METHOD OF OPERATIONAL RISK MANAGEMENT AND ITS SYSTEM

摘要

PROBLEM TO BE SOLVED: To provide a method of operational risk management and its system to heighten precision of quantitative simulation while accumulating data by merging accumulated occurrences of loss and quantitative simulation. SOLUTION: The present invention is an operational risk management system which accumulates occurrences of a plurality of events involving loss and manages an operational risk based on the accumulated events. It accumulates the plurality of events and their loss as a loss data 2 and predicts a risk to occur by a predetermined method using a calculation engine 6 and decides precision of the prediction of the predicted risk and/or a magnitude of loss which has occurred using an analysis tool 7 or the like against an actual occurrence of the event.