COPYRIGHT SOMPO JAPAN RISK MANAGEMENT, INC

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1 リスクマネジメントにおける 定量評価手法について Various Risk Quantification Method in Risk Management 株式会社 損保ジャパン リスクマネジメント ERM事業部 阿知波 正道 Sompo Japan Risk Management, Inc. ERM Dept. Masamichi Achiwa GITA-JAPAN S 20TH ANNUAL CONFERENCE AND EXHIBITION 2009

2 COPYRIGHT SOMPO JAPAN RISK MANAGEMENT, INC

3 COPYRIGHT SOMPO JAPAN RISK MANAGEMENT, INC

4 COPYRIGHT SOMPO JAPAN RISK MANAGEMENT, INC

5 COPYRIGHT SOMPO JAPAN RISK MANAGEMENT, INC

6 COPYRIGHT SOMPO JAPAN RISK MANAGEMENT, INC

7 COPYRIGHT SOMPO JAPAN RISK MANAGEMENT, INC

8 COPYRIGHT SOMPO JAPAN RISK MANAGEMENT, INC

9 n n n COPYRIGHT SOMPO JAPAN RISK MANAGEMENT, INC

10 COPYRIGHT SOMPO JAPAN RISK MANAGEMENT, INC

11 , ,000 COPYRIGHT SOMPO JAPAN RISK MANAGEMENT, INC

12 ,500 5,000 COPYRIGHT SOMPO JAPAN RISK MANAGEMENT, INC

13 ,000 8,000 COPYRIGHT SOMPO JAPAN RISK MANAGEMENT, INC

14 ,000 8,000 COPYRIGHT SOMPO JAPAN RISK MANAGEMENT, INC

15 ,000 COPYRIGHT SOMPO JAPAN RISK MANAGEMENT, INC

16 ,000 2,500 7,000 15,000 COPYRIGHT SOMPO JAPAN RISK MANAGEMENT, INC

17 Value at Risk (1/100) Value at Risk (1/1000) 5, ,500 7,000 1, /100 VaR 1/1000 VaR COPYRIGHT SOMPO JAPAN RISK MANAGEMENT, INC

18 COPYRIGHT SOMPO JAPAN RISK MANAGEMENT, INC

19 ERM

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