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List of Research Papers Related to Financial System

List of Research Papers
Date Title
Jun. 19, 2014 Portfolio Rebalancing Following the Bank of Japan's Government Bond Purchases: Empirical Analysis Using Data on Bank Loans and Investment Flows 
Apr. 23, 2014 Financial System Report (April 2014) 
Apr. 23, 2014 New Financial Activity Indexes: Early Warning System for Financial Imbalances in Japan 
Mar. 31, 2014 Survey on Core Deposit Modeling in Japan: Toward Enhancing Asset Liability Management 
Feb.  7, 2014 Estimation of Firms' Default Rates in terms of Intangible Assets 
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) 
Sep. 24, 2013 Risk Aggregation by a Copula with a Stressed Condition 
Jul. 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) 
Jun.  4, 2012 Wrong-way risk in OTC derivatives and its implication for Japan's financial institutions 
Jun.  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 
Sep. 16, 2008 Business Conditions of Japanese Banks and Their Challenges 
Jul. 16, 2008 Cross-currency transmission of money market tensions 
Jul.  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 
Sep. 21, 2007 Developments in a Cross-Border Bank Exposure "Network" 
Jul. 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]