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Securitizations and Variable Interest Entities - Fair Value of Firm's Retained Interests and Sensitivity of This Fair Value (Detail) - JPY (¥)
¥ in Billions
6 Months Ended 12 Months Ended
Sep. 30, 2015
Mar. 31, 2015
Variable Interest Entity [Line Items]    
Fair value of retained interests ¥ 275.0 ¥ 233.0
Material retained interests held [Member]    
Variable Interest Entity [Line Items]    
Fair value of retained interests [1] ¥ 250.0 ¥ 208.0
Weighted-average life (Years) 6 years 5 months 5 years 5 months
Constant prepayment rate 6.90% 6.10%
Impact of 10% adverse change ¥ (2.8) ¥ (2.3)
Impact of 20% adverse change ¥ (4.7) ¥ (4.3)
Discount rate 2.50% 2.40%
Impact of 10% adverse change ¥ (0.9) ¥ (0.9)
Impact of 20% adverse change ¥ (2.2) ¥ (1.8)
[1] The sensitivity analysis covers the material retained interests held of \208 billion out of \233 billion as of March 31, 2015 and \250 billion out of \275 billion as of September 30, 2015. Nomura considers the amount or the probability of anticipated credit loss from the retained interests which Nomura continuously holds would be minimal.