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Securitizations and Variable Interest Entities - Classification of consolidated VIEs' assets and liabilities (Detail) - JPY (¥)
¥ in Millions
Mar. 31, 2017
Mar. 31, 2016
Mar. 31, 2015
Mar. 31, 2014
Consolidated VIE assets        
Cash and cash equivalents ¥ 2,536,840 ¥ 3,476,261 ¥ 1,315,408 ¥ 1,489,792
Trading assets        
Derivatives [2] 1,037,000 [1] 1,372,000    
Private equity investments 27,054 30,578    
Securities purchased under agreements to resell 11,456,591 9,205,165    
Office buildings, land, equipment and facilities 349,696 355,507    
Other 1,168,806 974,511    
Trading liabilities        
Derivatives [2],[3] 914,000 [1] 1,047,000    
Securities sold under agreements to repurchase 17,095,898 14,192,309    
Borrowings        
Short-term borrowings [4] 543,049 662,902    
Long-term borrowings 7,195,408 8,129,559    
Variable Interest Entity, primary beneficiary [Member]        
Consolidated VIE assets        
Cash and cash equivalents 4,000 3,000    
Trading assets        
Equities 679,000 530,000    
Debt securities 682,000 756,000    
CMBS and RMBS 11,000 22,000    
Investment trust funds and other 11,000    
Derivatives 15,000 1,000    
Private equity investments 2,000 1,000    
Office buildings, land, equipment and facilities 15,000 3,000    
Other 44,000 7,000    
Total 1,463,000 1,323,000    
Trading liabilities        
Derivatives 18,000 3,000    
Borrowings        
Short-term borrowings 103,000 65,000    
Long-term borrowings 851,000 744,000    
Other 2,000 2,000    
Total ¥ 974,000 ¥ 814,000    
[1] During the year ended Marh 31, 2017, the rules of a specific central clearing house were amended such that daily variation margin payments and receipts against specific types of derivative now legally represent partial settlement of the derivative rather than margin. These payments and receipts are accounted for as partial settlement of the derivative rather than cash collateral. While there was no impact on the amounts reported in the consolidated balance sheet as of March 31, 2017, lower gross derivative balances and equivalent lower amounts offset in the consolidated balance sheets are included in the above table at such date as a result of this change.
[2] Net derivative assets and net derivative liabilities are generally reported within Trading assets and private equity investments-Trading assets and Trading liabilities, respectively in the consolidated balance sheet. Bifurcated embedded derivatives are reported within Short-term borrowings or Long-term borrowings depending on the maturity of the underlying host contract.
[3] Includes the amount of embedded derivatives bifurcated in accordance with ASC 815.
[4] Includes secured borrowings of \82,861 million as of March 31, 2016 and \158,156 million as of March 31, 2017.