Takino Kazuhiro 瀧野一洋

Researcher Number	60553138
Other IDs
Affiliation (Current)	2025: 名古屋商科大学, 商学部, 教授
Affiliation (based on the past Project Information) *help	2018 – 2023: 名古屋商科大学, 商学部, 教授 2017: 名古屋商科大学, 商学部, 准教授
Review Section/Research Field	Principal Investigator Basic Section 07060:Money and finance-related / Social systems engineering/Safety system
Keywords	Principal Investigator 社会厚生 / 担保つき派生証券取引 / 最適担保量の決定 / 中央清算機関の行動 / 派生証券市場の形成 / 担保付き派生証券取引 / 自己資本最適化 / 均衡取引量 / リスク資本制約 / 担保 … More / カウンターパーティリスク / 社会厚生最適化 / 派生証券価格評価 / 金融経済学 / パレート効率性 / 非現金担保 / 派生証券取引 / 派生証券の流動性 / 市場流動性 / 均衡分析 Less

Research Projects
(2 results)
Research Products
(17 results)

金融派生証券取引における最適な担保契約についての研究Principal Investigator
- Principal Investigator
  
  瀧野一洋
- Project Period (FY)
  2023 – 2025
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Nagoya University of Commerce & Business
Optimal collateralization on the derivatives transactionPrincipal Investigator
- Principal Investigator
  
  Takino Kazuhiro
- Project Period (FY)
  2017 – 2022
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Nagoya University of Commerce & Business

All 2023 2021 2020 2019 2018 2017

All Journal Article Presentation

[Journal Article] The impact of non-cash collateralization on the over-the-counter derivatives markets2021
- Author(s)
  Takino Kazuhiro
- Journal Title
  
  Review of Derivatives Research
  
  Volume: 未定 Issue: 2 Pages: 137-171
- DOI
  10.1007/s11147-021-09184-6
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K18219
[Journal Article] A Derivatives Pricing Model with Non-Cash Collateralization2021
- Author(s)
  Kazuhiro Takino
- Journal Title
  
  The Journal of Derivatives
  
  Volume: Fall Issue: 1 Pages: 123-138
- DOI
  10.3905/jod.2020.1.126
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K18219
[Journal Article] On Pareto Efficiency in Asset Markets2019
- Author(s)
  Kazuhiro Takino
- Journal Title
  
  Theoretical Economics Letters
  
  Volume: 9 Issue: 07 Pages: 2508-2515
- DOI
  10.4236/tel.2019.97158
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17K18219
[Journal Article] AN EQUILIBRIUM MODEL FOR AN OTC DERIVATIVE MARKET UNDER A COUNTERPARTY RISK CONSTRAINT2018
- Author(s)
  TAKINO KAZUHIRO
- Journal Title
  
  Journal of Financial Management, Markets and Institutions
  
  Volume: 06 Issue: 02 Pages: 1850007-1850007
- DOI
  10.1142/s2282717x1850007x
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17K18219
[Journal Article] On the Economic Premium Principle2018
- Author(s)
  Kazuhiro Takino
- Journal Title
  
  Theoretical Economics Letters, Special Issue on Financial Derivatives
  
  Volume: 8 Issue: 03 Pages: 514-523
- DOI
  10.4236/tel.2018.83036
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17K18219
[Journal Article] An equilibrium pricing for OTC derivatives with non-cash collateralisation2018
- Author(s)
  Takino Kazuhiro
- Journal Title
  
  International Journal of Financial Markets and Derivatives
  
  Volume: 6 Issue: 4 Pages: 335-364
- DOI
  10.1504/ijfmd.2018.097492
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K18219
[Journal Article] An Equilibrium Model for an OTC Derivative Market under a Counterparty Risk Constraint2017
- Author(s)
  Kazuhiro Takino
- Journal Title
  
  JAFEE2017年度夏季大会予稿集
  
  Volume: - Pages: 96-107
- Data Source
  KAKENHI-PROJECT-17K18219
[Presentation] Modeling central counterparty in determining optimal margin requirements2023
- Author(s)
  Kazuhiro Takino
- Organizer
  2023 Asia-Pacific Financial Engineering Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K01458
[Presentation] 非現金担保を考慮に入れた派生証券評価モデル2020
- Author(s)
  瀧野一洋
- Organizer
  日本金融証券計量工学学会
- Data Source
  KAKENHI-PROJECT-17K18219
[Presentation] An Optimal Collateral Agreements in OTC Derivatives Contract2020
- Author(s)
  Kazuhiro Takino
- Organizer
  2020 World Risk and Insurance Economics Congress
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K18219
[Presentation] 店頭デリバティブ契約における最適担保契約2020
- Author(s)
  瀧野一洋
- Organizer
  日本保険年金リスク学会
- Data Source
  KAKENHI-PROJECT-17K18219
[Presentation] 資産市場におけるパレート効率性について2019
- Author(s)
  瀧野一洋
- Organizer
  日本保険年金リスク学会
- Data Source
  KAKENHI-PROJECT-17K18219
[Presentation] The impact of non-cash collateralization on the OTC derivatives markets2019
- Author(s)
  Kazuhiro Takino
- Organizer
  The 3rd KAFE-JAFEE International Conference on Financial Engineering
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K18219
[Presentation] 非現金資産担保と店頭デリバティブ市場の形成2018
- Author(s)
  瀧野一洋
- Organizer
  日本金融・証券計量・工学学会
- Data Source
  KAKENHI-PROJECT-17K18219
[Presentation] A Market Making of Derivatives Markets under Non-Cash Collateralization2018
- Author(s)
  瀧野一洋
- Organizer
  9th Annual Financial Market Liquidity Conference Budapest
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K18219
[Presentation] 非現金担保を考慮に入れた派生証券評価モデル2018
- Author(s)
  瀧野一洋
- Organizer
  日本保険年金リスク学会
- Data Source
  KAKENHI-PROJECT-17K18219
[Presentation] カウンターパーティリスク制約下での均衡プライシング2017
- Author(s)
  瀧野一洋
- Organizer
  日本金融・証券計量・工学学会
- Data Source
  KAKENHI-PROJECT-17K18219

Takino Kazuhiro 瀧野 一洋

Research Projects

Research Products

金融派生証券取引における最適な担保契約についての研究Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Optimal collateralization on the derivatives transactionPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] The impact of non-cash collateralization on the over-the-counter derivatives markets2021

Author(s)

Journal Title

DOI

Data Source

[Journal Article] A Derivatives Pricing Model with Non-Cash Collateralization2021

Author(s)

Journal Title

DOI

Data Source

[Journal Article] On Pareto Efficiency in Asset Markets2019

Author(s)

Journal Title

DOI

Data Source

[Journal Article] AN EQUILIBRIUM MODEL FOR AN OTC DERIVATIVE MARKET UNDER A COUNTERPARTY RISK CONSTRAINT2018

Author(s)

Journal Title

DOI

Data Source

[Journal Article] On the Economic Premium Principle2018

Author(s)

Journal Title

DOI

Data Source

[Journal Article] An equilibrium pricing for OTC derivatives with non-cash collateralisation2018

Author(s)

Journal Title

DOI

Data Source

[Journal Article] An Equilibrium Model for an OTC Derivative Market under a Counterparty Risk Constraint2017

Author(s)

Journal Title

Data Source

[Presentation] Modeling central counterparty in determining optimal margin requirements2023

Author(s)

Organizer

Data Source

[Presentation] 非現金担保を考慮に入れた派生証券評価モデル2020

Author(s)

Organizer

Data Source

[Presentation] An Optimal Collateral Agreements in OTC Derivatives Contract2020

Author(s)

Organizer

Data Source

[Presentation] 店頭デリバティブ契約における最適担保契約2020

Author(s)

Organizer

Data Source

[Presentation] 資産市場におけるパレート効率性について2019

Author(s)

Organizer

Data Source

[Presentation] The impact of non-cash collateralization on the OTC derivatives markets2019

Author(s)

Organizer

Data Source

[Presentation] 非現金資産担保と店頭デリバティブ市場の形成2018

Author(s)

Organizer

Data Source

[Presentation] A Market Making of Derivatives Markets under Non-Cash Collateralization2018

Author(s)

Organizer

Takino Kazuhiro 瀧野一洋