SciRisk 100 · Chemicals · Rank 100 of 100

Shin-Etsu Chemical

4063.T · Japan · Chemicals SC1 Very Low

Economic Supply Chain Risk Capital

$6.1m

95% one-year Value-at-Risk · interval $6.0m to $6.3m (3.5% wide)

Risk Capital Intensity

0.038%

of $16.0bn revenue · rank #78 of 100

Global rank

#100

of 100 by ESCRC

Sector rank

#7

of 7 in Chemicals

Expected Shortfall

$8.5m

Mean loss beyond ESCRC

Expected annual loss

$1.6m

Ordinary year

Revenue / COGS

16.0 / 10.0

USD bn · gross margin 37%

Suppliers modelled

9

3 correlated geographies

What does this ESCRC number mean?

An ESCRC of $6.1m is the estimated economic supply-chain risk capital requirement generated by the SciRisk ESCRC model for Shin-Etsu Chemical 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 $8.5m; in an ordinary year the expected loss is $1.6m.

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

86%

Tier 2

10%

Tier 3

4%

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

75%

France

14%

United Kingdom

7%

Australia

4%

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

By supplier industry

chemicals materials

76%

general mfg

15%

raw materials mining

6%

semiconductor

3%

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

Largest supplier share

23%

Sumitomo Chemical

Top-3 concentration

57%

of summed standalone VaR

Tier-1 share of risk

86%

Direct suppliers

Diversification benefit

63.2%

vs. sum of standalone VaR

Supplier	Tier	Country	ExposureUSD m	Standalone VaRUSD m	Expected lossUSD m	Tail intensityrevenue-days	RoESCRCx
Sumitomo ChemicalChemical intermediates	T1	Japan	450	3.9	0.4	2.0	68.8
Nippon SteelProcess equipment steel	T1	Japan	350	3.0	0.3	2.0	68.8
Tokyo ElectronProcess equipment	T1	Japan	300	2.6	0.3	2.0	68.8
Mitsubishi ChemicalEthylene feedstock for Kashima PVC plant	T1	Japan	300	2.6	0.3	2.0	68.8
Air LiquideIndustrial gases	T1	France	400	2.3	0.2	1.3	102.0
LindeIndustrial gases	T2	United Kingdom	250	0.9	0.1	1.3	102.0
Lynas Rare EarthsNdPr rare-earth oxide (magnet feedstock)	T2	Australia	180	0.7	0.1	1.5	88.2
Komatsu NTCMulti-wire saws for silicon wafer slicing	T3	Japan	80	0.4	0.0	4.2	31.8
Rio TintoSilica/mineral feedstock	T3	United Kingdom	150	0.3	0.0	1.5	88.2

Scenario Analysis — coming in Phase 2

Recovery-time, supplier-diversification, inventory and geographic-diversification scenarios for Shin-Etsu Chemical 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 Chemicals. Shin-Etsu Chemical is highlighted.

Open in Compare

Rank	Company	Ticker	Country	Sector	RevenueUSD bn	ESCRCUSD m	ESCRC / Revenue%	Risk Grade	Change
77	LyondellBasell	LYB	Netherlands	Chemicals	41.0	19.9	0.049	SC2 Low	0.0%
79	Dow	DOW	USA	Chemicals	43.0	18.7	0.043	SC1 Very Low	0.0%
93	Linde	LIN	United Kingdom	Chemicals	33.0	9.3	0.028	SC1 Very Low	▼ -2.3%
97	Air Liquide	AI.PA	France	Chemicals	29.0	8.3	0.029	SC1 Very Low	▼ -5.2%
99	Covestro	1COV.DE	Germany	Chemicals	15.0	6.4	0.043	SC1 Very Low	0.0%
100	Shin-Etsu Chemical	4063.T	Japan	Chemicals	16.0	6.1	0.038	SC1 Very Low	0.0%

See this for your own supply chain

You are looking at Shin-Etsu Chemical's supply-chain risk capital: $6.1m against $16.0bn of revenue, driven mostly by Sumitomo Chemical and Japan. The calculator runs the same engine on a network you build yourself.

Calculate your ESCRC Load Shin-Etsu Chemical's network Compare with peers

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: d484fb6506c8

Input provenance for Shin-Etsu Chemical

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.