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 @)