Systematic risk management system, systemic risk management method and recording medium for storing systemic risk management program

摘要

The system risk management system 100A according to one aspect of the present invention is based on the impact of the failure of a predetermined bank to which the Bank of interest has been invested in at least one of the plurality of banks in which the bank is deducted An important bank identifying portion 12, which is the scale of the bankruptcy of the plurality of banks due to the failure of the specified lease of the bank in the event of the failure of the bank containing the plurality of banks, and the weight of the plurality of banks;If the bank is unable to prevent the bankruptcy of the important bank due to the bankruptcy of the bank, which is a bank lending loan that includes one or more bank borrowings, and the bankruptcy of one or more banks, the Bank of Japan has decided to make an outstanding bank loan from one or more banks An important lending section 13, which is based on the small scale of the second bankruptcy, which is the scale of the collapse of the plurality of banks due to the failure of the bankruptcy.