Quantitative assessment of interest-rate, share-price and foreign-exchange risk
First written in FY2017. 4 of 8 entries say "Worsened", first in FY2021. Latest entry: FY2026.
The First Bank Of Toyama moved to the "Worse" side of this theme in 2021, the same year as the typical company in this theme.
The whole theme swung hardest in 2022: 10 of 15 companies on the "Worse" side.
6 other companies' latest entry also says "Worsened".
- FY2026WorsenedAnnual report
「As of 31 March 2026, market risk amounted to ¥60,780 million in total, excluding the market risk of equities without market prices and partnership investments (¥51,902 million at the end of the previous consolidated fiscal year (the total obtained by simply adding interest rate risk, foreign exchange risk and price fluctuation risk).」
Market risk measured using VaR increased from ¥51,902 million at the end of the previous fiscal year to ¥60,780 million. - FY2025MitigatedAnnual report
「As of 31 March 2025, market risk amounted to ¥51,902 million in total, excluding the market risk of equities without market prices and partnership investments (¥57,999 million at the end of the previous consolidated fiscal year) (the total obtained by simply adding interest rate risk, foreign exchange risk and price fluctuation risk).」
Market risk measured using VaR decreased from ¥57,999 million at the end of the previous fiscal year to ¥51,902 million. - FY2024WorsenedAnnual report
「As of 31 March 2024, market risk amounted to ¥57,999 million in total, excluding the market risk of equities without market prices and partnership investments (¥46,298 million at the end of the previous consolidated fiscal year) (the total obtained by simply adding interest rate risk, foreign exchange risk and price fluctuation risk).」
Market risk measured using VaR increased from ¥46,298 million at the end of the previous fiscal year to ¥57,999 million. - FY2022WorsenedAnnual report
「As of 31 March 2022, market risk amounted to ¥46,156 million in total, excluding the market risk of equities without market prices and partnership investments (¥45,267 million at the end of the previous consolidated fiscal year).」
Market risk measured using VaR increased from ¥45,267 million at the end of the previous fiscal year to ¥46,156 million. - FY2021Increase in market riskAnnual report
「As of 31 March 2021, market risk amounted to ¥45,267 million in total, excluding the market risk of financial instruments such as unlisted equities whose fair value is considered extremely difficult to ascertain (¥44,053 million at the end of the previous consolidated fiscal year).」
Market risk measured using VaR increased from ¥44,053 million at the end of the previous fiscal year to ¥45,267 million. - FY2019Change to the VaR method and decrease in market riskAnnual report
「As of 31 March 2019, market risk amounted to ¥37,118 million in total, excluding the market risk of financial instruments such as unlisted equities whose fair value is considered extremely difficult to ascertain (¥43,282 million at the end of the previous consolidated fiscal year).」
Market risk decreased from ¥43,282 million at the end of the previous fiscal year to ¥37,118 million. In addition, the presentation and measurement method for interest rate risk changed from the GPS method to VaR. - FY2018Decrease in interest rate risk and increase in equity-related riskAnnual report
「As of 31 March 2018, the interest rate risk amount in our banking book (estimated loss) was ¥6,620 million in total (¥9,324 million at the end of the previous consolidated fiscal year).」
The interest rate risk amount in the banking book decreased from ¥9,324 million to ¥6,620 million. Meanwhile, the risk amount for equities, beneficiary certificates and foreign-currency-denominated bonds increased from ¥29,110 million to ¥36,557 million. - FY2017First statedAnnual report
「As of 31 March 2017, the interest rate risk amount in our banking book (estimated loss) was ¥9,324 million in total (¥8,332 million at the end of the previous consolidated fiscal year). As of 31 March 2017, the risk amount for equities, beneficiary certificates and foreign-currency-denominated bonds was ¥29,110 million in total (¥28,533 million at the end of the previous consolidated fiscal year).」
The bank disclosed quantitatively an interest rate risk amount of ¥9,324 million in its banking book and a risk amount of ¥29,110 million for equities, beneficiary certificates and foreign-currency-denominated bonds.