Risk scenario analysis system and risk scenario analysis method

摘要

by treating the external variation factors in a probability distribution, it is possible to determine the probability distribution of the cash flow fluctuations while grasping what values can occur at any level of probability, the number of combinations of external fluctuation factors a huge number. Therefore, identifying the particular scenario from cash flow, there is a problem practically impossible. In order to solve the above problems, it represents the external variation factors in a probability distribution, when determining the cash flow fluctuations in probability distributions, stores the correspondence between the combination and the cash flow of the value of each value of the external variable factors. When the value of the cash flow is selected, clustering a set of combinations of values of external factors associated with the cash flow value, the user can determine scenarios such management in characterizing each cluster representation presented.