August 11, 2021
Daiwa Securities Group Inc.
Report Regarding Consolidated Liquidity Coverage Ratio Situation of Soundness in Liquidity Management as of First Quarter in Fiscal Year 2021
In accordance with the Financial Instruments and the Exchange Act Article 57-17, "Notification, etc. of Documents Describing Status of Soundness in Management", Daiwa Securities Group Inc. reports situation of soundness in liquidity management as of first quarter in fiscal year 2021.
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Quantitative disclosure of consolidated Liquidity Coverage Ratio
(Unit :1 Million Yen,%) | ||||||||||||||||
Items | First Quarter in Fiscal Year 2021 | Fourth Quarter in Fiscal Year 2020 | ||||||||||||||
High Quality Liquid Assets (1) | ||||||||||||||||
1 | Total high quality liquid assets | 2,673,653 | 2,760,821 | |||||||||||||
Cash Outflows (2) | Unweighted Value | Weighted Value | Unweighted Value | Weighted Value | ||||||||||||
2 | Retail deposits and deposits from small business customers | 2,154,268 | 215,426 | 2,169,136 | 216,913 | |||||||||||
3 | Stable deposits | ‐ | ‐ | ‐ | ‐ | |||||||||||
4 | Less stable deposits | 2,154,268 | 215,426 | 2,169,136 | 216,913 | |||||||||||
5 | Unsecured wholesale funding | 2,877,908 | 1,498,701 | 2,956,993 | 1,617,742 | |||||||||||
6 | Operational deposits | ‐ | ‐ | ‐ | ‐ | |||||||||||
7 | Unsecured wholesale funding other than operational deposits and | 2,749,720 | 1,370,514 | 2,861,814 | 1,522,563 | |||||||||||
unsecured debt | ||||||||||||||||
8 | Unsecured debt | 128,187 | 128,187 | 95,178 | 95,178 | |||||||||||
9 | Secured funding | 8,660,620 | 262,821 | 8,344,352 | 269,574 | |||||||||||
10 | Outflows related to derivative exposures, loss of funding on debt | 250,926 | 250,926 | 269,222 | 269,222 | |||||||||||
products, committed credit and liquidity facilities | ||||||||||||||||
11 | Outflows related to derivative exposures | 236,122 | 236,122 | 253,669 | 253,669 | |||||||||||
12 | Outflows related to loss of funding on debt products | ‐ | ‐ | ‐ | ‐ | |||||||||||
13 | Outflows related to credit and liquidity facilities | 14,804 | 14,804 | 15,553 | 15,553 | |||||||||||
14 | Other contractual funding obligations | 5,380,937 | 1,112,779 | 5,664,248 | 1,029,948 | |||||||||||
15 | Other contingent funding obligations | 166,164 | 154,039 | 147,277 | 135,170 | |||||||||||
16 | Total cash outflows | 3,494,695 | 3,538,572 | |||||||||||||
Cash Inflows (3) | Unweighted Value | Weighted Value | Unweighted Value | Weighted Value | ||||||||||||
17 | Secured lending | 6,600,878 | 119,089 | 6,675,874 | 159,095 | |||||||||||
18 | Inflows from fully performing exposures | 582,138 | 501,686 | 559,774 | 480,489 | |||||||||||
19 | Other cash inflows | 4,843,419 | 1,124,607 | 5,181,506 | 1,186,557 | |||||||||||
20 | Total cash inflows | 1,745,383 | 1,826,142 | |||||||||||||
Consolidated Liquidity Coverage Ratio (4) | ||||||||||||||||
21 | Total high quality liquid assets | 2,673,653 | 2,760,821 | |||||||||||||
22 | Total net cash outflows | 1,749,312 | 1,712,430 | |||||||||||||
23 | Consolidated liquidity coverage ratio | 152.8% | 161.2% | |||||||||||||
24 | Number of data used for calculation of average value | 61 | 60 | |||||||||||||
(Unit :1 Million Yen,%) | ||||||||||||||||
First Quarter in | Fourth Quarter in | Third Quarter in | Second Quarter in | First Quarter in | ||||||||||||
Fiscal Year 2021 | Fiscal Year 2020 | Fiscal Year 2020 | Fiscal Year 2020 | Fiscal Year 2020 | ||||||||||||
Consolidated liquidity coverage ratio | ||||||||||||||||
15 | Total high quality liquid | 2,673,653 | 2,760,821 | 2,832,922 | 2,716,787 | 2,538,362 | ||||||||||
assets | ||||||||||||||||
16 | Total net cash outflows | 1,749,312 | 1,712,430 | 1,683,954 | 1,639,682 | 1,401,920 | ||||||||||
17 | Consolidated liquidity | 152.8% | 161.2% | 168.2% | 165.6% | 181.0% | ||||||||||
coverage ratio | ||||||||||||||||
End |
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Daiwa Securities Group Inc. published this content on 11 August 2021 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 11 August 2021 06:05:11 UTC.