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List of Research Papers Related to Financial System


List of Research Papers
Date Title
Dec. 21, 2023 Top-Down Scenario Analysis of Climate-Related Financial Risks: Perspective from Time Horizon and Inter-Industry Spillovers 
Oct. 20, 2023 Financial System Report (October 2023) 
Oct. 19, 2023 Results of the Cybersecurity Self-Assessment for Regional Financial Institutions (FY2022) 
Sept. 29, 2023 Summary of Results of the Fifth Survey on the Use of LIBOR 
Sept. 15, 2023 Financial Results of Japan's Banks for Fiscal 2022 
June  2, 2023 Regional and Shinkin Banks' Recent Efforts to Address Climate Change 
Apr. 21, 2023 Financial System Report (April 2023) 
Apr. 21, 2023 Application of Machine Learning to a Credit Rating Classification Model: Techniques for Improving the Explainability of Machine Learning 
Mar. 30, 2023 The Financial Macro-econometric Model (FMM, 2022 Version) 
Mar. 24, 2023 Summary of Results of the Fourth Survey on the Use of LIBOR 
Mar. 24, 2023 Corporate Pension Funds' Investment Strategies and Financial Stability: Lessons from the Turmoil in the UK Gilt Market 
Feb. 17, 2023 Analysis of the Transmission of Carbon Tax using a Multi-Sector Dynamic Stochastic General Equilibrium Model 
Oct. 21, 2022 Financial System Report (October 2022) 
Sept. 16, 2022 Financial Results of Japan's Banks for Fiscal 2021 
Sept. 15, 2022 Increasing Portfolio Overlap of Japanese Regional Banks with Global Investment Funds and Its Financial Stability Implications 
Sept.  5, 2022 Rise of NBFIs and the Global Structural Change in the Transmission of Market Shocks 
Sept.  5, 2022 Flows of Overseas Funds in the Real Estate Market 
July 28, 2022 Flood Risk Perception and its Impact on Land Prices in Japan 
June 22, 2022 Progress toward resolvability to address TBTF problem: 10-year milestone since "Key Attributes" 
June  3, 2022 How Do Floods Affect the Economy? An Empirical Analysis using Japanese Flood Data 
June  3, 2022 Transmission of Flood Damage to the Real Economy and Financial Intermediation: Simulation Analysis using a DSGE model 
Apr. 21, 2022 Financial System Report (April 2022) 
Mar. 31, 2022 Summary of Results of the Third Survey on the Use of LIBOR 
Mar. 31, 2022  [PDF 270KB]
Mar. 14, 2022 Physical risks from climate change faced by Japan's financial institutions: Impact of floods on real economy, land prices, and FIs' financial conditions 
Nov. 19, 2021 Predictive power of the Financial Activity Indexes - A case study of banking crisis in multiple countries - 
Nov.  1, 2021 Summary of Results of the Brief Survey on the Use of JPY LIBOR 
Oct. 21, 2021 Financial System Report (October 2021) 
Oct. 13, 2021 Foreign Currency Funding of Major Japanese Banks - Review of the March 2020 market turmoil - 
Sept. 17, 2021 Financial Results of Japan's Banks for Fiscal 2020 
July 20, 2021 Quantitative Analysis of the Impact of Floods on Firms' Financial Conditions 
May  31, 2021 Digital Transformation of Japanese Banks 
May  28, 2021 Summary of Results of the Second Survey on the Use of LIBOR 
Apr. 20, 2021 Financial System Report (April 2021) 
Mar.  8, 2021 Key Considerations for Risk Management in Using Cloud Services 
Dec. 17, 2020 Supervisory Simultaneous Stress Testing Based on Common Scenarios 
Oct. 22, 2020 Financial System Report (October 2020) 
Sept. 30, 2020 Financial Results of Japan's Banks for Fiscal 2019 
Aug. 27, 2020 The Financial Macro-econometric Model (FMM, March-2020 Version): Overview and Recent Developments 
Aug. 11, 2020 Financial Institutions' Preparedness for LIBOR Cessation and Future Actions with a Focus on the Results of the Joint Survey by the Financial Services Agency and the Bank of Japan 
June 26, 2020 Developments in Overseas Credit Investment and Lending by Japanese Financial Institutions: An Overview Based on the Joint Survey by the Bank of Japan and the Financial Services Agency 
Apr. 21, 2020 Financial System Report (April 2020) 
Mar. 13, 2020 Summary of Survey Results on the Use of LIBOR and Main Actions Needed [PDF 185KB]
Feb. 13, 2020 Bank Risk Taking and Financial Stability: Evidence from Japan's Loan Market 
Oct. 24, 2019 Financial System Report (October 2019) 
Sept. 27, 2019 Financial Results of Japan's Banks for Fiscal 2018 
June 28, 2019 Financial Interconnectedness, Amplification, and Cross-Border Activity 
May  31, 2019 A Forecast Model for the Probability of Default Based on Granular Firm-Level Data and Its Application to Stress Testing 
Apr. 17, 2019 Financial System Report (April 2019) 
Jan. 31, 2019 Competition and Bank Systemic Risk: New Evidence from Japan's Regional Banking