Simulation of the effect of financial regulation on the stability of financial systems and financial institution behavior

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

研究成果: Conference contribution

1 被引用数 (Scopus)

抄録

This study focuses on the influence of financial institutions’ behavior under financial regulation on financial systems. For this purpose, the authors propose simulation models of systemic risks expressing financial regulation and the financing and investment behavior of financial institutions. Using this model, scenario analysis is performed based on cases generated from a combination of various regulations. We then approach the issue of the trade-off between the stability of the financial system and a decline in liquidity. Our numerical experiment shows that the liquidity of marketable assets could be reduced by imposing a BS restriction.

本文言語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 2018 - Proceedings of the 12th International Conference on Agents and Multi-Agent Systems: Technologies and Applications KES-AMSTA-18
出版社Springer Science and Business Media Deutschland GmbH
ページ341-353
ページ数13
ISBN(印刷版)9783319920306
DOI
出版ステータスPublished - 2019 1 1
イベント12th KES Conference on Agent and Multi-Agent Systems: Technologies and Applications, KES-AMSTA 2018 - Gold Coast, Australia
継続期間: 2018 6 202018 6 22

出版物シリーズ

名前Smart Innovation, Systems and Technologies
96
ISSN(印刷版)2190-3018
ISSN(電子版)2190-3026

Other

Other12th KES Conference on Agent and Multi-Agent Systems: Technologies and Applications, KES-AMSTA 2018
CountryAustralia
CityGold Coast
Period18/6/2018/6/22

ASJC Scopus subject areas

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

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