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List of Research Papers Related to Financial System

Date Title
Sep. 26, 2016Financial Results of Japan's Banks for Fiscal 2015 
Sep.  2, 2016A new trend in Japan's asset management business toward a shift from saving to investment 
Aug.  5, 2016Regulatory Reforms and the Dollar Funding of Global Banks: Evidence from the Impact of Monetary Policy Divergence 
Apr. 22, 2016Designing Scenarios for Macro Stress Testing (Financial System Report, April 2016) 
Apr. 22, 2016Financial System Report (April 2016) 
Mar. 22, 2016Productivity Slowdown in Japan's Lost Decades: How Much of It Can Be Attributed to Damaged Balance Sheets? 
Dec. 21, 2015Is macroprudential policy instrument blunt? 
Oct. 26, 2015Designing Scenarios in Macro Stress Testing at the Bank of Japan 
Oct. 23, 2015Financial System Report (October 2015) 
Jul. 13, 2015An empirical study of the dynamic correlation of Japanese stock returns 
Jul. 10, 2015How Do Japanese Banks Set Loan Interest Rates?: Estimating Pass-Through Using Bank-Level Data 
Jul.  9, 2015What do negative inflation risk premia tell us? 
May  15, 2015Questionnaire Survey on Business Continuity Management (September 2014) 
Apr. 22, 2015Financial System Report (April 2015) 
Apr. 16, 2015Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model 
Mar. 27, 2015Data Analysis for Monitoring Japan's Real Estate Market 
Mar. 19, 2015Detecting Financial Imbalances: Monitoring Financial Imbalances through the Financial Activity Indexes (FAIXs) 
Oct. 31, 2014Financial Results of Japan's Banks for Fiscal 2013 
Oct. 17, 2014Financial System Report (October 2014) 
Oct.  8, 2014Macro Stress Testing at the Bank of Japan 
Jun. 19, 2014Portfolio Rebalancing Following the Bank of Japan's Government Bond Purchases: A Fact Finding Analysis Using the Flow of Funds Accounts Statistics 
Jun. 19, 2014Portfolio Rebalancing Following the Bank of Japan's Government Bond Purchases: Empirical Analysis Using Data on Bank Loans and Investment Flows 
Apr. 23, 2014Financial System Report (April 2014) 
Apr. 23, 2014New Financial Activity Indexes: Early Warning System for Financial Imbalances in Japan 
Mar. 31, 2014Survey on Core Deposit Modeling in Japan: Toward Enhancing Asset Liability Management 
Feb.  7, 2014Estimation of Firms' Default Rates in terms of Intangible Assets 
Jan. 17, 2014Benchmarking of Unconditional VaR and ES Calculation Methods: A Comparative Simulation Analysis with Truncated Stable Distribution 
Oct. 23, 2013Financial System Report (October 2013) 
Sep. 24, 2013 Risk Aggregation by a Copula with a Stressed Condition 
Jul. 26, 2013Financial Results of Japan's Banks for Fiscal 2012 
May   2, 2013Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach 
Apr. 17, 2013Financial System Report (April 2013) 
Mar. 25, 2013Banks' Stockholdings and the Correlation between Bonds and Stocks: A Portfolio Theoretic Approach 
Mar. 19, 2013What is the Major Determinant of Credit Flows through Cross-Border Banking? 
Mar. 15, 2013Questionnaire Survey on Business Continuity Management (September 2012) 
Mar.  1, 2013Welfare Analysis of Policy Measures for Financial Stability 
Feb. 20, 2013Impact of Macroprudential Policy Measures on Economic Dynamics: Simulation Using a Financial Macro-econometric Model 
Feb.  1, 2013Japanese Life Insurance Companies' Balance-Sheet Structure and Japanese Government Bond Investment 
Jan. 11, 2013Financial Institutions' Efforts to Support the Business Conditions of Small and Medium-Sized Firms: Intermediation Services Utilizing Corporate Information and Customer Networks 
Dec. 28, 2012Financial Markets, Monetary Policy and Reference Rates: Assessments in DSGE Framework 
Dec. 14, 2012Effects 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, 2012Financial System Report (October 2012) 
Jun.  4, 2012Wrong-way risk in OTC derivatives and its implication for Japan's financial institutions 
Jun.  4, 2012Correlation risk between stockholdings and loans or bondholdings at Japan's banks 
Apr. 19, 2012Financial System Report (April 2012) 
Apr. 18, 2012The Financial Activity Index 
Feb. 29, 2012Global correlation among government bond markets and Japanese banks' market risk 
Jan. 30, 2012Introduction to the Financial Macro-econometric Model 
Oct. 18, 2011The Bank of Japan's Initiatives on the Macroprudential Front  [PDF 59KB]
Oct. 18, 2011Financial System Report (October 2011) 
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