Investor Presentaiton
TLAC ratio and requirements
TLAC ratio
Risk-weighted assets basis
TLAC ratio (transitional basis)
(JPY bn) Mar. 2022
30.5% 30.8%
30.2%
29.5%
29.3%
30%
29.2%
28.5%
25%
20%
19.5%
Requirements
HE
External TLAC
Risk-weighted assets (RWA)
A
20,628.1
B
72,350.1
TLAC ratio (RWA basis)
Capital buffers (including CCyB)
(A/B) C
28.51%
D
(3.53%)
21.5%
Ref: TLAC ratio of RWA
(C-D)
E
24.98%
Leverage exposure (LE)
F
216,080.4*1
TLAC ratio (LE basis)
(A/F)
G
9.54%
15%
Mar.19 Sep.20 Mar.20 Sep.20 Mar.21
Sep.21 Mar.22
Requirements
Leverage exposure basis
10%
8.2%
8.2%
7.6%
6.0%
5%
Requirements
0%
10.3%
9.8%
10.0%
9.5%
Minimum external TLAC (RWA basis)
6.75%
+) capital buffers *2
Effective level of minimum
After 2022
18%
+3.5%
21.5%
external TLAC (RWA basis)
Minimum external TLAC (LE basis)
6.75%
Mar.19 Sep.20 Mar.20 Sep.20 Mar.21 Sep.21 Mar.22
*1 LE excludes deposits with the Bank of Japan under the FSA's temporary relief on leverage ratio calculation from Jun. 20
until Mar. 24
*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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