Market Risk Management Using ALM and VaR
First written in FY2017. 5 of 8 entries say "Mitigated", first in FY2018. Latest entry: FY2026.
The Toho Bank moved to the "Worse" side of this theme in 2026, 5 years after the typical company in this theme (2021).
The whole theme swung hardest in 2026: 8 of 35 companies on the "Worse" side.
7 other companies' latest entry also says "Worsened".
- FY2026WorsenedAnnual report
「As of 31 March 2026, the consolidated fiscal year-end, total market risk exposure was ¥75,939 million, compared with ¥68,642 million in the previous consolidated fiscal year.」
Market risk management using VaR and other methods continued, but market risk exposure increased from ¥68,642 million to ¥75,939 million. - 2026-05-27WorsenedGeneral Meetings of Shareholders
「2026年３月31日（当期の連結決算日）現在の市場リスク量は、全体で75,939百万円となっております。」
市場リスク量が前年度の開示値から増加した。 - FY2024MitigatedAnnual report
「As of 31 March 2024, the consolidated fiscal year-end, total market risk exposure was ¥42,846 million, compared with ¥44,539 million in the previous consolidated fiscal year.」
Management using VaR, interest-rate sensitivity, maturity analysis, simulations, holding limits and loss limits continued, and market risk exposure decreased from ¥44,539 million to ¥42,846 million. - FY2021MitigatedAnnual report
「As of 31 March 2021, the consolidated fiscal year-end, total market risk exposure was ¥27,763 million, compared with ¥28,040 million in the previous consolidated fiscal year.」
ALM, VaR and limit controls continued, and market risk exposure decreased from ¥28,040 million to ¥27,763 million. - FY2020MitigatedAnnual report
「As of 31 March 2020, the consolidated fiscal year-end, total market risk exposure was ¥28,040 million, compared with ¥31,285 million in the previous consolidated fiscal year.」
ALM, VaR, limit controls and simulations continued, and market risk exposure decreased from ¥31,285 million to ¥28,040 million. - FY2019MitigatedAnnual report
「As of 31 March 2019, the consolidated fiscal year-end, total market risk exposure was ¥31,285 million, compared with ¥50,344 million in the previous consolidated fiscal year.」
ALM, VaR and limit controls continued, and market risk exposure decreased from ¥50,344 million to ¥31,285 million. - FY2018MitigatedAnnual report
「As of 31 March 2018, the consolidated fiscal year-end, total market risk exposure was ¥50,344 million, compared with ¥75,511 million in the previous consolidated fiscal year.」
Market risk management using VaR and other methods continued, and market risk exposure decreased from ¥75,511 million to ¥50,344 million. - FY2017First statedAnnual report
「In addition to VaR, we use analyses of interest-rate sensitivity, the maturity structure of assets and liabilities and simulations to assess the impact of interest-rate and other changes from multiple perspectives. We also set holding limits and loss limits for each type of security to reduce price-volatility risk.」
The Bank manages market risk using ALM, VaR, limit controls and simulations. Market risk exposure was ¥75,511 million as of 31 March 2017, calculated at a 99% confidence interval.