{"created":"2023-05-15T11:42:31.463862+00:00","id":1933,"links":{},"metadata":{"_buckets":{"deposit":"bc7e2ff2-7799-4fc2-be87-20ecd67439fb"},"_deposit":{"created_by":1,"id":"1933","owners":[1],"pid":{"revision_id":0,"type":"depid","value":"1933"},"status":"published"},"_oai":{"id":"oai:kanagawa-u.repo.nii.ac.jp:00001933","sets":["74:79:108:146"]},"author_link":["3662","3663"],"item_3_alternative_title_20":{"attribute_name":"その他の言語のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"Risk Management by Leverage Ratios after Global Financial Crisis"}]},"item_3_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2010-03-31","bibliographicIssueDateType":"Issued"},"bibliographicPageEnd":"76","bibliographicPageStart":"61","bibliographicVolumeNumber":"39","bibliographic_titles":[{"bibliographic_title":"国際経営論集"}]}]},"item_3_description_4":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"今次金融危機を教訓にマクロストレスを考慮した金融規制･監督手法として,レバレッジ比率によるリスク管理が注目されている｡レバレッジ比率は, リスクベースの枠組みを補完する簡易な指標であり,保有資産の多くが絶えず時価評価されるようなバランスシートを保有する金融機関では,資産価値の変化は資本価値の変化に反映され,両者の変化はレバレッジ比率の変化として現れる｡しかしながら,現状では当該指標の利用可能性に関して十分な定量的検証が実施されておらず,業態別に最適な利用方法の検討が必要である｡本論文では,米国金融機関(商業銀行,投資銀行,保険会社,およびその他金融機関)に対する分析と併せて,本邦金融機関(銀行, 保険会社,および証券会社)に対する業態別の実証分析を行い,当該指標の利用可能性を考察する｡","subitem_description_type":"Abstract"}]},"item_3_description_40":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"subitem_description":"Article","subitem_description_type":"Other"}]},"item_3_publisher_33":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"神奈川大学経営学部"}]},"item_3_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN10153220","subitem_source_identifier_type":"NCID"}]},"item_3_source_id_8":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"0915-7611","subitem_source_identifier_type":"ISSN"}]},"item_3_version_type_16":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"菅野, 正泰"}],"nameIdentifiers":[{"nameIdentifier":"3662","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Kanno, Masayasu"}],"nameIdentifiers":[{"nameIdentifier":"3663","nameIdentifierScheme":"WEKO"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2018-11-16"}],"displaytype":"detail","filename":"08　グローバル金融危機後のレバレッジ比率によるリスク管理.pdf","filesize":[{"value":"9.0 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"08　グローバル金融危機後のレバレッジ比率によるリスク管理.pdf","url":"https://kanagawa-u.repo.nii.ac.jp/record/1933/files/08　グローバル金融危機後のレバレッジ比率によるリスク管理.pdf"},"version_id":"09fea50c-d333-42f9-9226-8eab8179e17b"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"金融危機","subitem_subject_scheme":"Other"},{"subitem_subject":"リスク管理","subitem_subject_scheme":"Other"},{"subitem_subject":"レバレッジ比率","subitem_subject_scheme":"Other"},{"subitem_subject":"順序ロジットモデル","subitem_subject_scheme":"Other"},{"subitem_subject":"JEL Classification: GO1, G21, G22, G24, G32","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":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"グローバル金融危機後のレバレッジ比率によるリスク管理","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"グローバル金融危機後のレバレッジ比率によるリスク管理"}]},"item_type_id":"3","owner":"1","path":["146"],"pubdate":{"attribute_name":"公開日","attribute_value":"2011-11-01"},"publish_date":"2011-11-01","publish_status":"0","recid":"1933","relation_version_is_last":true,"title":["グローバル金融危機後のレバレッジ比率によるリスク管理"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2023-05-15T16:52:02.397107+00:00"}