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List of Research Papers Related to Financial System

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List of Research Papers
Date Title
Jan. 31, 2019 Competition and Bank Systemic Risk: New Evidence from Japan's Regional Banking 
Oct. 22, 2018 Financial System Report (October 2018) 
Sept. 21, 2018 Financial Results of Japan's Banks for Fiscal 2017 
June 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) 
Sept. 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) 
Sept. 26, 2016 Financial Results of Japan's Banks for Fiscal 2015 
Sept.  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) 
July 13, 2015 An empirical study of the dynamic correlation of Japanese stock returns 
July 10, 2015 How Do Japanese Banks Set Loan Interest Rates?: Estimating Pass-Through Using Bank-Level Data 
July  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) 
Oct. 31, 2014 Financial Results of Japan's Banks for Fiscal 2013 
Oct. 17, 2014 Financial System Report (October 2014) 
Oct.  8, 2014 Macro Stress Testing at the Bank of Japan 
June 19, 2014 Portfolio Rebalancing Following the Bank of Japan's Government Bond Purchases: A Fact Finding Analysis Using the Flow of Funds Accounts Statistics 
June 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) 
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)