{"created":"2025-01-19T01:01:27.606575+00:00","metadata":{"_oai":{"id":"oai:ipsj.ixsq.nii.ac.jp:00196967","sets":["6504:9795:9801"]},"path":["9801"],"owner":"6748","recid":"196967","title":["銀行が経営破綻に陥るまでの組織行動を考慮したシステミックリスク分析におけるモデリング"],"pubdate":{"attribute_name":"公開日","attribute_value":"2019-02-28"},"_buckets":{"deposit":"a4e0a2dd-7b5d-47a6-bdef-436379f633ca"},"_deposit":{"id":"196967","pid":{"type":"depid","value":"196967","revision_id":0},"owners":[6748],"status":"published","created_by":6748},"item_title":"銀行が経営破綻に陥るまでの組織行動を考慮したシステミックリスク分析におけるモデリング","author_link":["472017","472016"],"item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"銀行が経営破綻に陥るまでの組織行動を考慮したシステミックリスク分析におけるモデリング"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"人工知能と認知科学","subitem_subject_scheme":"Other"}]},"item_type_id":"22","publish_date":"2019-02-28","item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_22_text_3":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"早大"},{"subitem_text_value":"早大"}]},"item_publisher":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"情報処理学会","subitem_publisher_language":"ja"}]},"publish_status":"0","weko_shared_id":-1,"item_file_price":{"attribute_name":"Billing file","attribute_type":"file","attribute_value_mlt":[{"url":{"url":"https://ipsj.ixsq.nii.ac.jp/record/196967/files/IPSJ-Z81-5U-09.pdf","label":"IPSJ-Z81-5U-09.pdf"},"date":[{"dateType":"Available","dateValue":"2019-05-28"}],"format":"application/pdf","filename":"IPSJ-Z81-5U-09.pdf","filesize":[{"value":"503.3 kB"}],"mimetype":"application/pdf","accessrole":"open_date","version_id":"4b80758a-5925-4161-b5ca-fbabc7cb2b31","displaytype":"detail","licensetype":"license_note","license_note":"Copyright (c) 2019 by the Information Processing Society of Japan"}]},"item_22_creator_5":{"attribute_name":"著者名","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"清水, 健司"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"菱山, 玲子"}],"nameIdentifiers":[{}]}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourceuri":"http://purl.org/coar/resource_type/c_5794","resourcetype":"conference paper"}]},"item_22_source_id_9":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN00349328","subitem_source_identifier_type":"NCID"}]},"item_22_description_7":{"attribute_name":"論文抄録","attribute_value_mlt":[{"subitem_description":"　以前より，リーマンショック等の金融危機による金融機関の連鎖倒産（システミックリスク）が懸念されており，近年，Fintechの取り組み等，銀行ビジネスは変革期にあるといえる.銀行及び当局がシステミックリスクのリスク管理を行っていくために様々な視点からの検証が必要である.　本研究は，エージェントベースモデルを用いたインターバンク市場を構築し，非常時を想定したシステミックリスクを検証するためのモデリングを行う.本研究では，銀行が資金不足から経営破綻に陥るまでの時間的ラグを考慮し，その間に銀行が取る組織行動のモデル化を提案する.","subitem_description_type":"Other"}]},"item_22_biblio_info_10":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicPageEnd":"486","bibliographic_titles":[{"bibliographic_title":"第81回全国大会講演論文集"}],"bibliographicPageStart":"485","bibliographicIssueDates":{"bibliographicIssueDate":"2019-02-28","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1","bibliographicVolumeNumber":"2019"}]},"relation_version_is_last":true,"weko_creator_id":"6748"},"links":{},"id":196967,"updated":"2025-01-19T22:34:54.271736+00:00"}