SIG-FIN-012-07
をテンプレートにして作成
開始行:
[[第12回研究会]]
*リスク移転で移転できないシステミック・リスク [#y51332d5]
**著者 [#t4de5104]
前野義晴(日本電気株式会社)
**概要 [#yed38046]
It had been believed that the risk of a bank going bankru...
ward manner by transferring the risk of loan defaults. Bu...
Group in 2008 posed a more complex aspect of nancial con...
tension of the asset network systemic risk model (ANWSER)...
swaps mitigate or intensify the severity of nancial cont...
number of bank bankruptcies is obtained with the extended...
is calculated from the distribution. The ratio quanties ...
the entire nancial system to force back nancial contagi...
transfer in an interbank network does not mitigate the se...
**論文 [#fcfcf9e6]
&ref(SIG-FIN-012-07.pdf);
終了行:
[[第12回研究会]]
*リスク移転で移転できないシステミック・リスク [#y51332d5]
**著者 [#t4de5104]
前野義晴(日本電気株式会社)
**概要 [#yed38046]
It had been believed that the risk of a bank going bankru...
ward manner by transferring the risk of loan defaults. Bu...
Group in 2008 posed a more complex aspect of nancial con...
tension of the asset network systemic risk model (ANWSER)...
swaps mitigate or intensify the severity of nancial cont...
number of bank bankruptcies is obtained with the extended...
is calculated from the distribution. The ratio quanties ...
the entire nancial system to force back nancial contagi...
transfer in an interbank network does not mitigate the se...
**論文 [#fcfcf9e6]
&ref(SIG-FIN-012-07.pdf);
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