日時／Date and Time
2017年５月25日（木）18:00-19:30
Thu 25 May 2017 18:00-19:30
 
場所／Place
京都大学東一条館　大講義室　201　[アクセス]
Kyoto University, Higashi Ichijo-kan, Lecture Hall, 201　[Access]
 
タイトル／Title of the talk
“Network Approach to Modeling Financial System Fragility”
 
ゲスト講師／Guest lecturer
Irena Vodenska, PhD, MBA, CFA.
Associate Professor of Finance, Administrative Sciences Department,
Metropolitan College, Boston University, Boston, USA
 
アブストラクト／Abstract
The Japanese banking crisis in the late 1990s has been considered a significant turning point in the history of the Japanese banking system. Here we investigate the risk propagating through a bipartite banking network consisting of two kinds of nodes: assets on one hand and banks on the other. We use a Cascading Failure Model (CFM) to describe the propagation of bank failures in the network. We find a high level of fragility in the banking system, highlighting the importance of considering the connections between banks to guard financial institutions against cascading failures.
 
対象／Intended for
京都大学に所属する大学生・大学院生（全学年対象）および教員（先着順）
Kyoto University students and researchers
 
参加費／Fee
無料
Free of charge
 
使用言語／Language
英語
English
 
主催／Sponsored by
京都大学大学院総合生存学館　ネットワーク社会研究会
GSAIS Network Society Colloquium
 
備考／Remarks
本セミナーは、科研費基盤研究（C） No. 26350422（2014-16）「持続的・安定的な成長のためのグローバル社会の相互依存関係性の解明」の助成を受けたものです。
This seminar is supported in part by the Ministry of Education, Science, Sports, and Culture, Grants-in-Aid for Scientific Research (C), Grant No. 26350422 (2014-16).
 
問い合わせ先／Inquiries
京都大学大学院総合生存学館
Graduate School of Advanced Integrated Studies in Human Survivability, Kyoto University
Email: gsais-kyomu*mail2.adm.kyoto-u.ac.jp (Please replace * with @)