English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools annual

Global: Zendy Free Plan

Global: Zendy Tools monthly

Global: Zendy Plus monthly

The aim of the present study is to evaluate systemic risks due to merger between financial institutions by manipulating the decline rate of marketable asset price. An agent-based simulation platform with purchase method of international financial reporting standards (IFRS) is developed and analyses the influence of the goodwill (Noren), produced by mergers between financial institutions. The research reveals the following two points: (1) the decline rate of marketable asset price determines the number of bankruptcies, (2) when market value asset price plumps sharply, the effect of merger is small.

Agent-based Simulation Model Embedded Accounting’s Purchase Method; Analysis on the Systemic Risk of Mergers and Acquisitions between Financial Institutions