Interest Rate Risk Management through Integrated Asset and Liability Management
First written in FY2016. 4 of 8 entries say "Restated". Latest entry: FY2026.
The whole theme swung hardest in 2026: 8 of 35 companies on the "Worse" side.
13 other companies' latest entry also says "Advanced".
- FY2026AdvancedAnnual report
「Floating receipts, fixed payments 10,000 10,000 636」
The bank disclosed interest rate swaps with floating receipts and fixed payments, hedging bonds classified as other securities, with a contract amount of ¥1.0 billion and a fair value of ¥63.6 million. - FY2026-H1AdvancedAnnual report
「Floating receipts, fixed payments 5,000 5,000 107」
As an interest rate hedge, the bank disclosed interest rate swaps with floating receipts and fixed payments, hedging bonds classified as other securities, with a contract amount of ¥500 million and a fair value of ¥10.7 million. - FY2024RestatedAnnual report
「Because the bank holds financial assets and financial liabilities whose present values and periodic earnings fluctuate with changes in interest rates, it implements integrated asset and liability management (ALM) to prevent adverse effects from interest rate movements.」
ALM continues to be used to address interest rate risk. The report also describes gap analysis, interest rate sensitivity analysis and reporting to the ALM Committee and the Board of Directors. - FY2021RestatedAnnual report
「To control these risks, the bank regularly monitors interest rate risk and conducts medium- to long-term simulations and stress tests under various scenarios to confirm that interest rate risk has not become excessive.」
Interest rate risk monitoring, medium- to long-term simulations and stress tests under multiple scenarios continue. - FY2020AdvancedAnnual report
「To control these risks, the bank regularly monitors interest rate risk and conducts medium- to long-term simulations and stress tests under various scenarios to confirm that interest rate risk has not become excessive.」
The report disclosed specific measures for managing interest rate risk through ALM: interest rate risk monitoring, medium- to long-term simulations and stress tests under multiple scenarios. - FY2018RestatedAnnual report
「Because the bank holds financial assets and financial liabilities whose present values and periodic earnings fluctuate with changes in interest rates, it implements integrated asset and liability management (ALM) to prevent adverse effects from interest rate movements.」
ALM continues to be used to address interest rate risk. - FY2017RestatedAnnual report
「Because the bank holds financial assets and financial liabilities whose present values and periodic earnings fluctuate with changes in interest rates, it implements integrated asset and liability management (ALM) to prevent adverse effects from interest rate movements.」
ALM continues to be used to address interest rate risk, and the management framework, including the ALM Committee, is also described. - FY2016First statedAnnual report
「Because the bank holds financial assets and financial liabilities whose present values and periodic earnings fluctuate with changes in interest rates, it implements integrated asset and liability management (ALM) to prevent adverse effects from interest rate movements.」
The report explicitly identified ALM as a measure for responding to interest rate movements.