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Risk Management

OBJECTIVES OF RISK MANAGEMENT

To enhance stability in proprietary assets and/or collective investment assets through effectively managing various risks related to investment of proprietary assets and collective investment assets.

RISK MANAGEMENT FRAMEWORK

We have established the following framework on risk management to effectively carry out risk management:

  • Appoint chief risk officer who has various experience in risk management such as risk analysis on new products,
  • Establish risk management policy which specifies risk management by per asset class, risk category, etc., and
  • Perform risk analysis, assessment and management of risk by risk management committee

RISK MANAGEMENT ORGANIZATION

We operate the risk management organization as follows:

  • Board
    • Set basic directions and strategies on risk management,
    • Resolve risk tolerance level which can be borne by the Company,
    • Approve adequate investment limit and acceptable loss limit, and
    • Establish and amend risk management policy
  • Chief Risk Officer(CRO)
    • Review and analyze operation of risk limit,
    • Operate risk management information system,
    • Provide risk management information to board, risk management committee and officers on a timely manner, and
    • Perform other things required to carry out risk management
  • Risk Management Committee(RMC)
    • Discuss setting risk tolerance level which can be acceptable for collective investment scheme,
    • Approve optimal investment limit and/or permitted loss limit in collective investment scheme,
    • Discuss establishment and amendment of policies and guidelines concerning investment management, and
    • Discuss establishment and operation of risk management information system

CRO’S RISK MANAGEMENT PHILOSOPHY

CRO manages risks based on the following philosophy:

  • Seek to minimize occurrence of unintended risks on the operating business,
  • Consider both risk and return in business and investment management, and
  • Enhance awareness of concerned risks through proactive communication with investment management division