Risk Management Framework Benchmarked Against Equity Capital
First written in FY2024-Q3. 1 of 3 entries say "Advanced", first in FY2024. Latest entry: FY2026.
The whole theme swung hardest in 2020: 2 of 11 companies on the "Worse" side.
4 other companies' latest entry also says "Restated".
- FY2026RestatedAnnual report
「Our Group is also quantifying major risks—credit risk, market risk and operational risk—and allocating capital against them. Risk amounts are managed with allocated capital as their limit under a risk management policy reviewed semiannually, and we have a framework under which the calculated risk amounts are reported to management at the Integrated Risk Committee.」
Reaffirms the framework for managing risks against equity capital, including quantification of major risks, capital allocation, semiannual policy reviews and reporting to the Integrated Risk Committee. - FY2024AdvancedAnnual report
「We are quantifying major risks—credit risk, market risk and operational risk—and allocating capital against them. In addition, based on comprehensive risk scenarios, we conduct integrated stress tests assuming that various risks materialize simultaneously.」
Specifies the quantification of major risks, capital allocation and integrated stress testing in addition to the previous comparison with equity capital. - FY2024-Q3First statedAnnual report
「To establish a safe and sound management foundation for our Group, we have formulated Integrated Risk Management Regulations and established a self-managed risk management framework that assesses risks on an aggregate basis and compares them with the Group’s management capacity, or equity capital.」
Sets out a policy of identifying risks in aggregate, rather than only by category, and managing them against equity capital.