{"_buckets": {"deposit": "2e6f000e-228e-47a7-aff7-6d285a9f778f"}, "_deposit": {"created_by": 13, "id": "8913", "owners": [13], "pid": {"revision_id": 0, "type": "depid", "value": "8913"}, "status": "published"}, "_oai": {"id": "oai:uec.repo.nii.ac.jp:00008913", "sets": ["6"]}, "author_link": ["24296", "24297", "24298", "24299", "24300", "24301", "24302", "24303"], "control_number": "8913", "item_10001_biblio_info_7": {"attribute_name": "書誌情報", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2018-09-01", "bibliographicIssueDateType": "Issued"}, "bibliographicIssueNumber": "9", "bibliographicPageEnd": "1353", "bibliographicPageStart": "1343", "bibliographicVolumeNumber": "J101-D", "bibliographic_titles": [{"bibliographic_title": "電子情報通信学会論文誌. D, 情報・システム", "bibliographic_titleLang": "ja"}]}]}, "item_10001_description_5": {"attribute_name": "抄録", "attribute_value_mlt": [{"subitem_description": "リーマンショック以降，欧州を中心にインターバンクネットワーク上の金融機関のシステミックリスクに対して関心が高まっている．本研究では，金融機関の破綻の影響がインターバンクネットワークにおいてどのように伝播するかについてエージェントベースシミュレーションを用いて分析した．シミュレーションでは，(1)市場性資産価格の下落率と(2)有価証券に与える損害率を変化させる2種類のシナリオを用意し，金融機関の合併の有効性・破綻リスクのモデル化を試みた．その結果，(1)金融機関の合併を実施した場合においても，多数行にわたる破綻のリスクは削減できない，(2)短期間で有価証券に損害が発生した場合，長期間にわたって損害が発生する状況よりもシステミックリスクが大きくなることが明らかになった．", "subitem_description_type": "Abstract"}, {"subitem_description": "The aim of the present study is to evaluate systemic risks by manipulating the declining rate of marketable asset price and damaging of securities due to merger of financial institutions. An agent-based simulation platform with purchase method of international accounting standard is developed and analyse the influence of the goodwill (Noren), produced by merging financial institutions. The research revealed the following two points: (1) merger of financial institutions cannot prevent the failures of many banks; (2) systemic risk is more increasing damaging of securities than declining rate of marketable asset price.", "subitem_description_type": "Abstract"}]}, "item_10001_publisher_8": {"attribute_name": "出版者", "attribute_value_mlt": [{"subitem_publisher": "電子情報通信学会"}]}, "item_10001_relation_14": {"attribute_name": "DOI", "attribute_value_mlt": [{"subitem_relation_type": "isIdenticalTo", "subitem_relation_type_id": {"subitem_relation_type_id_text": "10.14923/transinfj.2017SAP0006", "subitem_relation_type_select": "DOI"}}]}, "item_10001_relation_17": {"attribute_name": "関連サイト", "attribute_value_mlt": [{"subitem_relation_type_id": {"subitem_relation_type_id_text": "http://search.ieice.org/index.html", "subitem_relation_type_select": "URI"}}]}, "item_10001_rights_15": {"attribute_name": "権利", "attribute_value_mlt": [{"subitem_rights": "Copyright © 2018 IEICE"}]}, 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"ja-Kana"}], "nameIdentifiers": [{"nameIdentifier": "24298", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "大須賀, 昭彦", "creatorNameLang": "ja"}, {"creatorName": "オオスガ, アキヒコ", "creatorNameLang": "ja-Kana"}], "nameIdentifiers": [{"nameIdentifier": "24299", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "KATO, Hidenori", "creatorNameLang": "en"}], "nameIdentifiers": [{"nameIdentifier": "24300", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "SEI, Yuichi", "creatorNameLang": "en"}], "nameIdentifiers": [{"nameIdentifier": "24301", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "TAHARA, Yasuyuki", "creatorNameLang": "en"}], "nameIdentifiers": [{"nameIdentifier": "24302", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "OHSUGA, Akihiko", "creatorNameLang": "en"}], "nameIdentifiers": [{"nameIdentifier": "24303", "nameIdentifierScheme": "WEKO"}]}]}, "item_files": {"attribute_name": 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"subitem_subject_scheme": "Other"}, {"subitem_subject": "systemic risk", "subitem_subject_language": "en", "subitem_subject_scheme": "Other"}, {"subitem_subject": "merger", "subitem_subject_language": "en", "subitem_subject_scheme": "Other"}, {"subitem_subject": "inter-bank transaction", "subitem_subject_language": "en", "subitem_subject_scheme": "Other"}, {"subitem_subject": "marketable assets", "subitem_subject_language": "en", "subitem_subject_scheme": "Other"}, {"subitem_subject": "agent simulation", "subitem_subject_language": "en", "subitem_subject_scheme": "Other"}]}, "item_language": {"attribute_name": "言語", "attribute_value_mlt": [{"subitem_language": "jpn"}]}, "item_resource_type": {"attribute_name": "資源タイプ", "attribute_value_mlt": [{"resourcetype": "journal article", "resourceuri": "http://purl.org/coar/resource_type/c_6501"}]}, "item_title": "パーチェス法を用いたエージェントシミュレーションによる金融機関の合併に関するシステミックリスクへの影響分析", "item_titles": {"attribute_name": "タイトル", "attribute_value_mlt": 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