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| | Suguru Yamanaka Last updated: Mar 15, 2019 at 14:30 | Name | Suguru Yamanaka |
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E-mail | syamana musashino-u.ac.jp |
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Affiliation | Musashino University |
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Section | Faculty of Engineering Department of Mathematical Engineering |
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Academic & Professional Experience Apr 2017 - Today Associate Professor, Faculty of Engineering, Department of Mathematical Engineering, Musashino University Published Papers Credit scoring method using estimated forward financial statements based on purchase order information Suguru Yamanaka JSIAM Letters 11 33-36 2019 [Refereed] Credit risk assessment using purchase order information Suguru Yamanaka International Journal of Financial Engineering 5(4) 1850041 (19 pages) 2018 [Refereed] Suguru Yamanaka JSIAM Letters 9 49-52 2017 [Refereed] A random thinning model with a latent factor for improvement of top-down credit risk assessment Suguru Yamanaka, Hidetoshi Nakagawa and Masaaki Sugihara JSIAM Letters 8 37-40 2016 [Refereed] Suguru Yamanaka, Hidetoshi Nakagawa and Masaaki Sugihara Japan Journal of Industrial and Applied Mathematics 33(2) 321-341 2016 [Refereed] Suguru Yamanaka and Masaaki Otaka JSIAM Letters 7 25-28 2015 [Refereed] Suguru Yamanaka and Masaaki Otaka JSIAM Letters 6 49-52 2014 [Refereed] Suguru Yamanaka, Masaaki Sugihara and Hidetoshi Nakagawa Asia-Pacific Financial Markets 19 43-62 2012 [Refereed] Suguru Yamanaka, Masaaki Sugihara and Hidetoshi Nakagawa JSIAM Letters 3 49-52 2011 [Refereed] Suguru Yamanaka, Masaaki Sugihara and Hidetoshi Nakagawa JSIAM Letters 3 93-96 2011 [Refereed] Misc A factor model of random thinning for top-down type credit portfolio risk assessment Suguru Yamanaka, Hidetoshi Nakagawa HUB-FS Working Paper Series FS-2019-E-001 2019 A structural credit risk model based on purchase order information Suguru Yamanaka, Misaki Kinoshita Bank of Japan Working Paper Series No.18-E-11 Jun 2018 Advanced Lending Operations and Credit Risk Assessment Using Purchase Order Information Suguru Yamanaka Bank of Japan working paper series No.16-E-19 Dec 2016 Conference Activities & Talks A Structural Credit Risk Model Based on Purchase Order Information Suguru Yamanaka Quantitative Methods in Finance Conference (QMF2018) 12 Dec 2018 Quantitative credit risk monitoring using purchase order information Suguru Yamanaka Quantitative Methods in Finance 2017 (QMF2017) 12 Dec 2017 An empirical study of credit risk assessment with an EBIT-based structural model Hidetoshi Nakagawa and Suguru Yamanaka 9th World Congress of the Bachelier Finance Society 19 Jul 2016 Modeling of Credit Quality Stability within a Top-down Framework for Credit Portfolio Risk Measurement Suguru Yamanaka, Masaaki Sugihara and Hidetoshi Nakagawa 6th Financial Risks International Forum 25 Mar 2013 Modeling Credit Quality Stability within a Top-down Framework for Credit Portfolio Risk Measurement [Invited] Suguru Yamanaka Symposium on Financial Engineering and ERM 2 Mar 2013 |
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