PROBLEM TO BE SOLVED: To provide a theoretical lending rate calculating method that has taken into consideration a credit risk of financial assets and can be applied to an optional period by providing a method for calculating a credit risk in an optional period and giving validity to bankruptcy probability to be referred to when the credit risk is calculated.;SOLUTION: Claim data stored in a claim data storage device (120) of a computer is read, a hazard rate to be an index for calculating cumulative bankruptcy probability in an optional period is calculated on the basis of bankruptcy probability of one year after included in the claim data, and a theoretical lending rate in the optional period is calculated on the basis of the hazard rate. A judging part for judging whether a present value coincides with lendings outstanding included in the claim data is provided. When the judging part judges the present value coincides with the lendings outstanding, a lending rate included in the claim data is made to be a theoretical lending rate, and when the judging part judges the present value does not coincide with the the lendings outstanding, the lending rate included in the claim data is rewritten to another value and the means of the preceding stage is instructed to calculate the claim data.;COPYRIGHT: (C)2005,JPO&NCIPI
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