Integrated Risk Management Using VaR and Stress Testing
First written in FY2017. 3 of 7 entries say "Restated". Latest entry: 2026-05-28.
3 other companies' latest entry also says "Restated".
- 2026-05-28RestatedGeneral Meetings of Shareholders
「We have introduced a risk appetite framework and established a framework for integrated management of business operations and risk.」
The integrated management of business operations and risk under the RAF continued to be disclosed. - FY2025RestatedAnnual report
「The Board of Directors oversees business execution by monitoring risk appetite and risk appetite indicators. If a risk appetite indicator deviates from its prescribed level, the Board analyzes the causes and develops and implements corrective measures, thereby continuously improving and strengthening the effectiveness of the RAF.」
The company continues to disclose the operation of the RAF, including monitoring risk appetite indicators, analyzing the causes of deviations, and implementing corrective measures. - FY2025-H1AdvancedAnnual report
「Under its integrated risk management framework, the company measures credit risk exposure daily and manages it so that it remains within the risk capital limits set in light of the company's financial capacity. It also monitors daily, for each business partner, whether stress-case exposure remains within specified limits, thereby limiting excessive exposure to any particular business partner.」
The company disclosed specific operating practices for integrated risk management in its securities finance business, including daily measurement of credit risk exposure, management within risk capital limits, and daily monitoring of stress-case exposure by business partner. - FY2024AdvancedAnnual report
「The Board of Directors oversees business execution by monitoring risk appetite and risk appetite indicators. If a risk appetite indicator deviates from its prescribed level, the Board analyzes the causes and develops and implements corrective measures, thereby continuously improving and strengthening the effectiveness of the RAF.」
The company disclosed the operation of its risk appetite framework, including monitoring risk appetite indicators, analyzing the causes of deviations, and implementing corrective measures, making integrated management of its business plan and risk management more concrete. - FY2020AdvancedAnnual report
「We will introduce a risk appetite framework as a structure for managing the above management objectives, strategies, and risk management in an integrated manner.」
In addition to the existing integrated risk management based on VaR, risk capital allocation, and stress testing, the company decided to introduce a risk appetite framework for integrated management of its management objectives, strategies, and risk management. - FY2018RestatedAnnual report
「For credit risk and market risk, we allocate risk capital within the limits of shareholders' equity, quantify the risks using VaR (value at risk), and manage the resulting risk amounts within the allocated risk capital limits.」
The company continues its integrated risk management framework, combining risk capital allocation for credit and market risk, VaR measurement, monitoring by an independent department, stress testing, and backtesting. - FY2017First statedAnnual report
「For credit risk and market risk, we allocate risk capital within the limits of shareholders' equity, quantify the risks using VaR (value at risk), and manage the resulting risk amounts within the allocated risk capital limits.」
The company has introduced a framework that quantifies credit and market risk using VaR and manages them through a combination of risk capital allocation, monitoring, stress testing, and other measures.