SMFG Capital Ratio Information B. As Sponsor (A) Underlying Assets b. Risk Weights Billions of yen 2011 2010 March 31 Term-end  balance Required  capital Term-end  balance Required  capital 20% or less .................................................................. ¥149.0  ¥ 1.0  ¥175.0 ¥ 1.1 100% or less ................................................................ 34.7 0.9 13.2 0.5 650% or less ................................................................ 1.0 0.2 — — Less than 1250% ......................................................... 1.8 1.1 — — Capital deduction ......................................................... 274.2 99.7 213.3 55.0 Total .............................................................................. ¥460.7 ¥102.9 ¥401.4 ¥56.6 (C) Amount of Credit Risk-Weighted Assets Calculated Using Supplementary Provision 15 of the Notification Billions of yen March 31 2011 2010 Amount of credit risk-weighted assets calculated using Supplementary Provision 15 of the Notification ... ¥16.3 ¥ — Billions of yen March 31, 2011 Fiscal 2010 Underlying asset amount  Total Asset transfer type Synthetic type Securitized  amount  Default amount  Loss amount Claims on corporates .............................. ¥484.7  ¥484.7  ¥ — ¥3,845.2  ¥ 81.3  ¥ 79.0  Mortgage loans ....................................... — — — — 3.3 3.3 Retail loans (excluding mortgage loans) .... 181.4 181.4 — 391.2 22.6 23.0 Other claims ............................................ 74.1 74.1 — 132.7 5.2 5.1 Total ......................................................... ¥740.1 ¥740.1 ¥ — ¥4,369.1 ¥112.4 ¥110.4 Billions of yen March 31, 2010 Fiscal 2009 Underlying asset amount  Total Asset transfer type Synthetic type Securitized  amount  Default amount  Loss amount Claims on corporates .............................. ¥510.4 ¥510.4 ¥ — ¥3,957.1 ¥ 91.4 ¥ 90.8 Mortgage loans ....................................... — — — — 1.9 1.9 Retail loans (excluding mortgage loans) .... 159.7 159.7 — 807.5 8.4 9.2 Other claims ............................................ 84.1 84.1 — 49.9 8.3 8.1 Total ......................................................... ¥754.2 ¥754.2 ¥ — ¥4,814.4 ¥110.0 ¥110.0 Notes: 1. The above amounts include the amount of underlying assets securitized during the term without entailing “securitization exposures.” 2. “Default amount” is the total of underlying assets which are past due three months or more and defaulted underlying assets. (1) “Default amount” estimation method (2) “Loss amount” estimation method 4. “Other claims” includes lease fees. 5. Following Articles 230 and 248 of the Notification, there are no amounts that represent “exposure to products subject to early amortization provisions” to  investors. 3. “Default amount” and “Loss amount” when acting as a sponsor of securitization of customer claims are estimated using the following methods and  alternative data, as in some cases it can be difficult to obtain relevant data in a timely manner because the underlying assets have been recovered by the  customer. GLYPH<129> For securitization transactions subject to the ratings-based approach, the amount is estimated based on information on underlying assets obtainable from  customers, etc. GLYPH<129> For securitization transactions subject to the supervisory formula, the amount is estimated based on obtainable information on, or default rate of, each  obligor. Further, when it is difficult to estimate the amount using either method, it is conservatively estimated by assuming that the underlying asset is a  default asset. GLYPH<129> For securitization transactions subject to the ratings-based approach, the amount is the same amount as the “Default amount” estimated conservatively in (1)  above. GLYPH<129> For securitization transactions subject to the supervisory formula, when expected loss ratios of defaulted underlying assets can be determined, the amount  is estimated using the ratios. When it is difficult to determine the ratios, the amount is the same amount as the “Default amount” estimated conservatively  in (1) above. 194 SMFG  2011