funding, etc.

2,313,412

117,328,732
5,856,888／

62,059,285
5,856,888

9

116,767,064
6,098,419／
141,345,041
98,490,098
1,795
42,853,147

111,647,833
98,490,098
1,795
13,155,940

144,660,435
98,931,404
1,685
45,727,346

112,421,223
98,931,404
1,685
13,488,134

14 Cash outflows related to contractual funding obligations, etc.

6,117,746

4,084,188

5,244,828

3,598,736

15 Cash outflows related to contingencies

87,126,511／

1,043,248
197,369,136

87,661,242／

196,271,678

Cash Inflows (3)Total
unweighted
value

Total
weighted
value

Total
unweighted
value

Total
weightedvalue

17 Cash inflows related to secured lending, etc.

21,377,828

2,405,066

19,384,333

2,118,806

18 Cash inflows related to collection of loans, etc.

20,154,614

13,834,835

19,592,910

13,605,465

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

16 Total cash outflows

2,266,479

1,093,903

19 Other cash inflows

100,429,975

96,545,069

100,628,291

96,756,979

20 Total cash inflows

141,962,418／

112,784,971／

139,605,535／

112,481,251／

21 Total HQLA allowed to be included in the calculation／

128,686,863／

128,039,745

22 Net cash outflows／

84,584,165／

83,790,427

23 Consolidated liquidity coverage ratio (LCR)

／

152.2

／

152.8

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

60

62

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

111 Basel III Disclosure

Fiscal 2022

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

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

112 Basel III Disclosure

Fiscal 2022

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

113 Basel III Disclosure

FY2022 Q4
Unweighted value by residual maturity
6 months
No maturity < 6 months≥ 1 yearto < 1 year

Weighted
value

FY2022 Q3Unweighted value by residual maturity
6 months
No maturity < 6 months≥ 1 yearto < 1 year

Weighted
value

18,557,932

60,000140,000

3,018,056

21,698,489

18,197,139

502,500

35,0002,949,447

21,334,086

18,021,028

0

105,000

3,018,056

21,144,085

17,657,587

170,000

02,949,447

20,777,035

536,904

60,00035,0000554,404

539,551

332,500

35,0000557,051

92,755,777
19,566,141
73,189,636
90,143,781

7,938,586
914,597
7,023,988
99,125,444

62,852062,852
7,242,178

16,2820
16,282
32,714,784

91,721,814
19,456,702
72,265,111
81,972,112

99,996,416
24,234,567
75,761,849
89,742,393

7,799,337
456,9037,342,433
94,963,783

146,671
36,312
110,358
6,399,366

79,38032,87046,51029,635,205

98,463,952
23,524,265
74,939,687
79,228,932

0
90,143,781

670,31298,455,131

0
7,242,178

032,714,784

335,156
81,636,955

0
89,742,393

591,956
94,371,826

0
6,399,366

0
29,635,205

295,978
78,932,954

0
916,734／

0
22,130,894／

0
16,924／02,383,035
00772,929／0
1,120,914／

0
27,615,138／

0
46,092／0
2,368,445
00313,614／916,734／

22,130,894／

16,924／

2,383,035
772,929／ 196,165,345

1,120,914／

27,615,138／

46,092／

2,368,445
313,614／ 199,340,586

Fiscal 2022

FY2022 Q4
Unweighted value by residual maturity
6 months
No maturity < 6 months≥ 1 yearto < 1 year

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

FY2022 Q3Unweighted value by residual maturity
6 months
No maturity < 6 months≥ 1 yearto < 1 year

Weighted
value

／

／

／

／

7,400,237

／

／

／

／

7,941,382

124,089

102,866

492,967

4,074

426,080

180,342

44,655556,765

4,021

457,482

13,201,904

49,310,199

10,124,515

81,819,250

98,176,539

12,579,852

54,549,704

11,221,152

1,243,493

11,843,110

79,72545,688297,856

1,445,815

12,163,970

99,56084,551

511,224

4,189,099

8,419,736

1,874,681

11,755,853

15,324,550

2,458,498

9,194,209

2,369,089

12,097,373

15,703,133

1,878,732

24,305,683

5,927,187

48,598,230

56,444,972

1,978,433

27,406,693

6,489,026

50,260,640

60,498,356

54,9193,615,628

652,485

3,707,195

4,453,107

98,682

3,170,764

713,109

3,188,172

4,057,635

866

299,108

310,278

11,265,532

8,930,389

605

425,658

427,178

18,594,833

16,354,707

0

21,931

23,5284,753,716

3,112,646

0135,135

139,140

12,061,809

10,511,842

5,889,711

4,442,559

1,932,641

10,153,945

17,178,770

6,696,500

5,359,172

1,836,296

10,416,888

18,603,040

013,515,848

0
1,659,9040
208,049

029,201,685

0
38,713,303

0
13,794,784

0
1,543,844

0557,484

029,768,308

0
39,926,119

0

／

／

／

0

0

／

／

／

0

／
／

／
／

／
／

1,931,745
1,070,288

1,641,983
1,070,288

／
／

／
／

／
／

2,194,955
1,544,603

1,865,712
1,544,603／／／

214,947

214,947／／／

315,353

315,353

13,515,848／

1,659,904／／

208,049 25,984,704
35,786,084／ 129,347,316
2,961,304／／ 147,677,465

13,794,784／／

1,543,844
／
／

／

／

／

／

／

／

132.8%

91,454,286 111,670,463

557,484 25,713,396
36,200,450／ 133,308,885
3,278,240／／ 163,273,688／／

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

114 Basel III Disclosure

Weighted
value

Fiscal 2022

122.0%

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

Asset

GlobalRetail &Corporate &Global Management

Corporate &Commercial

Investment

Commercial& Investor

Investment

GlobalDigital Service

Banking

Banking

BankingServices

Banking

Markets

total

214.4
31.7

157.3
63.6

474.6
172.4

290.3
46.6

105.1
(2.4)

376.0
131.2

137.1
(36.9)

1,577.6
345.1

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

8,303.4
215.6

9,901.6(267.2)

19,602.3(143.2)9,011.4(6,649.0)

2,631.0
298.8

15,304.5(658.5)

21,573.5
1,951.7

123,363.3(1,550.8)

Credit risks
Change from March 31, 2022

7,005.3
212.4

8,896.4(300.2)

18,816.8(183.6)

7,890.5(6,479.9)

1,588.4
156.1

14,829.6(684.0)14,253.8(565.3)87,666.4(4,260.7)

Market risks
Change from March 31, 2022

21.8
8.5

5.4
(0.1)

8.4
(7.9)

52.4
9.4

371.1
74.8

19.7
7.6

6,599.9
2,533.0

6,682.9
2,293.0

Operational risks
Change from March 31, 2022

1,276.3
(5.3)

999.6
33.2

777.0
48.3

1,068.3(178.4)

671.4
67.8

455.1
17.8

719.7
(15.9)

8,474.3
484.1

Net operating profits (Note 1)
Change from fiscal 2021

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

115 Basel III Disclosure

Fiscal 2022

MUFG
consolidated