Losses from market fluctuations in interest rates, stock prices, exchange rates, etc.
First written in FY2016. 8 of 38 entries say "Restated". Latest entry: FY2026-H1.
The Chiba Bank moved to the "Worse" side of this theme in 2022, 3 years after the typical company in this theme (2019).
The whole theme swung hardest in 2019: 13 of 16 companies on the "Worse" side.
5 other companies' latest entry also says "Other".
- FY2026-H1Market environment updateAnnual report
「In financial markets, the uncollateralized overnight call rate remained in the high 0.40% range throughout the period. The secondary-market yield on long-term government bonds fell from around 1.50% to the low 1.10% range temporarily, but gradually rose and reached the mid-1.60% range at the end of the period. The Nikkei Stock Average rose from around ¥36,000 to the high ¥45,000 range, temporarily reaching a new all-time high, and remained around ¥45,000 toward the end of the period.」
The report updated the trends in short-term interest rates, long-term government bond yields and the Nikkei Stock Average during the current interim consolidated accounting period as the market environment. - FY2025WorsenedAnnual report
「As of 31 March 2025, the VaR for the Bank's banking transactions was ¥249,323 million (¥222,563 million as of 31 March 2024).」
VaR for banking transactions increased from ¥222,563 million to ¥249,323 million, while VaR at a 99% confidence level also increased from ¥171,908 million to ¥198,383 million. Trading VaR also increased from ¥70 million to ¥90 million. - FY2025-H1Market environment updateAnnual report
「In financial markets, the uncollateralized overnight call rate rose from the 0.07% range to above 0.22% following the Bank of Japan's policy rate hike. The secondary-market yield on long-term government bonds rose gradually from the 0.70% range, temporarily exceeding 1.00%, before falling to the mid-0.80% range toward the end of the period. The Nikkei Stock Average fell from the high ¥39,000 range to temporarily below ¥32,000, but recovered to around ¥38,000 toward the end of the period.」
The report updated changes in the policy rate, long-term government bond yields and the Nikkei Stock Average during the current interim consolidated accounting period as the market environment. - FY2024MitigatedAnnual report
「As of 31 March 2024, the VaR for the Bank's banking transactions was ¥222,563 million (¥238,000 million as of 31 March 2023). If the confidence level were set at 99%, VaR would be ¥171,908 million (¥182,989 million as of 31 March 2023).」
VaR for banking transactions decreased from ¥238,000 million to ¥222,563 million, while VaR at a 99% confidence level decreased from ¥182,989 million to ¥171,908 million. VaR for trading transactions also decreased from ¥130 million to ¥70 million. - FY2024-Q3Market environment updateAnnual report
「In financial markets, the uncollateralized overnight call rate remained around -0.04% throughout the period. The secondary-market yield on long-term government bonds rose from around 0.40% to temporarily above 0.90%, and remained around 0.60% toward the end of the period. The Nikkei Stock Average rose from around ¥28,000 to above ¥33,000 toward the end of the period.」
The report updated the trends in short-term interest rates, long-term government bond yields and the Nikkei Stock Average during the first three quarters of the current fiscal year. - FY2024-Q2Market environment updateAnnual report
「In financial markets, the uncollateralized overnight call rate remained around -0.05% throughout the period. The secondary-market yield on long-term government bonds remained around 0.40% until midway through the period, but rose to above 0.75% toward the end of the period. The Nikkei Stock Average gradually rose from around ¥28,000 to around ¥32,000 toward the end of the period.」
The report updated the trends in short-term interest rates, long-term government bond yields and the Nikkei Stock Average for the interim period. - FY2024-Q1Market environment updateAnnual report
「In financial markets, the uncollateralized overnight call rate fell from around -0.01% to the -0.07% range toward the end of the period, while the secondary-market yield on long-term government bonds remained around 0.4% throughout the period. The Nikkei Stock Average rose from around ¥28,000, reaching the ¥33,000 range toward the end of the period.」
The report updated the trends in short-term interest rates, long-term government bond yields and the Nikkei Stock Average for the quarter. - FY2023WorsenedAnnual report
「As of 31 March 2023, the VaR for the Bank's banking transactions was ¥238,000 million (¥213,184 million as of 31 March 2022). If the confidence level were set at 99%, VaR would be ¥182,989 million (¥168,637 million as of 31 March 2022).」
VaR for banking transactions increased from ¥213,184 million in the previous fiscal year to ¥238,000 million, while VaR for trading transactions also increased from ¥62 million to ¥130 million. Impairment losses on securities totaled ¥438 million. - FY2023-Q3MaterialisedAnnual report
「Impairment losses recognized during the first three quarters of the current fiscal year were ¥2 million, comprising ¥1 million on shares and ¥1 million on corporate bonds.」
Impairment losses arising from declines in the fair value of securities continued to be recognized, with impairment losses for the first three quarters of the current fiscal year totaling ¥2 million. - FY2023-Q2MaterialisedAnnual report
「The Nikkei Stock Average rose temporarily above ¥29,000, but fell to around ¥26,000 toward the end of the period. Impairment losses recognized during the interim accounting period were ¥5 million on corporate bonds.」
The report described the decline in the Nikkei Stock Average as part of the market environment and stated that impairment losses of ¥5 million on corporate bonds were recognized on securities during the interim accounting period. - FY2023-Q1MaterialisedAnnual report
「Impairment losses recognized during the first quarter of the current fiscal year were ¥11 million on corporate bonds.」
Impairment losses of ¥11 million on corporate bonds were recognized among securities. In addition, the valuation difference on other securities decreased by ¥31,878 million during the quarter, and quarterly comprehensive income was negative ¥8,451 million. - FY2022WorsenedAnnual report
「As of 31 March 2022, the VaR for the Bank's banking transactions was ¥213,184 million (¥163,704 million as of 31 March 2021).」
VaR for banking transactions increased from ¥163,704 million in the previous fiscal year to ¥213,184 million. VaR for trading transactions also increased from ¥60 million to ¥62 million. - FY2022-Q3WorsenedAnnual report
「The Nikkei Stock Average temporarily fell to the ¥27,000 range, but recovered to around ¥29,000 at the end of the period. Impairment losses recognized during the first three quarters of the current fiscal year were ¥2,695 million, comprising ¥2,685 million on shares and ¥10 million on corporate bonds.」
The report updated the market environment for the quarter, while impairment losses on securities totaled ¥2,695 million for the first three quarters. The cumulative amount increased from ¥1,915 million reported in FY2022-Q1. - FY2022-Q2Market environment updateAnnual report
「In financial markets, the uncollateralized overnight call rate remained around -0.03% throughout the period. The secondary-market yield on long-term government bonds temporarily fell to 0.00%, but was in the 0.06% range toward the end of the period. The Nikkei Stock Average temporarily fell to the ¥27,000 range, but recovered to around ¥30,000 at the end of the period.」
While stating that there were no significant changes or occurrences concerning business and other risks, the report updated the trends in short-term interest rates, long-term government bond yields and the Nikkei Stock Average for the interim period as the market environment. - FY2022-Q2RestatedAnnual report
「During the first six months of the current fiscal year, there were no material changes to the matters concerning "Business and Other Risks" described in the annual securities report for the previous fiscal year, nor any events relating to those matters.」
Stated that there had been no material changes or risk events concerning the risk of losses due to market fluctuations in interest rates, share prices and foreign exchange rates. - FY2022-Q1MaterialisedAnnual report
「Impairment losses recognized during the first quarter of the current fiscal year were ¥1,915 million, comprising ¥1,912 million on shares and ¥2 million on corporate bonds.」
Impairment losses arising from declines in the fair value of securities were recognized, with impairment losses for the first quarter totaling ¥1,915 million. - FY2022-Q1Market environment updateAnnual report
「The uncollateralized overnight call rate fell from around -0.01% to -0.05% by the end of the period. The secondary-market yield on long-term government bonds gradually fell from the 0.1% range and remained around 0.05% toward the end of the period. The Nikkei Stock Average fell temporarily below ¥27,500, but recovered to around ¥29,000 toward the end of the period.」
While stating that there were no significant changes or occurrences concerning business and other risks, the report updated the trends in short-term interest rates, long-term government bond yields and the Nikkei Stock Average for the first quarter as the market environment. - FY2021MitigatedAnnual report
「As of 31 March 2021, the VaR for the Bank's banking transactions was ¥163,704 million (¥188,377 million as of 31 March 2020).」
VaR for banking transactions decreased from ¥188,377 million to ¥163,704 million. VaR for trading transactions also decreased from ¥91 million to ¥60 million. - FY2021-Q3Market environment updateAnnual report
「In financial markets, the uncollateralized overnight call rate remained around -0.03% throughout the period. The secondary-market yield on long-term government bonds temporarily fell to -0.05%, but was around 0.02% at the end of the period. The Nikkei Stock Average gradually rose from around ¥18,000 and reached a level above ¥27,000 at the end of the period.」
While stating that there were no significant changes or occurrences concerning business and other risks, the report updated the trends in short-term interest rates, long-term government bond yields and the Nikkei Stock Average for the third quarter. - FY2021-Q2Market environment updateAnnual report
「In financial markets, the uncollateralized overnight call rate remained around -0.04% throughout the period. The secondary-market yield on long-term government bonds temporarily fell to -0.05%, but was around 0.01% at the end of the period. The Nikkei Stock Average gradually rose from around ¥18,000 and reached a level above ¥23,000 at the end of the period.」
While stating that there were no significant changes or occurrences concerning risks, the report updated the trends in short-term interest rates, long-term government bond yields and the Nikkei Stock Average for the interim period. - FY2021-Q1Market environment updateAnnual report
「In financial markets, the uncollateralized overnight call rate remained around -0.04% throughout the period. The secondary-market yield on long-term government bonds temporarily fell to -0.05%, but rose to 0.03% at the end of the period. The Nikkei Stock Average gradually rose from around ¥18,000 and reached the ¥22,000 range at the end of the period.」
While stating that there were no significant changes or occurrences concerning risks, the report updated the trends in short-term interest rates, long-term government bond yields and the Nikkei Stock Average for the first quarter. - FY2021-Q1RestatedAnnual report
「During the first three months of the current fiscal year, there were no material changes to the matters concerning "Business and Other Risks" described in the annual securities report for the previous fiscal year, nor any events relating to those matters.」
Stated that there had been no material changes or risk events concerning the risk of losses due to market fluctuations in interest rates, share prices and foreign exchange rates. - FY2020WorsenedAnnual report
「As of 31 March 2020, the VaR for the Bank's banking transactions was ¥188,377 million (¥161,751 million as of 31 March 2019).」
VaR for banking transactions increased from ¥161,751 million to ¥188,377 million. VaR for trading transactions also increased from ¥19 million to ¥91 million. - FY2020-Q3Market environment updateAnnual report
「The uncollateralised overnight call rate temporarily rose to around -0.01% but declined to around -0.07% toward period-end. The trading yield on long-term Japanese government bonds continued to trend upward and stood at around -0.02% at period-end. The Nikkei 225 rose on expectations of easing US-China trade friction and remained in the ¥23,000 range at period-end.」
While stating that there were no significant changes or occurrences concerning business and other risks, the report updated the trends in short-term interest rates, long-term government bond yields and the Nikkei Stock Average as the market environment for the third quarter. - FY2020-Q3Market environment updateAnnual report
「The uncollateralised overnight call rate temporarily rose to around -0.01% but declined to around -0.07% toward period-end. The trading yield on long-term Japanese government bonds continued to trend upward and stood at around -0.02% at period-end. The Nikkei 225 rose on expectations of easing US-China trade friction and remained in the ¥23,000 range at period-end.」
While stating that there were no significant changes or occurrences concerning business and other risks, the report updated the trends in short-term interest rates, long-term government bond yields and the Nikkei Stock Average as the market environment for the third quarter. - FY2020-Q2Market environment updateAnnual report
「The uncollateralised overnight call rate temporarily rose to -0.02% but remained around -0.06% toward period-end. The trading yield on long-term Japanese government bonds gradually declined from around -0.15% to around -0.20% at period-end. The Nikkei 225 fell temporarily to below ¥20,500 but recovered to around ¥22,000 toward period-end.」
While stating that there had been no material changes or events concerning risks, described fluctuations in short-term interest rates, long-term Japanese government bond yields and the Nikkei 225 as the market environment during the interim period. - FY2020-Q1Market environment updateAnnual report
「Regarding financial conditions, the uncollateralised overnight call rate remained around -0.06% throughout the period, while the trading yield on long-term Japanese government bonds gradually declined from around -0.04% to around -0.16% at period-end. The Nikkei 225 remained at around ¥21,500.」
While stating that there had been no material changes or events concerning business and other risks, the financial conditions during the quarter were described in terms of the decline in long-term Japanese government bond yields and movements in the Nikkei 225. - FY2019WorsenedAnnual report
「As of 31 March 2019, the VaR for our bank's banking transactions was ¥161,751 million (¥116,524 million as of 31 March 2018).」
VaR for banking transactions increased from ¥116,524 million to ¥161,751 million. VaR for trading transactions also increased from ¥18 million to ¥19 million. - FY2019-Q3Added changes in the market environmentAnnual report
「The Nikkei 225 initially remained at around ¥22,000 but declined to around ¥20,000 toward the end of the period due to concerns about US-China trade friction and other factors. Accordingly, the trading yield on long-term Japanese government bonds also declined, falling below 0% at period-end.」
While stating that there had been no material changes or events concerning business and other risks, the analysis of operating results described the decline in share prices and long-term Japanese government bond yields, against a backdrop of concerns about US-China trade friction, as part of the market environment. - FY2019-Q1RestatedAnnual report
「During the first three months of the current fiscal year, there were no material changes to the matters concerning "Business and Other Risks" described in the annual securities report for the previous fiscal year, nor any events relating to those matters.」
Stated together that there had been no material changes or risk events concerning the risk of losses due to market fluctuations in interest rates, share prices and foreign exchange rates. - FY2018MitigatedAnnual report
「As of 31 March 2018, the VaR for our bank's banking transactions was ¥116,524 million (¥121,606 million as of 31 March 2017).」
VaR for banking transactions fell from ¥121,606 million in the previous fiscal year to ¥116,524 million. VaR for trading transactions also fell from ¥38 million to ¥18 million. - FY2018-Q3RestatedAnnual report
「During the first nine months of the current fiscal year, there were no material changes to the matters concerning "Business and Other Risks" described in the annual securities report for the previous fiscal year, nor any events relating to those matters.」
Stated that there had been no material changes or risk events concerning the risk of losses due to market fluctuations in interest rates, share prices and foreign exchange rates. - FY2018-Q2RestatedAnnual report
「During the first six months of the current fiscal year, there were no material changes to the matters concerning "Business and Other Risks" described in the annual securities report for the previous fiscal year, nor any events relating to those matters.」
Stated that there had been no material changes or risk events concerning the risk of losses due to market fluctuations in interest rates, share prices and foreign exchange rates. - FY2018-Q1RestatedAnnual report
「During the first three months of the current fiscal year, there were no material changes to the matters concerning "Business and Other Risks" described in the annual securities report for the previous fiscal year, nor any events relating to those matters.」
Stated that there had been no material changes or risk events concerning the risk of losses due to market fluctuations in interest rates, share prices and foreign exchange rates. - FY2017MitigatedAnnual report
「As of 31 March 2017, the VaR for our bank's banking transactions was ¥121,606 million (¥246,267 million as of 31 March 2016).」
VaR for banking transactions fell from ¥246,267 million in the previous fiscal year to ¥121,606 million. - FY2017-Q3RestatedAnnual report
「During the first nine months of the current fiscal year, there were no material changes to the matters concerning "Business and Other Risks" described in the annual securities report for the previous fiscal year, nor any events relating to those matters.」
Stated that there had been no material changes or risk events concerning the risk of losses due to market fluctuations in interest rates, share prices and foreign exchange rates. - FY2017-Q2RestatedAnnual report
「During the first six months of the current fiscal year, there were no material changes to the matters concerning "Business and Other Risks" described in the annual securities report for the previous fiscal year, nor any events relating to those matters.」
Stated that there had been no material changes or risk events concerning the risk of losses due to market fluctuations in interest rates, share prices and foreign exchange rates. - FY2016First statedAnnual report
「Market-related risk is the risk that fluctuations in various markets, including interest rates, the prices of securities and other assets, and foreign exchange rates, will cause the value of assets held to fluctuate and result in losses for our bank.」
Identified falling share prices, investment activities and foreign exchange fluctuations as major market risks.