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.
We engage in financial engineering-based research, development and consultation to utilize the analytical results of the enterprise risk (the risk inherent in all enterprise activities in return for profits ) in management decisions.
We handle operational risks.
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.
