Network Structure and Financial Crises
| Project/Area Number |
22510141
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Social systems engineering/Safety system
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| Research Institution | The University of Tokyo |
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Principal Investigator |
FUJII Mariko 東京大学, 先端科学技術研究センター, 教授 (90323550)
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| Co-Investigator(Renkei-kenkyūsha) |
MASUDA Naoki 東京大学, 情報理工学系研究科, 准教授 (40415295)
TAKAOKA Makoto 琉球大学, 法文学部, 講師 (60376663)
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| Project Period (FY) |
2010 – 2012
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| Project Status |
Completed (Fiscal Year 2012)
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| Budget Amount *help |
¥4,290,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥990,000)
Fiscal Year 2012: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2011: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2010: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
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| Keywords | ネットワーク / 金融危機 / 金融システムの安定性 / ファイナンス |
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| Research Abstract |
This research explores the characteristics of the financial system those are vulnerable to the financial crisis and contagion. First, we modeled a financial system as a network and conducted simulations to determine key factors affecting the stability of the system when exogenous shock occurs. Second, we propose a network centrality measure, associated with risk of global financial instability, based on the international financial flow data. This index may serve to monitor potential magnitude of global financial instability that reflects the soundness of the debtor country and global interconnectedness in capital markets.
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Report
(4 results)
Research Products
(4 results)
