Abstracts of Annual Conference of Japan Society for Management Information
Annual Conference of Japan Society for Management Information 2015 Autumn
Session ID : K1-20
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Abstract
A Study on Bankruptcy Propagations and Financial Regulations -An Agent Model of Investment Behaviors of Financial Firms
*Takamasa KikuchiHiroshi TakahashiTakao Terano
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Abstract
The theoretical and empirical research on the financial crisis after the collapse of Lehman Brothers, have been attracting attention in various financial regulation and the behavior of financial institutions. However various issues have been individually and specifically discussed, it is difficult to say that the sufficient consideration of a unified perspective per integrity. In this study, to extend the financial crisis bankruptcy propagation model that takes into account the financing behavior and asset price fluctuations by the authors have proposed, describes the investment behavior of financial institutions under various regulations. Moreover the combination of the regulation is to analyze the impact on the likelihood of bankruptcy in the chain.
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© 2015 by Japan Society for Management Information
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