Profits and Risk Management
We recognize the risk factors surrounding market risk, and measure the market risk effectively using the gap analysis between assets and liabilities, sensitivities such as duration, and indices including VaR (Value at Risk) and EaR (Earnings at Risk), and offer consulting services from various aspects such as ALM.
We offer consulting services on the development of financial scoring models to evaluate corporate credibility from corporate financial data etc., and on estimation of the default probability by rating, in addition to credit portfolio analysis to actively utilize risk measurement results.
To enhance your credit risk management, we provide various consulting services and risk management systems to calculate the impacts of the capital charge based on the IMM (Internal Model Method) and the advanced CVA risk in the Basel III.
We provide consulting services on integrated risk management including ALM, credit portfolio management and enterprise risk management, and on methods where all risks are grasped in a comprehensive way and actions for each business sector are examined by way of capital allocation etc.