| 摘要 |
<p><P>PROBLEM TO BE SOLVED: To provide an apparatus that gives the rating that would be given by a valuation by a rating agency. <P>SOLUTION: The apparatus comprises inputting means 2 for inputting, about bonds rated by a given rating agency, spread values, issuers and ratings given by the rating agency, rating-specific spread value range computing means 3 for calculating the average of the spread values of bonds belonging to each rating and computing a range of spread values of each rating bounded by spread values defined at a given ratio between the spread averages of the ratings, bond issuer spread level computing means 4 for computing the spread average of the bonds of each bond issuer as a spread level of the bond issuer, and corrected rating giving means 5 for determining which of the rating-specific spread value ranges the spread level of each bond issuer belongs to and giving the rating given to the spread value range to the bonds issued by the bond issuer as a corrected rating. <P>COPYRIGHT: (C)2005,JPO&NCIPI</p> |
