Financial and Payment System

2009

No. Date Title Full Text
09-E-1Mar. 12Macro Stress-Testing on the Loan Portfolio of Japanese Banks  PDF, (201KB)

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2007

No. Date Title Full Text
07-E-21Sep. 21Developments in a Cross-Border Bank Exposure "Network"  PDF, (199KB)
07-E-9May  7A Contemporary Aspect of Japanese Commercial Banking: Expansion of Fee-Based Business and Its Impact on Management Stability  PDF, (344KB)
07-E-6Mar. 29Distortions in Resource Allocation and Bank Lending: The Malfunction of Financial Intermediation  PDF, (309KB)

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2006

No. Date Title Full Text
06-E-21Dec. 29Funding Levels for the New Accounts in the BOJ-NET  PDF, (138KB)
06-E-19Nov. 10An Efficient Monte Carlo Method for a Large and Nongranular Credit Portfolio  PDF, (340KB)
06-E-12Aug. 11Panel Analysis of Chinese Corporate Debt -- How Far Have Market Mechanisms Penetrated? --  PDF, (273KB)
06-E-7Apr. 20Estimating Continuous Time Transition Matrices From Discretely Observed Data  PDF, (339KB)
06-E-4Mar. 24Default Intensity and Expected Recovery of Japanese Banks and "Government": New Evidence from the CDS Market  PDF, (828KB)

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2004

No. Date Title Full Text
04-E-4Apr.  6Fractal Network derived from banking transaction --An analysis of network structures formed by financial institutions--  PDF, (421KB)

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2003

Date Title Full Text
Jan. 22Designing New Financial Infrastructure for a New Lending Model  PDF, (42KB)

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2001

Date Title Full Text
Nov. 16Insights into the Low Profitability of Japanese Banks: Some Lessons from the Analysis of Trends in Banks' Margins  PDF, (374KB)
Mar. 23Internal Measurement Approach to Operational Risk Capital Charge  PDF, (115KB)

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2000

Date Title Full Text
Sep.  8Challenges and Possible Solutions in Enhancing Operational Risk Measurement  PDF, (181KB)
Aug.  9Internal Risk Based Approach --Evolutionary Approaches to Regulatory Capital Charge for Operational Risk--  PDF, (196KB)
Jul. 14Measuring Operational Risk in Japanese Major banks 

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