Interest Rate Risk Management through ALM
First written in FY2017. 2 of 4 entries say "Advanced", first in FY2022. Latest entry: FY2026.
The whole theme swung hardest in 2026: 8 of 35 companies on the "Worse" side.
13 other companies' latest entry also says "Advanced".
- FY2026AdvancedAnnual report
「As a general rule, our Group manages quantifiable risks by setting VaR limits. For risks that cannot be quantified, we develop plausible risk scenarios and respond as a priority to those risks that could have the greatest impact on our Group's business.」
The Company describes a risk management framework, including the ALM Committee, that combines VaR limits and scenario analysis. - FY2022AdvancedAnnual report
「Recognizing that comprehensive management of assets and liabilities is central to risk management for a life insurer, the Company has established a separate ALM Committee.」
The Company established an ALM Committee and specified a framework for comprehensive management of assets and liabilities separate from the Risk Management Committee. - FY2018RestatedAnnual report
「Through ALM (asset-liability management), the Company manages the balance between the interest rate risks associated with both its assets and liabilities.」
The policy of managing the interest rate risks of both assets and liabilities through ALM continues to be maintained. - FY2017First statedAnnual report
「Through ALM (asset-liability management), the Company manages the balance between the interest rate risks associated with both its assets and liabilities.」
The Company describes managing the interest rate risks of its assets and liabilities through ALM as a specific risk management measure.