| 摘要 |
PROBLEM TO BE SOLVED: To provide a risk management system. SOLUTION: The risk management system is characterized in that a plurality of systems of data are used, an order is calculated according to size of values of the data by every system, representative values of accumulative probability according to the order are calculated by every system, relative coefficients based on standard normal distribution corresponding to the representative values are calculated, an arithmetic processing of multi-dimensional normal distribution to be constituted of the relative coefficients is performed and an arithmetic processing of numerical values to be calculated by the plurality of systems of data is performed based on the multi-dimensional normal distribution for quantitatively performing risk management in banking facilities. |
