XML 36 R46.htm IDEA: XBRL DOCUMENT v2.4.0.8
Fair value measurements - Additional Information (Detail) (JPY ¥)
In Billions, unless otherwise specified
3 Months Ended 6 Months Ended 12 Months Ended
Sep. 30, 2013
Sep. 30, 2012
Sep. 30, 2013
Sep. 30, 2012
Mar. 31, 2013
Fair value, balance sheet grouping, financial statement captions [Line items]          
Transfers out of Level 3, assets ¥ 31 [1] ¥ 15 [1] ¥ 92 [1] ¥ 52 [1]  
Transfers out of Level 3, liabilities 15 [1] 11 [1] 45 [1] 14 [1]  
Transfers into Level 3, Assets 27 [1] 56 [1] 29 [1] 108 [1]  
Transfers into Level 3, liabilities 2 [1] 6 [1] 4 [1] 43 [1]  
Gains/Losses from changes in fair value of the financial liabilities for which the fair value option was elected attributable to the change in creditworthiness 0 5 3 6  
Differences between the fair value of the aggregate unpaid principal balance (which is contractually principally protected) of loans and receivables, more (less) than the principal balance of such loans 1   1   1
Differences between the fair value of the aggregate unpaid principal balance (which is contractually principally protected) of long-term borrowings more (less) than the principal balance of such long-term borrowings 5   5   20
Concentrations of credit risk, percentage     20.00%   22.00%
Goodwill allocated to a certain reporting unit 4   4    
Ashikaga Holdings Co., Ltd. [Member]
         
Fair value, balance sheet grouping, financial statement captions [Line items]          
Percentage of ownership of common stock     47.00%    
Netting [Member]
         
Fair value, balance sheet grouping, financial statement captions [Line items]          
Transfers out of Level 3, assets   (10) [1] 3 (6)  
Transfers into Level 3, Assets 3 34 [1]   35 [1]  
Interest rate contracts [Member]
         
Fair value, balance sheet grouping, financial statement captions [Line items]          
Transfers out of Level 3, assets (1) [1],[2] (4) [1],[2] (3) [1],[2] (1) [1],[2]  
Transfers into Level 3, Assets (1) [1],[2] 32 [1],[2] (3) [1],[2] 35 [1],[2]  
Recognized losses on derivatives when the transfer into Level 3 occurred   6 7 6  
Equity contracts [Member]
         
Fair value, balance sheet grouping, financial statement captions [Line items]          
Transfers out of Level 3, assets 1 [1],[2] (10) [1],[2] 6 [1],[2] (6) [1],[2]  
Transfers into Level 3, Assets 7 [1],[2] (4) [1],[2] 4 [1],[2] (6) [1],[2]  
Recognized losses on derivatives when the transfer into Level 3 occurred 5   6    
Credit contracts [Member]
         
Fair value, balance sheet grouping, financial statement captions [Line items]          
Transfers out of Level 3, assets 0 [1],[2] 2 [1],[2] 0 [1],[2] (6) [1],[2]  
Transfers into Level 3, Assets (2) [1],[2] 1 [1],[2] (1) [1],[2] 1 [1],[2]  
Foreign exchange contracts [Member]
         
Fair value, balance sheet grouping, financial statement captions [Line items]          
Transfers out of Level 3, assets 0 [1],[2] 2 [1],[2] 0 [1],[2] 13 [1],[2]  
Transfers into Level 3, Assets (1) [1],[2] 5 [1],[2] 0 [1],[2] 5 [1],[2]  
Structured notes [Member]
         
Fair value, balance sheet grouping, financial statement captions [Line items]          
Adjustment to Reflect Own Creditworthiness 7   7   8
Financial assets (excluding derivative assets) [Member]
         
Fair value, balance sheet grouping, financial statement captions [Line items]          
Transfer from Level 1 to Level 2, assets 418 13 427 281  
Transfer from Level 2 to Level 1, assets 87 136 100 329  
Transfers out of Level 3, assets 31 25 88 52  
Transfers into Level 3, Assets 24 22 29 73  
Non-trading debt securities [Member]
         
Fair value, balance sheet grouping, financial statement captions [Line items]          
Transfer from Level 1 to Level 2, assets       249  
Equities [Member]
         
Fair value, balance sheet grouping, financial statement captions [Line items]          
Amount of discount or liquidity adjustment in inactive markets             
Transfer from Level 1 to Level 2, assets 413 6 422 22  
Transfer from Level 2 to Level 1, assets 87 134 94 324  
Transfers out of Level 3, assets       5 [1]  
Other [Member]
         
Fair value, balance sheet grouping, financial statement captions [Line items]          
Transfer from Level 1 to Level 2, assets   5   6  
Transfer from Level 2 to Level 1, assets     6    
Financial liabilities (excluding derivative liabilities) [Member]
         
Fair value, balance sheet grouping, financial statement captions [Line items]          
Transfer from Level 1 to Level 2 , liabilities 24 4 25 10  
Transfer from Level 2 to Level 1, liabilities 20 100 22 371  
Transfers out of Level 3, liabilities 15 11 45 14  
Transfers into Level 3, liabilities   6   43  
Trading liabilities [Member]
         
Fair value, balance sheet grouping, financial statement captions [Line items]          
Transfer from Level 1 to Level 2 , liabilities 23 4 24 10  
Transfer from Level 2 to Level 1, liabilities 20 98 22 370  
Bank and corporate debt securities and loans for trading purposes [Member]
         
Fair value, balance sheet grouping, financial statement captions [Line items]          
Transfers out of Level 3, assets 15 11 20 [1] 29 [1]  
Transfers into Level 3, Assets 12 11 13 [1] 39 [1]  
Commercial mortgage-backed securities ("CMBS") [Member]
         
Fair value, balance sheet grouping, financial statement captions [Line items]          
Transfers out of Level 3, assets       6 [1]  
Foreign government, agency and municipal securities [Member]
         
Fair value, balance sheet grouping, financial statement captions [Line items]          
Transfers out of Level 3, assets 16   65 [1] 5 [1]  
Transfers into Level 3, Assets 8 6 8 [1] 23 [1]  
Long-term borrowings [Member]
         
Fair value, balance sheet grouping, financial statement captions [Line items]          
Transfers out of Level 3, liabilities 14 [1] 10 [1] 43 [1] 13 [1]  
Transfers into Level 3, liabilities ¥ 2 [1] ¥ 6 [1] ¥ 4 [1] ¥ 42 [1]  
[1] If financial instruments move from Level 3 to another Level or move from another Level to Level 3, the amount reported in Transfers into Level 3 and Transfers out of Level 3 are the fair value as of the beginning of the quarter during which the movement occurs. Therefore if financial instruments move from another Level to Level 3 all gains/ (losses) during the quarter are included in the table and if financial instruments move from Level 3 to another Level all gains/ (losses) during the quarter are excluded from the table.
[2] Each derivative classification includes derivatives referencing multiple risk components. For example, interest rate contracts include complex derivatives referencing interest rate risk as well as foreign exchange risk or other factors such as prepayment rates. Credit contracts include credit default swaps as well as derivatives referencing corporate and government debt securities.