Nomura understated VAR capital charges by 13% in H2 2020

- By Lorenzo Migliorato and Alessandro Aimone
- 07 Jul 2021

Nomura understated its market risk from securities financial transactions in the last two quarters of 2020, reporting value-at-risk based capital requirements 13% lower than their actual levels.

The Japanese bank issued a number of corrections on June 30, saying they were due to some of the parameters applied to market risk calculations not being properly updated and other changes to its risk

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