Integrated Risk Management Using Risk Limits and VaR
First written in FY2023-Q3. 1 of 3 entries say "Advanced", first in FY2024. Latest entry: FY2026.
Iyogin Holdings moved to the "Worse" side of this theme in 2026.
The whole theme swung hardest in 2020: 2 of 11 companies on the "Worse" side.
0 other companies' latest entry also says "Worsened".
- FY2026WorsenedAnnual report
「As of the end of the fiscal year, our group’s market risk exposure, including equity and interest-rate risk, was ¥270.9 billion (¥206.7 billion at the end of the previous fiscal year), representing an estimated loss amount.」
The company continues to manage market risk using VaR and other measures, but market risk exposure increased by ¥64.2 billion from the end of the previous fiscal year. - FY2024AdvancedAnnual report
「As of the end of the fiscal year, our group’s market risk exposure, including equity and interest-rate risk, was ¥224.3 billion (¥180.5 billion at the end of the previous fiscal year), representing an estimated loss amount.」
The company continues to conduct integrated risk management using VaR and other measures and discloses market risk exposure as a quantitative year-end figure. - FY2023-Q3First statedAnnual report
「To control excessive risk-taking, our group sets risk limits for each risk category in the group risk management plan formulated by the Board of Directors every 6 months.」
The company measures credit, market and operational risk using common metrics and manages them through a combination of risk capital, limits, monitoring, and reporting to committees and the Board of Directors.