| 摘要 |
PROBLEM TO BE SOLVED: To provide a portfolio sensitivity analyzing system by which the change of a portfolio, which is caused by various scenarios such as a sudden rise in the exchange rate of the yen, is analyzed so as to perform a property distribution plan work-out for securing stable performance. SOLUTION: A set of program for generating the various kinds of scenarios to calculate, in various sections, the return of a benchmark in the past at each property constituting the portfolio, the property configuration ratio of the portfolio, a return, a risk and a correlation coefficient is downloaded from an investment information providing side unit to a client side unit via the Internet. Then the result of sensitivity analysis is obtained by the client side unit in accordance with the input of the property configuration ratio of the portfolio and the input of the selected scenario from the client side unit concerning the downloaded program. |
