Suguru Yamanaka

J-GLOBAL         Last updated: Mar 15, 2019 at 14:30
 
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Name
Suguru Yamanaka
E-mail
syamanamusashino-u.ac.jp
Affiliation
Musashino University
Section
Faculty of Engineering Department of Mathematical Engineering

Research Areas

 
 

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