To achieve risk management in actual power trading.

A data edit processing part 31 edits data in each DB of a storage 2. A model parameter setting part 32 sets a parameter using the data edited, to prepare a prediction model of each risk factor. A power price prediction part 33 to a fuel price prediction part 38 predict each risk factor based on the prediction model. A power generation cost prediction part 42 predicts the power generation cost, and a spot bid curve setting part 43 sets a spot bid curve. A spot successful bid quantity prediction part 44 predicts a spot successful bid quantity with the spot bid curve. A power trading accounting part 47 calculates income and expenditure in power trading from a spot contract account balance and a derivative contract account balance. The prediction of each risk factor to the power trading accounting are conducted a predetermined times as simulation processing. A risk index calculation part 48 calculates a risk index from distribution of the calculated income and expenditure in power trading.

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