Risk of Fluctuations in Interest Rates, Securities Prices and Foreign Exchange Rates
First written in FY2017. 5 of 10 entries say "Worsened", first in FY2018. Latest entry: FY2026.
The Yamanashi Chuo Bank moved to the "Worse" side of this theme in 2025, 5 years after the typical company in this theme (2020).
The whole theme swung hardest in 2022: 9 of 14 companies on the "Worse" side.
5 other companies' latest entry also says "Worsened".
- FY2026WorsenedAnnual report
「As of the end of the fiscal year, the total VaR of the Bank Group, excluding trading securities, was ¥41,444 million (previous fiscal year: ¥40,941 million)」
Market risk VaR increased from ¥4,094 million at the end of the previous fiscal year to ¥4,144 million. - FY2025WorsenedAnnual report
「As of the end of the fiscal year, the total VaR of the Bank Group, excluding trading securities, was ¥40,941 million (previous fiscal year: ¥36,055 million)」
Market risk VaR increased from ¥3,605 million at the end of the previous fiscal year to ¥4,094 million. - FY2024MitigatedAnnual report
「As of the end of the fiscal year, the total VaR of the Bank Group, excluding trading securities, was ¥36,055 million (previous fiscal year: ¥50,173 million)」
Market risk VaR decreased from ¥5,017 million at the end of the previous fiscal year to ¥3,605 million. - FY2023MitigatedAnnual report
「As of the end of the fiscal year, the total VaR of the Bank Group, excluding trading securities, was ¥50,173 million (previous fiscal year: ¥61,263 million)」
Market risk VaR decreased from ¥6,126 million at the end of the previous fiscal year to ¥5,017 million. - FY2022WorsenedAnnual report
「As of the end of the current consolidated fiscal year, the bank group’s VaR, excluding trading securities, totaled ¥61,263 million (¥48,811 million in the previous consolidated fiscal year).」
Market risk VaR increased from ¥4,881 million at the end of the previous fiscal year to ¥6,126 million. - FY2021MitigatedAnnual report
「As of the end of the current consolidated fiscal year, the bank group’s VaR, excluding trading securities, totaled ¥48,811 million (¥102,456 million in the previous consolidated fiscal year).」
Market-risk VaR decreased from ¥102,456 million at the previous fiscal year-end to ¥48,811 million. - FY2020WorsenedAnnual report
「As of the end of the current consolidated fiscal year, the bank group’s VaR, excluding trading securities, totaled ¥102,456 million (¥47,737 million in the previous consolidated fiscal year).」
Market-risk VaR increased substantially from ¥47,737 million at the previous fiscal year-end to ¥102,456 million. - FY2019MitigatedAnnual report
「As of the end of the current consolidated fiscal year, the bank group’s VaR, excluding trading securities, totaled ¥47,737 million (¥51,820 million in the previous consolidated fiscal year).」
Market-risk VaR decreased from ¥5,182 million at the previous fiscal year-end to ¥4,773.7 million. - FY2018WorsenedAnnual report
「As of the end of the current consolidated fiscal year, the bank group’s VaR, excluding trading securities, totaled ¥51,820 million (¥42,632 million in the previous consolidated fiscal year).」
Market-risk VaR increased from ¥42,632 million at the previous fiscal year-end to ¥51,820 million. - FY2017First statedAnnual report
「If interest rates move while assets and liabilities have mismatched interest rates or maturities, earnings may decline or losses may arise. Changes in the market prices of securities and other assets held by the bank group may result in impairment losses or valuation losses. Foreign-currency-denominated assets and liabilities may generate losses due to exchange-rate movements.」
Interest rate risk, price fluctuation risk and foreign exchange risk are categorized as market risks. Market-risk VaR was disclosed as ¥42,632 million at the fiscal year-end.