Operational risk measurement program, operational risk measurement methods and operational risk metering device

摘要

PROBLEM TO BE SOLVED: To enhance reliability and safety in weighing operational risk.;SOLUTION: A transaction amount distribution preparation section 6 prepares transaction amount distribution by referring to data 31 on the present transaction amount. A smoothing processing section 7 smoothes the transaction amount distribution. In this case, a bandwidth calculation section 12 calculates bandwidth so that the shape of the large amount of money region on the smoothing transaction amount distribution may agree to that of the maximum transaction amount distribution. An operational risk calculation section predicts the number of accidents by referring to data on the actual results of accidents and the data 31 on the present transaction amount; prepares the distribution of the amount of loss by repeating processing taking out the transaction amounts by the number of accidents from the smoothing transaction amount distribution for totaling; and obtains the value of the operational risk from the distribution of the amount of loss.;COPYRIGHT: (C)2004,JPO&NCIPI