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Analysis of Japanese banks’ historical tree diagram
Authors:Hiromichi Ueno  Takayuki Mizuno  Misako Takayasu
Affiliation:Department of Computational Intelligence and Systems Science, Interdisciplinary Graduate School of Science and Engineering, Tokyo Institute of Technology, 4529 Nagatsuta-cho, Midori-ku, Yokohama 226-8502, Japan
Abstract:By using the historical data from the Japanese banks’ database at “The Bankers Library” of Japanese Banker Association, we analyze the historical network of banks from 1868 to 2006. Firstly, we define a bank every year by a particle and draw a space-time evolution process of merger, division, establishment, and failure by a tree diagram structure. We found that the distribution of the tree basin size of real data and simulation result are mostly fitting well. Secondly, we analyze the raw data of financial statements of banks collected by the National Diet library. We confirm that the distributions of the amount of deposits have fat-tail every year, however, small deviations are observed relating to governmental policy.
Keywords:Econophysics   Bank   Tree-structure   Condensation   Fat-tail
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