METHOD FOR ESTIMATING ENTERPRISE VALUE FLUCTUATION RISK

WIPO Patent Application WO/2006/025094

A1

Firstly, a predetermined number of interest scenarios in future, exchange scenarios in future, and stock price scenarios in future are created for a predetermined period of time (step 301). Subsequently, a profit & loss account unit (205) calculates a future cash flow about the existing asset (step 302). Next, a debt structure change corresponding to the interest scenario is estimated and the cash flow associated with the debt is calculated (step 303). Subsequently, the asset structure corresponding to the interest scenario is estimated and the cash flow associated with the asset is calculated (step 304). Next, the asset value is calculated (step 305). Subsequently, the debt value is calculated (step 306). Then, a periodic profit & loss is calculated (step 307). Subsequently, the enterprise value is calculated (step 308). That is, a result totalizing unit (208) calculates the enterprise value at the future point from the aforementioned calculation result. The result obtained is stored in an enterprise value storage unit (221). The processes of the steps 303 to 308 are repeated for each of the scenarios and the results obtained are totalized (step 309). In this step, the result totalizing unit (208) totalizes the data in the enterprise value storage unit (221) and calculates the risk value.

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YAMANO HISAO (JP)
ENOMOTO TAKAHIRO (JP)

PCT/JP2004/012500

March 09, 2006

August 30, 2004

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JAPAN POST (JP)
YAMANO HISAO (JP)
ENOMOTO TAKAHIRO (JP)

G06Q40/00; (IPC1-7): G06F17/60

KIJIMA M.: "STOCHASTIC PROCESS with APPLICATIONS to FINANCE.", CHAPMAN & HALL., 29 July 2002 (2002-07-29), XP002903425
"POSTAL SAVINGS IN JAPAN ANNUAL REPORT 2003.", NIHON YUSEI KOSHA (JAPAN POST), 2003, pages 44 - 48, XP002903426, Retrieved from the Internet [retrieved on 20041019]

Kumakura, Yoshio (Shin-Tokyo Bldg. 3-1, Marunouchi 3-chome, Chiyoda-k, Tokyo 55, JP)

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