August 4, 2009, at The University of Tokyo FESAM, Econometric Society Y. Yada, Kansai University,

1. Modeling Deposit Outflow in Financial Crises: Application to Branch Management and Customer Relationship Management August 4, 2009, at The University of Tokyo FESAM, Econometric Society Y. Yada, Kansai University, T. Washio, Osaka University, and Y. Ukai, Kansai University

2. 1)Types of event Computer system failure (ATM networks, etc.), scandal caused by a bank, and large scale natural disaster. 2)Branch environment Branch environments are strongly influenced by national regions such as Tokyo, Osaka, and Hokkaido in the case of Japan and by location such as suburb, rural area, dense residential area, etc. 3)Customer characteristics Customer groups are considered to be characterized by annual income, awareness of deposit insurance, type of employment, etc.

3. (1) (2)

4. Table 1. Key Indices for Modeling Performance Evaluation.

5. (3) (4)

6. Fig. 1. Comparison of each method’s classification accuracy

7. (5)-(6)-(7)

8. Table 2. Attributes used in the Models.

9. 0.35 0.3 0.25 Other 0.2 Junior high school graduate 0.15 High school graduate Junior/technology college grad 0.1 University graduate 0.05 Completed graduate school 0 Do not know of it Know of it Awareness of deposit insurance Fig. 2. Deposit withdrawal probability under a computer system failure Deposit withdrawal probability a) b)

10. 0.18 0.16 0.14 0.12 0.1 0.08 0.06 0.04 0.02 0 Self - employed Family Permanent Temporary or temporary Unemployed - Unemployed - employee employee part - time company seeking work not seeking employee employee work Forms of employment Fig. 3. Deposit withdrawal probability under a scandal Deposit withdrawal probability

11. Fig. 4. Deposit withdrawal probability under a natural disaster

12. Table 3. Two scenarios of deposit withdrawal from a bank branch Two scenarios of deposit withdrawal from a bank branch

13. Fig. 5. Differences between two regions in deposit withdrawal behavior under a natural disaster

14. Fig. 6. Differences between locations in deposit withdrawal behavior under a bank scandal

15. Fig. 7. Effects on deposit outflow by deposit insurance awareness and education

16. Fig. 8. Effect of communication frequency on deposit outflow

17. This paper’s experiment clarified that the deposit withdrawal behavior of customers is affected by the region where a branch is located, customer characteristics, type of event which caused the financial crisis, etc. Thank you.ありがとう