銀行が保有する資産の毀損と同時倒産のリスク
2012 年 2012 巻 FIN-008 号 p. 03-
詳細
2012 年 2012 巻 FIN-008 号 p. 03-
This study presents a probability theory and a computer simulation model to analyze the risk of multiple bank failures which are caused by an asset price uctuation. The asset-side herding in the investment of banks is a potential cause of the instability of a bank system.
