MBA in Finance, Hitotsubashi University, Mar. 2003

PhD in Economics, Kyoto University, Mar. 2006

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

Humanities & social sciences, Money and finance

Kyoto University, Graduate School of Economics, Financial Engineering Course

Hitotsubashi University, Graduate School of International Corporate Strategy, Financial Strategy Course

Aug. 2016 - Present
A member of Board of Governers, Asia-Pacific Risk and Insurance Association

Present
A member of independent committee on shared vessels related risk management, Japan Railway Construction, Transport and Technology Agency

Present
A member of independent committee on the investment to local public transportation, Japan Railway Construction, Transport and Technology Agency

Apr. 2008 - Mar. 2022
Director/Councilor, JARIP

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, International society
Prof. Masayasu Kanno

Kampo Foundation, 2011年度調査研究優秀研究奨励賞
★

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, International society
Masayasu Kanno

★Assessing the impact of the COVID-19 crisis on sovereign default risk
Masayasu Kanno
Research in International Business and Finance, Dec. 2023, Refereed, Not invited
Lead

★Does ESG performance improve firm creditworthiness?
Masayasu Kanno
Finance Research Letters, Apr. 2023, Refereed
Lead

★Exploring risks in syndicated loan networks: Evidence from real estate investment trusts
Masayasu Kanno
Economic Modelling, Jul. 2022, Refereed, Not invited
Lead

★Risk contagion of COVID-19 in Japanese firms: A network approach
Masayasu Kanno
Research in International Business and Finance, Dec. 2021, Refereed
Lead

★Assessing the impact of COVID-19 on major industries in Japan: A dynamic conditional correlation approach
Masayasu Kanno
Research in International Business and Finance, Jun. 2021, Refereed, Not invited
Lead

★Credit risk assessment in real estate investment trusts: A perspective on blockholding and lending networks
Masayasu Kanno
International Review of Financial Analysis, Oct. 2020, Refereed, Not invited
Lead

★新型コロナウイルス感染症(COVID-19)の主要都市経済に与える影響度の合成株価指数による分析
菅野 正泰
Quarterly of personal finance, Aug. 2020, Not refereed, Invited
Lead

★Credit rating migration risk and interconnectedness in a corporate lending network
Masayasu Kanno
Research in International Business and Finance, May 2020, Refereed, Not invited
Lead

★J-REIT市場における保有構造のリスク分析
菅野 正泰
信託研究奨励金論集, Nov. 2019, Not refereed, Invited
Lead

★Network structures and credit risk in the cross-shareholdings among Japanese listed companies
Masayasu Kanno
Japan and the World Economy, Mar. 2019, Refereed, Not invited
Lead

★Bank–insurer–firm tripartite interconnectedness of credit risk exposures in a cross-shareholding network
Masayasu Kanno
Risk Management, Mar. 2018, Refereed, Not invited
Lead

★The network structure and systemic risk in the global non-life insurance market
Masayasu Kanno
Insurance: Mathematics and Economics, Dec. 2015, Refereed, Not invited
Lead

★The network structure and systemic risk in the Japanese interbank market
Masayasu Kanno
Japan and the World Economy, Oct. 2015, Refereed, Not invited
Lead

★Macro stress test for credit risk
Masayasu Kanno
Journal of Risk Finance, Sep. 2015, Refereed, Not invited
Lead

★Assessing systemic risk using interbank exposures in the global banking system
Masayasu Kanno
Journal of Financial Stability, Aug. 2015, Refereed, Not invited
Lead

★The valuation of stochastic insurance liabilities using a structural model approach
Masayasu Kanno
Journal of Financial Engineering, Mar. 2015, Refereed, Not invited
Lead

★An assessment of systemic risk in the Japanese banking sector
Masayasu Kanno
Global Credit Review, Jul. 2014, Refereed, Not invited
Lead

★An analysis of systemic risk in the insurance sector - Evidence from Asia-Pacific region
Masayasu Kanno
Asia-Pacific Journal of Risk and Insurance, May 2014, Refereed, Not invited
Lead

★Insurance group risk management model for the next-generation solvency framework
Masayasu Kanno
Asia-Pacific Journal of Risk and Insurance, Jul. 2013, Refereed, Not invited
Lead

Quantitative analysis of loan syndications involving insurers
菅野正泰
かんぽ財団調査研究報告書, Feb. 2024, Not refereed, Invited
Lead

J-REIT 向けシンジケートローン市場のネットワーク分析
Masaayasu Kanno
信託研究奨励金論集, Nov. 2022, Not refereed, Invited
Lead

新型コロナウイルス感染症(COVID–19)が金融市場に及ぼすリスクの分析
菅野 正泰
Yucho Asset Research, Nov. 2021, Not refereed, Invited
Lead

Interconnectedness and systemic risk in the US CDS market
Masayasu Kanno
North American Journal of Economics and Finance, Oct. 2018, Refereed, Not invited
Lead

A Study on Enterprise Risk Management
Masayasu Kanno
Project Paper, Mar. 2014, Not refereed, Not invited
Lead

Default forecasting considering correlation between business and credit cycles
Masayasu Kanno
Journal of Applied Finance & Banking, Aug. 2012, Refereed, Not invited
Lead

Valuation of Credit Risk for Financial Institution's Investment and Loan Portfolio Suffered from Massive Earthquake Disaster
菅野 正泰
日本リスク研究学会誌, 2012, Refereed
Lead

Risk management by leverage ratios after global financial crisis
Kanno Masayasu
Kanagawa University international management review, Mar. 2010, Not refereed, Not invited
Lead

Corporate revival and credit risk valuation model
Masayasu Kanno
Kyoto University, Graduate School of Economics, Dec. 2005, Not refereed, Not invited
Lead

企業再生を考慮した負債価値の評価
菅野 正泰
MPTフォーラム・日本ファイナンス学会，『現代ファイナンス』, 2005, Refereed, Not invited
Lead

企業再生を考慮した構造モデルによる倒産確率の推定
Masayasu Kanno
Keizai-ronsō, 2005, Refereed, Not invited
Lead

初めての経営学
Contributor, TOPIC6 コーポレートファイナンス, 菅野 正泰
同文舘書店, Mar. 2020, Not refereed

発展コーポレート・ファイナンス
Single work, 菅野 正泰
創成社, Sep. 2017, Not refereed

実践コーポレート・ファイナンス
Single work, 菅野 正泰
創成社, Apr. 2017, Not refereed

経済価値ベースのERM
Contributor, 第11章 損害保険会社はシステミックな存在になり得るか？ ―損害再保険市場のネットワーク分析―, 菅野 正泰
中央経済社, Dec. 2015, Not refereed

入門 金融リスク資本と統合リスク管理 第2版
Single work, 菅野 正泰
きんざい, Mar. 2014, Not refereed

リスクマネジメント
Single work, 菅野 正泰
ミネルヴァ書房, Jun. 2012, Not refereed

入門 金融リスク資本と統合リスク管理
Single work, 菅野 正泰
社団法人 金融財政事情研究会, Mar. 2010, Not refereed

信用リスク評価の実務
Single work, 菅野 正泰
中央経済社, Mar. 2009, Not refereed

Assessing the impact of carbon emissions on firm default risk: A global perspective
Masayasu Kanno
Sydney Banking and Financial Stability Conference 2023, Dec. 2023, Not invited

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

A study on the new framework for credit risk valuation considering ESG risks
JSPS, KAKENHI KIBAN C, Apr. 2024 - Mar. 2027
Masayasu Kanno

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
日本学術振興会, 科学研究費助成事業, 01 Apr. 2020 - 31 Mar. 2023
菅野 正泰

Credit risk assessment considering interconnectedness in financial market networks
Japan Society for the Promotion of Science, Grants-in-Aid for Scientific Research, 01 Apr. 2017 - 31 Mar. 2021
KANNO Masayasu

Quantitative analysis of systemic risk considering interconnectedness between real economy and financial markets
Japan Society for the Promotion of Science, Grants-in-Aid for Scientific Research, 01 Apr. 2014 - 31 Mar. 2017
KANNO Masayasu

Studies on the Valuation of Credit Risk and Firm Value Considering Macroeconomic Variation
Japan Society for the Promotion of Science, Grants-in-Aid for Scientific Research, 2011 - 2013
KANNO Masayasu