| 摘要 |
PURPOSE: A credit risk calculation system which uses high-capacity processing-only database is provided to calculate risky capital through simple manipulation by systematically arranging various computer modules. CONSTITUTION: A credit VaR(Value at Risk) business server stores diversified source information in a database block and calculates credit VaR. A credit VaR source information extraction/classification module extracts credit VaR calculation source information from an expectation loss calculation information. A credit VaR risk weight type calculation module controls a calculation procedure of risky weight of a risky weighting value mode. |
