SIG-FIN-008-03

第8回研究会

銀行が保有する資産の毀損と同時倒産のリスク†

著者†

前野義晴（日本電気株式会社）

概要†

This study presents a probability theory and a computer simulation model to analyze the risk of multiple bank failures which are caused by an asset price fluctuation. The asset-side herding in the investment of banks is a potential cause of the instability of a bank system.

論文†

SIG-FIN-008-03.pdf