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Insurance group risk management model for the next-generation solvency framework

Kanno, Masayasu - In: Asia-Pacific journal of risk and insurance : APJRI 7 (2013) 2, pp. 27-52

Persistent link: https://www.econbiz.de/10010126424

Credit rating migration risk and interconnectedness in a corporate lending network

Kanno, Masayasu - In: Research in international business and finance 54 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012581392

Bank-insurer-firm tripartite interconnectedness of credit risk exposures in a cross-shareholding network

Kanno, Masayasu - In: Risk management : a journal of risk, crisis and disaster 20 (2018) 4, pp. 273-303

Persistent link: https://www.econbiz.de/10011962180

Exploring risks in syndicated loan networks : evidence from real estate investment trusts

Kanno, Masayasu - In: Economic modelling 115 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10014228675

Bank-Insurer-Firm Tripartite Interconnectedness of Credit Risk Exposures in a Cross-Shareholding Network

Kanno, Masayasu - 2017

This study assesses the interconnectedness of credit risk exposures in a tripartite network of cross-shareholdings among banks, insurers, and firms in Japan's stock market during the fiscal years 2008-2015. We use consistent measures: credit risk exposure by PD (probability of default)/LGD (loss...

Persistent link: https://www.econbiz.de/10012959824