| 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) |
| Sept. 24, 2013 |
Risk Aggregation by a Copula with a Stressed Condition |
| July 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) |
| June 4, 2012 |
Wrong-way risk in OTC derivatives and its implication for Japan's financial institutions |
| June 4, 2012 |
Correlation risk between stockholdings and loans or bondholdings at Japan's banks |
| Apr. 19, 2012 |
Financial System Report (April 2012) |
| Apr. 18, 2012 |
The Financial Activity Index |
| Feb. 29, 2012 |
Global correlation among government bond markets and Japanese banks' market risk |
| Jan. 30, 2012 |
Introduction to the Financial Macro-econometric Model |
| Oct. 18, 2011 |
The Bank of Japan's Initiatives on the Macroprudential Front [PDF 59KB] |
| Oct. 18, 2011 |
Financial System Report (October 2011) |
| Oct. 4, 2011 |
Profits of Japanese Banks and Market Valuations -- Comparison between Net Income and Comprehensive Income -- |
| Aug. 10, 2011 |
A Global Game Analysis of Emergent Liquidity Provision and the Role of Creditors' Aggregate Behavior as Signaling |
| Apr. 28, 2011 |
Questionnaire Survey on Business Continuity Management (November 2010) |
| Apr. 22, 2011 |
The Financial Cycle Indexes for Early Warning Exercise |
| Mar. 19, 2010 |
How Can Leverage Regulations Work for the Stabilization of Financial Systems? |
| Aug. 13, 2009 |
Financial Statements of Japanese Banks for Fiscal 2008 |
| Sept. 16, 2008 |
Business Conditions of Japanese Banks and Their Challenges |
| July 16, 2008 |
Cross-currency transmission of money market tensions |
| July 8, 2008 |
Toward Effective Business Continuity Management: A Check list and Instructive Practices |
| Mar. 19, 2008 |
Securitized-Product Investment: Risk Management Perspectives |
| Dec. 26, 2007 |
Hedge Fund Investments: Risk Management Perspectives |
| Dec. 26, 2007 |
The Effect of the Choice of the Loss Severity Distribution and the Parameter Estimation Method on Operational Risk Measurement - Analysis Using Sample Data - |
| Nov. 7, 2007 |
Monitoring Commodity Markets - From the Perspective of Understanding Global Financial Market Trends |
| Sept. 21, 2007 |
Developments in a Cross-Border Bank Exposure "Network" |
| July 27, 2007 |
Questionnaire Survey on Business Continuity Management (December 2006) |
| May 30, 2007 |
Credit Portfolio Management at Japanese Financial Institutions -- Current Status and Challenges -- [PDF 273KB] |
| May 7, 2007 |
A Contemporary Aspect of Japanese Commercial Banking: Expansion of Fee-Based Business and Its Impact on Management Stability |
| Mar. 30, 2007 |
Bank Profits in Japan from the Perspective of ROE Analysis |
| Mar. 29, 2007 |
Distortions in Resource Allocation and Bank Lending: The Malfunction of Financial Intermediation |
| Jan. 10, 2007 |
Discussions on Advancing Credit Risk Management through Internal Rating Systems (2) [PDF 194KB] |
| Dec. 14, 2006 |
Discussions on Further Advancing Operational Risk Management (2) [PDF 116KB] |
| Dec. 4, 2006 |
Changes in Hedge Fund Investment Behavior and the Impact on Financial Markets - Position Concentration, Expanded Scope, and Market Liquidity Risk - |
| Nov. 10, 2006 |
An Efficient Monte Carlo Method for a Large and Nongranular Credit Portfolio |
| Oct. 12, 2006 |
The Role of Trade Credit for Small Firms: An Implication from Japan's Banking Crisis |
| Aug. 16, 2006 |
Discussions on Further Advancing Operational Risk Management (1) [PDF 165KB] |
| May 29, 2006 |
Discussions on Advancing Credit Risk Management through Internal Rating Systems (1) [PDF 189KB] |
