TL;DR: When you have to ask anonymous strangers on the Internet about this because you can not afford a lawyer, you shouldn't do it.
Parody is a legal minefield where laws around the world differ a lot and where judges often have a lot of room for interpretation.
Generally, using the exact name of someone can be a trademark violation if you use that name to advertise the product and give the impression that your product is endorsed by whoever's name you use. That's why many parodies slightly change any brand names they parody.
Another thing you have to be careful about is that if you portray a brand too negatively, you might be hit with a defamation lawsuit.
And then there is copyright. If you use any intellectual property created by the subjects you portray in your game, you might be hit with a copyright violation lawsuit. You might have heard of something called Fair Use for use in parody, but 1. This is a law specific to the United States. If you are sued in some other jurisdiction, then there might not be an equivalent protection. And 2. What's parody and what isn't is for a court to decide. There is no clearly drawn line here.
All of these are lawsuits you might be able to win, depending on circumstances, and jurisdiction. But only if you are willing to invest some money into fighting them. Civil lawsuits are not just about who is right, it's about who is right and can afford the legal cost to prove it. There is no right to a free attorney in civil courts. You have to pay all your legal costs upfront. If you win the lawsuit you might get some of it back later, but only if you win. (Most civil lawsuits between companies end in a settlement between the parties, where paying the other side's legal cost is a subject of negotiation).
Hyperdimension Neptunia is developed and published by Idea Factory Co., Ltd., a large and established game publisher in Japan. They most certainly have a legal department who advise the developers how far they can go and are ready to defend against any legal challenges. Anyone parodied by them knows IF will put up a fight, so they will think carefully if their case is really tight before filing it.
But when you are a low-budget independent developer, others know that you don't have the ability to defend yourself effectively, which makes you an easy target. They will slap you with a lawsuit which might not actually hold up in court when opposed by a good lawyer. But they know you can't afford one, so they will do it anyway. So you will fold, remove your game from the market, might even pay litigation and file for bankruptcy.
So if you are able and willing to invest in a good legal defense, then you can dare it. If not, stay away from parodying anyone with money.