Investment and Financing Losses Due to Fluctuations in Interest Rates, Stock Prices, and Exchange Rates
First written in FY2024-Q3. 2 of 6 entries say "Materialised", first in 2026-03-11. Latest entry: FY2026.
Kyoto Financial Group moved to the "Worse" side of this theme in 2025, 5 years after the typical company in this theme (2020).
The whole theme swung hardest in 2022: 15 of 26 companies on the "Worse" side.
8 other companies' latest entry also says "Mitigated".
- FY2026MitigatedAnnual report
「At the end of the consolidated fiscal year, our Group’s market risk amount, an estimate of potential losses, was ¥41.1 billion in total, compared with ¥69.4 billion at the end of the previous consolidated fiscal year. This comprised interest-rate risk VaR of ¥24.3 billion (¥29.4 billion), price fluctuation risk VaR of ¥16.7 billion (¥39.9 billion) and foreign exchange risk VaR of ¥0.1 billion (¥0.1 billion).」
The market risk amount declined from ¥69.4 billion to ¥41.1 billion, interest-rate risk VaR from ¥29.4 billion to ¥24.3 billion, and price fluctuation risk VaR from ¥39.9 billion to ¥16.7 billion. - FY2025WorsenedAnnual report
「At the end of the consolidated fiscal year, our Group’s market risk amount, an estimate of potential losses, was ¥69.4 billion in total, compared with ¥59.5 billion at the end of the previous consolidated fiscal year. This comprised interest-rate risk VaR of ¥29.4 billion (¥23.8 billion), price fluctuation risk VaR of ¥39.9 billion (¥35.6 billion) and foreign exchange risk VaR of ¥0.1 billion (¥0.1 billion).」
The estimated market risk amount increased from ¥59.5 billion to ¥69.4 billion, with increases in interest-rate risk VaR and price fluctuation risk VaR. - FY2024Quantitative disclosure of risk amountsAnnual report
「At the end of the consolidated fiscal year, our Group’s market risk amount, an estimate of potential losses, was ¥59.5 billion in total. This comprised interest-rate risk VaR of ¥23.8 billion, price fluctuation risk VaR of ¥35.6 billion and foreign exchange risk VaR of ¥0.1 billion.」
Provides the first specific disclosure of estimated losses measured by VaR for interest-rate, share-price and foreign exchange risks. - FY2024-Q3First statedAnnual report
「The principal risks associated with these investment and lending activities include, in particular, fluctuations in market prices such as interest rates, share prices and foreign exchange rates.」
Describes the market risks of investment and lending activities involving loans, bonds, equities and foreign-currency assets.