KANNO Masayasu 菅野正泰

Researcher Number	00551061
Other IDs
Affiliation (Current)	2025: 日本大学, 商学部, 教授
Affiliation (based on the past Project Information) *help	2024: 日本大学, 商学部, 教授 2016 – 2022: 日本大学, 商学部, 教授 2011 – 2015: 神奈川大学, 経営学部, 准教授
Review Section/Research Field	Principal Investigator Basic Section 07060:Money and finance-related / Money/ Finance / Public finance/Monetary economics
Keywords	Principal Investigator 信用リスク / 中心性指標 / 相互連関性 / ESG / シンジケートローン / 新型コロナウイルス感染症（COVID-19） / J-REIT / 金融証券市場 / 複雑ネットワーク / ネットワーク理論 … More / デフォルト連鎖 / ストレステスト / 複雑ネットワーク科学 / 気候変動リスク / 二酸化炭素排出量 / ネットワーク構造 / 信用連鎖リスク / 地域別株価指数 / 多変量DCC-GARCH / COVID-19 / ソブリンデフォルト / 多変量DCC-GARCHモデル / SIRDモデル / コピュラ関数 / 期待ショートフォール / 企業融資リスク / 株式持ち合い / 金融工学 / 新型コロナウイルス感染症（COVID-19) / 企業融資 / グローバルなシステム上重要な銀行 / 株式持合い / CDS / CDS市場 / 銀行間取引市場 / グローバル再保険市場 / グローバル金融システム / システミック・リスク / Hodrick-Prescottフィルター / 信用スコアリング / 多段階反応モデル / プロビットモデル / 信用格付 / 信用サイクル / 景気循環サイクル / リスク管理 / ファイナンス Less

Research Projects
(5 results)
Research Products
(90 results)

A study on a new framework for credit risk assessment considering ESG risksPrincipal Investigator
- Principal Investigator
  
  菅野正泰
- Project Period (FY)
  2024 – 2026
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Nihon University
A study on credit contagion risk considering network structures of financial marketsPrincipal Investigator
- Principal Investigator
  
  KANNO Masayasu
- Project Period (FY)
  2020 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Nihon University
Credit risk assessment considering interconnectedness in financial market networksPrincipal Investigator
- Principal Investigator
  
  KANNO Masayasu
- Project Period (FY)
  2017 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  Nihon University
Quantitative analysis of systemic risk considering interconnectedness between real economy and financial marketsPrincipal Investigator
- Principal Investigator
  
  KANNO Masayasu
- Project Period (FY)
  2014 – 2016
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  Nihon University
  Kanagawa University
Studies on the Valuation of Credit Risk and Firm Value Considering Macroeconomic VariationPrincipal Investigator
- Principal Investigator
  
  KANNO Masayasu
- Project Period (FY)
  2011 – 2013
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Kanagawa University

All 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 Other

All Journal Article Presentation Book

[Book] はじめての経営学2020
- Author(s)
  菅野正泰他18名（日本大学経営学研究室）
- Total Pages
  272
- Publisher
  同文舘出版（株）
- ISBN
  9784495390358
- Data Source
  KAKENHI-PROJECT-17K03813
[Book] 実践コーポレート・ファイナンス2017
- Author(s)
  菅野正泰
- Total Pages
  144
- Publisher
  創成社
- ISBN
  9784794425003
- Data Source
  KAKENHI-PROJECT-17K03813
[Book] 実践コーポレート・ファイナンス2017
- Author(s)
  菅野正泰
- Total Pages
  144
- Publisher
  創成社
- Data Source
  KAKENHI-PROJECT-26380408
[Book] 発展コーポレート・ファイナンス2017
- Author(s)
  菅野正泰
- Total Pages
  136
- Publisher
  創成社
- ISBN
  9784794425102
- Data Source
  KAKENHI-PROJECT-17K03813
[Book] 『経済価値ベースのＥＲＭ』第11章「損害保険会社はシステミックな存在になり得るか?―損害再保険ネットワークの分析」2015
- Author(s)
  菅野正泰
- Total Pages
  288
- Publisher
  中央経済社
- Data Source
  KAKENHI-PROJECT-26380408
[Book] 経済価値ベースのERM（担当部分第１１章損害保険会社はシステミックな存在になり得るか？）2015
- Author(s)
  菅野正泰
- Total Pages
  23
- Publisher
  中央経済社
- Data Source
  KAKENHI-PROJECT-26380408
[Book] 入門　金融リスク資本と統合リスク管理　第2版2014
- Author(s)
  菅野正泰
- Total Pages
  302
- Publisher
  金融財政事情研究会
- Data Source
  KAKENHI-PROJECT-23530385
[Book] 入門金融リスク資本と統合リスク管理第2版2014
- Author(s)
  菅野正泰
- Total Pages
  302
- Publisher
  金融財政事情研究会
- Data Source
  KAKENHI-PROJECT-23530385
[Journal Article] Does ESG performance improve firm creditworthiness?2023
- Author(s)
  Kanno Masayasu
- Journal Title
  
  Finance Research Letters
  
  Volume: 近刊 Pages: 103894-103894
- DOI
  10.1016/j.frl.2023.103894
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K01754
[Journal Article] Exploring risks in syndicated loan networks: Evidence from real estate investment trusts2022
- Author(s)
  Kanno Masayasu
- Journal Title
  
  Economic Modelling
  
  Volume: 115 Pages: 105953-105953
- DOI
  10.1016/j.econmod.2022.105953
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K01754
[Journal Article] Exploring risk hidden in syndicated loan networks: Evidence from real estate investment trusts2022
- Author(s)
  Kanno Masayasu
- Journal Title
  
  SSRN Electronic Journal
  
  Volume: 4080179 Pages: 1-33
- Open Access
- Data Source
  KAKENHI-PROJECT-20K01754
[Journal Article] J-REIT向けシンジケートローン市場のネットワーク分析2022
- Author(s)
  菅野　正泰
- Journal Title
  
  信託研究奨励金論集
  
  Volume: 43号 Pages: 183-202
- Open Access
- Data Source
  KAKENHI-PROJECT-20K01754
[Journal Article] Assessing the impact of COVID-19 on major industries in Japan: A dynamic conditional correlation approach2021
- Author(s)
  Kanno Masayasu
- Journal Title
  
  Research in International Business and Finance
  
  Volume: 58 Pages: 101488-101488
- DOI
  10.1016/j.ribaf.2021.101488
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-20K01754
[Journal Article] Sovereign Default Risk Valuation Using CDS Spreads: Evidence from the COVID-19 Crisis2021
- Author(s)
  Kanno Masayasu
- Journal Title
  
  SSRN Electronic Journal
  
  Volume: 3772135 Pages: 1-23
- DOI
  10.2139/ssrn.3772135
- Open Access
- Data Source
  KAKENHI-PROJECT-17K03813, KAKENHI-PROJECT-20K01754
[Journal Article] 新型コロナウイルス感染症(COVID-19) が金融市場に及ぼすリスクの分析2021
- Author(s)
  菅野　正泰
- Journal Title
  
  ゆうちょ資産研究
  
  Volume: 28 Pages: 1-30
- NAID
  40022741567
- Open Access
- Data Source
  KAKENHI-PROJECT-20K01754
[Journal Article] Risk contagion of COVID-19 in Japanese firms: A network approach2021
- Author(s)
  Kanno Masayasu
- Journal Title
  
  Research in International Business and Finance
  
  Volume: 58 Pages: 101491-101491
- DOI
  10.1016/j.ribaf.2021.101491
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-20K01754
[Journal Article] 新型コロナウイルス感染症（COVID-19）の主要都市経済に与える影響度の合成株価指数による分析2020
- Author(s)
  菅野　正泰
- Journal Title
  
  季刊個人金融
  
  Volume: 2020年夏号 Pages: 94-105
- NAID
  40022327696
- Open Access
- Data Source
  KAKENHI-PROJECT-20K01754
[Journal Article] Risk Contagion of COVID-19 on Japanese Stock Market: A Network Approach2020
- Author(s)
  Masayasu Kanno
- Journal Title
  
  SSRN
  
  Volume: 3599609 Pages: 1-22
- DOI
  10.2139/ssrn.3599609
- Open Access
- Data Source
  KAKENHI-PROJECT-17K03813, KAKENHI-PROJECT-20K01754
[Journal Article] Credit rating migration risk and interconnectedness in a corporate lending network2020
- Author(s)
  Kanno Masayasu
- Journal Title
  
  Research in International Business and Finance
  
  Volume: 54 Pages: 101282-101282
- DOI
  10.1016/j.ribaf.2020.101282
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K03813
[Journal Article] Assessing the Impact of COVID-19 on Major Industries in Japan: A Dynamic Conditional Correlation Approach2020
- Author(s)
  Kanno Masayasu
- Journal Title
  
  SSRN Electronic Journal
  
  Volume: 3770614 Pages: 1-24
- DOI
  10.2139/ssrn.3770614
- Open Access
- Data Source
  KAKENHI-PROJECT-20K01754, KAKENHI-PROJECT-17K03813
[Journal Article] Credit risk assessment in real estate investment trusts: A perspective on blockholding and lending networks2020
- Author(s)
  Kanno Masayasu
- Journal Title
  
  International Review of Financial Analysis
  
  Volume: 71 Pages: 101556-101556
- DOI
  10.1016/j.irfa.2020.101556
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K03813
[Journal Article] J-REIT市場における保有構造のリスク分析2019
- Author(s)
  菅野正泰
- Journal Title
  
  信託研究奨励金論集
  
  Volume: 40 Pages: 167-180
- NAID
  40022276755
- Data Source
  KAKENHI-PROJECT-17K03813
[Journal Article] Credit risk assessment in real estate investment trusts: A perspective on blockholding and lending networks2019
- Author(s)
  Masayasu Kanno
- Journal Title
  
  SSRN
  
  Volume: 3347523 Pages: 1-39
- DOI
  10.2139/ssrn.3347523
- Open Access
- Data Source
  KAKENHI-PROJECT-17K03813
[Journal Article] Credit rating migration risk and interconnectedness in a corporate lending network2019
- Author(s)
  Masayasu Kanno
- Journal Title
  
  SSRN
  
  Volume: 3152762 Pages: 1-35
- DOI
  10.2139/ssrn.3152762
- Open Access
- Data Source
  KAKENHI-PROJECT-17K03813
[Journal Article] Bank-insurer-firm tripartite interconnectedness of credit risk exposures in a cross-shareholding network2018
- Author(s)
  Masayasu Kanno
- Journal Title
  
  Risk Management
  
  Volume: TBD Issue: 4 Pages: 1-31
- DOI
  10.1057/s41283-018-0033-4
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K03813
[Journal Article] Network structures and credit risk in the cross-shareholdings among listed Japanese companies2018
- Author(s)
  Masayasu Kanno
- Journal Title
  
  SSRN
  
  Volume: - Pages: 1-37
- Data Source
  KAKENHI-PROJECT-17K03813
[Journal Article] Interconnectedness and systemic risk in the US CDS market2018
- Author(s)
  Masayasu Kanno
- Journal Title
  
  North American Journal of Economics and Finance
  
  Volume: 未定 Pages: 1-24
- DOI
  10.1016/j.najef.2018.08.020
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K03813
[Journal Article] クレジット・デフォルト・スワップ市場のネットワークを介した相互連関性のリスク分析2018
- Author(s)
  菅野正泰
- Journal Title
  
  損害保険研究
  
  Volume: 80(1) Pages: 61-86
- NAID
  130007842000
- Data Source
  KAKENHI-PROJECT-17K03813
[Journal Article] Network structures and credit risk in cross-shareholdings among listed Japanese companies2018
- Author(s)
  Masayasu Kanno
- Journal Title
  
  Japan & The World Economy
  
  Volume: 49 Pages: 17-31
- DOI
  10.1016/j.japwor.2018.09.003
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K03813
[Journal Article] Bank-Insurer-Firm Tripartite Interconnectedness of Credit Risk Exposures in a Cross-Shareholding Network2017
- Author(s)
  Masayasu Kanno
- Journal Title
  
  SSRN
  
  Volume: 2943367 Pages: 1-34
- Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26380408
[Journal Article] 損害再保険ネットワークを介した保険会社間の相互連関性のリスク分析2017
- Author(s)
  菅野正泰
- Journal Title
  
  損害保険研究
  
  Volume: 79
- NAID
  130007630415
- Data Source
  KAKENHI-PROJECT-26380408
[Journal Article] Interconnectedness and systemic risk in the US CDS market2016
- Author(s)
  Masayasu Kanno
- Journal Title
  
  SSRN
  
  Volume: ー Pages: 1-41
- Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26380408
[Journal Article] The network structure and systemic risk in the global non-life2016
- Author(s)
  Masayasu Kanno
- Journal Title
  
  Insurance: Mathematics and Economics
  
  Volume: 67 Pages: 38-53
- DOI
  10.1016/j.insmatheco.2015.12.004
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26380408
[Journal Article] Network structures and credit risk in the cross-shareholdings among listed Japanese companies2016
- Author(s)
  Masayasu Kanno
- Journal Title
  
  SSRN
  
  Volume: 2842688 Pages: 1-27
- Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26380408
[Journal Article] The network structure and systemic risk in the Japanese interbank market2015
- Author(s)
  Masayasu Kanno
- Journal Title
  
  Japan and the World Economy
  
  Volume: 36 Pages: 102-112
- DOI
  10.1016/j.japwor.2015.10.001
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26380408
[Journal Article] Assesing systemic risk using bilateral exposures in the global banking system2015
- Author(s)
  Masayasu Kanno
- Journal Title
  
  Journal of Financial Stability
  
  Volume: 20 Pages: 105-130
- DOI
  10.1016/j.jfs.2015.08.006
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26380408
[Journal Article] An Assessment of Systemic Risk in the Japanese Banking Sector2014
- Author(s)
  Masayasu Kanno
- Journal Title
  
  Global Credit Review
  
  Volume: 4 Issue: 01 Pages: 1-15
- DOI
  10.1142/s2010493614500019
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26380408
[Journal Article] マクロストレスシナリオをリスクパラメーターに変換するための信用リスクモデル2014
- Author(s)
  菅野正泰
- Journal Title
  
  ＦＳＡリサーチ・レビュー
  
  Volume: 8 Pages: 1-37
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23530385
[Journal Article] マクロストレスシナリオをリスクパラメーターに変換するための信用リスクモデル2014
- Author(s)
  菅野正泰
- Journal Title
  
  FSAリサーチ・レビュー
  
  Volume: 8巻 Pages: 1-37
- URL
  http://www.fsa.go.jp/frtc/nenpou/08.html
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23530385
[Journal Article] Default Forecasting Considering Correlation Between Business and Credit Cycles2012
- Author(s)
  Masayasu Kanno
- Journal Title
  
  Journal of Applied Finance & Banking
  
  Volume: vol.2, no.5 Pages: 275-305
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23530385
[Journal Article] 景気循環と信用サイクルの相関を考慮した信用リスク評価モデル2012
- Author(s)
  菅野正泰
- Journal Title
  
  ワーキングペーパー
  
  Volume: なし Pages: 1-26
- Data Source
  KAKENHI-PROJECT-23530385
[Presentation] Exploring risk hidden in syndicated loan networks: Evidence from real estate investment trusts2022
- Author(s)
  Kanno Masayasu
- Organizer
  2022 China International Risk Forum
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K01754
[Presentation] Exploring risk hidden in syndicated loan networks: Evidence from real estate investment trusts2022
- Author(s)
  Kanno Masayasu
- Organizer
  24th International Conference on Computational Statistics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K01754
[Presentation] Exploring risk hidden in syndicated loan networks: Evidence from real estate investment trusts2022
- Author(s)
  Kanno Masayasu
- Organizer
  2022 CEMLA Conference: New Advances in International Finance (Annual Event of Finance Research Letters)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K01754
[Presentation] Exploring risk hidden in syndicated loan networks: Evidence from real estate investment trusts2022
- Author(s)
  Kanno Masayasu
- Organizer
  The 26th annual conference, Asia-Pacific Risk and Insurance Association
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K01754
[Presentation] Sovereign default risk valuation using CDS spreads: Evidence from the COVID-19 crisis2022
- Author(s)
  Kanno Masayasu
- Organizer
  ISAFE 2022, International Society for the Advancement of Financial Economics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K01754
[Presentation] Sovereign default risk valuation using CDS spreads: Evidence from the COVID-19 crisis2021
- Author(s)
  Kanno Masayasu
- Organizer
  Vietnam Symposium in Banking and Finance, 2021 Online Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K01754
[Presentation] Sovereign default risk valuation using CDS spreads: Evidence from the COVID-19 crisis2021
- Author(s)
  Kanno Masayasu
- Organizer
  International Risk Management Conference 2021
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K01754
[Presentation] Sovereign default risk valuation using CDS spreads: Evidence from the COVID-19 crisis2021
- Author(s)
  Kanno Masayasu
- Organizer
  2021 Virtual Conference: Frontiers in Credit Risk (Annual Event of Finance Research Letters)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K01754
[Presentation] Sovereign default risk valuation using CDS spreads: Evidence from the COVID-19 crisis2021
- Author(s)
  Kanno Masayasu
- Organizer
  International Banking and Finance Society, IFABS 2021 Oxford Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K01754
[Presentation] Risk contagion of COVID-19 on Japanese stock market: A network approach2020
- Author(s)
  菅野　正泰
- Organizer
  日本ファイナンス学会第2回秋季研究大会
- Data Source
  KAKENHI-PROJECT-17K03813
[Presentation] Risk contagion of COVID-19 on Japanese stock market: A network approach2020
- Author(s)
  Kanno Masayasu
- Organizer
  Modern Risk Society, 2020 CIRF & CFRI Joint Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03813
[Presentation] Risk contagion of COVID-19 on Japanese stock market: A network approach2020
- Author(s)
  菅野　正泰
- Organizer
  日本ファイナンス学会第2回秋季研究大会
- Data Source
  KAKENHI-PROJECT-20K01754
[Presentation] Risk contagion of COVID-19 on Japanese stock market: A network approach2020
- Author(s)
  Kanno Masayasu
- Organizer
  Modern Risk Society, 2020 CIRF & CFRI Joint Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K01754
[Presentation] Credit risk assessment in real estate investment trusts: A perspective on blockholding and lending networks2019
- Author(s)
  Masayasu Kanno
- Organizer
  APRIA 2019 Annual Conference (South Korea, Seoul)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03813
[Presentation] Credit risk assessment in real estate investment trusts: A perspective on blockholding and lending networks2019
- Author(s)
  Masayasu Kanno
- Organizer
  International Risk Management Conference (Italy, Milan)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03813
[Presentation] Credit risk assessment in real estate investment trusts: A perspective on blockholding and lending networks2019
- Author(s)
  Masayasu Kanno
- Organizer
  日本ファイナンス学会
- Data Source
  KAKENHI-PROJECT-17K03813
[Presentation] Credit rating migration risk and interconnectedness in a corporate lending network2019
- Author(s)
  Masayasu Kanno
- Organizer
  The 12th Financial Risks International Forum
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03813
[Presentation] Credit risk assessment in real estate investment trusts: A perspective on blockholding and lending networks2019
- Author(s)
  Masayasu Kanno
- Organizer
  The 2019 Vietnam Symposium in Banking and Finance (Bietnam, Hanoi)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03813
[Presentation] Credit rating migration risk and interconnectedness in a corporate lending network2018
- Author(s)
  Masayasu Kanno
- Organizer
  The 2018 Vietnam Symposium in Banking and Finance
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03813
[Presentation] Bank-Insurer-Firm tripartite interconnectedness of credit risk exposures in a cross-shareholding network2018
- Author(s)
  Masayasu Kanno
- Organizer
  European Financial Management Association 2018 Annual Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03813
[Presentation] Credit rating migration risk and interconnectedness in a corporate lending network2018
- Author(s)
  Masayasu Kanno
- Organizer
  CFE-CMStatistics 2018
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03813
[Presentation] Bank-Insurer-Firm tripartite interconnectedness of credit risk exposures in a cross-shareholding network2018
- Author(s)
  菅野正泰
- Organizer
  日本ファイナン学会第26回大会
- Data Source
  KAKENHI-PROJECT-17K03813
[Presentation] Credit rating migration risk and interconnectedness in a corporate lending network2018
- Author(s)
  Masayasu Kanno
- Organizer
  The 2018 Joint IRFRC & APRIA Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03813
[Presentation] Bank-insurer-firm tripartite interconnectedness of credit risk exposures in a cross-shareholding network2017
- Author(s)
  Masayasu Kanno
- Organizer
  Asia-Pacific Risk and Insurance Association
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03813
[Presentation] Bank-insurer-firm tripartite interconnectedness of credit risk exposures in a cross-shareholding network2017
- Author(s)
  Masayasu Kanno
- Organizer
  The 2nd Vietnam Symposium in Banking and Finance
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03813
[Presentation] Network structures and credit risk in the cross-shareholdings among listed Japanese companies2017
- Author(s)
  Masayasu Kanno
- Organizer
  Multinational Finance Society
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03813
[Presentation] Network structures and credit risk in the cross-shareholdings among listed Japanese companies2017
- Author(s)
  Masayasu Kanno
- Organizer
  日本ファイナンス学会
- Data Source
  KAKENHI-PROJECT-17K03813
[Presentation] Interconnectedness and systemic risk in the US CDS market2016
- Author(s)
  Masayasu Kanno
- Organizer
  American Risk and Insurance Association 2016 Annual Meeting
- Place of Presentation
  Boston (USA)
- Year and Date
  2016-08-09
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380408
[Presentation] Interconnectedness and systemic risk in the US CDS market2016
- Author(s)
  Masayasu Kanno
- Organizer
  European Financial Management Association 2016 Annual Conference
- Place of Presentation
  Basel (Switzerland)
- Year and Date
  2016-07-01
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380408
[Presentation] Interconnectedness and systemic risk in the US CDS market2016
- Author(s)
  Masayasu Kanno
- Organizer
  The Second Shanghai Risk Forum
- Place of Presentation
  Shanghai (China)
- Year and Date
  2016-12-18
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380408
[Presentation] Interconnectedness and systemic risk in the US CDS market2016
- Author(s)
  Masayasu Kanno
- Organizer
  日本ファイナンス学会第24回大会
- Place of Presentation
  横浜国立大学（神奈川県横浜市）
- Year and Date
  2016-05-21
- Data Source
  KAKENHI-PROJECT-26380408
[Presentation] Assesing systemic risk using bilateral exposures in the global banking system2015
- Author(s)
  Masayasu Kanno
- Organizer
  28th Australasian Finance and Banking Conference 2015
- Place of Presentation
  Sydney, Australia
- Year and Date
  2015-12-16
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380408
[Presentation] The network structure and systemic risk in the global non-life market2015
- Author(s)
  菅野正泰
- Organizer
  日本保険・年金リスク学会　第13回研究発表大会
- Place of Presentation
  東京、日本
- Year and Date
  2015-10-31
- Data Source
  KAKENHI-PROJECT-26380408
[Presentation] Transforming Macro Stress Scenarios into Risk Parameters of Credit Portfolio Models2014
- Author(s)
  Masayasu Kanno
- Organizer
  21st Annual Global Finance Conference
- Place of Presentation
  アラブ首長国連邦(ドバイ・JWマリオット・マーキス・ホテル・ドバイ)
- Year and Date
  2014-03-31
- Data Source
  KAKENHI-PROJECT-23530385
[Presentation] Credit Migration Forecasting and Correlation Between Business and Credit Cycles2013
- Author(s)
  Masayasu Kanno
- Organizer
  The 3rd International Conference of the Financial Engineering and Banking Society
- Place of Presentation
  フランス（パリ・ESCPキャンパス)
- Data Source
  KAKENHI-PROJECT-23530385
[Presentation] Credit Migration Forecasting and Correlation Between Business and Credit Cycles2013
- Author(s)
  Masayasu Kanno
- Organizer
  The 3rd International Conference of the Financial Engineering and Banking Society
- Place of Presentation
  フランス(パリ・ESCPキャンパス)
- Data Source
  KAKENHI-PROJECT-23530385
[Presentation] Forecasting of Credit Migration Considering Correlation Between Business and Credit Cycles2012
- Author(s)
  Masayasu Kanno
- Organizer
  25th Australasian Finance and Banking Conference
- Place of Presentation
  オーストラリア(シドニー・シャングリラホテル)
- Data Source
  KAKENHI-PROJECT-23530385
[Presentation] The challenge to financial risk management complicated more2012
- Author(s)
  菅野　正泰
- Organizer
  2012 3rd International Conference on Financial Theory and Engineering（ICFTE2012)(招待講演)
- Place of Presentation
  シンガポール
- Data Source
  KAKENHI-PROJECT-23530385
[Presentation] Forecasting of Credit Migration Considering Correlation Between Business and Credit Cycles2012
- Author(s)
  Masayasu Kanno
- Organizer
  25th Australasian Finance and Banking Conference
- Place of Presentation
  オーストラリア（シドニー・シャングリラホテル）
- Data Source
  KAKENHI-PROJECT-23530385
[Presentation] Credit Risk Valuation Considering Relation Between Credit Cycle and Business Cycle2012
- Author(s)
  Masayasu Kanno
- Organizer
  Bacherier Finance Society 7th World Congress
- Place of Presentation
  オーストラリア（シドニー・ヒルトンホテル）
- Data Source
  KAKENHI-PROJECT-23530385
[Presentation] Credit Risk Valuation Considering Relation Between Credit Cycle and Business Cycle2012
- Author(s)
  Masayasu Kanno
- Organizer
  the 7th Bachelier Finance Society World Congress 2012 (BFS2012)
- Place of Presentation
  オーストラリア(シドニー・ヒルトンホテル)
- Data Source
  KAKENHI-PROJECT-23530385
[Presentation] Default Model Selection Considering Correlation Between Business and Credit Cycles2012
- Author(s)
  Masayasu Kanno
- Organizer
  International Research Journal of Applied Finance Conference
- Place of Presentation
  アメリカ(プロビデンス・ロードアイランドコンベンションセンター)
- Data Source
  KAKENHI-PROJECT-23530385
[Presentation] Credit Risk Valuation Considering Relation Between Credit Cycle and Business Cycle2012
- Author(s)
  菅野　正泰
- Organizer
  the 7th Bachelier Finance Society World Congress 2012 (BFS2012)
- Place of Presentation
  シドニー
- Data Source
  KAKENHI-PROJECT-23530385
[Presentation] Default Model Selection Considering Correlation Between Business and Credit Cycles2012
- Author(s)
  Masayasu Kanno
- Organizer
  International Research Journal of Applied Finance Conference
- Place of Presentation
  アメリカ（プロビデンス・ロードアイランドコンベンションセンター）
- Data Source
  KAKENHI-PROJECT-23530385
[Presentation] Assessing Systemic Risk using Interbank Exposures in the Global Banking System
- Author(s)
  菅野正泰
- Organizer
  大阪大学金融・保険教育研究センター 2014年度中之島ワークショップ
- Place of Presentation
  大阪、日本
- Year and Date
  2014-12-04 – 2014-12-05
- Invited
- Data Source
  KAKENHI-PROJECT-26380408
[Presentation] Assessing Systemic Risk using Interbank Exposures in the Global Banking System
- Author(s)
  Masayasu Kanno
- Organizer
  the 8th Financial Risks INTERNATIONAL FORUM
- Place of Presentation
  Paris, France
- Year and Date
  2015-03-30 – 2015-03-31
- Data Source
  KAKENHI-PROJECT-26380408
[Presentation] Credit Migration Forecasting and Correlation Between Business and Credit Cycles
- Author(s)
  菅野正泰
- Organizer
  3rd International Conference of the Financial Engineering and Banking Society
- Place of Presentation
  フランス（パリ・ESCPキャンパス）
- Data Source
  KAKENHI-PROJECT-23530385
[Presentation] Assessing Systemic Risk Based on Interbank Exposures in the Japanese Banking System
- Author(s)
  Masayasu Kanno
- Organizer
  2014 Auckland Finance Meeting
- Place of Presentation
  Auckland, New Zealand
- Year and Date
  2014-12-18 – 2014-12-20
- Data Source
  KAKENHI-PROJECT-26380408
[Presentation] Transforming Macro Stress Scenarios into Risk Parameters of Credit Portfolio Models
- Author(s)
  菅野正泰
- Organizer
  21st Annual Global Finance Conference
- Place of Presentation
  アラブ首長国連邦（ドバイ・JWマリオット・マーキス・ホテル・ドバイ）
- Data Source
  KAKENHI-PROJECT-23530385

KANNO Masayasu 菅野 正泰

Research Projects

Research Products

A study on a new framework for credit risk assessment considering ESG risksPrincipal Investigator

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A study on credit contagion risk considering network structures of financial marketsPrincipal Investigator

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Credit risk assessment considering interconnectedness in financial market networksPrincipal Investigator

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Quantitative analysis of systemic risk considering interconnectedness between real economy and financial marketsPrincipal Investigator

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Studies on the Valuation of Credit Risk and Firm Value Considering Macroeconomic VariationPrincipal Investigator

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[Book] はじめての経営学2020

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[Book] 実践コーポレート・ファイナンス2017

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[Book] 実践コーポレート・ファイナンス2017

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[Book] 発展コーポレート・ファイナンス2017

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[Book] 『経済価値ベースのＥＲＭ』 第11章「損害保険会社はシステミックな存在になり得るか?―損害再保険ネットワークの分析」2015

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[Book] 経済価値ベースのERM（担当部分第１１章 損害保険会社はシステミックな存在になり得るか？）2015

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[Book] 入門 金融リスク資本と統合リスク管理 第2版2014

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[Book] 入門金融リスク資本と統合リスク管理第2版2014

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[Journal Article] Does ESG performance improve firm creditworthiness?2023

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KANNO Masayasu 菅野正泰

[Book] 『経済価値ベースのＥＲＭ』第11章「損害保険会社はシステミックな存在になり得るか?―損害再保険ネットワークの分析」2015

[Book] 経済価値ベースのERM（担当部分第１１章損害保険会社はシステミックな存在になり得るか？）2015

[Book] 入門　金融リスク資本と統合リスク管理　第2版2014

[Journal Article] 新型コロナウイルス感染症（COVID-19）の主要都市経済に与える影響度の合成株価指数による分析2020