SYSTEM AND METHOD FOR CERTIFYING COMPLETENESS OF DATA USED FOR EVALUATING MONETARY RISK OR EXPOSURE

摘要

PROBLEM TO BE SOLVED: To provide a method and a system for guaranteeing the completeness of data used for evaluating a monetary risk or exposure in a trading port folio such as the port folio of a derivative contract, for example, by searching a large change suggesting the probability of an error or statistically remarkable inclination. ;SOLUTION: In a method and a system, content analysis is used, the information content of data or the change of entropy is measured and an abnormal change that the aid of a man is to be required is detected. A mechanism for giving the warning of the possibility of an error to a user is supplied and a graphical user interface displaying the importance of detected abnormality is also supplied.;COPYRIGHT: (C)2001,JPO