摘要 |
PROBLEM TO BE SOLVED: To provide a risk calculation system which can calculate a risk accompanying the price variation resulting from dealings on a stock market. SOLUTION: This risk calculation system is equipped with a plan generation part 130 which generates a dealings plan by using the total quantity of planned dealings, a 1st calculation part 135 which calculates a 1st variation factor representing a price variation risk generated at the start or end of dealings, a 2nd calculation part 155 which calculates a 2nd variation factor representing a price variation risk generated in the dealing time between the start and end of the dealings, a 3rd calculation part 170 which calculates a 3rd variation factor representing a price variation risk caused by the time needed for the dealings by using the time needed for the dealings and statistic values of the price variation when the dealings are completed in the dealing time, and a risk calculation part 175 which calculates a price variation risk generated when the dealings are completed by the total planned dealing amount by using the 1st, 2nd, and 3rd variation factors. |