Risk Information Disclosure
Value at Risk (VaR): Our company adopts the Value at Risk (VaR) model for the integrated quantitative management of market risk, aiming to measure and monitor market risk.The company's VaR is calculated using the Variance-Covariance method (RiskMetrics Approach—EWMA) with a 95% confidence level to estimate the potential maximum loss of the investment portfolio on the next business day.On June 30, 2025, the company’s total market risk value (VaR) was approximately NT$13,329 thousand.
Unit: NT$ thousand
| Data Date | Value at Risk (VaR) | Equivalent Net Position Market Value |
|---|---|---|
| 2025-06-30 | 13,329 | 420,610 |
| 2025-03-31 | 3,505 | -157,902 |
| 2024-12-31 | 7,982 | 308,448 |
| 2024-09-30 | 6,537 | 170,520 |
| 2024-06-28 | 3,830 | -162,292 |
