SIG-FIN-003-09

第3回研究会

Bank Run Modeling and Deposit Withdrawal Estimation for Financial Crises†

著者†

• Katsutoshi Yada (Kansai University)
• Takashi Washio (Osaka University)
• Yasuharu Ukai (Kansai University)
• Hisao Nagaoka (Kansai University)

概要†

The objective of this research is to build a model for bank runs by deposit holders in financial crises, and use that model to present a framework for estimating the amounts of deposit withdrawals during financial crises.

発表†

16:05-16:30 セッション 4: 市場分析, データ・マイニング

原稿†

研究会資料のみでの公開です．