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decomposition method. To illustrate this method they provide a community description of the Japanese bank-firm credit network …In this paper the authors focus on credit connections as a potential source of systemic risk. In particular, they seek … to answer the following question: how do we find densely connected subsets of nodes within a credit network? The question …
Persistent link: https://www.econbiz.de/10009611459
this method they provide a community description of the Japanese bank-firm credit network, getting evidence of a … comfort both from simulations and from real data on the possibility to apply community detection methods to credit markets …In this paper the authors focus on credit connections as a potential source of systemic risk. In particular, they seek …
Persistent link: https://www.econbiz.de/10010312011
Persistent link: https://www.econbiz.de/10014544027
We present a new approach to understanding credit relationships between commercial banks and quoted firms, and with … this approach, examine the temporal change in the structure of the Japanese credit network from 1980 to 2005. At each year …, the credit network is regarded as a weighted bipartite graph where edges correspond to the relationships and weights refer …
Persistent link: https://www.econbiz.de/10003813920
We present a new approach to understanding credit relationships between commercial banks and quoted firms, and with … this approach, examine the temporal change in the structure of the Japanese credit network from 1980 to 2005. At each year …, the credit network is regarded as a weighted bipartite graph where edges correspond to the relationships and weights refer …
Persistent link: https://www.econbiz.de/10013132085
Credit relationships between commercial banks and quoted firms are studied for the structure and its temporal change … from the year 1980 to 2005. At each year, the credit network is regarded as a weighted bipartite graph where edges … correspond to the relationships and weights refer to the amounts of loans. Reduction in the supply of credit affects firms as …
Persistent link: https://www.econbiz.de/10013132197
We present an analysis of the credit market of Japan. The analysis is performed by investigating the bipartite network … dynamics of changes from some specific attributes to new ones. Our empirical observations show that the credit market in Japan … of banks and firms which is obtained by setting a link between a bank and a firm when a credit relationship is present in …
Persistent link: https://www.econbiz.de/10013050557
banks during the 1990s on credit allocation using the Short-term Economic Survey of Enterprises. This survey includes a … from our model. We found that credit was reduced when the balance sheet of firms and banks deteriorated. The effects are … particularly significant for non-manufacturing industries. -- Tankan Survey ; Credit crunch ; Ever-greening ; Non-performing loans …
Persistent link: https://www.econbiz.de/10003407383
We present a new approach to understanding credit relationships between commercial banks and quoted firms, and with … this approach, examine the temporal change in the structure of the Japanese credit network from 1980 to 2005. At each year …, the credit network is regarded as a weighted bipartite graph where edges correspond to the relationships and weights refer …
Persistent link: https://www.econbiz.de/10010298627
Credit relationships between commercial banks and quoted firms are studied for the structure and its temporal change … from the year 1980 to 2005. At each year, the credit network is regarded as a weighted bipartite graph where edges … correspond to the relationships and weights refer to the amounts of loans. Reduction in the supply of credit affects firms as …
Persistent link: https://www.econbiz.de/10003788865