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List of Research Papers Related to Financial System

List of Research Papers
Date Title
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) 
Sep. 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 
Jun. 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) 
Sep. 27, 2019 Financial Results of Japan's Banks for Fiscal 2018 
Jun. 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 
Oct. 22, 2018 Financial System Report (October 2018) 
Sep. 21, 2018 Financial Results of Japan's Banks for Fiscal 2017 
Jun. 15, 2018 A structural credit risk model based on purchase order information 
Apr. 19, 2018 Financial System Report (April 2018) 
Oct. 23, 2017 Financial System Report (October 2017) 
Sep. 29, 2017 Financial Results of Japan's Banks for Fiscal 2016 
May  16, 2017 Impact of Japanese Banks' Strategic Stockholdings on their Cost of Capital 
May  12, 2017 Behavioral characteristics affecting household portfolio selection in Japan 
Apr. 21, 2017 Macro Stress Testing in the Financial System Report (April 2017) 
Apr. 19, 2017 Financial System Report (April 2017) 
Apr. 18, 2017 International comparison of life insurers: Balance-sheet differences and their financial stability implications 
Mar. 15, 2017 Scope of Re-hypothecation Regulation (Report of Workshops (3)) 
Mar. 10, 2017 Banking Business and Fund Transfer Transactions: Scope of Bank Regulation (Report of Workshops (2)) 
Jan. 12, 2017 Empirical Evidence on "Systemic as a Herd": The Case of Japanese Regional Banks 
Dec. 27, 2016 Advanced Lending Operations and Credit Risk Assessment Using Purchase Order Information 
Oct. 26, 2016 Macro Stress Testing in the Financial System Report (October 2016) 
Oct. 24, 2016 Financial System Report (October 2016) 
Sep. 26, 2016 Financial Results of Japan's Banks for Fiscal 2015 
Sep.  2, 2016 A new trend in Japan's asset management business toward a shift from saving to investment 
Aug.  5, 2016 Regulatory Reforms and the Dollar Funding of Global Banks: Evidence from the Impact of Monetary Policy Divergence 
Apr. 22, 2016 Designing Scenarios for Macro Stress Testing (Financial System Report, April 2016) 
Apr. 22, 2016 Financial System Report (April 2016) 
Mar. 22, 2016 Productivity Slowdown in Japan's Lost Decades: How Much of It Can Be Attributed to Damaged Balance Sheets? 
Dec. 21, 2015 Is macroprudential policy instrument blunt? 
Oct. 26, 2015 Designing Scenarios in Macro Stress Testing at the Bank of Japan 
Oct. 23, 2015 Financial System Report (October 2015) 
Jul. 13, 2015 An empirical study of the dynamic correlation of Japanese stock returns 
Jul. 10, 2015 How Do Japanese Banks Set Loan Interest Rates?: Estimating Pass-Through Using Bank-Level Data 
Jul.  9, 2015 What do negative inflation risk premia tell us? 
May  15, 2015 Questionnaire Survey on Business Continuity Management (September 2014) 
Apr. 22, 2015 Financial System Report (April 2015) 
Apr. 16, 2015 Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model 
Mar. 27, 2015 Data Analysis for Monitoring Japan's Real Estate Market 
Mar. 19, 2015 Detecting Financial Imbalances: Monitoring Financial Imbalances through the Financial Activity Indexes (FAIXs)