FINANCIAL RISK MANAGEMENT DEVICE, FINANCIAL RISK MANAGEMENT PROGRAM, AND RECORDING MEDIUM

摘要

A financial risk management device, a financial risk management program, and a recording medium are provided such that probabilities of chain-reaction bankruptcies are mechanically visualized at financial institutions such as banks, thereby enabling the financial institutions to easily manage the risks of chain-reaction bankruptcies of loan borrowers. This financial risk management device 1 is equipped with a correlation coefficient calculation means 12, an individual bankruptcy probability calculation means 13, a conditional bankruptcy probability calculation means 14, a bankruptcy probability determination means 15 for determining the presence of a relationship resulting in bankruptcies when a conditional bankruptcy probability among companies is in excess of an individual bankruptcy probability, and a visualization means 16 for visualizing the determination result of the bankruptcy probability determination means 15. The financial risk management program 2 is installed on the financial risk management device 1. The recording medium 3 stores the financial risk management program 2.