著者

前野 義晴 森永 聡 松島 宏和 天谷 健一

出版者

一般社団法人 人工知能学会

雑誌

人工知能学会論文誌 (ISSN:13460714)

巻号頁・発行日

vol.27, no.6, pp.338-345, 2012 (Released:2012-10-02)

参考文献数

21

被引用文献数

1 2

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This study presents a computer simulation model to analyze the risk of transmission of financial distress in a bank credit network and the knock-on defaults of banks. The impact is quantified, which is imposed on the number of defaults by the topology of the bank credit network, the balance sheet of banks including equity capital ratio, and the capital surcharge on big banks.