9 citations · 11 across the 4 of their papers we have counts for
4 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…
Transmission of distress in a bank credit network
Yoshiharu Maeno, Satoshi Morinaga, Hirokazu Matsushima +1
The European sovereign debt crisis has impaired many European banks. The distress on the European banks may transmit worldwide, and result in a large-scale knock-on default of fina…