9 citations · 11 across the 3 of their papers we have counts for
3 papers
Impact of credit default swaps on financial contagion
Yoshiharu Maeno, Kenji Nishiguchi, Satoshi Morinaga +1
It had been believed in the conventional practice that the risk of a bank going bankrupt is lessened in a straightforward manner by transferring the risk of loan defaults. But the…
Impact of shadow banks on financial contagion
Yoshiharu Maeno, Kenji Nishiguchi, Satoshi Morinaga +1
An asset network systemic risk (ANWSER) model is presented to investigate the impact of how shadow banks are intermingled in a financial system on the severity of financial contagi…
Optimal portfolio for a robust financial system
Yoshiharu Maeno, Kenji Nishiguchi, Satoshi Morinaga +1
This study presents an ANWSER model (asset network systemic risk model) to quantify the risk of financial contagion which manifests itself in a financial crisis. The transmission o…