Patent Publication Number: US-2003236741-A1

Title: Method for calculating loss on business, loss calculating program, and loss calculating device

Description:
BACKGROUND OF THE INVENTION  
       [0001] The present invention relates to a method for calculating a loss in business constituted of a plurality of business processes, a loss calculating program, and a loss calculating device.  
       [0002] In the conventional method for calculating a loss in business (operational-risk measuring method), the order of execution used when a plurality of business processes constituting the business execute a transaction is not taken into consideration. A loss that will occur in the future is calculated for each of the business processes, and the losses calculated for all business processes are totaled. This totaled loss is treated as a loss which will occur in the future in the business.  
       [0003] Incidentally, it is desirable to calculate a loss in business properly from the viewpoint of an increase in business efficiency of a financial institution, etc. In addition, “the financial inspection manual” of Japan advises as follows: When grasping an operation process risk, it is desirable that the operation process risk should be analyzed from the viewpoint of a potential scale of a loss in business and the possibility that a loss will occur in business. Then, for example, an expected loss or the like is measured, so that risk management is evaluated properly.  
       [0004] However, in the prior art, the order of execution used when a plurality of business processes execute a transaction is not taken into consideration at all. On the other hand, a loss in each of the business processes constituting the business does not occur independently of the other business processes, and a loss in each transaction handled by the business does not occur independently of the other transactions. In other words, a loss occurring in the business is biased according to a business process and a transaction. Therefore, in the prior art, a loss that will occur in the future in business, and particularly variance of losses cannot be exactly calculated.  
       SUMMARY OF THE INVENTION  
       [0005] It is therefore a main object of the present invention to provide a method for calculating a loss in business, a loss calculating program, and a loss calculating device, which are capable of properly calculating a loss which will occur in the future in business.  
       [0006] The inventors of the present invention have paid attention to business processes constituting business, and consequently have come to devise the method for calculating a loss, etc. in which a flow of the business processes has been taken into consideration.  
       [0007] According to one aspect of the present invention, in order to solve the problems, for a plurality of business processes constituting business, an error occurrence rate in each business process, and probability distribution of losses produced when an error has occurred in the business processes, are used as inputs. In addition to them, for a transaction handled in the business, a business process transition probability which denotes a probability that a transaction executed in a preceding business process will be executed in a subsequent business process is used as an input. Losses which will occur in the future in the business are thereby calculated. It is to be noted that examples of the losses in business include operational risks such as an operation process risk, a system risk, and a legal risk. 
     
    
    
     BRIEF DESCRIPTION OF THE DRAWINGS  
     [0008] Other objects and advantages of the invention will become apparent from the following description of embodiments with reference to the accompanying drawings in which:  
     [0009]FIG. 1 is a flowchart illustrating a method for calculating a loss in business according to one embodiment of the present invention;  
     [0010]FIG. 2 is a diagram illustrating a general configuration of business supported by the method for calculating a loss in business shown in FIG. 1;  
     [0011]FIG. 3 is a diagram illustrating a configuration of loan business in a bank, which is described as an example of the business supported by the method for calculating a loss in business in FIG. 1;  
     [0012]FIG. 4 is a diagram illustrating a configuration of transfer business in a bank, which is described as an example of the business supported by the method for calculating a loss in business in FIG. 1;  
     [0013]FIG. 5 is a diagram illustrating business information used for the method for calculating a loss in business in FIG. 1;  
     [0014]FIG. 6 is a diagram detailing the business-specific loss calculating step in FIG. 1;  
     [0015]FIG. 7 is a diagram illustrating business-specific process transition probability targeted for loan business, which is used for the method for calculating a loss in business in FIG. 1;  
     [0016]FIG. 8 is a diagram illustrating business-specific process transition probability targeted for transfer business, which is used for the method for calculating a loss in business in FIG. 1;  
     [0017]FIG. 9 is a diagram illustrating business-specific error occurrence rate targeted for loan business, which is used for the method for calculating a loss in business in FIG. 1;  
     [0018]FIG. 10 is a diagram illustrating business-specific error occurrence rate targeted for transfer business, which is used for the method for calculating a loss in business in FIG. 1;  
     [0019]FIG. 11 is a diagram illustrating business-specific loss probability distribution targeted for loan business, which is used for the method for calculating a loss in business in FIG. 1;  
     [0020]FIG. 12 is a diagram illustrating business-specific loss probability distribution targeted for transfer business, which is used for the method for calculating a loss in business in FIG. 1;  
     [0021]FIG. 13 is a diagram detailing the transaction-specific loss calculating step in FIG. 6;  
     [0022]FIG. 14 is a flowchart detailing the process-specific loss calculating step in FIG. 13;  
     [0023]FIG. 15 is a diagram detailing the subsequent process judging step in FIG. 13;  
     [0024]FIG. 16 is a flowchart illustrating an example of a case where a subsequent process judging step in FIG. 15 is applied to credit investigation for loaned money in FIG. 3;  
     [0025]FIG. 17 is a diagram illustrating calculated business-specific losses;  
     [0026]FIG. 18 is a flowchart illustrating a risk visualizing method that uses the method for calculating a loss in business in FIG. 1;  
     [0027]FIG. 19 is a diagram illustrating iteration-specific losses;  
     [0028]FIG. 20 is a diagram illustrating statistic of a risk visualized by a risk visualizing process; and  
     [0029]FIG. 21 is a diagram illustrating a configuration of a loss calculating device which executes the method for calculating a loss and a loss calculating program. 
    
    
     DETAILED DESCRIPTION OF THE PREFERRED EMBODIMENTS  
     [0030] An embodiment of the present invention will be described in detail with reference to drawings below. In this embodiment, a loss occurring, for example, in each business of a bank is converted into numbers, or an operational risk is measured. Additionally, in this embodiment, a loss which will occur in the future in business constituted of a plurality of business processes, in particular, a loss which will occur in the future in bank&#39;s business, and variance (distribution) of losses in particular, are exactly calculated. [Method for calculating a loss in business] The method for calculating a loss in business (function of calculating a loss)  0100  in the embodiment shown in FIG. 1 includes a business information obtaining step  0101  and a business-specific loss calculating step  0102 . It is to be noted that business information  0111 , business-specific process transition probability  0112 , and the like, are data.  
     [0031] In the business information obtaining step  0101 , the business information  0111  is obtained. The business-specific loss calculating step  0102  as a subsequent stage is repeated the number of business that is included in the business information  0111  obtained in the business information obtaining step  0101 . An example of the business information  0111  will be described later with reference to FIG. 5. For example, the business information  0111  relates to loan business, exchange business, etc.  
     [0032] In the business-specific loss calculating step  0102 , three kinds of information, i.e., the business-specific process transition probability  0112 , business-specific error occurrence rate  0113 , and business-specific loss probability distribution  0114  are inputted to calculate a loss which will occur in the future in business, and then the calculated loss is output as business-specific loss  0115 . In this connection, this step  0102  is repeatedly executed the number of business (loan business, exchange business, etc.) described in the business information  0111  to calculate the business-specific loss  0115  on a business basis before outputting the business-specific loss  0115 .  
     [0033] It is to be noted that the business-specific error occurrence rate  0113  corresponds to “error occurrence rate in business” in claims, and that the business-specific loss probability distribution  0114  corresponds to “probability distribution of losses” in the claims. In addition, the business-specific process transition probability  0112  corresponds to “business process transition probability” in the claims.  
     [0034] [Business Structure Supported by the Method for Calculating a Loss in Business] 
     [0035] The business structure supported by the method for calculating a loss in business (measurement of a risk) according to the present invention will be described with reference to FIG. 2.  
     [0036] As exemplified in FIG. 2, “business  0200  supported by the method for calculating a loss in business  0100 ” in this embodiment includes a plurality of business processes. Moreover, the business processes executes a transaction (individual case) handled by business in order. The business  0200  in FIG. 2 includes three business processes, i.e., a business process A  0201 , a business process B  0202 , and a business process C  0203 . Further, in FIG. 2, a process subsequent to the business process A  0201  is the business process B  0202  or the business process C  0203 ; a process subsequent to the business process B  0202  is the business process C  0203  or no process (END); and a process subsequent to the business process C  0203  is no process (END). It is to be noted that the business  0200  supported by this method for calculating a loss in business  0100  corresponds to “business including a series of processes from a starting process to an ending process” in the claims.  
     [0037] [Example of Business Supported by the Method for Calculating a Loss: Loan Business] 
     [0038] Loan business of a bank as an example of “the business  0200  supported by the method for calculating a loss in business  0100 ” in the embodiment shown in FIG. 2, will be described with reference to FIG. 3. Loan business  0300  illustrated in FIG. 3 has four business processes: credit investigation  0301 , collateral evaluation  0302 , condition settlement  0303 , and loan action  0304 .  
     [0039] For transaction handled by business (for example, a case of a customer A), creditability of a borrower (A) is investigated in the credit investigation  0301 . If the customer A passes the investigation in the customer investigation  0301 , a subsequent process is the collateral evaluation  0302  in the case of secured loan; or the subsequent process is the condition settlement  0303  in the case of unsecured loan. On the other hand, if the customer A fails in the investigation in the credit investigation  0301 , there is no subsequent process (END). In the collateral evaluation  0302 , collateral of the secured loan is evaluated. In the condition settlement  0303 , conditions of the loan including the term of repayment, an interest rate, and a repayment method, for example, are settled. It is to be noted that in this example, there are two flows of processes to the condition settlement  0303 . One is a flow coming to the condition settlement  0303  by way of the collateral evaluation  0302 , and the other is a flow coming directly to the condition settlement  0303 . In the loan action  0304 , which is the last process, loaned money is transferred to an account of the customer A.  
     [0040] In each process of such loan business, a loss occurs due to various kinds of causes for each transaction (the case of the customer A, a case of a customer B, etc.), or a loss does not occur. In this embodiment, the loss that has occurred loss is converted into numbers.  
     [0041] [Example of Business Supported by the Method for Calculating a Loss: Transfer Business] 
     [0042] Transfer business of a bank as an example of “the business  0200  supported by the method for calculating a loss in business  0100 ” in the embodiment shown in FIG. 2 will be described with reference to FIG. 4. The transfer business  0400  illustrated in FIG. 4 has four business processes: content confirmation  0401 , fee calculation  0402 , receipt of money  0403 , and transfer action  0404 .  
     [0043] For transaction handled by business (for example, a case of a customer A), contents of transfer of the customer A are confirmed in the content confirmation  0401 . If no defect of contents is found in the content confirmation  0401 , and in the case of transfer that charges a fee, a subsequent process is the fee calculation  0402 . On the other hand, if no defect of contents is found in the contents confirmation  0401  and transfer that does not charge a fee, subsequent processes are the following: for example, if it is transfer from cash, the subsequent process is the receipt of money  0403 ; and for example, if it is transfer from account, the subsequent process is the transfer action  0404 . In addition, if a defect of the contents is found in the contents confirmation  0401 , there is no subsequent process (END).  
     [0044] In the fee calculation  0402 , a fee is calculated according to the contents of transfer such as the amount of transfer. In the fee calculation  0402 , in the case of transfer from cash, a subsequent process is the receipt of money  0403 ; and in the case of transfer from account, the subsequent process is the transfer action  0404 . In the receipt of money  0403 , the amount of transfer and a fee are accepted from the customer. In the transfer action  0404 , the amount of transfer is transferred to a transferred account.  
     [0045] In each process of such transfer business, a loss occurs due to various kinds of causes for each transaction (the case of the customer A, a case of the customer B, etc.), or a loss does not occur. In this embodiment, the loss that has occurred loss is converted into numbers.  
     [0046] [Business Information] 
     [0047] An example of the business information  0111  in FIG. 1 will be described with reference to FIG. 5. The business information  0111  in FIG. 5 includes a business name  0501  and the number of transactions  0502 . FIG. 5 shows that the number of transactions (the number of handling) corresponding to loan business, exchange business, account transfer business, etc. is 36,483, 588,930, 1,947,298, etc. respectively. In this connection, the business name “loan business” in FIG. 5 corresponds to the loan business  0300  illustrated in the flowchart in FIG. 3; and the business name “transfer business” corresponds to the transfer business  0400  illustrated in the flowchart in FIG. 4.  
     [0048] [Business-Specific Loss Calculating Step] 
     [0049] The business-specific loss calculating step  0102  in FIG. 1 will be described with reference to FIG. 6. FIG. 6 is a flowchart detailing the business-specific loss calculating step in FIG. 1.  
     [0050] As will be understood from FIG. 6, the business-specific loss calculating step  0102  in FIG. 1 includes a business-specific information obtaining step  0601 , a transaction-specific loss calculating step  0602 , and a transaction-specific loss outputting step  0603 . It is to be noted that the business-specific process transition probability  0112 , the business-specific error occurrence rate  0113  and the like, are data.  
     [0051] To begin with, in the business-specific information obtaining step  0601 , the business-specific process transition probability  0112 , the business-specific error occurrence rate  0113 , and the business-specific loss probability distribution  0114  are obtained. Here, the business-specific process transition probability  0112 , the business-specific error occurrence rate  0113 , and the business-specific loss probability distribution  0114  differ according to business. Accordingly, if a loss which will occur in the future in the loan business  0300  illustrated in FIG. 3 is calculated in the business-specific loss calculating step  0102 , the business-specific process transition probability  0112 , the business-specific error occurrence rate  0113 , and the business-specific loss probability distribution  0114 , which are used for the loan business  0300 , are obtained in the business information obtaining step  0601 . Likewise, if a loss which will occur in the future in the transfer business  0400  illustrated in FIG. 4 is calculated in the business-specific loss calculating step  0102 , the business-specific process transition probability  0112 , the business-specific error occurrence rate  0113 , and the business-specific loss probability distribution  0114 , which are used for the transfer business  0400 , are obtained in the business information obtaining step  0601 . Specific examples of the business-specific process transition probability  0112 , the business-specific error occurrence rate  0113 , and the business-specific loss probability distribution  0114  will be described later with reference to FIGS. 7 and 8 (business-specific process transition probability), FIGS. 9 and 10 (business-specific error occurrence rate), and FIGS. 11 and 12 (business-specific loss probability distribution), respectively.  
     [0052] Next, the transaction-specific loss calculating step  0602  and the transaction-specific loss outputting step  0603  are repeated the number of transactions  0502  that is included in the business information  0111  obtained in the business information obtaining step  0101 . More specifically, if the business information  0111  shown in FIG. 5 is obtained, both of the transaction-specific loss calculating step  0602  and the transaction-specific loss outputting step  0603  are repeated as a set  36 , 483  times for the loan business  0300  (refer to FIG. 3). In other words, in the transaction-specific loss calculating step  0602 , the business-specific process transition probability  0112 , the business-specific error occurrence rate  0113 , and the business-specific loss probability distribution  0114 , which have been obtained in the business-specific information obtaining step  0601 , are inputted to calculate a loss which will occur in the future for each of  36 , 483  transactions. In this connection, even if there are  36 , 483  transactions, the number of times the business-specific process transition probability  0112 , the business-specific error occurrence rate  0113 , and the business-specific loss probability distribution  0114  are read is only once. That is to say, reading them once in the business-specific information obtaining step  0601  suffices. Incidentally, a loss calculating method in the transaction-specific loss calculating step  0602  will be detailed later.  
     [0053] In the next transaction-specific loss adding step  0603 , a loss which will occur in the future in business is calculated by adding a loss which will occur in the future for each transaction calculated in the transaction-specific loss calculating step  0602  to the business-specific loss  0115 . If the transaction-specific loss calculating step  0602  calculates a loss 36,483 times, the number of times the loss is added in the transaction-specific loss adding step  0603  is also the same. In other words, if the business information  0111  shown in FIG. 5 is obtained, the business-specific loss  0115  which will occur in the future in the loan business  0300  is the sum of the losses which will occur in 36,483 transactions handled by the loan business  0300 .  
     [0054] It is to be noted that the details of the flowchart in FIG. 6 (business-specific loss calculating step  0102 ) are repeatedly executed the number of business (business name) shown in FIG. 5. To be more specific, the processing is repeated as follows: first, for the loan business, in steps  0602  and  0603 , the processing is executed  36 , 483  times that is the number of transactions; next, for the exchange business, in steps  0602  and  0603 , the processing is executed 588,930 times that is the number of transactions; further, for the transfer business, in the steps  0602  and  0603 , processing is executed 1,947,298 times that is the number of transactions. In other words, the business-specific loss  0115  is calculated for each of the loan business, the exchange business, the transfer business and the like.  
     [0055] [Business-Specific Process Transition Probability Targeted for Loan Business] 
     [0056] An example of the business-specific process transition probability  0112  in FIGS. 1 and 6, which is targeted for the loan business  0300  shown in FIG. 3, will be described with reference to FIG. 7. FIG. 7 is a diagram illustrating business-specific process transition probability targeted for loan business, which is used for the method for calculating a loss in business in FIG. 1.  
     [0057] As shown in FIG. 7, the business-specific process transition probability  0112  targeted for loan business  0300  consists of a preceding business process  0701 , a subsequent business process  0702 , and business process transition probability  0703  from the preceding business process  0701  to the subsequent business process  0702 .  
     [0058] The first row at the top of FIG. 7 is the caption. The second row of FIG. 7 shows that all business processes for transactions of the loan business  0300  in FIG. 3 begin with the credit investigation  0301  (100 [%]). The third row of FIG. 7 shows that of transactions executed in the credit investigation  0301  in FIG. 3, secured loan which passes investigation (which is judged to have no problem by investigation) is 70 [%], unsecured loan which passes investigation (which is judged to have no problem by investigation) is 20 [%], and loan which does not pass investigation (which is rejected by investigation) is 10 [%]. The fourth row of FIG. 7 shows that all transactions executed in the collateral evaluation  0302  in FIG. 3 proceed to the condition settlement  0303 . The fifth row of FIG. 7 shows that all transactions executed in the condition settlement  0303  in FIG. 3 proceed to the loan action  0304 . The sixth row of FIG. 7 shows that all of the business processes for the transactions executed in the loan action  0304  in FIG. 3 end there.  
     [0059] It is to be noted that data of the business-specific process transition probability  0112  in FIG. 7 is provided according to the past results, etc.  
     [0060] [Business-Specific Process Transition Probability Targeted for Transfer Business] 
     [0061] An example of the business-specific process transition probability  0112  in FIGS. 1 and 6, which is targeted for the transfer business  0400  shown in FIG. 4, will be described with reference to FIG. 8. FIG. 8 is a diagram illustrating business-specific process transition probability targeted for transfer business, which is used for the method for calculating a loss in business in FIG. 1.  
     [0062] As shown in FIG. 8, as is the case with FIG. 7, the business-specific process transition probability  0112  targeted for the transfer business  0400  consists of a preceding business process  0801 , a subsequent business process  0802 , and business process transition probability  0803  from the preceding business process  0801  to the subsequent business process  0802 .  
     [0063] The first row at the top of FIG. 8 is the caption. The second row of FIG. 8 shows that all business processes for transactions handled in the transfer business  0400  in FIG. 3 begin with the content confirmation  0401 . The third row of FIG. 8 shows that of transactions executed in the contents confirmation  0401  in FIG. 3, transactions of account transfer which charges a fee (with a fee) is 80 [%], transactions of transfer from cash which does not charge a fee (without fee) is 5 [%], transactions of transfer from account which does not charge a fee is 15 [%], and transactions of transfer from account which has a defect (rejected) is 5 [%]. The fourth row of FIG. 8 shows that of transactions executed in the fee calculation  0402  in FIG. 4, transactions of transfer from cash (receipt of money) is 20 [%], and transactions of transfer from account (transfer action) is 80 [%]. The fifth row of FIG. 8 shows that all transactions executed in the receipt of money  0403  in FIG. 4 proceed to the transfer action  0404 . The sixth row of FIG. 8 shows that all of the business processes for the transactions executed in the transfer action  0404  in FIG. 4 end there.  
     [0064] As will be understood from FIGS. 7 and 8, for transactions handled in business processes and business which constitute “the business  0200  supported by the method for calculating a loss in business  0100 ” in the embodiment shown in FIG. 2, the business-specific process transition probability  0112  denotes the probability that a transaction executed in a preceding business process will be executed in a subsequent business process. Here, the business-specific process transition probability  0112  corresponds to “process transition probability in business” in the claims. In addition, the second row of the business-specific process transition probability  0112  corresponds to “starting process” in the claims, and the sixth row (last row) corresponds to “ending process” in the claims.  
     [0065] Further, although a description will be omitted, a similar business-specific process transition probability  0112  is also prepared for the exchange business, etc. in FIG. 5.  
     [0066] [Business-Specific Error Occurrence Rate Targeted for Loan Business] 
     [0067] An example of the business-specific error occurrence rate  0113  in FIGS. 1 and 6, which is targeted for the loan business  0300  shown in FIG. 3, will be described with reference to FIG. 9. FIG. 9 is a diagram illustrating business-specific error occurrence rate targeted for loan business, which is used for the method for calculating a loss in business in FIG. 1.  
     [0068] As shown in FIG. 9, the business-specific error occurrence rate  0113  consists of a process name  0901  of a business process, and an error occurrence rate  0902  in each business process.  
     [0069] The first row at the top of FIG. 9 is the caption. The second row of FIG. 9 shows that an error occurrence rate in the credit investigation  0301  of the loan business  0300  in FIG. 3 is 3.00 [%]. Likewise, the third row of FIG. 9 shows that an error occurrence rate in the collateral evaluation  0302  of the loan business  0300  in FIG. 3 is 4.12 [%]. The fourth row of FIG. 9 shows that an error occurrence rate in the condition settlement  0303  of the loan business  0300  in FIG. 3 is 0.89 [%]. The fifth row of FIG. 9 shows that an error occurrence rate in the loan action  0304  of the loan business  0300  in FIG. 3 is 0.01 [%] Here, an error occurrence rate e [%] means that if the number of transactions handled in the business  0200  is N, an expectation of transactions in which an error occurs is eN/100.  
     [0070] [Business-Specific Error Occurrence Rate Targeted for Transfer Business] 
     [0071] An example of the business-specific error occurrence rate  0113  in FIGS. 1 and 6, which is targeted for the transfer business  0400  shown in FIG. 4, will be described with reference to FIG. 10. FIG. 10 is a diagram illustrating business-specific error occurrence rate targeted for the transfer business, which is used for the method for calculating a loss in business in FIG. 1.  
     [0072] As shown in FIG. 10, as is the case with FIG. 9, the business-specific error occurrence rate  0113  consists of a process name  1001  of a business process, and an error occurrence rate  1002  in each business process.  
     [0073] The first row at the top of FIG. 10 is the caption. The second row of FIG. 10 shows that an error occurrence rate in the content confirmation  0401  of the transfer business  0400  in FIG. 4 is 1.01 [%]. The third row of FIG. 10 shows that an error occurrence rate in the fee calculation  0402  of the transfer business  0400  in FIG. 4 is 0.22 [%]. The fourth row of FIG. 10 shows that an error occurrence rate in the receipt of money  0403  of the transfer business  0400  in FIG. 4 is 0.32 [%]. The fifth row of FIG. 10 shows that an error occurrence rate in the transfer action  0404  of the transfer business  0400  in FIG. 4 is 0.03 [%]. Here, the meaning of the error occurrence rate is the same as that described above.  
     [0074] As will be understood from FIGS. 9 and 10, the business-specific error occurrence rate  0113  denotes the probability that an error will occur in each business process constituting “the business  0200  supported by the method for calculating a loss in business  0100 ” in the embodiment shown in FIG. 2. Here, it is to be noted that this business-specific error occurrence rate  0113  corresponds to “an process-specific error occurrence rate in business” in the claims.  
     [0075] [Business-Specific Loss Probability Distribution Targeted for Loan Business] 
     [0076] An example of the business-specific loss probability distribution  0114  in FIGS. 1 and 6, which is targeted for the loan business  0300  shown in FIG. 3, will be described with reference to FIG. 11. FIG. 11 is a diagram illustrating business-specific loss probability distribution targeted for the loan business, which is used for the method for calculating a loss in business in FIG. 1.  
     [0077] As shown in FIG. 11, the business-specific loss probability distribution  0114  consists of a process name  1101  of a business process, an expectation  1102  of a loss produced when an error occurs in each business process, and a standard deviation  1103  of the loss.  
     [0078] The first row at the top of FIG. 11 is the caption. The second row of FIG. 11 shows that a loss produced when an error occurs in the credit investigation  0301  of the loan business  0300  in FIG. 3 forms the normal distribution based on expectation 2,000 [yen] and standard deviation 200 [yen]. This means that the probability F(x) that a loss produced when an error occurs in the credit investigation  0301  will be x [yen] or less is given by the following equation (equation 1) using expectation μ, and standard deviation σ, of the loss. Here, μ is an integrand variable.  
               F        (   x   )       =       ∫     -   ∞     x            1         2      π          σ            u     -         (     u   -   μ     )     2       2        σ   2                     u                 Equation                 1                       
 
     [0079] Likewise, the third row of FIG. 11 shows that a loss produced when an error occurs in the collateral evaluation  0302  of the loan business  0300  in FIG. 3 forms the normal distribution based on expectation 4,000 [yen] and standard deviation 100 [yen]. The fourth row of FIG. 11 shows that a loss produced when an error occurs in the condition settlement  0303  of the loan business  0300  in FIG. 3 forms the normal distribution based on expectation 1,000 [yen] and standard deviation 300 [yen]. The fifth row of FIG. 11 shows that a loss produced when an error occurs in the loan action  0304  of the loan business  0300  in FIG. 3 forms the normal distribution based on expectation 3,000 [yen] and standard deviation 500 [yen].  
     [0080] [Business-Specific Loss Probability Distribution Targeted for Transfer Business] 
     [0081] An example of the business-specific loss probability distribution  0114  in FIGS. 1 and 6, which is targeted for the transfer business  0400  shown in FIG. 4, will be described with reference to FIG. 12. FIG. 12 is a diagram illustrating business-specific loss probability distribution targeted for the transfer business, which is used for the method for calculating a loss in business in FIG. 1.  
     [0082] As shown in FIG. 12, as is the case with the example in FIG. 11, the business-specific loss probability distribution  0114  consists of a process name  1201  of a business process, an expectation  1202  of a loss produced when an error occurs in each business process, and a standard deviation  1203  of the loss.  
     [0083] The first row at the top of FIG. 12 is the caption. The second row of FIG. 12 shows that a loss produced when an error occurs in the content confirmation  0401  of the transfer business  0400  in FIG. 4 forms the normal distribution based on expectation 400 [yen] and standard deviation 40 [yen]. The third row of FIG. 12 shows that a loss produced when an error occurs in the fee calculation  0402  of the transfer business  0400  in FIG. 4 forms the normal distribution based on expectation 100 [yen] and standard deviation 5 [yen]. The fourth row of FIG. 12 shows that a loss produced when an error occurs in the receipt of money  0403  of the transfer business  0400  in FIG. 4 forms the normal distribution based on expectation 800 [yen] and standard deviation 100 [yen]. The fifth row of FIG. 12 shows that a loss produced when an error occurs in the transfer action  0404  of the transfer business  0400  in FIG. 4 forms the normal distribution based on expectation 200 [yen] and standard deviation 50 [yen].  
     [0084] As will be understood from FIGS. 11 and 12, the business-specific loss probability distribution  0114  denotes the probability distribution that is formed by a loss produced when an error occurs in each business process constituting “the business  0200  supported by the method for calculating a loss in business  0100 ” in the embodiment shown in FIG. 2. This business-specific loss probability distribution  0114  is equivalent to “process-specific loss probability distribution in business” in the claims.  
     [0085] It is to be noted that as a matter of course, a loss produced when an error occurs may form probability-distribution other than the normal distribution; for example, the loss may form uniform distribution, constant distribution, Weibull distribution or the like. At this time, parameters relating to the probability distribution, which are included in the business-specific loss probability distribution  0114 , are not limited to the expectation and standard deviation of the probability distribution.  
     [0086] [Transaction-Specific Loss Calculating Step] 
     [0087] An example of the transaction-specific loss calculating step  0602  in FIG. 6 will be described with reference to FIG. 13. FIG. 13 is a flowchart detailing the transaction-specific loss calculating step in FIG. 6.  
     [0088] As shown in FIG. 13, the transaction-specific loss calculating step  0602  in FIG. 6 includes a process-specific loss calculating step  1301 , a process-specific loss adding step  1302 , and a subsequent process judging step  1303 . It is to be noted that a transaction-specific loss  1311  is data.  
     [0089] In the process-specific loss calculating step  1301 , a loss which occurs when a transaction is executed in each business process is calculated using the business-specific error occurrence rate  0113  and the business-specific loss probability distribution  0114  which have been obtained in the business-specific information obtaining step  0601  in FIG. 6. In the case of the loan business  0300  shown in FIG. 3, since a transaction is first executed in the credit investigation  0301 , a loss which occurs in the credit investigation  301  is first calculated. Likewise, in the case of the transfer business  0400  shown in FIG. 4, since a transaction is first executed in the content confirmation  0401 , a loss which occurs in the content confirmation  0401  is first calculated. A method for calculating a loss in each business process will be described later.  
     [0090] In the process-specific loss adding step  1302 , a loss in each business process, which has been calculated in the preceding process-specific loss calculating step  1301 , is added to the transaction-specific loss  1311 .  
     [0091] In the subsequent process judging step  1303 , a subsequent process for a transaction is judged using the business-specific process transition probability  0112  obtained in the business information obtaining step  0601  in FIG. 6. How to judge the subsequent process will be described later.  
     [0092] If it is judged in the subsequent process judging step  1303  that the subsequent process is not END (END in FIGS. 3 and 4), after returning to the process-specific loss calculating step  1301 , a loss produced in the subsequent process (in the case of FIG. 4, the subsequent process after the fee calculation  0402  is either the receipt of money  0403  or the transfer action  0404 ) is calculated. On the other hand, if the subsequent process is judged to be END in the subsequent process judging step  1303 , the processing ends. In this connection, in FIG. 3, if the credit investigation  0301  results in rejection, the subsequent process is judged to be END in the subsequent process judging step  1303  in FIG. 13, and consequently the processing for the transaction ends.  
     [0093] Going through the processing from the process-specific loss calculating step  1301  to the subsequent process judging step  1303 , the sum of losses calculated for each business process that executes a transaction (in the case of FIG. 3, for each of the credit investigation  0301 , the collateral evaluation  0302 , etc.) is stored in a storage device as the transaction-specific loss  1311 . The transaction-specific loss  1311  is the result of the transaction-specific loss calculating step  0602 . In the transaction-specific loss adding step  0603  in FIG. 6, the transaction-specific loss  1311  is added to the business-specific loss  0115 .  
     [0094] In this connection, this transaction-specific loss adding step  0602  (from START  1300  to END  1304 ) is executed the number of times according to the business information shown in FIG. 5. For example, if the business name  0501  in FIG. 5 is loan business, the number of transactions  0502  is 36,483 times. Accordingly, the transaction-specific loss adding step  0602  is executed 36,483 times. As a matter of course, individual steps  1301 ,  1302 ,  1303  are executed more often than 36,483 times (the number of times depends on the business transition probability  0112 ). Moreover, if 36,483 times, which is the number of times the transaction-specific loss adding step  0602  from START  1300  to END  1304  is executed, is treated as a series, this series of the execution is repeated the number of times that is equivalent to the number of iteration  1811  in FIG. 18 (the series constituted of 36,483 times is repeated tens of thousands times or millions times).  
     [0095] [Process-Specific Loss Calculating Step] 
     [0096] An example of the process-specific loss calculating step  1301  in FIG. 13 will be described with reference to FIG. 14. FIG. 14 is a flowchart detailing the process-specific loss calculating step in FIG. 13.  
     [0097] As shown in FIG. 14, the process-specific loss calculating step  1301  includes an error occurrence judging step  1401  and a loss converting step  1402 .  
     [0098] In the error occurrence judging step  1401 , a judgment is made as to whether or not an error occurs in business processes in which a transaction is executed (in FIG. 3, the business processes are the credit investigation  0301 , the collateral evaluation  0302 , etc.). The occurrence of an error is judged by comparing a random number following uniform distribution y, a range of which is [0, 1], with an error occurrence rate r of the business process in the business-specific error occurrence rate  0113  (refer to FIGS. 9 and 10) obtained in the business information obtaining step  0601  (refer to FIG. 6). In this case, if the following equation 2 holds, it is judged that an error will occur in the business process.  
     y&lt;r  Equation 2  
     [0099] Here, a probability that the equation 2 will hold is r. Accordingly, by this judging method, a probability that an error will occur in the business process is equivalent to the error occurrence rate r of the business process. The range [0, 1] means a range from 0 to 0.999 . . . (more than 0 and less than 1). The random number following uniform distribution means a random number, probability distribution of which is uniform; for example, it is a probability that a dice will show each number.  
     [0100] A supplementary explanation will be made of the error occurrence judging step  1401 . As shown in FIG. 9, a business-specific error occurrence rate targeted for the loan business  0300  in FIG. 3 is 3.00 [%] for the credit investigation  0301 . In other words, it is r=0.03. For this reason, in the error occurrence judging step  1401 , the random number following uniform distribution y is generated to compare y with the error occurrence rate r=0.03. Then, if the random number following uniform distribution y is less than 0.03, it is judged that “an error occurs” (if the random number following uniform distribution y&lt;the error occurrence rate r, it is judged that “an error occurs”). On the other hand, if the random number following uniform distribution y is greater than or equal to the error occurrence rate r=0.03, it is judged that “an error does not occur”.  
     [0101] On this point, the processing is the same as that of the collateral evaluation  0302 . In addition, since a business-specific error occurrence rate of the contents confirmation  0401  targeted for the transfer business  0400  in FIG. 4 is also handled in the same manner, the description thereof will not be repeated here.  
     [0102] If it is judged in the error occurrence judging step  1401  that an error occurs, after proceeding to the loss converting step  1402 , a loss 1 produced when the error occurs is calculated. On the other hand, if it is judged in the error occurrence judging step  1401  that an error does not occur, a loss is set to 0 before the process-specific loss calculating step  1301  ends.  
     [0103] In the loss converting step  1402 , a random number following uniform distribution y, a range of which is [0, 1], is first generated, and then y is converted into a random number following standard normal distribution x by use of an inverse transform method, etc. The inverse transform method is a method for converting the random number following uniform distribution y into the random number following standard normal distribution x by the following equation 3 using an inverse function Φ −1  of a distribution function Φ of the standard normal distribution.  
       x=Φ   −1 ( y )  Equation 3  
     [0104] Because it is actually difficult to calculate Equation 3 analytically, the algorithm of Moro is applied on the assumption that μ=y−0.5. The algorithm of Moro is detailed in “Guide to Finance Engineering” by Masaaki Kijima, Izumi Nagayama, Yoshiyuki Oomi, Union of Japanese Scientists and Engineers, part III, pp. 133-135, 1996, which is a publicly known example. The details will be shown as follows.  
     [0105] (a) |u|≦0.42 
             x   =         Φ     -   1            (   y   )       =     u            a   0     +       a   1          u   2       +       a   2          u   4       +       a   3          u   6           1   +       b   1          u   2       +       b   2          u   4       +       b   3          u   6       +       b   4          u   8                       Equation                 4                       
 
     a 0 =2.50662823884  Equation 5  
     a 1 =−18.61500062529  Equation 6  
     a 2 =41.39119773534  Equation 7  
     a 3 =−25.44106049637  Equation 8  
     b 1 =−8.47351093090  Equation 9  
     b 2 =23.08336743743  Equation 10  
     b 3 =−21.06224101826  Equation 11  
     b 4 =3.13082909833  Equation 12  
     [0106] (b) |u|&gt;0.42 
             x   =         Φ     -   1            (   y   )       =         c   0     2     +       ∑     n   =   1     8            c   n            T   n          (   z   )                       (     u   &gt;   0     )                     Equation                 13               x   =         Φ     -   1            (   y   )       =       -       c   0     2       -       ∑     n   =   1     8            c   n            T   n          (   z   )                       (     u   &lt;   0     )                     Equation                 14                       
 
       z=k   1 [2 ln{−ln (0.5−| u |)}− k   2   Equation 15  
       T   0 ( z )=1 , T   1 ( z )= z, T   n ( z )=2 zT   n−1 ( z )− T   n−2 ( z )( n ≧2)  Equation 16  
     c 0 =7.7108870705487895  Equation 17  
     c 1 =2.7772013533685169  Equation 18  
     c 2 =0.3614964129261002  Equation 19  
     c 3 =0.0373418233434554  Equation 20  
     c 4 =0.0028297143036967  Equation 21  
     c 5 =0.0001625716917922  Equation 22  
     c 6 =0.0000080173304740  Equation 23  
     c 7 =0.0000003840919865  Equation 24  
     c 8 =0.0000000129707170  Equation 25  
     k 1 =0.4179886424926431  Equation 26  
     k 2 =4.2454686881376569  Equation 27  
     [0107] When converting the random number following uniform distribution y into the random number following standard normal distribution x, as a matter of course, the Box-Muller method, or the modified Box-Muller method, other than the inverse transform method may also be used. The loss  1  produced when an error occurs in a business process is calculated by the following equation using expectation μ, standard deviation σ, and random number following standard normal distribution x, of a loss of the business process in the business-specific loss probability distribution  0114  which have been obtained in the business information obtaining step  0601 .  
     1 =μ+σx   Equation 28  
     [0108] The loss  1  produced when an error occurs in the business process, which is calculated by Equation  28 , forms normal distribution N(μ, σ) based on expectation μ and standard deviation σ. It is to be noted that the random number following standard normal distribution x shown here is a random number, a mean value of which is 0, and a standard deviation σ of which is 1.  
     [0109] [Subsequent Process Judging Step] 
     [0110] An example of the subsequent process judging step  1303  in FIG. 13 will be described with reference to FIG. 15. FIG. 15 is a flowchart detailing the subsequent process judging step in FIG. 13. As shown in FIG. 15, the subsequent process judging step  1303  in FIG. 13 includes a subsequent process judgment threshold-value setting step  1501  and a subsequent process determining step  1502 .  
     [0111] In the subsequent process judgment threshold-value setting step  1501 , a threshold value v k→j  is calculated by the following equation (Equation 29). The threshold value is used to judge that a subsequent process of the business process k is the business process j. The judgment is made based on transition probability μ k→j  (from a business process k to a business process j) included in the business-specific process transition probability  0112  (refer to FIG. 11) which has been obtained in the business-specific information obtaining step  0601 .  
               v     k   →   i       =       ∑     j   =   1     i          u     k   →   j                 Equation                 29                       
 
     [0112] Next, in the subsequent process determining step  1502 , a random number following uniform distribution y is generated. If the generated random number following uniform distribution y satisfies the following equation (Equation 30), it is determined that a subsequent process is the business process j.  
       V   k→j−1   ≦y&lt;V   k→j   Equation 30  
     [0113] In this case, if V k→j =0 in Equation 30, a probability that the equation 30 will hold is μ k→j . Accordingly, this judging method can realize transition of a business process according to the business-specific process transition probability  0112 .  
     [0114] [Example in which the Subsequent Process Judging Step is Applied to the Credit Investigation] 
     [0115] An example in which the subsequent process judging step  1303  shown in FIG. 15 is applied to the credit investigation  0301  of the loan business  0300  in FIG. 3 will be described with reference to FIG. 16. It is to be noted that for convenience of explanation, the numbers of steps in FIG. 15 are the same as those in FIG. 16.  
     [0116] In the subsequent process judgment threshold-value setting step  1501  in FIG. 16, by use of a probability of transition from the credit investigation  0301  to the collateral evaluation  0302  (μ credit investigation→collateral evaluation=0.7), a probability of transition from the credit investigation  0301  to the condition settlement  0303  (μ credit investigation→condition settlement=0.2), and a probability of transition from credit investigation  0301  to end (μ credit investigation→end=0.1), which are stored in the business-specific process transition probability  0112  of the loan business  0300  shown in FIG. 7, threshold values (v credit investigation→collateral evaluation, v credit investigation→condition settlement, and v credit investigation→end) used to judge that a subsequent process of the credit investigation  0301  is the collateral evaluation  0302 , the condition settlement  0303 , or the end are calculated in the following manner. It is to be noted that as shown in the equation 31, characters including→which follow μ or v are subscripts.  
       v   credit investigation→collateral evaluation   =u   credit investigation→collateral evaluation =0.7  Equation 31  
       V   credit investigation→condition settlement   =u   credit investigation→collateral evaluation   +u   credit investigation→condition settlement =0.9  Equation 32  
       V   credit investigation→end   =u   credit investigation→collateral evaluation   +u   credit investigation→condition settlement   +u   credit investigation→end =1.0  Equation 33  
     [0117] In the subsequent process determining step  1502 , if the generated random number following uniform distribution y is 0 or more and is smaller than v credit investigation→collateral evaluation=0.7, it is judged that the subsequent process is the collateral evaluation  0302 . In addition, if the generated random number following uniform distribution y is greater than or equal to v credit investigation→collateral evaluation=0.7 and is smaller than v credit investigation→condition settlement=0.9, it is judged that the subsequent process is the condition settlement  0303 . Moreover, if the generated random number following uniform distribution y is greater than or equal to v credit investigation→condition settlement=0.9 and is smaller than v credit investigation→end=1.0, it is judged that the subsequent business process is end. At this time, a probability of becoming 0≦y&lt;0.7 is u credit investigation→collateral evaluation=0.7. In addition, a probability of becoming 0.7≦y&lt;0.9 is u credit investigation→condition settlement=0.2. Further, a probability of becoming 0.9≦y&lt;1.0 is u credit investigation→end=0.1.  
     [0118] Therefore, according to the business-specific process transition probability  0112  of the loan business  0300 , the transition from the credit investigation  0301  to the collateral evaluation  0302 , the condition settlement  0303 , and end is made.  
     [0119] [Business-Specific Loss] 
     [0120] An example of the business-specific loss  0115  in FIGS. 1 and 6 will be described with reference to FIG. 17.  
     [0121] The business-specific loss  0115  shown in FIG. 17 consists of the business name  1701  and the loss  1702 . The business name  1701  includes loaned money (loan business), exchange (exchange business), and account transfer (transfer business).  
     [0122] The example in FIG. 17 shows that losses which will occur in the future from the loan business, the exchange business, and the account transfer business are 2,192,837 [yen], 328,039 [yen], and 283,173 [yen], respectively.  
     [0123] [Risk Visualizing Method] 
     [0124] An example of a risk visualizing method using the method for calculating a loss in business  0100  (refer to FIG. 1) in the embodiment will be described with reference to FIG. 18.  
     [0125] The risk visualizing method  1800  shown in FIG. 18 includes an iteration-count obtaining process  1801 , a loss calculating process  1802 , and a risk visualizing process  1803 .  
     [0126] In the iteration-count obtaining process  1801 , an iteration count  1811  which is the number of times the loss calculating process  1802  is repeated is obtained. An iteration count which is a convenient count to fix and is also sufficient for the quantity of statistical data handled when a risk is visualized is predetermined.  
     [0127] In the loss calculating process  1802 , a loss in business is calculated according to the method for calculating a loss in business  0100  (refer to FIG. 1). The loss calculating process  1802  is repeatedly executed the number of times that is equivalent to the iteration count  1811 . For example, if the iteration count  1811  is one million times, the loss calculating process  1802  is repeated one million times. In this connection, repeating the loss calculating process  1802  one million times means that the method for calculating a loss  0100  (refer to FIG. 1) is repeated one million times.  
     [0128] The loss calculated in the loss calculating process  1802  is output as an iteration-specific business-specific loss  1812 . Accordingly, if the iteration count  1811  is one million times, the iteration-specific business-specific loss  1812  is calculated the number of time that is equivalent to one million times×the number of business stored in the business information  0111  (refer to FIG. 5). This permits variance of losses to be exactly calculated.  
     [0129] In the risk visualizing process  1803 , the iteration-specific business-specific loss  1812  is read to display a graph of losses in business, and statistic (expectation, standard deviation, etc.).  
     [0130] [Iteration-Specific Business-Specific Loss] 
     [0131] An example of the iteration-specific business-specific loss  1812  in FIG. 18 will be described with reference to FIG. 19.  
     [0132] As shown in FIG. 19, the iteration-specific business-specific loss- 1812  consists of an iteration number  1901 , a business name  1902 , and a loss  1903 .  
     [0133] The iteration-specific business-specific loss  1812  is equivalent to a loss to which the business-specific loss  0115  shown in FIG. 17 is added the number of times, that is to say, an iteration count. An example in FIG. 19 shows that losses which will occur in the future from the loan business and the account transfer business for iteration number 1 are 2,192,837 [yen] and 283,173 [yen], respectively, and that losses which will occur in the future from the loan business and the account transfer business for iteration number 2 are 1,983,214 [yen] and 256,026 [yen], respectively.  
     [0134] [Risk Visualizing Process in Risk Visualizing Method] 
     [0135] An example of the risk visualizing process  1803  in the risk visualizing method  1800  shown in FIG. 18 will be described with reference to FIG. 20.  
     [0136] As shown in FIG. 20, in the risk visualizing process  1803 , the iteration-specific business-specific loss  1812  is inputted to display an expectation  2002  and a standard deviation  2003  as statistic of a loss in specified business  2001 . Here, expectation li, and standard deviation σi, of a loss in business i are calculated by the following equations (Equations 34 and 35).  
                 l   _     i     =       1   N            ∑     n   =   1     N          l     i   ,   n                   Equation                 34                       
 
               σ   i     =       1     N   -   1              ∑     n   =   1     N            (       l     i   ,   n       -       l   _     i       )     2                 Equation                 35                       
 
     [0137] N: Iteration count  
     [0138] l i,n : Loss in business i for iteration number n  
     [0139] In the risk visualizing process  1803 , besides the statistic of the business-specific loss, statistic for the total loss to which losses in a plurality of business, or in all business, are added may also be calculated to display the statistic. For example, an expectation, and a standard deviation, of the total loss to which losses of all business are added are calculated by the following equations (Equations 36 and 37).  
                 l   _     i     =       1   N            ∑     n   =   1     N            ∑     i   =   1     m          l     i   ,   n                     Equation                 36               σ   =       1     N   -   1              ∑     n   =   1     N            (         ∑     i   =   1     m          l     i   ,   n         -     l   _       )     2                 Equation                 37                       
 
     [0140] m: Number of business  
     [0141] Moreover, information displayed in the risk visualizing process  1803  is not limited to the statistic of the loss. As a matter of course, the displayed information may also be a graph of losses by iteration number, etc.  
     [0142] According to the method for calculating a loss of this embodiment, losses which will occur in the future in business constituted of a plurality of business processes, and variance (distribution) of the losses in particular, can be exactly calculated. In particular, losses which will occur in the future in the bank&#39;s business such as loan business or account transfer business, and their variance (distribution) in particular, can be exactly calculated. In this connection, in the field of banking risk management, calculation of losses occurring in business of a banking institution, and exact calculation of their variance in particular, are becoming important. According to the calculating method of this embodiment, the result of calculation fully satisfying the needs can be obtained.  
     [0143] [Loss Calculating Device] 
     [0144] Lastly, a loss calculating device  1 , which executes the method for calculating a loss  0100  and a calculation program, will be described.  
     [0145] As shown in FIG. 21, the loss calculating device  1  has a configuration in which a main controller  11 , a storage device  12 , an input-output device  13 , and a communication controller  14  are connected to a bus. The main controller  11  comprises a CPU (Central Processing Unit), and a RAM (Random Access Memory). The loss calculating device  1  is subject to centralized control by the main controller  11 . The main controller  11  comprises, as a software configuration (refer to FIG. 1), a function of executing the business information obtaining step  0101 , a function of executing the subsequent process judging step  1303  (refer to FIG. 15), and a function of executing the business loss calculating step  0102 . In addition, the main controller  1  comprises, as a software configuration (refer to FIG. 18), a function of executing the iteration-count obtaining process  1801 , a function of executing the loss calculating process  1802 , and a function of executing the risk visualizing process  1803 . It is to be noted that the function of executing the loss calculating process  1802  includes the function of executing the business information obtaining step  0101  described above, and the business loss calculating step  0102 .  
     [0146] The storage device  12  comprises a hard disk. After the business  0200  (refer to FIG. 2 [FIGS. 3, 4, . . . ]) supported by the method for calculating a loss in business, the business information  0111  (refer to FIG. 5), the business-specific process transition probability  0112  (refer to FIG. 1 [FIGS. 7, 8, . . . ], the business-specific error occurrence rate (refer to FIG. 1 [FIGS. 9, 10, . . . ]), the business-specific loss probability distribution  0114  (FIG. 1 [FIGS. 11, 12, . . . ]), the iteration count  1811  (refer to FIG. 18), the business-specific loss  0115  (refer to FIGS. 1 and 6), and the iteration-specific business-specific loss  1812  (refer to FIG. 18) are obtained, the storage device  12  stores the obtained information. Modes of obtaining the information include keyboard input, and obtaining through a network. In addition, the storage device stores a program that provides each function of the main controller  11 . This program is loaded into the RAM and is then executed in the CPU before the program provides each of the above-mentioned functions.  
     [0147] Additionally, a keyboard, a CD-ROM drive, a mouse, a monitor and the like are connected to the input-output device  13  through an I/O device. The communication controller  14  comprises NIC, and has a function of communicating by TCP/IP, etc.  
     [0148] It is to be noted that the business information  0111 , the business-specific process transition probability  0112 , the business-specific error occurrence rate  0113 , the business-specific loss probability distribution  0114 , etc., which are stored in the storage device  12 , are inputted from the keyboard or the CD-ROM drive, which is connected to the input-output device  13 , or the communication controller  14 . In addition, the business-specific loss  0115 , the iteration-specific business loss 1,812, etc. are output through a monitor connected to the input-output device  13  or the communication controller  14 .  
     [0149] The present invention described above can be broadly modified and embodied without being limited to the above-mentioned embodiments.  
     [0150] For example, although the bank&#39;s business has been described, the present invention is not limited to the bank&#39;s business. The present invention can also be applied to other kinds of business. In addition, the above-mentioned flowcharts are to be grasped as programs for executing the loss calculating method. Moreover, the programs are transmitted via a network, or are stored in a storage medium such as CD-R to put them into circulation. Additionally, the loss calculating device can also be configured to be connected to a network such as a LAN, a WAN, and an intranet so that a loss, etc. are calculated according to a request from an outside requester and then the calculations are output to the requester.  
     [0151] According to the present invention, for business constituted of a plurality of business processes, using transition probabilities of the business processes permits losses which will occur in the future in the business to be calculated more properly.  
     [0152] While the invention has been described in its preferred embodiments, it is to be understood that the words which have been used are words of description rather than limitation and that changes within the purview of the appended claims may be made without departing from the true scope and spirit of the invention in its broader aspects.