SciRisk Calculate your ESCRC
As of 2026-06-30| Model v5.4.2| Priors 2026.09-5| Calculated 2026-09-21| 100,000 paths · 95% · 365d| BETA Methodology

SciRisk 100 · Semiconductors · Rank 9 of 100

Samsung Electronics

005930.KS · South Korea · Semiconductors   SC3 Moderate

Economic Supply Chain Risk Capital
$269.5m
95% one-year Value-at-Risk · interval $266.9m to $272.5m (2.1% wide)
Risk Capital Intensity
0.090%
of $300.0bn revenue · rank #41 of 100
Global rank
#9
of 100 by ESCRC
Sector rank
#2
of 10 in Semiconductors
Expected Shortfall
$358.8m
Mean loss beyond ESCRC
Expected annual loss
$77.5m
Ordinary year
Revenue / COGS
300.0 / 190.0
USD bn · gross margin 37%
Suppliers modelled
14
3 correlated geographies

What does this ESCRC number mean?

An ESCRC of $269.5m is the estimated economic supply-chain risk capital requirement generated by the SciRisk ESCRC model for Samsung Electronics under the stated assumptions: a 365-day horizon, 100,000 simulated years, and the 95% tail of the resulting loss distribution. Beyond that threshold the average loss — the Expected Shortfall — is $358.8m; in an ordinary year the expected loss is $77.5m.

Value-at-Risk: the portfolio loss not exceeded with the chosen confidence level. Read as the ESCRC risk capital — the loss the firm should be prepared to absorb in a bad year. Model-implied and intended for screening and ranking, not a calibrated capital figure.

Supply Chain Risk Capital Profile

Where the risk capital comes from. Every column is a production-engine output for this network — nothing is inferred.

By tier

Tier 1
89%
Tier 2
10%
Tier 3
1%

Share of summed standalone VaR. Deeper tiers are attenuated by the engine's echelon buffer factors and capped by flow conservation.

By supplier geography

Japan
49%
USA
38%
Netherlands
12%
Germany
1%

Major-event risk is correlated within a geography group (rho = 0.35), so concentration here compounds.

By supplier industry

semiconductor
89%
electronics assembly
10%
chemicals materials
1%

Buckets are the calibrated-priors industry classes that set each supplier's minor-event rate.

Largest supplier share
15%
Tokyo Electron
Top-3 concentration
43%
of summed standalone VaR
Tier-1 share of risk
89%
Direct suppliers
Diversification benefit
70.3%
vs. sum of standalone VaR
SupplierTierCountry ExposureUSD m Standalone VaRUSD m Expected lossUSD m Tail intensityrevenue-days RoESCRCx
Tokyo ElectronCoaters/developers T1 Japan 7600 139.4 13.6 4.2 31.8
Shin-Etsu ChemicalSilicon wafers 300mm T1 Japan 7600 139.4 13.5 4.2 31.8
ASMLEUV/DUV lithography scanners T1 Netherlands 11400 108.7 7.1 2.2 61.2
SUMCOSilicon wafers T1 Japan 5700 104.5 10.1 4.2 31.8
QualcommMobile chipsets T1 USA 11400 103.9 7.2 2.1 64.1
Applied MaterialsCVD/PVD deposition equipment T1 USA 9500 86.5 6.1 2.1 64.1
CorningDisplay glass T1 USA 9500 66.1 6.3 1.6 83.9
Lam ResearchEtch systems T1 USA 6650 60.6 4.3 2.1 64.1
JSR CorpPhotoresist T2 Japan 3800 41.8 4.1 4.2 31.8
MurataCapacitors/filters T2 Japan 3800 21.5 2.5 2.2 61.9
Air Products and ChemicalsOn-site bulk & specialty industrial gases (N2/O2/Ar/H2) for Pyeongtaek fab T2 USA 2850 15.6 1.1 2.1 64.1
EntegrisChemical filtration T2 USA 2850 9.8 0.8 1.3 102.0
ZeissEUV optics T3 Germany 2280 6.5 0.4 2.2 61.2
Qnity Electronics (DuPont spin-off)CMP polishing pads/slurries for advanced wafer fabrication T3 USA 1520 4.2 0.3 2.1 64.1

Scenario Analysis — coming in Phase 2

Recovery-time, supplier-diversification, inventory and geographic-diversification scenarios for Samsung Electronics are not part of this release. The ESCRC Calculator already supports what-if analysis on a network you build yourself.

Sector peers

Nearest-ranked companies in Semiconductors. Samsung Electronics is highlighted.

Open in Compare
RankCompanyTickerCountrySectorRevenueUSD bnESCRCUSD mESCRC / Revenue%Risk GradeChange
3 NVIDIA NVDA USA Semiconductors 130.0 577.3 0.444 SC5 Very High 0.0%
9 Samsung Electronics 005930.KS South Korea Semiconductors 300.0 269.5 0.090 SC3 Moderate 0.0%
10 Broadcom AVGO USA Semiconductors 51.6 242.0 0.469 SC5 Very High 0.0%
13 TSMC TSM Taiwan Semiconductors 90.1 197.0 0.219 SC4 High 0.0%
16 Qualcomm QCOM USA Semiconductors 39.0 158.6 0.407 SC5 Very High 0.0%
47 Intel INTC USA Semiconductors 54.0 57.6 0.107 SC4 High 0.0%

See this for your own supply chain

You are looking at Samsung Electronics's supply-chain risk capital: $269.5m against $300.0bn of revenue, driven mostly by Tokyo Electron and Japan. The calculator runs the same engine on a network you build yourself.

ESCRC calculated using SciRisk ESCRC Model v5.4.2 · calibrated priors 2026.09-5
Company data as of 2026-06-30 · ESCRC calculated 2026-09-21 · dataset 2026.09-23 Beta
Simulation
100,000 Monte Carlo paths · 95% confidence · 365-day horizon
Seed
20260821 · regional correlation ρ = 0.35
Input basis
Curated network, calibrated-prior parameters
Input fingerprint
d9ff4882d4b6
Input provenance for Samsung Electronics
Financials
Curated from the company's most recent reported full financial year, as filed.
Network
Curated from company supplier disclosure; purchase volumes declared as a share of reported COGS.
Parameters
lambda1/lambda2 = calibrated ESCRC priors 2026.09-5 bucket defaults; r1/r2 = median of the shipped production preset networks within the same industry x geography cell when that cell has enough independent data, else the same industry-only bucket median, or (for industries with no preset supplier coverage) a directly-cited external recovery-event duration where one was found; ic = the same preset-network median (no external benchmark exists for this parameter for any industry). All three clamped into externally-cited recovery-time/BI-loss bounds per field.
SciRisk ESCRC is an analytical estimate generated using the SciRisk Economic Supply Chain Risk Capital methodology. It is not a credit rating, investment recommendation or statement of financial condition. Figures are model-implied and intended for screening and comparison, not as calibrated capital requirements.

Beta / preliminary dataset. Company inputs are analyst-curated from public annual reports and public supply-chain disclosure. ESCRC itself is computed by the production ESCRC engine — only the INPUTS on this page are preliminary.