{"created":"2023-07-27T07:48:46.356642+00:00","id":23574,"links":{},"metadata":{"_buckets":{"deposit":"4e1c25c3-0a8f-4391-ab54-24d29837708a"},"_deposit":{"created_by":20,"id":"23574","owners":[20],"pid":{"revision_id":0,"type":"depid","value":"23574"},"status":"published"},"_oai":{"id":"oai:doshisha.repo.nii.ac.jp:00023574","sets":["4251:8138:8139:8140:8159","8:3372:3847:3866"]},"author_link":["21262","16397"],"item_1693811493084":{"attribute_name":"出版タイプ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_1694490770713":{"attribute_name":"権利者情報","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"DA18202107","nameIdentifierScheme":"AID"}],"rightHolderNames":[{"rightHolderLanguage":"ja","rightHolderName":"同志社大学ハリス理化学研究所"},{"rightHolderLanguage":"en","rightHolderName":"Harris Science Research Institute of Doshisha University"}]}]},"item_1_biblio_info_14":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2015-10-31","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"3","bibliographicPageEnd":"204","bibliographicPageStart":"193","bibliographicVolumeNumber":"56","bibliographic_titles":[{"bibliographic_title":"同志社大学ハリス理化学研究報告","bibliographic_titleLang":"ja"},{"bibliographic_title":"The Harris science review of Doshisha University","bibliographic_titleLang":"en"}]}]},"item_1_description_12":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"本研究は、津田(2002、2006) により提案された社債価格評価モデルSCBCSM(Straight Coupon Bond Cross-Sectional Market)のコンセプトに準拠した方法により、地方公共団体が財政上必要とする資金を調達するために発行した地方債の価格評価モデルを推定し、そのモデルを通じて各地方公共団体の信用リスクを推定することが目的である。 このモデルは、債券の市場価格から累積デフォルト確率の期間構造などの信用リスク情報を得るアプローチをとっており、銘柄間の価格変動構造を通して、インプライドなデフォルト確率を推定するものである。日本の地方財政制度は、さまざまな制度を通じて、地方債がデフォルトすることはないとされているが、債務に関する支払いが期日通りに執行されることが保証されていないことから、信用リスクが反映した形で価格が形成されていると考えられる。本論文では、市場価格から銘柄間の価格変動構造を考慮し、期間構造を用いて、インプライドなデフォルト確率と都道府県のリスクランキングを推定した。","subitem_description_language":"ja","subitem_description_type":"Abstract"},{"subitem_description":"The purpose of this study is to estimate the credit risk of individual local governments by the pricing model of municipal bonds issued by local governments to procure necessary capital through a method based on the concept of the straight coupon bond crosssectional market (SCBCSM), a model for the price valuation of corporate bonds proposed by Tsuda (2002,2006). By obtaining credit risk information, such as the probability of default, from the market price of the bonds, this model uses the price fluctuation structure between bonds to estimate the implied default probability. It is assumed that municipal bond defaults will not occur in Japan's local financial system, thanks to a variety of institutions, but since there is no guarantee that debt payments will be made on time, bond prices are believed to be set at levels that reflect the credit risk involved. In this study, we estimated a model for municipal bond price valuation using market price data for municipal bonds issued by prefectures and obtained meaningful information regarding differences in the term structures of implied default probabilities between those prefectures, credit risk rankings by prefecture.","subitem_description_language":"en","subitem_description_type":"Abstract"}]},"item_1_description_25":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_1_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.14988/pa.2017.0000014274","subitem_identifier_reg_type":"JaLC"}]},"item_1_publisher_15":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"同志社大学ハリス理化学研究所","subitem_publisher_language":"ja"}]},"item_1_publisher_16":{"attribute_name":"出版者（英）","attribute_value_mlt":[{"subitem_publisher":"Harris Science Research Institute of Doshisha University","subitem_publisher_language":"en"}]},"item_1_relation_24":{"attribute_name":"関連サイト","attribute_value_mlt":[{"subitem_relation_name":[{"subitem_relation_name_language":"ja","subitem_relation_name_text":"掲載刊行物所蔵情報へのリンク ／ Link to Contents"}],"subitem_relation_type":"isFormatOf","subitem_relation_type_id":{"subitem_relation_type_id_text":"https://doors.doshisha.ac.jp/opac/opac_link/bibid/SB12902196/?lang=0","subitem_relation_type_select":"URI"}}]},"item_1_select_10":{"attribute_name":"所属機関識別子種別","attribute_value_mlt":[{"subitem_select_item":"kakenhi"}]},"item_1_select_11":{"attribute_name":"所属機関識別子","attribute_value_mlt":[{"subitem_select_item":"34310"}]},"item_1_source_id_17":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"21895937","subitem_source_identifier_type":"PISSN"}]},"item_1_source_id_19":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA12716107","subitem_source_identifier_type":"NCID"}]},"item_1_subject_27":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"349.7","subitem_subject_scheme":"NDC"}]},"item_1_text_8":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_language":"ja","subitem_text_value":"稲田, 直之 / Department of Mathematical Sciences, Doshisha University"},{"subitem_text_language":"ja","subitem_text_value":"津田, 博史 / 同志社大学理工学部数理システム学科教授"}]},"item_1_text_9":{"attribute_name":"著者所属（英）","attribute_value_mlt":[{"subitem_text_language":"en","subitem_text_value":"Doshisha University"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"open access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_abf2"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"稲田, 直之","creatorNameLang":"ja"},{"creatorName":"イナダ, ナオユキ","creatorNameLang":"ja-Kana"},{"creatorName":"Inada, Naoyuki","creatorNameLang":"en"}],"nameIdentifiers":[{},{}]},{"creatorNames":[{"creatorName":"津田, 博史","creatorNameLang":"ja"},{"creatorName":"ツダ, ヒロシ","creatorNameLang":"ja-Kana"},{"creatorName":"Tsuda, Hiroshi","creatorNameLang":"en"}],"nameIdentifiers":[{},{},{},{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2015-12-02"}],"displaytype":"detail","filename":"023056030009.pdf","filesize":[{"value":"1.6 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"023056030009.pdf","url":"https://doshisha.repo.nii.ac.jp/record/23574/files/023056030009.pdf"},"version_id":"c9a8c941-5dd2-4743-b3bd-d851578dbc73"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"地方債","subitem_subject_language":"ja","subitem_subject_scheme":"Other"},{"subitem_subject":"信用リスク","subitem_subject_language":"ja","subitem_subject_scheme":"Other"},{"subitem_subject":"地方自治体","subitem_subject_language":"ja","subitem_subject_scheme":"Other"},{"subitem_subject":"municipal bond","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"credit risk","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"local government","subitem_subject_language":"en","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"地方自治体の信用リスク評価","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"地方自治体の信用リスク評価","subitem_title_language":"ja"},{"subitem_title":"チホウ ジチタイ ノ シンヨウ リスク ヒョウカ","subitem_title_language":"ja-Kana"},{"subitem_title":"The estimation of the credit risk of individual local governments","subitem_title_language":"en"}]},"item_type_id":"1","owner":"20","path":["3866","8159"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2015-12-03"},"publish_date":"2015-12-03","publish_status":"0","recid":"23574","relation_version_is_last":true,"title":["地方自治体の信用リスク評価"],"weko_creator_id":"20","weko_shared_id":-1},"updated":"2023-11-28T06:22:10.498880+00:00"}