Analysis of the Effect of Financial Regulation on Market Collapse Process in Financial Network

Takamasa Kikuchi, Masaaki Kunigami, Takashi Yamada, Hiroshi Takahashi, Takao Terano

研究成果: Conference contribution

抜粋

This study focuses on the influence of the market collapse process of financial institutions under financial regulation on financial systems. For this purpose, the authors expand simulation models of systemic risks expressing financial regulation and the financing behavior of financial institutions. Using this model, scenario analysis is performed how the collapse process in the financial system changes due to the balance sheet constraint. Our numerical experiment shows that (1) as the amount of marketable assets is increased, the type of failed process with high occurrence changes, and (2) when there is a balance sheet restriction, the frequency of chain collapse is suppressed.

元の言語English
ホスト出版物のタイトルAgents and Multi-agent Systems
ホスト出版物のサブタイトルTechnologies and Applications - 13th KES International Conference, KES-AMSTA-2019, Proceedings
編集者Robert J. Howlett, Lakhmi C. Jain, Roman Šperka, Gordan Jezic, Mario Kusek, Yun-Heh Jessica Chen-Burger, Lakhmi C. Jain, Lakhmi C. Jain, Lakhmi C. Jain
出版者Springer Science and Business Media Deutschland GmbH
ページ249-262
ページ数14
ISBN(印刷物)9789811386787
DOI
出版物ステータスPublished - 2020 1 1
イベント13th KES Conference on Agent and Multi-agent Systems: Technologies and Applications, KES-AMSTA 2019 - St. Julians, Malta
継続期間: 2019 6 172019 6 19

出版物シリーズ

名前Smart Innovation, Systems and Technologies
148
ISSN(印刷物)2190-3018
ISSN(電子版)2190-3026

Conference

Conference13th KES Conference on Agent and Multi-agent Systems: Technologies and Applications, KES-AMSTA 2019
Malta
St. Julians
期間19/6/1719/6/19

    フィンガープリント

ASJC Scopus subject areas

  • Decision Sciences(all)
  • Computer Science(all)

これを引用

Kikuchi, T., Kunigami, M., Yamada, T., Takahashi, H., & Terano, T. (2020). Analysis of the Effect of Financial Regulation on Market Collapse Process in Financial Network. : R. J. Howlett, L. C. Jain, R. Šperka, G. Jezic, M. Kusek, Y-H. J. Chen-Burger, L. C. Jain, L. C. Jain, & L. C. Jain (版), Agents and Multi-agent Systems: Technologies and Applications - 13th KES International Conference, KES-AMSTA-2019, Proceedings (pp. 249-262). (Smart Innovation, Systems and Technologies; 巻数 148). Springer Science and Business Media Deutschland GmbH. https://doi.org/10.1007/978-981-13-8679-4_21