銀行の資本強化と連鎖倒産リスク
2011 年 2011 巻 FIN-007 号 p. 05-
詳細
2011 年 2011 巻 FIN-007 号 p. 05-
This study presents a computer simulation model to analyze the transmission of knock-on defaults in a bank credit network. Simulations quantify the impact which the topology of the network, the net worth of banks, and the capital surcharge on big banks impose on the number of knock-on defaults of banks.
