{"url_path":"/sec/omse/10-k/2026/item-11","section_key":"item-11","section_title":"Item 11 QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK","topic":"sec","document":{"doc_type":"20-F","doc_date":"2026-06-25","source_url":"https://www.sec.gov/Archives/edgar/data/2012219/0001193125-26-282941-index.html","accession_number":"0001193125-26-282941","cik":"0002012219","ticker":"OMSE","issuer_name":"OMS Energy Technologies Inc.","edgar_url":"https://www.sec.gov/Archives/edgar/data/2012219/0001193125-26-282941-index.html","primary_entity_key":"0002012219","primary_entity_name":"OMS Energy Technologies Inc."},"word_count":424,"has_tables":true,"body_markdown":"ITEM 11. QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK\n\nWe are exposed to market risks in the ordinary course of our business. These risks primarily include credit risk, liquidity risk and foreign currency risk. See Note 23 to our consolidated financial statements included elsewhere in this annual report for further details.\n\nCredit Risk\n\nWe are exposed to credit risk from our operating activities and from our financing activities, which arise principally from our trade receivables, prepayment and other currents assets, amount due from related parties and cash. With respect to trade receivables and prepayment and other current assets, we actively monitor and manage credit risk by performing credit checks and optimizing the payment and collection process. With respect to our amount due from a related party, we closely monitor and keep evaluating our related exposure to credit risk. With respect to the cash, we place substantially all of our cash with financial institutions with high credit ratings and quality in the jurisdictions we operate in. In the event of bankruptcy of one of these financial institutions, we may not be able to claim our cash back in full. We continue to monitor the financial strength of financial institutions. There has been no recent history of default in relation to these financial institutions.\n\nLiquidity Risk\n\nWe are also exposed to liquidity risk which is the risk that we are unable to provide sufficient capital resources and liquidity to meet our commitments and business needs. Liquidity risk is controlled by the application of financial position analysis and monitoring procedures. When necessary, we will turn to other financial institutions and related parties to obtain short-term funding to meet the liquidity shortage.\n\n \n\n \n\n90\n\n[Table of Contents](#toc_page)\n\n \n\nCurrency risk\n\nWe are exposed to foreign exchange rate fluctuations as we translate the financial statements of our subsidiaries into U.S. dollars in consolidation. If there is a change in foreign currency exchange rates, the translation adjustments resulting from the conversion of the financial statements of our subsidiaries with into U.S. dollars would result in a gain or loss recorded as a component of other comprehensive income (loss). We are also exposed to transactional foreign currency risk to the extent that there is a mismatch between the currencies in which sales, purchases and receivables, that are denominated in a currency other than the respective functional currencies of the Predecessor and Successor entities. Foreign currency is monitored and managed by our Predecessor and Successor on an ongoing basis as the Predecessor and Successor endeavor to keep the net exposure at an acceptable level."}