As of September 30, 2013 (Basel III) Risk weighted assets 58, ,790.1

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Transcription:

Exhibit 1 Corrections to Status of Capital Adequacy furnished on Form 6-K on January 30, 2014 Capital adequacy ratio highlights Page 2 Capital adequacy ratio highlights Mizuho Financial Group (Consolidated) <Before Correction> <After Correction> Risk assets 58,792.8 58,790.1 Mizuho Bank (Consolidated) Total capital ratio (International standard) 16.34% 16.48% Tier 1 capital ratio 12.91% 13.02% Common equity Tier 1 capital ratio 10.45% 10.55% Total capital 8,514.7 8,515.0 Tier 1 capital 6,726.9 6,726.9 Common equity Tier 1 capital 5,448.7 5,448.7 Risk assets 52,097.7 51,643.2

Status of Mizuho Financial Group s consolidated capital adequacy Composition of capital (2) Composition of capital, etc. Page6~9 (A) Composition of capital disclosure Composition of capital disclosure (International standard) <Before Correction> (Millions of yen) Amounts excluded under transitional arrangements Basel III template Common equity Tier 1 capital: regulatory adjustments (2) Shortfall of eligible provisions to expected losses 1,420 12 Additional Tier 1 capital: regulatory adjustments Total of items included in additional Tier 1 capital: regulatory adjustments subject to phase-out arrangements 101,186 / banks adopting internal ratings-based approach 873 / Additional Tier 1 capital: regulatory adjustments (E) 101,186 / 43 Additional Tier 1 capital (AT1) Additional Tier 1 capital ((D)-(E)) (F) 1,714,529 / 44 Tier 1 capital (T1 = CET1 + AT1) Tier 1 capital (T1 = CET1 + AT1) ((C)+(F)) (G) 6,881,225 / 45 Tier 2 capital: regulatory adjustments Total of items included in Tier 2 capital: regulatory adjustments subject to phase-out arrangements 169,765 / banks adopting internal ratings-based approach 873 / Tier 2 capital: regulatory adjustments (I) 169,765 / 57 Tier 2 capital (T2) Tier 2 capital (T2) ((H)-(I)) (J) 1,925,420 / 58 Total capital (TC = T1 + T2) Total capital (TC = T1 + T2) ((G) + (J)) (K) 8,806,646 / 59 Risk assets (5) Total of items included in risk assets subject to phase-out arrangements 1,082,719 / Risk assets (L) 58,792,895 / 60 Provisions included in Tier 2 capital: instruments and provisions (7) Cap for inclusion of provisions in Tier 2 under internal ratings-based approach 274,952 / 79 <After Correction> (Millions of yen) Amounts excluded under transitional arrangements Basel III template Common equity Tier 1 capital: regulatory adjustments (2) Shortfall of eligible provisions to expected losses 1,418 12 Additional Tier 1 capital: regulatory adjustments Total of items included in additional Tier 1 capital: regulatory adjustments subject to phase-out arrangements 101,185 / banks adopting internal ratings-based approach 872 / Additional Tier 1 capital: regulatory adjustments (E) 101,185 / 43 Additional Tier 1 capital (AT1) Additional Tier 1 capital ((D)-(E)) (F) 1,714,530 / 44 Tier 1 capital (T1 = CET1 + AT1) Tier 1 capital (T1 = CET1 + AT1) ((C)+(F)) (G) 6,881,226 / 45 Tier 2 capital: regulatory adjustments

Total of items included in Tier 2 capital: regulatory adjustments subject to phase-out arrangements 169,764 / banks adopting internal ratings-based approach 872 / Tier 2 capital: regulatory adjustments (I) 169,764 / 57 Tier 2 capital (T2) Tier 2 capital (T2) ((H)-(I)) (J) 1,925,421 / 58 Total capital (TC = T1 + T2) Total capital (TC = T1 + T2) ((G) + (J)) (K) 8,806,648 / 59 Risk assets (5) Total of items included in risk assets subject to phase-out arrangements 1,082,718 / Risk assets (L) 58,790,165 / 60 Provisions included in Tier 2 capital: instruments and provisions (7) Cap for inclusion of provisions in Tier 2 under internal ratings-based approach 274,943 / 79

Risk-based capital Page 15 (3) Required capital by portfolio classification Required Required EAD capital EAD capital Credit risk 177,690.7 5,101.8 177,678.9 5,101.5 Internal ratings-based approach 170,214.0 4,534.3 170,202.1 4,534.1 Bank 6,114.9 151.9 6,103.1 151.8 CVA risk n.a. 210.6 n.a. 210.5 Total required capital (consolidated) n.a. 4,703.4 n.a. 4,703.2 Credit risk Page 17~19 (4) Credit risk exposure, etc. Status of credit risk exposure (A) Breakdown by geographical area Overseas 2,114.2 38,388.0 2,102.3 38,376.1 Asia 224.6 9,507.9 212.7 9,496.0 (B) Breakdown by industry Finance and insurance 2,033.1 17,042.2 2,021.3 17,030.3 (C) Breakdown by residual contractual maturity Less than one year 496.4 43,464.0 484.5 43,452.1

Status of exposure to which the internal ratings-based approach is applied Page 26 <Before Correction> <After Correction> (M) Portfolio by asset class and ratings segment (Corporate, etc.) Counterparty risk in derivatives transactions and long-settlement transactions (6) Status of counterparty risk in derivatives transactions and long-settlement transactions Page 32 (A) Status of derivatives transactions and long-settlement transactions Derivative transactions PD (EAD LGD (EAD EL default Risk weight EAD (Billions of yen) On-balance Off-balance (Billions of yen, except percentages) Amount of undrawn commitments Weighted average of credit conversion factor Bank 0.42 36.00 n.a. 28.28 6,145.5 3,263.4 2,882.1 362.9 75.00 zone 0.09 35.92 n.a. 24.89 5,606.7 2,965.5 2,641.1 272.4 75.00 grade zone 0.94 35.91 n.a. 64.23 523.0 287.5 235.4 90.4 75.00 Default 100.00 67.23 64.22 39.88 15.7 10.2 5.4 Total 1.14 37.54 n.a. 19.96 146,474.8 112,367.8 34,106.9 14,007.9 75.12 zone 0.04 38.36 n.a. 11.16 124,643.3 93,332.2 31,311.1 12,064.7 75.12 grade zone 2.59 32.13 n.a. 72.06 20,747.2 18,007.6 2,739.6 1,938.5 75.14 Default 100.00 46.04 43.48 34.77 1,084.1 1,027.9 56.2 4.7 75.00 PD (EAD LGD (EAD EL default Risk weight EAD (Billions of yen) On-balance Off-balance (Billions of yen, except percentages) Amount of undrawn commitments Weighted average of credit conversion factor Bank 0.42 36.00 n.a. 28.31 6,133.6 3,263.4 2,870.2 362.9 75.00 zone 0.09 35.92 n.a. 24.92 5,594.8 2,965.5 2,629.3 272.4 75.00 grade zone 0.94 35.91 n.a. 64.23 523.0 287.5 235.4 90.4 75.00 Default 100.00 67.23 64.22 39.88 15.7 10.2 5.4 Total 1.14 37.54 n.a. 19.96 146,462.9 112,367.8 34,095.1 14,007.9 75.12 zone 0.04 38.36 n.a. 11.16 124,631.4 93,332.2 31,299.2 12,064.7 75.12 grade zone 2.59 32.13 n.a. 72.06 20,747.2 18,007.6 2,739.6 1,938.5 75.14 Default 100.00 46.04 43.48 34.77 1,084.1 1,027.9 56.2 4.7 75.00 Standardized method Credit equivalent amount Credit equivalent amount Total 203.7 191.8