CREDIT EVALUATION PROCESSING SYSTEM, CREDIT EVALUATION PROCESSING METHOD AND CREDIT EVALUATION PROCESSING PROGRAM

摘要

PROBLEM TO BE SOLVED: To provide a credit evaluation processing system, a credit evaluation processing method, and a credit evaluation processing program, to be used for efficiently achieving the risk management of financial assets.;SOLUTION: A control part 21 of a credit evaluation processing system 20 acquires the number of division, and records it in a parameter data storage part 25. Then, the control part 21 acquires premium recorded in a premium data storage part 22, and calculates the mean value and standard deviation of the premium for each brand name. Also, the control part 21 acquires a CDS index recorded in a CDS index data storage part 23, and calculates the mean value of the CDS index. Then, the control part 21 specifies an object range, and performs regression analysis by using both the mean value and the standard deviation, and calculates a division line corresponding to a regression line by deciding the division width, and outputs a credit evaluation result by specifying a brand included in the division region.;COPYRIGHT: (C)2009,JPO&INPIT