Risk Management Information
Fubon Securities' risk management mechanism effectively identifies, measures and controls all risk factors the Company faces. The comprehensive mechanism ensures our business operations a safe and stable environment. The Company was given a “Level 2 (Good) in High Risk & Complexity Group” in the 2022 risk management evaluation. Results of the risk management evaluations in past years are as follows.
Risk Management Evaluation
| Fubon Securities Risk Management Evaluation | Rating |
|---|---|
| 2022 | Level 2 (Good) |
| 2019 | Level 1 (Excellent) |
| 2016 | Level 1 (Excellent) |
| 2013 | Level 1 (Excellent) |
| 2010 | Level 1 (Excellent) |
| 2008 | Level 2 (Good) |
Capital adequacy ratio
The Company’s quantitative data on capital adequacy in 2022 are as follows.
| December 2022 | Average | |
|---|---|---|
| Capital adequacy ratio | 362% | 311% |
Risk equivalent
Capital adequacy ratio reported in December 2022
Unit: NT$
| Item | Value |
|---|---|
| Operational risk equivalent | 6,997,612,197 |
| Qualified self-owned net capital | 25,303,695,188 |
Value at Risk
The Company adopts the VaR model in our integrated quantitative management on market risks. Quantitative data of each risk category are as follows.
Unit: NT$1,000
| January to December, 2022 | |||
|---|---|---|---|
| General value at risk(unit: NT$1,000) | Highest | Lowest | Average |
| Exchange rate | 2,053 | 280 | 1,052 |
| Interest rate | 38,154 | 10,358 | 22,005 |
| Equity | 60,524 | 36,583 | 47,022 |
| Fluctuation | 11,745 | 1,042 | 5,727 |
| Sum | 71,073 | 41,138 | 57,921 |