Rchr
J-GLOBAL ID：200901033775582077
Update date: Mar. 20, 2024
KANNO Masayasu
カンノ マサヤス | KANNO Masayasu
Affiliation and department：
Job title：
Professor
Research field (1)：
Money and finance
Research keywords (34)：
Finance
, Quantitative finance
, Financial engineering
, Credit risk management
, Credit risk
, Corporate finance
, Default risk
, Risk management
, Financial risk analysis
, Complex network
, Applications of Network Science in Finance
, Financial market analysis
, Credit scoring
, Credit rating
, Syndicated loan
, J-REIT
, Systemic risk
, Integrated risk
, Securitization
, Insurance
, ERM
, ESG
, Asset finance
, Transportation finance
, Shipment finance
, Transition finance
, Blue finance
, Green finance
, Carbon risk
, Climate change
, GHG
, Financial regulation
, Solvency regulation
, COVID-19
Research theme for competitive and other funds (5)：
- 2024 - 2027 A study on the new framework for credit risk valuation considering ESG risks
- 2020 - 2023 金融証券市場のネットワーク構造を考慮した信用連鎖リスクの研究
- 2017 - 2021 Credit risk assessment considering interconnectedness in financial market networks
- 2014 - 2017 Quantitative analysis of systemic risk considering interconnectedness between real economy and financial markets
- 2011 - 2013 Studies on the Valuation of Credit Risk and Firm Value Considering Macroeconomic Variation
Papers (30)：
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Quantitative analysis of loan syndications involving insurers. 2024. 28. 1-23
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Masayasu Kanno. Assessing the impact of the COVID-19 crisis on sovereign default risk. Research in International Business and Finance. 2023. 68. 102198-102198
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Masayasu Kanno. Does ESG performance improve firm creditworthiness?. Finance Research Letters. 2023. 55. 103894-103894
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Masaayasu Kanno. J-REIT 向けシンジケートローン市場のネットワーク分析. 信託研究奨励金論集. 2022. 43
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Masayasu Kanno. Exploring risks in syndicated loan networks: Evidence from real estate investment trusts. Economic Modelling. 2022. 115. 105953-105953
ｍore...
Books (8)：
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初めての経営学
同文舘書店 2020
-
発展コーポレート・ファイナンス
創成社 2017
-
実践コーポレート・ファイナンス
創成社 2017
-
経済価値ベースのERM
中央経済社 2015
-
入門 金融リスク資本と統合リスク管理 第2版
きんざい 2014
ｍore...
Lectures and oral presentations (1)：
-
Assessing the impact of carbon emissions on firm default risk: A global perspective
(Sydney Banking and Financial Stability Conference 2023 2023)
Education (2)：
- Kyoto University Graduate School of Economics Financial Engineering Course
- Hitotsubashi University Graduate School of International Corporate Strategy Financial Strategy Course
Professional career (2)：
- MBA in Finance (Hitotsubashi University)
- PhD in Economics (Kyoto University)
Committee career (4)：
- 2016/08 - 現在 Asia-Pacific Risk and Insurance Association A member of Board of Governers
- - 現在 Japan Railway Construction, Transport and Technology Agency A member of independent committee on shared vessels related risk management
- - 現在 Japan Railway Construction, Transport and Technology Agency A member of independent committee on the investment to local public transportation
- 2008/04 - 2022/03 JARIP Director/Councilor
Awards (3)：
- 2017/07 - Asia-Pacific Risk and Insurance Association Harold D. Skipper Award for Best Paper Insurer-Bank-Firm Tripartite Interconnectedness of Credit Risk Exposures in the Sharing Network
- 2015/08 - Asia-Pacific Risk and Insurance Association APRIA Journal 2015 Best Paper Award An Analysis of Systemic Risk in the Insurance Sector - Evidence from Asia-Pacific Region
- 2012/03 - Kampo Foundation 2011年度調査研究優秀研究奨励賞
Association Membership(s) (6)：
Japan Risk Association
, 日本金融・証券計量・工学学会
, 日本保険・年金リスク学会
, Nippon Finance Association
, Asia-Pacific Risk and Insurance Association
, American Finance Association
