FUND RISK MANAGEMENT SYSTEMS AND METHOD THAT REFLECTED A ECONOMY CIRCUMSTANCES

摘要

PURPOSE: A fund risk management systems reflecting economy environment and a method thereof are provided to obtain the bankruptcy probability of an enterprise by managing bankruptcy data. CONSTITUTION: Information stored to a risk DB is transferred to a risk measurement factor calculator(220) and a liquidity risk measurer(260). A constant monitoring unit(250) calculates the capital requirements and creates the amount of cash flow. The liquidity risk measurer transfers the liquidity risk information to a crisis manager(270).