DEFAULT RATE ANALYSIS DEVICE, DEFAULT RATE ANALYSIS METHOD AND DEFAULT RATE ANALYSIS PROGRAM

摘要

PROBLEM TO BE SOLVED: To enable the calculation of a housing loan bond and rating-specific and business-classified default rates together with a normal default rate in settlement, and to enable of the analyses of specific conditions such as the improvement of the efficiency of analysis tasks, business strategy aspects, and an earthquake disaster region-based default rate after settlement processing completion in irrecoverable debt reserve calculation business.;SOLUTION: In a default rate analysis device 100 provided with a control part 102 to calculate an irrecoverable debt performance ratio to analyze risk management in irrecoverable debt reserve calculation business of a financial institution, the control part 102 includes: a classification information setting part 102a for setting classification information corresponding to attributes in debtor information and credit data undergoing depreciation; and a classification-based irrecoverable debt performance calculation processing part 102b for preparing classification-based irrecoverable debt performance detail data on the basis of the debtor information data and the credit data with the classification information set therein, damage data and classification-based individual irrecoverable debt reserve data.;SELECTED DRAWING: Figure 1;COPYRIGHT: (C)2019,JPO&INPIT