ESTIMATION OF CHAIN REACTION BANKRUPTCY STRUCTURE BY CHANCE DISCOVERY METHOD- WITH TIME ORDER METHOD AND DIRECTED KEYGRA

Chain reaction bankruptcy is regarded as common phenomenon and its effect is to be taken into account when credit risk portfolio is analyzed. But consideration and modeling of its effect leave much room for improvement. That is mainly because method for grasping relations among companies with limited data is underdeveloped. In this article, chance discovery method is applied to estimate industrial relations that are to include companies' relations that transmit chain reaction of bankruptcy.Time order method and directed KeyGraph are newly introduced to distinguish and express the time order among defaults that is essential information for the analysis of chain reaction bankruptcy. The steps for the data analysis are introduced and result of example analysis with default data in Kyushu,Japan, 2005 is presented. The structure estimated by the new method is compared with the structure of actual account receivable holders of bankrupted companies for evaluation.

作 者： Shinichi GODA Yukio OHSAWA   作者單位： School of Engineering,The University of Tokyo,113-8656 Japan  刊 名： 系統(tǒng)科學與系統(tǒng)工程學報（英文版）  英文刊名： JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING  年，卷(期)： 2007 16(4)  分類號： N94  關鍵詞： Chance discovery   credit risk   chain reaction   bankruptcy  

【ESTIMATION OF CHAIN REACTION BANKRUP】相關文章：

Extended Consumption Chain04-25

Numerical Approximation of a Reaction-Diffusion System with Fast Reversible Reaction04-26

Reaction of Nitrosonium (NO+) with Schiff Bases04-29

Building rare earth industrial chain (continued)04-26

A Concise and Stereoselective Synthesis of the Cathasterones Side Chain04-27

SIMULATING THE SUPPLY DISRUPTION FOR THE COORDINATED SUPPLY CHAIN04-29

Estimation of the radionuclide distribution in sediment in coast area04-28

ESTIMATION OF ECOLOGICAL SERVICE VALUES OF WETLANDS IN SHANGHAI, CHINA04-28

On the Reaction Mechanism of Br2 with OCS04-29

Wave-induced stress and estimation of its driven effect on currents04-27