Financial risk management system, financial risk management program and storage medium

摘要

The present invention by mechanically visualize the possibility of chain bankruptcies in the financial institutions such as banks, financial risk management device capable of financial institutions to easily manage the chain bankruptcy risk of borrowers with each other, financial risk management program and to provide a storage medium. A financial risk management system 1 of the present invention, the correlation coefficient calculation means 12, and the individual bankruptcy probability calculation means 13, a conditional bankruptcy probability calculation means 14, the conditional probability of bankruptcy is an individual bankruptcy probabilities between companies If it exceeds includes the bankruptcy possibility determining means 15 determines that there is a relationship of the bankruptcy, and the visualization means 16 for visualizing the result of determination by the bankruptcy possibility determining means 15. Financial risk management program 2 is installed on the financial risk management apparatus 1. Storage medium 3 stores the financial risk management program 2.FIELD 1