RISK-SCENARIO ANALYSIS SYSTEM AND RISK-SCENARIO ANALYSIS METHOD

摘要

Handling external variable factors in terms of probability distributions makes it possible to obtain a probability distribution for cash-flow changes while keeping track of what value can occur with roughly what probability, but the number of combinations of external variable factors becomes enormous. This results in the problem that identifying a specific scenario from a cash flow is effectively impossible. In order to solve said problem, external variable factors are expressed in terms of probability distributions, and when obtaining a probability distribution for cash-flow changes, correspondences between cash-flow values and combinations of external-variable-factor values are stored. When a cash-flow value is selected, a set consisting of the combination of external-factor values corresponding to said cash-flow value is subjected to clustering and presented, using expressions that characterize each cluster, as a scenario that can be assessed by a business manager or other user.