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List of Research Papers Related to Financial System

List of Research Papers
Date Title
Mar. 15, 2017 Scope of Re-hypothecation Regulation (Report of Workshops (3)) 
Mar. 10, 2017 Banking Business and Fund Transfer Transactions: Scope of Bank Regulation (Report of Workshops (2)) 
Jan. 12, 2017 Empirical Evidence on "Systemic as a Herd": The Case of Japanese Regional Banks 
Oct. 26, 2016 Macro Stress Testing in the Financial System Report (October 2016) 
Oct. 24, 2016 Financial System Report (October 2016) 
Sep. 26, 2016 Financial Results of Japan's Banks for Fiscal 2015 
Sep.  2, 2016 A new trend in Japan's asset management business toward a shift from saving to investment 
Aug.  5, 2016 Regulatory Reforms and the Dollar Funding of Global Banks: Evidence from the Impact of Monetary Policy Divergence 
Apr. 22, 2016 Designing Scenarios for Macro Stress Testing (Financial System Report, April 2016) 
Apr. 22, 2016 Financial System Report (April 2016) 
Mar. 22, 2016 Productivity Slowdown in Japan's Lost Decades: How Much of It Can Be Attributed to Damaged Balance Sheets? 
Dec. 21, 2015 Is macroprudential policy instrument blunt? 
Oct. 26, 2015 Designing Scenarios in Macro Stress Testing at the Bank of Japan 
Oct. 23, 2015 Financial System Report (October 2015) 
Jul. 13, 2015 An empirical study of the dynamic correlation of Japanese stock returns 
Jul. 10, 2015 How Do Japanese Banks Set Loan Interest Rates?: Estimating Pass-Through Using Bank-Level Data 
Jul.  9, 2015 What do negative inflation risk premia tell us? 
May  15, 2015 Questionnaire Survey on Business Continuity Management (September 2014) 
Apr. 22, 2015 Financial System Report (April 2015) 
Apr. 16, 2015 Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model 
Mar. 27, 2015 Data Analysis for Monitoring Japan's Real Estate Market 
Mar. 19, 2015 Detecting Financial Imbalances: Monitoring Financial Imbalances through the Financial Activity Indexes (FAIXs) 
Oct. 31, 2014 Financial Results of Japan's Banks for Fiscal 2013 
Oct. 17, 2014 Financial System Report (October 2014) 
Oct.  8, 2014 Macro Stress Testing at the Bank of Japan 
Jun. 19, 2014 Portfolio Rebalancing Following the Bank of Japan's Government Bond Purchases: A Fact Finding Analysis Using the Flow of Funds Accounts Statistics 
Jun. 19, 2014 Portfolio Rebalancing Following the Bank of Japan's Government Bond Purchases: Empirical Analysis Using Data on Bank Loans and Investment Flows 
Apr. 23, 2014 Financial System Report (April 2014) 
Apr. 23, 2014 New Financial Activity Indexes: Early Warning System for Financial Imbalances in Japan 
Mar. 31, 2014 Survey on Core Deposit Modeling in Japan: Toward Enhancing Asset Liability Management 
Feb.  7, 2014 Estimation of Firms' Default Rates in terms of Intangible Assets 
Jan. 17, 2014 Benchmarking of Unconditional VaR and ES Calculation Methods: A Comparative Simulation Analysis with Truncated Stable Distribution 
Oct. 23, 2013 Financial System Report (October 2013) 
Sep. 24, 2013 Risk Aggregation by a Copula with a Stressed Condition 
Jul. 26, 2013 Financial Results of Japan's Banks for Fiscal 2012 
May   2, 2013 Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach 
Apr. 17, 2013 Financial System Report (April 2013) 
Mar. 25, 2013 Banks' Stockholdings and the Correlation between Bonds and Stocks: A Portfolio Theoretic Approach 
Mar. 19, 2013 What is the Major Determinant of Credit Flows through Cross-Border Banking? 
Mar. 15, 2013 Questionnaire Survey on Business Continuity Management (September 2012) 
Mar.  1, 2013 Welfare Analysis of Policy Measures for Financial Stability 
Feb. 20, 2013 Impact of Macroprudential Policy Measures on Economic Dynamics: Simulation Using a Financial Macro-econometric Model 
Feb.  1, 2013 Japanese Life Insurance Companies' Balance-Sheet Structure and Japanese Government Bond Investment 
Jan. 11, 2013 Financial Institutions' Efforts to Support the Business Conditions of Small and Medium-Sized Firms: Intermediation Services Utilizing Corporate Information and Customer Networks 
Dec. 28, 2012 Financial Markets, Monetary Policy and Reference Rates: Assessments in DSGE Framework 
Dec. 14, 2012 Effects of the Loss and Correction of a Reference Rate on Japan's Economy and Financial System: Analysis Using the Financial Macro-econometric Model 
Oct. 19, 2012 Financial System Report (October 2012) 
Jun.  4, 2012 Wrong-way risk in OTC derivatives and its implication for Japan's financial institutions 
Jun.  4, 2012 Correlation risk between stockholdings and loans or bondholdings at Japan's banks 
Apr. 19, 2012 Financial System Report (April 2012)