회사소개
Risk management strategies by type
Eugene Investment & Securities manages the risks that arise in the course of conducting the financial investment business. First, we are analyzing the impact on financial and asset soundness in times of crisis by assuming external shocks and devising countermeasures for crisis situations. We classify risks into market, credit, liquidity, and operational risks, measure and monitor each risk, and cooperate with the relevant departments to control and manage risks.
| Risk types | Contents | Response strategies |
|---|---|---|
| Market risks | Risk of loss borne by the company due to fluctuations in market prices such as stock prices, interest rates, exchange rates, or commodity prices | VaR (Value at Risk, expected maximum loss) Setting limits on sensitivity (delta), etc. Regular risk monitoring and stress test reporting |
| Credit risk | Risk of loss suffered by the company due to a change in the counterpart's credit rating or non-performance of the contract | Setting the credit limit by credit rating, Prior deliberation and consultation for each project, Credit Daily Monitoring |
| Liquidity risk | Risk of loss to the company due to lack of liquidity as a result of mismatch of assets and liabilities or unexpected outflow of funds | Identification of liquidity ratio trends and regular reporting |
| Operational risk | Risk of loss suffered by the company due to internal or business negligence or computer system problems | Management of operational risk managers in each team/department/branch, Semi-annual operational risk RCSA evaluation and reporting |