Risk Management Information
We classify our risk exposures according to the various kinds of risk, including credit risk, market risk, liquidity risk and operational risk, and manage each type of risk according to its characteristics.
Index of information related to risk management
Overview of risk management
| Comprehensive risk management systems | 2022 Integrated Report: P.100,Appendix130 (PDF/13,835KB) |
| Major risk types and management | 2022 Integrated Report: Appendix P.131-142 (PDF/13,835KB) |
| Allocation of risk capital | 2022 Integrated Report: Appendix P.130 (PDF/13,835KB) IR presentation (May 2022): Appendices P.15 (PDF/2,218KB) |
| Risk appetite framework (RAF) | 2022 Integrated Report: P.99 (PDF/13,835KB) |
Credit risk
| Credit risk management | 2022 Integrated Report: Appendix P.131 (PDF/13,835KB) |
| Status of credit risk exposure | 2022 Integrated Report: Appendix P.310 (PDF/13,835KB) |
| Credit risk-weighted assets by asset class and ratings segment | 2022 Integrated Report: Appendix P.304 (PDF/13,835KB) |
| Credit risk mitigation techniques | 2022 Integrated Report: Appendix P.328 (PDF/13,835KB) |
| Counterparty credit risk | 2022 Integrated Report: Appendix P.332 (PDF/13,835KB) |
| Outstanding loan balances and non–accrual, past due & restructured loans | 2022 Integrated Report: Appendix P.154-157 (PDF/13,835KB) |
| Connection between obligor ratings, definition of obligor classifications of self–assessments, claims disclosed under the FRA and non–accrual, past due & restructured loans | 2022 Integrated Report: Appendix P.132 (PDF/13,835KB) |
| Securitization exposures | 2022 Integrated Report: Appendix P.341 (PDF/13,835KB) |
Market risk
| Market risk management structure | 2022 Integrated Report: Appendix P.134 (PDF/13,835KB) |
| Status of Mizuho Financial Group's market risk | 2022 Integrated Report: Appendix P.135 (PDF/13,835KB) |
| IRRBB | 2022 Integrated Report: Appendix P.350 (PDF/13,835KB) |
Liquidity risk
| Liquidity risk management structure | 2022 Integrated Report: Appendix P.137 (PDF/13,835KB) |
| Status of major liquid assets | 2022 Integrated Report: Appendix P.364 (PDF/13,835KB) |
| Status of major funding | 2022 Integrated Report: Appendix P.364 (PDF/13,835KB) |
Operational risk
| Operational risk management structure | 2022 Integrated Report: Appendix P.138 (PDF/13,835KB) |
BIS Capital
| Key metrics | 2022 Integrated Report: Appendix P.287 (PDF/13,835KB) |
| Composition of capital | 2022 Integrated Report: Appendix P.290 (PDF/13,835KB) |
| Overview of risk–weighted assets | 2022 Integrated Report: Appendix P.303 (PDF/13,835KB) |
List of disclosure materials related to risk management (FY2022)
List of disclosure materials related to risk management (FY2022) (PDF/243KB)
Archives of Risk Management Information
Risk Management Information (Second Quarter of FY2021)
Risk Management Information (FY2020)
Risk Management Information (Second Quarter of FY2020)
Risk Management Information (FY2019)
Risk Management Information (Second Quarter of FY2019)
Risk Management Information (FY2018)
Risk Management Information (Second Quarter of FY2018)
Risk Management Information (FY2017)
Risk Management Information (Second Quarter of FY2017)
Risk Management Information (FY2016)
Risk Management Information (Second Quarter of FY2016)
Risk Management Information (FY2015)
Risk Management Information (Second Quarter of FY2015)
Risk Management Information (FY2014)