JP2002279174A5

JP2002279174A5 -

Info

Publication number: JP2002279174A5
Application number: JP2001074719A
Authority: JP
Filing date: 2001-03-15
Publication date: 2005-07-28
Anticipated expiration: 2021-03-15

Claims

A method for evaluating the credit risk evaluated companies using computer,
To get the company information to be evaluated companies from corporate information database,
Get the forecast the number of corporate bankruptcies belonging evaluation target company from bankruptcy number prediction server,
A credit risk evaluation method, wherein the credit risk is determined based on the acquired company information and the predicted number of bankruptcies.

The credit risk evaluation method according to claim 1, wherein at least one of a bankruptcy probability of the evaluation target company, an appropriate interest rate when a loan is provided to the evaluation target company, and a discounted present value is determined as the credit risk. .

When determining the credit risk, the rating transition probability matrix related to the group of companies is corrected according to the predicted number of bankruptcies, and the bankruptcy probability of the evaluation target company using the corrected rating transition probability matrix, the evaluation target The credit risk evaluation method according to claim 1, wherein at least one of a discount present value and an appropriate interest rate when a loan is provided to a company is determined.

When determining the credit risk, the rating transition probability matrix is further corrected according to at least one of the financial data reliability of the evaluation target company, the purpose of receiving the loan of the evaluation target company, and the counterparty risk. The credit risk evaluation method according to claim 3, wherein:

5. The initial value of the rating transition probability matrix is set according to the financial data when the rating transition probability matrix is corrected according to the financial data reliability of the evaluation target company. Credit risk assessment method.

5. The distribution of the rating transition probability matrix is corrected when the rating transition probability matrix is corrected according to the purpose of receiving the loan of the evaluation target company when the purpose is new business investment. The credit risk assessment method described.

When correcting the rating transition probability matrix according to the supplier risk of the evaluation target company, the evaluation target company evaluates the collateral power of accounts receivable held by the evaluation target company against the supplier, The credit risk evaluation method according to claim 4, wherein the rating transition probability matrix is corrected according to the collateral power.

A method for evaluating credit risk of a target company using a computer,
  Creating a rating transition probability matrix that represents the transition probability from the rating in the learning year of the group of companies to which the evaluation target company belongs to the rating in the following year of the learning year;
  Correcting the rating transition probability matrix by changing the rating in the rating transition probability matrix according to the degree of economic deterioration and improvement; and
  A credit risk evaluation method comprising: determining the credit risk using a corrected rating transition probability matrix.

A method for evaluating credit risk of a target company using a computer,
  Creating a rating transition probability matrix that represents the transition probability from the rating in the learning year of the group of companies to which the evaluation target company belongs to the rating in the following year of the learning year;
  Inputting a predicted number of bankruptcies of the group of companies;
  Correcting the rating transition probability matrix by changing the rating in the rating transition probability matrix according to the degree of increase or decrease in the predicted number of bankruptcies;
  A credit risk evaluation method comprising: determining the credit risk using a corrected rating transition probability matrix.

A system for evaluating the credit risk evaluated companies using computer,
And means for acquiring the company information to be evaluated companies from corporate information database,
Means for obtaining a prediction bankruptcies of companies belonging evaluation target company from bankruptcy number prediction server,
A credit risk evaluation system comprising: means for determining the credit risk based on the acquired company information and the predicted number of bankruptcies.

The process of evaluating the credit risk evaluated companies using computer a program to be executed in the computer,
And the process of acquiring the company information to be evaluated companies from corporate information database,
And the process of acquiring the predicted number of bankruptcies of companies belonging evaluation target company from bankruptcy number prediction server,
The program for making the said computer perform the process which determines the said credit risk based on the acquired company information and the estimated number of bankruptcies.