Rchr
J-GLOBAL ID：200901033775582077   Update date: Dec. 26, 2024

KANNO Masayasu

カンノ マサヤス | KANNO Masayasu
Affiliation and department：
Nihon University College of Commerce Department of Business Administration

About Nihon University College of Commerce Department of Business Administration


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 A study on credit contagion risk considering network structures of financial markets
  • 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 (31)：
  • Masayasu Kanno. Quantitative analysis in the financial market considering exogenous risk factors during the COVID-19 pandemic. JILI journal. 2024. 227
  • Quantitative analysis of loan syndications involving insurers. 2024. 28. 1-23
  • Masayasu Kanno. Assessing the impact of the COVID-19 crisis on sovereign default risk. Research in International Business and Finance. 2023. 68. 102198-102198
  • Masayasu Kanno. Does ESG performance improve firm creditworthiness?. Finance Research Letters. 2023. 55. 103894-103894
  • 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
ｍore...
Books (8)：
  • 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  (3)：
  • Market analysis taking into account external risk factors such as the COVID-19 pandemic
    (Insurance Science Seminar 2024)
  • Quantifying the impact of carbon emissions on firm default risk: A global perspective
    (the Asia Sustainability and ESG Summit 2024 2024)
  • 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 (4)：
  • 2024/12 - the Asia Sustainability and ESG Summit 2024 Best Paper Award Quantifying the impact of carbon emissions on firm default risk: A global perspective
  • 2017/07 - Asia-Pacific Risk and Insurance Association Harold D. Skipper 2017 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 Research Excellence Award
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
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