2023 Fiscal Year Final Research Report
Development of financial risk measurement method by data fusion of local rainfall observation information and ATM statistical information
Project/Area Number |
22K13427
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Research Category |
Grant-in-Aid for Early-Career Scientists
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Allocation Type | Multi-year Fund |
Review Section |
Basic Section 07060:Money and finance-related
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Research Institution | Hitotsubashi University (2023) National Graduate Institute for Policy Studies (2022) |
Principal Investigator |
SANO Hitomi 一橋大学, 大学院ソーシャル・データサイエンス研究科, 特任講師 (90901223)
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Project Period (FY) |
2022-04-01 – 2024-03-31
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Keywords | 気候関連金融リスク / 気候変動 / 自然災害 / 水災害 / 局地的降雨 / XRAIN / 現金需要 / キャッシュレス決済 |
Outline of Final Research Achievements |
This study developed a methodology to quantitatively assess the risks posed by climate change to the socioeconomy. In particular, we analyzed the relationship between heavy rainfall and cash demand, focusing on localized heavy rainfall that causes water-related disasters. In this study, data fusion was implemented using high-resolution rainfall information (XRAIN) and ATM statistics from a major city bank to visualize changes in rainfall conditions and cash demand, and to analyze trends and correlations between the two data sets. The results show that there is a relationship between changes in rainfall events and cash demand, that there is a distance correlation between cash demand triggers and rainfall events, and that factors that could be used to assess risk were detected.
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Free Research Field |
情報学、データ工学、金融工学
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Academic Significance and Societal Importance of the Research Achievements |
本研究は、「自然科学と社会科学の異分野間データ融合」の中でも、国内に先行研究がない「気象情報と金融情報のデータ融合」を実装した点で学術的意義がある。本研究では、水災害の要因となる大雨が発生した際の現金需要にフォーカスし、過去に実証事例がない「大雨と現金需要の相関」および「現金需要が発生する降雨事象の距離的相関」を明らかにした。気候変動に伴う社会経済への影響を定量的に評価する手法は未だ有意なモデルが確立されていないが、本研究はこの課題解決を試み、「降雨状況の変化に伴う現金需要」において定量的にリスク評価を行い得る要素を提案した。これらは新たな知見として社会的意義があると考える。
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