August 10, 2016 Daiwa Securities Group Inc.

Report Regarding Consolidated Liquidity Coverage Ratio Situation of Soundness in Liquidity Management as of First Quarter in Fiscal Year 2016

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 2016.

Quantitative disclosure of consolidated liquidity coverage ratio

（Unit :1 Million Yen,%）

Items

First Quarter in Fiscal Year 2016

Fourth Quarter in Fiscal Year 2015

High Quality Liquid Assets (1)

1

Total high quality liquid assets

2,230,981

2,034,543

Cash Outflows (2)

Unweighted Value

Weighted Value

Unweighted Value

Weighted Value

2

Retail deposits and deposits from small business customers

1,653,216

165,321

1,745,930

174,593

3

Stable deposits

-

-

-

-

4

Less stable deposits

1,653,216

165,321

1,745,930

174,593

5

Unsecured wholesale funding

1,783,300

986,004

1,511,475

729,428

6

Operational deposits

-

-

-

-

7

Unsecured wholesale funding other than operational deposits and unsecured debt

1,724,276

926,980

1,391,770

609,724

8

Unsecured debt

59,024

59,024

119,704

119,704

9

Secured funding

6,705,027

369,113

7,445,052

429,652

10

Outflows related to derivative exposures, loss of funding on debt products, committed credit and liquidity facilities

299,207

299,207

361,879

361,879

11

Outflows related to derivative exposures

288,396

288,396

351,055

351,055

12

Outflows related to loss of funding on debt products

-

-

-

-

13

Outflows related to credit and liquidity facilities

10,811

10,811

10,823

10,823

14

Other contractual funding obligations

6,476,919

983,665

5,354,435

983,370

15

Other contingent funding obligations

152,492

152,022

164,856

164,363

16

Total cash outflows

2,955,335

2,843,287

Cash Inflows (3)

Unweighted Value

Weighted Value

Unweighted Value

Weighted Value

17

Secured lending

4,902,222

148,082

4,927,749

134,707

18

Inflows from fully performing exposures

408,871

408,342

352,963

351,658

19

Other cash inflows

5,593,306

1,053,117

5,594,446

1,054,471

20

Total cash inflows

1,609,542

1,540,838

Consolidated Liquidity Coverage Ratio (4)

21

Total high quality liquid assets

2,230,981

2,034,543

22

Total net cash outflows

1,345,793

1,302,449

23

Consolidated liquidity coverage ratio

165.7 ％

156.2 ％

24

Number of data used for calculation of average value

3

3

End

Daiwa Securities Group Inc. published this content on 10 August 2016 and is solely responsible for the information contained herein.
Distributed by Public, unedited and unaltered, on 10 August 2016 06:32:10 UTC.

Original documenthttp://www.daiwa-grp.jp/data/attach/1970_61_en20160810a.pdf

Public permalinkhttp://www.publicnow.com/view/BA1DA48344A80B96FA4A376D33CE3CDED59F08BC