文章基本信息

标题：Risk of the collapse of a bank credit network
本地全文：下载
作者：Yoshiharu Maeno ; Satoshi Morinaga ; Hirokazu Matsushima 等
期刊名称：人工知能学会論文誌
印刷版ISSN：1346-0714
电子版ISSN：1346-8030
出版年度：2012
卷号：27
期号：6
页码：338-345
DOI：10.1527/tjsai.27.338
出版社：The Japanese Society for Artificial Intelligence
摘要：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.
关键词：bank ; balance sheet ; capital surcharge ; credit network ; equity capital ratio ; knock-on default