Last Update : January 27, 2012

Topics

January 27, 2012
DP2011-8 ''Mutual Fund Systems in the United States, Europe and Cayman Islands''
by Akiko Nomura

January 27, 2012
DP2011-7 ''Credit Risk Discovery in Japanese CDS and Stock Markets: An Empirical Analysis using Time-series Models with Structural Breaks''
by Koichi Iwai

January 27, 2012
DP2011-6 ''Contemporaneous Correlation between CDS Spreads and Stock Returns: Evidence from a Dynamic Conditional Correlation GARCH Model''
by Koichi Iwai

December 20, 2011
Notice of International Conference on Asian Market Integration and Financial Innovation (organized with Japan Securities Dealers Association and Tokyo Stock Exchange Group, Inc.) (February 10, 2012)

December 12, 2011
Summary of International Conference on New Paradigms for Financial Regulation and Macro Policies: Emerging Market Perspectives (co-hosted with the Asian Development Bank Institute(ADBI)) (September 30, 2011)

September 16, 2011
DP2011-5 ''Credit Rationing, Earnings Manipulation, and Renegotiation-Proof Contract''
by Tomoya Nakamura

August 24, 2011
DP2011-4 ''Endogenous Alleviation of Overreaction Problem by Aggregate Information Announcement''
by Tomoya Nakamura and Hiroki Arato

August 24, 2011
DP2011-3 ''Why Does the Law of One Price Fail in Japanese ETF Markets?''
by Koichi Iwai

August 24, 2011
DP2011-2 ''Determinants of the CDS Spreads of Japanese Firms Before and After the Global Financial Crisis''
by Koichi Iwai

June 30, 2011
DP2011-1 ''Initiatives to Establish a Macroprudential System''
by Kei Kodachi

May 20, 2011
PDFFSA Staff Perspectives ''A Simple Formula for Operational Risk Capital: A Proposal Based on the Similarity of Loss Severity Distributions Observed among 18 Japanese Banks''
by Tsuyoshi Nagafuji, Takayuki Nakata, Yugo Kanzaki
(Basel 2 Implementation Office, General Coordination Division, Supervisory Bureau, Financial Services Agency)

March 30, 2011
DP2010-6 ''The Determinants of Japanese firms' CDS Spreads''
by Koichi Iwai

March 30, 2011
DP2010-5 ''Inefficiency in the Japanese ETF Market''
by Koichi Iwai

March 30, 2011
DP2010-4 ''Financial Integration and International Portfolio Diversification from Japanese Investors' Viewpoint''
by Koichi Iwai

March 30, 2011
DP2010-3 ''Pro-cyclicality of The Basel Capital Requirement Ratio and Its Impact on Banks''
by Naoyuki Yoshino and Tomohiro Hirano

March 15, 2011
DP2010-2 ''Financial Institution, Asset Bubbles and Economic Performance''
by Tomohiro Hirano and Noriyuki Yanagawa

March 15, 2011
DP2010-1 ''Asset Bubbles, Endogenous Growth, and Financial Frictions''
by Tomohiro Hirano and Noriyuki Yanagawa

March 8, 2011
Materials of International Conference on The Role of the Financial Sector in Promoting Economic Growth in Asia (co-hosted with the Asian Development Bank Institute(ADBI) and the Keio University Global Center of Excellence (GCOE) Program) (February 3, 2011)

December 27, 2010
International Conference on The Role of the Financial Sector in Promoting Economic Growth in Asia (February 3, 2011)

March 31, 2010
FRTC publishes ''FSA Research Review Vol.6, March 2010''

March 24, 2010
Materials of International Conference on A Perspective of Asian Financial Sector under the Global Financial Crisis (co-hosted with the International Monetary Fund (IMF), the Asian Development Bank Institute (ADBI) and Keio University Global Center of Excellence (GCOE) Program) (January 21, 2010)

February 3, 2010
PDF''Additional Evidence on Earnings Management and Corporate Governance''
by Hidetaka Mitani

February 3, 2010
PDF''A Note on Construction of Multiple Swap Curves with and without Collateral''
by Masaaki Fujii, Yasufumi Shimada, Akihiko Takahashi

December 28, 2009
PDF''Current Situation of Macro Economic Imbalances in the U.S. & UK
— Including Comparison with the Situation from Japan's Economic Bubble through Post Bubble Period —''

by Yasuhiro Ishimaru
(Financial Market Analysis Office, Policy and Legal Division, Planning and Coordination Bureau, Financial Services Agency)

November 30, 2009 (REVISED on Dec. 28)
PDF''The Optimal Basel Capital Requirement to Cope with Pro-cyclicality: A Theoretical Approach''
by Naoyuki Yoshino, Tomohiro Hirano, Kakeru Miura

April 21, 2009
FRTC publishes ''FSA Research Review Vol.5, March 2009''

March 31, 2009
Materials of International Conference on Strengthening Payment Systems in Asia (co-hosted with the Asian Development Bank Institute (ADBI) and Keio University Global Center of Excellence (GCOE) Program) (February 10, 2009)

March 3, 2009
PDF''Financial Development and Amplification''
by Tomohiro Hirano

June 11, 2008
FRTC publishes "Interim Summary of Points of Discussion on Payment and Settlement (Chairman's Notes)"