Nomura Holdings (BSP:NMRH34) Daily Value At Risk (USD Mil) : 0.00 (As of . 20)

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What is Nomura Holdings Daily Value At Risk (USD Mil)?

Daily Value At Risk (USD Mil) calculates the maximum loss expected (or worst case scesnario) on an investment under a daily basis.

The historical rank and industry rank for Nomura Holdings's Daily Value At Risk (USD Mil) or its related term are showing as below:

BSP:NMRH34's Daily Value At Risk (USD Mil) is not ranked ^*
in the Capital Markets industry.
Industry Median:
* Ranked among companies with meaningful Daily Value At Risk (USD Mil) only.

Nomura Holdings Daily Value At Risk (USD Mil) Historical Data

The historical data trend for Nomura Holdings's Daily Value At Risk (USD Mil) can be seen below:

* For Operating Data section: All numbers are indicated by the unit behind each term and all currency related amount are in USD.
* For other sections: All numbers are in millions except for per share data, ratio, and percentage. All currency related amount are indicated in the company's associated stock exchange currency.

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Nomura Holdings Daily Value At Risk (USD Mil) Chart

Nomura Holdings (BSP:NMRH34) Daily Value At Risk (USD Mil) Calculation

There are two common methods to calculate the Daily VAR: the variance-covariance method and the historical simulation.

The variance-covariance method is easier because we only need to estimate two factors: average return and standard deviation. However, it assumes returns are well-behaved according to the symmetrical normal curve and that historical patterns will repeat into the future. The formula is:

VAR

[ Expected Weighted Return of the Portfolio

−

( z-score of the confidence interval

standard deviation of the portfolio )]

portfolio value

The historical simulation method improves on the accuracy of the VAR calculation, but requires more computational data. It also assumes that "past is prologue." The Monte Carlo simulation is complex but has the advantage of allowing users to tailor ideas about future patterns that depart from historical patterns.

Nomura Holdings (BSP:NMRH34) Daily Value At Risk (USD Mil) Explanation

Daily Value At Risk (USD Mil) calculates the maximum loss expected on an investment during a day with a certain confidence level. Value at Risk (VAR) is the maximum loss expected on an investment over a given time period and given a specified degree of confidence. It answers the question: "What is the worst loss that I can expect during a period with a certain confidence level?" This metric is most commonly used by investment and commercial banks to determine the extent and occurrence ratio of potential losses in their institutional portfolios.

For investment banks, the Daily VAR reflects its risk-control ability. Higher Daily VAR means that you are facing a higher risk of losing your money. Lower Daily VAR represents the opposite. However, Daily VAR is just an estimate under a certain confidence level. Extreme cases can occur under a very small probability. Different calculating methods of Daily VAR can also lead to different results for the same company.

Nomura Holdings Daily Value At Risk (USD Mil) Related Terms

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Nomura Holdings (BSP:NMRH34) Business Description

Industry

GURUFOCUS.COM » STOCK LIST » Financial Services » Capital Markets » Nomura Holdings Inc (BSP:NMRH34) » Definitions » Daily Value At Risk (USD Mil)

Comparable Companies

Traded in Other Exchanges

NRSCF:USA NMR:USA 8604:Japan NSE:Germany NMR:Argentina

Address

13-1, Nihonbashi 1-chome, Chuo-Ku, Tokyo, JPN, 103-8645

Website

https://www.nomuraholdings.com

Nomura is Japan's largest broker, about twice the size of rival Daiwa Securities and roughly three times the size of the securities units of the three megabanks. It is also the largest asset-management company in Japan, with a similar size differential compared with its rivals. Despite its topnotch brand name in retail broking and asset management in Japan, Nomura has struggled to compete effectively in the institutional securities business against larger global rivals. In 2008, Nomura bought European and Asian assets of the failed Lehman Brothers, which led to a sharply higher cost base but did not provide commensurate revenue. Nomura has reduced the scale of these businesses but maintains its ambition to compete globally with the top players.

Nomura Holdings (BSP:NMRH34) Headlines

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