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List of Research Papers Related to Financial System

Date Title
Aug. 10, 2011A Global Game Analysis of Emergent Liquidity Provision and the Role of Creditors' Aggregate Behavior as Signaling 
Apr. 28, 2011Questionnaire Survey on Business Continuity Management (November 2010) 
Apr. 22, 2011The Financial Cycle Indexes for Early Warning Exercise 
Mar. 19, 2010How Can Leverage Regulations Work for the Stabilization of Financial Systems? 
Aug. 13, 2009Financial Statements of Japanese Banks for Fiscal 2008 
Sep. 16, 2008Business Conditions of Japanese Banks and Their Challenges 
Jul. 16, 2008Cross-currency transmission of money market tensions 
Jul.  8, 2008Toward Effective Business Continuity Management: A Check list and Instructive Practices 
Mar. 19, 2008Securitized-Product Investment: Risk Management Perspectives 
Dec. 26, 2007Hedge Fund Investments: Risk Management Perspectives 
Dec. 26, 2007The Effect of the Choice of the Loss Severity Distribution and the Parameter Estimation Method on Operational Risk Measurement - Analysis Using Sample Data - 
Nov.  7, 2007Monitoring Commodity Markets - From the Perspective of Understanding Global Financial Market Trends 
Sep. 21, 2007Developments in a Cross-Border Bank Exposure "Network" 
Jul. 27, 2007Questionnaire Survey on Business Continuity Management (December 2006) 
May  30, 2007Credit Portfolio Management at Japanese Financial Institutions -- Current Status and Challenges --  [PDF 273KB]
May   7, 2007A Contemporary Aspect of Japanese Commercial Banking: Expansion of Fee-Based Business and Its Impact on Management Stability 
Mar. 30, 2007Bank Profits in Japan from the Perspective of ROE Analysis 
Mar. 29, 2007Distortions in Resource Allocation and Bank Lending: The Malfunction of Financial Intermediation 
Jan. 10, 2007Discussions on Advancing Credit Risk Management through Internal Rating Systems (2)  [PDF 194KB]
Dec. 14, 2006Discussions on Further Advancing Operational Risk Management (2)  [PDF 116KB]
Dec.  4, 2006Changes in Hedge Fund Investment Behavior and the Impact on Financial Markets - Position Concentration, Expanded Scope, and Market Liquidity Risk - 
Nov. 10, 2006An Efficient Monte Carlo Method for a Large and Nongranular Credit Portfolio 
Oct. 12, 2006The Role of Trade Credit for Small Firms: An Implication from Japan's Banking Crisis 
Aug. 16, 2006Discussions on Further Advancing Operational Risk Management (1)  [PDF 165KB]
May  29, 2006Discussions on Advancing Credit Risk Management through Internal Rating Systems (1)  [PDF 189KB]
Apr. 26, 2006Publication of Sound Practices Papers to Promote Risk Management by Financial Institutions (Simplified Chinese version) 
Apr. 20, 2006Estimating Continuous Time Transition Matrices From Discretely Observed Data 
Dec. 28, 2005The Expansion of Corporate Groups in the Financial Services Industry: Trends in Financial Conglomeration in Major Industrial Countries 
Sep. 30, 2005Impaired Bank Health and Default Risk 
Jul. 28, 2005Publication of Sound Practices Papers to Promote Risk Management by Financial Institutions 
Jun.  3, 2005Monetary Policy Uncertainty and Market Interest Rates 
Apr. 21, 2005The Effects of the Bank of Japan's Zero Interest Rate Commitment and Quantitative Monetary Easing on the Yield Curve: A Macro-Finance Approach 
Jul. 23, 2004Overview of Japanese Banks: Observations from Financial Statements for Fiscal 2003 
Apr.  6, 2004Fractal Network derived from banking transaction --An analysis of network structures formed by financial institutions-- 
Apr. 28, 2003Evaluating the Economic Value of Loans and the Implications: Toward Transformation of the Business Model of Banks and Nonbank Firms 
Jan. 22, 2003Designing New Financial Infrastructure for a New Lending Model 
Dec. 13, 2002What do we learn about current developments in the bank lending market in Japan from BOJ's Senior Loan Officer Opinion Survey? 
Dec.  6, 2002Implications of a Macro Stress Test on Financial Stability: Summary of the second census on stress tests 
Apr.  8, 2002Japanese Financial Institutions' Efforts to Address Their Management Tasks 
Nov. 16, 2001Insights into the Low Profitability of Japanese Banks: Some Lessons from the Analysis of Trends in Banks' Margins 
Oct. 18, 2001Sectoral Credit Shifts in Japan: Causes and Consequences of Their Decline in the 1990s 
Mar. 23, 2001Internal Measurement Approach to Operational Risk Capital Charge 
Mar.  2, 2001Bank of Japan EMEAP High-Level Workshop on Development of Information Technology and Central Banking (October 2-3, 2000): Opening Remarks 
Sep.  8, 2000Challenges and Possible Solutions in Enhancing Operational Risk Measurement 
Aug.  9, 2000Internal Risk Based Approach --Evolutionary Approaches to Regulatory Capital Charge for Operational Risk-- 
Jul. 14, 2000Measuring Operational Risk in Japanese Major banks 
Feb. 27, 1998Utilization of Financial Institutions' Self-Assessment in Enhancing Credit Risk Management 
Feb. 28, 1997Risk Disclosure by Financial Institutions 
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