SMBC Group's Financial and Credit Portfolio
TLAC ratio and requirements
TLAC ratio
Risk-weighted assets basis
TLAC ratio (transitional basis)
(JPY bn) Sep. 2023
30.2%
29.9%
29.3%
External TLAC
30%
29.2%
28.5%
28.9%
28.0%
A
24,532.3
Risk-weighted assets (RWA)
B
82,041.0
25%
TLAC ratio (RWA basis)
Capital buffers (including CCyB)
(A/B)
C
29.90%
D
(3.60%)
21.5%
Ref: TLAC ratio of RWA
(C-D)
E
26.24%
20%
19.5%
Requirement
Leverage exposure (LE)
F
252,687.3*1
TLAC ratio (LE basis)
(A/F)
G
9.70%
15%
Sep. 20 Mar. 21 Sep. 21 Mar. 22 Sep. 22 Mar. 23 Sep. 23
Requirements
Leverage exposure basis
Minimum external TLAC (RWA basis)
18%
10.3%
9.8% 10.0%
9.5%
9.7%
9.7%
10%
9.2%
+) capital buffers*2
+3.5%
6.75%
6.0%
5%
Requirement
Effective level of minimum
external TLAC (RWA basis)
21.5%
Minimum external TLAC (LE basis)
6.75%
0%
Sep. 20
Mar. 21 Sep. 21 Mar. 22 Sep. 22 Mar. 23 Sep. 23
*1 LE excludes deposits with the Bank of Japan under the FSA's temporary relief on leverage ratio calculation from
Jun. 20
*2 Excludes countercyclical buffer (CCyB) for RWA requirements. As for the G-SIB buffer, SMFG was allocated to
bucket 1 according to the latest list published by the FSB
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