Title:
CREDIT RISK ASSET MEASUREMENT CONFIRMATION DEVICE, CREDIT RISK ASSET MEASUREMENT CONFIRMATION METHOD AND CREDIT RISK ASSET MEASUREMENT CONFIRMATION PROGRAM
Document Type and Number:
Japanese Patent JP2023099972
Kind Code:
A
Abstract:
To provide a credit risk asset measurement confirmation device, a credit risk asset measurement confirmation method, and a credit risk asset measurement confirmation program enabling confirmation of a risk asset amount according to an arbitrary reference date and past track record data.SOLUTION: A credit risk asset measurement confirmation device in accordance with the present embodiment refers to external rating data, an industry type master, an industry type division master, an exposure type master, and an external rating master, generates and accumulates an exposure kind, a risk weight, and measurement result detail data obtained by measuring a risk asset amount of receivables according to a designated processing reference date, refers to the measurement result detail data, receivables data, customer data, the exposure type master, and an exposure classification master, and outputs the measurement result detail data based on designated designation conditions, as output data.SELECTED DRAWING: Figure 1
Inventors:
KADOTA MARI
KAMURA MASAFUMI
UENO TAKEMITSU
KAMURA MASAFUMI
UENO TAKEMITSU
Application Number:
JP2022000296A
Publication Date:
July 14, 2023
Filing Date:
January 04, 2022
Export Citation:
Assignee:
OBIC CO LTD
International Classes:
G06Q10/00
Attorney, Agent or Firm:
Sakai International Patent Office