Risk Management Using VaR and Capital Allocation
First written in FY2022-Q3. 2 of 4 entries say "Mitigated", first in FY2025. Latest entry: FY2026.
0 other companies' latest entry also says "Mitigated".
- FY2026MitigatedAnnual report
「The Group's market risk exposure was ¥34,064 million (¥60,191 million as of 31 March 2025).」
While continuing to manage market risk using VaR and the capital allocation system, market risk exposure decreased from ¥60,191 million in the previous fiscal year to ¥34,064 million. - FY2025MitigatedAnnual report
「The Group's market risk exposure was ¥60,191 million (¥72,131 million as of 31 March 2024).」
Market risk exposure measured by VaR decreased from ¥72,131 million in the previous fiscal year to ¥60,191 million. The policy of keeping risk exposure within equity capital using VaR and the capital allocation system remains in place. - FY2024RestatedAnnual report
「With respect to these risks, the Group uses VaR, a statistical method, to estimate and assess the maximum potential loss, or risk exposure, over a specified period at a given probability level, with a 99.9% confidence interval. The periods are one year for credit risk and six months for market risk.」
The Group has reconfirmed its policy of managing risk exposure using VaR and its capital allocation system so that risk exposure remains within its equity capital. - FY2022-Q3First statedAnnual report
「With respect to these risks, the Group uses VaR, a statistical method, to estimate and assess the maximum potential loss, or risk exposure, over a specified period at a given probability level, with a 99.9% confidence interval. The periods are one year for credit risk and six months for market risk. If these risks materialize, they could affect the Group's financial performance and operations. Accordingly, to ensure business continuity, the Group operates under a capital allocation system, which allocates capital against risk exposure, so that risk exposure remains within the Group's equity capital, and practices risk management integrated with its management strategy.」
The Group uses VaR to assess maximum potential losses and has adopted a capital allocation system to keep risk exposure within its equity capital.