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Derivative instruments and hedging activities - Schedule of information about written credit derivatives and purchased credit protection (Detail) - JPY (¥)
¥ in Billions
6 Months Ended 12 Months Ended
Sep. 30, 2020
Mar. 31, 2020
Credit Derivatives [Line Items]    
Carrying value (Asset) / Liability [1] ¥ (121) ¥ 180
Maximum potential payout / Notional 16,833 16,455
Notional, Purchased credit protection 12,946 12,490
Single-name credit default swaps [Member]    
Credit Derivatives [Line Items]    
Carrying value (Asset) / Liability [1] (20) 96
Maximum potential payout / Notional 7,366 8,018
Notional, Purchased credit protection 5,488 5,836
Credit default indices [Member]    
Credit Derivatives [Line Items]    
Carrying value (Asset) / Liability [1] (138) 18
Maximum potential payout / Notional 9,077 8,064
Notional, Purchased credit protection 7,182 6,364
Other credit risk related portfolio products [Member]    
Credit Derivatives [Line Items]    
Carrying value (Asset) / Liability [1] 37 65
Maximum potential payout / Notional 384 357
Notional, Purchased credit protection 270 274
Credit-risk related options and swaptions [Member]    
Credit Derivatives [Line Items]    
Carrying value (Asset) / Liability [1] 0 1
Maximum potential payout / Notional 6 16
Notional, Purchased credit protection 6 16
Less than 1 year [Member]    
Credit Derivatives [Line Items]    
Maximum potential payout / Notional 2,517 3,083
Less than 1 year [Member] | Single-name credit default swaps [Member]    
Credit Derivatives [Line Items]    
Maximum potential payout / Notional 1,733 2,323
Less than 1 year [Member] | Credit default indices [Member]    
Credit Derivatives [Line Items]    
Maximum potential payout / Notional 757 721
Less than 1 year [Member] | Other credit risk related portfolio products [Member]    
Credit Derivatives [Line Items]    
Maximum potential payout / Notional 27 39
1 to 3 years [Member]    
Credit Derivatives [Line Items]    
Maximum potential payout / Notional 5,691 4,823
1 to 3 years [Member] | Single-name credit default swaps [Member]    
Credit Derivatives [Line Items]    
Maximum potential payout / Notional 2,210 2,238
1 to 3 years [Member] | Credit default indices [Member]    
Credit Derivatives [Line Items]    
Maximum potential payout / Notional 3,332 2,455
1 to 3 years [Member] | Other credit risk related portfolio products [Member]    
Credit Derivatives [Line Items]    
Maximum potential payout / Notional 149 130
3 to 5 years [Member]    
Credit Derivatives [Line Items]    
Maximum potential payout / Notional 6,917 6,922
3 to 5 years [Member] | Single-name credit default swaps [Member]    
Credit Derivatives [Line Items]    
Maximum potential payout / Notional 2,601 2,552
3 to 5 years [Member] | Credit default indices [Member]    
Credit Derivatives [Line Items]    
Maximum potential payout / Notional 4,127 4,179
3 to 5 years [Member] | Other credit risk related portfolio products [Member]    
Credit Derivatives [Line Items]    
Maximum potential payout / Notional 189 175
3 to 5 years [Member] | Credit-risk related options and swaptions [Member]    
Credit Derivatives [Line Items]    
Maximum potential payout / Notional   16
More than 5 years [Member]    
Credit Derivatives [Line Items]    
Maximum potential payout / Notional 1,708 1,627
More than 5 years [Member] | Single-name credit default swaps [Member]    
Credit Derivatives [Line Items]    
Maximum potential payout / Notional 822 905
More than 5 years [Member] | Credit default indices [Member]    
Credit Derivatives [Line Items]    
Maximum potential payout / Notional 861 709
More than 5 years [Member] | Other credit risk related portfolio products [Member]    
Credit Derivatives [Line Items]    
Maximum potential payout / Notional 19 ¥ 13
More than 5 years [Member] | Credit-risk related options and swaptions [Member]    
Credit Derivatives [Line Items]    
Maximum potential payout / Notional ¥ 6  
[1] Carrying value amounts are shown on a gross basis prior to cash collateral or counterparty netting. Asset balances represent positive fair value amounts caused by tightening of credit spreads of underlyings since inception of the credit derivative contracts.