{"created":"2023-05-15T11:45:24.567558+00:00","id":5622,"links":{},"metadata":{"_buckets":{"deposit":"4090fe6c-c1c4-4119-9496-c292f2b0fa77"},"_deposit":{"created_by":1,"id":"5622","owners":[1],"pid":{"revision_id":0,"type":"depid","value":"5622"},"status":"published"},"_oai":{"id":"oai:kanagawa-u.repo.nii.ac.jp:00005622","sets":["344:345:400:421"]},"author_link":["17623","17622"],"item_3_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2010-07-31","bibliographicIssueDateType":"Issued"},"bibliographicPageEnd":"123","bibliographicPageStart":"95","bibliographicVolumeNumber":"21","bibliographic_titles":[{"bibliographic_title":"国際経営フォーラム"}]}]},"item_3_description_4":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"信用集中リスクは、金融機関の規制(バーゼル2)上は、第2の柱の枠組みとして内部管理に委ねられており、リスク量、管理手法などに関して、必ずしも明確な定義付けがされているわけでない。リスク計測モデルについても、これまで先進諸国の監督当局、中央銀行の実務研究者が中心になって研究が行われてきていたが、マーケットリスクのモデルと異なり、デファクト・スタンダードと言えるものは、いまだ確立されていない。本稿では、信用集中リスクに関する主要なテーマとして、グラニュラリティ調整による信用集中リスクモデルについて整理した上で、解析解によるグラニュラリティ調整項の近似精度を数値検証し、本モデルを利用する場合の課題を整理する。","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_description_5":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"研究論文","subitem_description_type":"Other"}]},"item_3_publisher_33":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"神奈川大学　国際経営研究所"}]},"item_3_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN10181907","subitem_source_identifier_type":"NCID"}]},"item_3_source_id_8":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"0915-8235","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":[{}]},{"creatorNames":[{"creatorName":"Kanno, Masayasu"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2018-11-19"}],"displaytype":"detail","filename":"forum21-06.pdf","filesize":[{"value":"14.0 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"forum21-06.pdf","url":"https://kanagawa-u.repo.nii.ac.jp/record/5622/files/forum21-06.pdf"},"version_id":"253b4340-f360-4552-9ee6-9df881c74d71"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"信用集中リスク","subitem_subject_scheme":"Other"},{"subitem_subject":"グラニュラリティ調整","subitem_subject_scheme":"Other"},{"subitem_subject":"不均一ポートフォリオ","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":"グラニュラリティ調整による信用集中リスク管理","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"グラニュラリティ調整による信用集中リスク管理"}]},"item_type_id":"3","owner":"1","path":["421"],"pubdate":{"attribute_name":"公開日","attribute_value":"2011-12-21"},"publish_date":"2011-12-21","publish_status":"0","recid":"5622","relation_version_is_last":true,"title":["グラニュラリティ調整による信用集中リスク管理"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2023-05-15T15:55:34.375073+00:00"}