Patent ID: 8560437
Filing Date: 2013-10-15
Classification: G06Q

Abstract:
1. An information processing apparatus comprising a processor and a memory, wherein the memory has stored therein a virtual data creating unit, a post-transition rating determining unit, a predicted risk amount specifying unit, a diversification object number setting unit, and a credit limit calculating unit, and wherein the processor is configured to access and execute the units in the memory, comprising: the virtual data creating unit creating, via the processor, virtual data of an effective obligor number N based on setting information stored in the memory storage part; the post-transition rating determining unit determining, via the processor, ratings after transition of the virtual data for a plurality of scenarios according to rating transition data representing transition of each rating stored in the memory storage part; the predicted risk amount specifying unit calculating, via the processor, a risk amount for each of the scenarios based on the rating after transition of the virtual data and specifying a risk amount corresponding to a confidence level stored in the memory storage part as a predicted risk amount of the virtual data; the diversification object number setting unit setting, via the processor, a minimum effective obligor number N among the effective obligor numbers N when predicted risk amounts smaller than an allowable risk amount stored in the memory storage part are specified by said predicted risk amount specifying unit, as a diversification object number; and the credit limit calculating unit calculating, via the processor, a credit limit based on the diversification object number set by said diversification object number setting unit and a total credit stored in the memory storage part.