Market Risks, Including Interest Rate Risk
First written in FY2017. 5 of 9 entries say "Worsened", first in FY2019. Latest entry: FY2026.
Seven Bank moved to the "Worse" side of this theme in 2019, 2 years before the typical company in this theme (2021).
The whole theme swung hardest in 2022: 9 of 14 companies on the "Worse" side.
7 other companies' latest entry also says "Mitigated".
- FY2026MitigatedAnnual report
「As of 31 March 2026, the total market risk amount (estimated loss) was ¥4,908 million (¥9,238 million as of 31 March 2025).」
The market risk amount decreased from ¥9,238 million at the end of the previous fiscal year to ¥4,908 million. VaR measurement and monitoring, primarily for interest rate risk, have continued. - FY2024WorsenedAnnual report
「As of 31 March 2024, the total market risk amount (estimated loss) was ¥17,114 million.」
The market risk amount increased from ¥13,014 million at the end of the previous fiscal year to ¥17,114 million. - FY2023WorsenedAnnual report
「As of 31 March 2023, the company’s total market risk amount (estimated loss) was ¥13,014 million.」
The market risk amount increased from ¥3,191 million in the previous fiscal year to ¥13,014 million. VaR measurement, primarily for interest rate risk, and daily monitoring have continued. - FY2022WorsenedAnnual report
「As of 31 March 2022, the company’s total market risk amount (estimated loss) was ¥3,191 million.」
The market risk amount increased from ¥2,578 million in the previous fiscal year to ¥3,191 million. VaR measurement, primarily for interest rate risk, has continued. - FY2021MitigatedAnnual report
「As of 31 March 2021, the company’s total market risk amount (estimated loss) was ¥2,578 million.」
The market risk amount decreased from ¥8,701 million in the previous fiscal year to ¥2,578 million. The company continued to manage market risk using VaR, primarily for interest rate risk. - FY2020WorsenedAnnual report
「As of 31 March 2020, the company’s total market risk amount (estimated loss) was ¥8,701 million.」
The market risk amount increased from ¥7,650 million in the previous fiscal year to ¥8,701 million. - FY2019WorsenedAnnual report
「As of 31 March 2019, the company’s total market risk amount (estimated loss) was ¥7,650 million.」
The market risk amount increased from ¥1,071 million in the previous fiscal year to ¥7,650 million. The company measures market risk using VaR, primarily for interest rate risk, but stated that unusually severe market changes may not be captured. - FY2018MitigatedAnnual report
「As of 31 March 2018, the company’s total market risk amount (estimated loss) was ¥1,071 million.」
The market risk amount, primarily reflecting interest rate risk, decreased from ¥4,753 million disclosed for the previous fiscal year to ¥1,071 million. - FY2017First statedAnnual report
「Interest rate risk is the company’s primary market risk, and it measures the amount of market risk (VaR) across all of its assets and liabilities. As of 31 March 2017, the company’s total market risk amount (estimated loss) was ¥4,753 million.」
The company identified interest rate risk as its primary market risk and disclosed an estimated loss of ¥4,753 million based on VaR.