日本・米国・英国での金融システムの不安定性
2012 年 2012 巻 FIN-009 号 p. 01-
詳細
2012 年 2012 巻 FIN-009 号 p. 01-
This study presents an ANSeR model (asset network systemic risk model) to compute a bankruptcy amplification ratio in analyzing the risk of bank failures in a financial crisis. With the model we compare the instability of financial systems in Japan, the United States, and the United Kingdom.
