CREDITABILITY CALCULATION SYSTEM AND CALCULATION PROGRAM FOR ENTERPRISE

摘要

PROBLEM TO BE SOLVED: To provide a technology for calculating a value showing the creditability of an enterprise which has not issued any public bond.;SOLUTION: This creditability calculation system is provided with: an input information registration part 14; a basic information storage part 16; a regression model generation part 18; a regression model storage part 20; a loan information storage part 14; a spread calculation part 24; a spread storage part 26; a default result storage part 28; a regression formula calculation part 30; a regression formula storage part 32; a default probability calculation part 34; a calculation result storage part 36; and a calculation result output part 38 or the like. This creditability calculation system is configured to derive the regression model of every point of time, and to calculate the spread of the past point of time of each debt by using the regression model of the past point of time, the residual period of each debt and the financial data of each enterprise, and to classify it into 10 groups according to the value of the spread of each debt, and to calculate the default probability of the group unit, and to derive the regression formula based on the mean spread and default probability of each group, and to calculate the spread of the current point of time of the debt by using the regression model of the current point of time, the residual period of the debt and the financial data for calculating the default probability of the enterprise.;COPYRIGHT: (C)2008,JPO&INPIT