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
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
FSA 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
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''
February 3, 2010
''Additional Evidence on Earnings Management and Corporate Governance''
by Hidetaka Mitani
February 3, 2010
''A Note on Construction of Multiple Swap Curves with and without Collateral''
by Masaaki Fujii, Yasufumi Shimada, Akihiko Takahashi
December 28, 2009
''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)
''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 3, 2009
''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)"
