Japan: Financial System Stability Assessment
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Diebold, Francis X. & Yılmaz, Kamil, 2014.
"On the network topology of variance decompositions: Measuring the connectedness of financial firms,"
Journal of Econometrics, Elsevier, vol. 182(1), pages 119-134.
- Francis X. Diebold & Kamil Yilmaz, 2011. "On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms," Koç University-TUSIAD Economic Research Forum Working Papers 1124, Koc University-TUSIAD Economic Research Forum.
- Francis X. Diebold & Kamil Yilmaz, 2011. "On the network topology of variance decompositions: Measuring the connectedness of financial firms," Working Papers 11-45, Federal Reserve Bank of Philadelphia.
- Francis X. Diebold & Kamil Yılmaz, 2011. "On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms," PIER Working Paper Archive 11-031, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francis X. Diebold & Kamil Yilmaz, 2011. "On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms," NBER Working Papers 17490, National Bureau of Economic Research, Inc.
- Marco A. Espinosa‐Vega & Juan Solé, 2011.
"Cross‐border financial surveillance: a network perspective,"
Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 3(3), pages 182-205, August.
- Mr. Juan Sole & Marco A Espinosa-Vega, 2010. "Cross-Border Financial Surveillance: A Network Perspective," IMF Working Papers 2010/105, International Monetary Fund.
- Claudio Borio & Robert Neil McCauley & Patrick McGuire & Vladyslav Sushko, 2016. "Covered interest parity lost: understanding the cross-currency basis," BIS Quarterly Review, Bank for International Settlements, September.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Charlotte M. Karam & Fida Afiouni, 2021. "Career constructions and a feminist standpoint on the meaning of context," Gender, Work and Organization, Wiley Blackwell, vol. 28(2), pages 672-700, March.
- Claudia Gabriela BAICU & Luise MLADEN & Diana CRĂCIUNAȘ, 2017. "Considerations regarding ageing impact on banking system – challenges, strategies," International Conference on Economic Sciences and Business Administration, Spiru Haret University, vol. 4(1), pages 42-48, October.
- Grund, Sebastian & Nomm, Nele & Walch, Florian, 2020. "Liquidity in resolution: comparing frameworks for liquidity provision across jurisdictions," Occasional Paper Series 251, European Central Bank.
- Calice, Pietro & Leonida, Leone & Muzzupappa, Eleonora, 2021. "Concentration-stability vs concentration-fragility. New cross-country evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
- Natasha Kalara & Lu Zhang, 2018. "The changing landscape of firm financing in Europe, the United States and Japan," CPB Discussion Paper 383, CPB Netherlands Bureau for Economic Policy Analysis.
- Matěj Maivald & Petr Teplý, 2020. "The impact of low interest rates on banks' non-performing loans," FFA Working Papers 2.002, Prague University of Economics and Business, revised 25 Feb 2020.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis, 2020.
"From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 69(C).
- Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2019. "From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps," Working Papers in Economics & Finance 2019-05, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Mrs. Jana Bricco & Ms. TengTeng Xu, 2019. "Interconnectedness and Contagion Analysis: A Practical Framework," IMF Working Papers 2019/220, International Monetary Fund.
- International Monetary Fund, 2019. "Australia: Financial Sector Assessment Program-Technical Note-Stress Testing the Banking Sector and Systemic Risk Analysis," IMF Staff Country Reports 2019/051, International Monetary Fund.
- Meglioli, Francesco & Gauci, Stephanie, 2021. "A Multi-level Network Approach to Spillovers Analysis: An Application to the Maltese Domestic Investment Funds Sector," ESRB Working Paper Series 124, European Systemic Risk Board.
- Lilian Muchimba, 2022. "Connectedness of money market instruments: A time-varying vector autoregression approach," Working Papers in Economics & Finance 2022-07, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Jose Eduardo Gomez-Gonzalez & Jorge Hirs-Garzon, 2017. "Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study," Borradores de Economia 1009, Banco de la Republica de Colombia.
- International Monetary Fund, 2017. "Luxembourg: Financial Sector Assessment Program: Technical Note-Risk Analysis," IMF Staff Country Reports 2017/261, International Monetary Fund.
- International Monetary Fund, 2015. "Norway: Financial Sector Assessment Program - Financial System Stability Assessment," IMF Staff Country Reports 2015/252, International Monetary Fund.
- International Monetary Fund, 2016. "Ireland: Financial Sector Assessment Program: Technical Note-Stress Testing the Banking System," IMF Staff Country Reports 2016/315, International Monetary Fund.
- International Monetary Fund, 2017. "Finland: Financial Sector Assessment Program: Technical Note-Stress Testing the Banking System and Interconnectedness Analysis," IMF Staff Country Reports 2017/006, International Monetary Fund.
- International Monetary Fund, 2017. "Spain: Financial Sector Assessment Program-Technical Note-Interconnectedness and Spillover Analysis in Spain’s Financial System," IMF Staff Country Reports 2017/344, International Monetary Fund.
- International Monetary Fund, 2019. "Australia: Financial System Stability Assessment," IMF Staff Country Reports 2019/054, International Monetary Fund.
- International Monetary Fund, 2019. "Singapore: Financial System Stability Assessment," IMF Staff Country Reports 2019/224, International Monetary Fund.
- Aikman, David & Beale, Daniel & Brinley-Codd, Adam & Covi, Giovanni & Hüser, Anne‑Caroline & Lepore, Caterina, 2023.
"Macroprudential stress‑test models: a survey,"
Bank of England working papers
1037, Bank of England.
- David Aikman & Daniel Beale & Adam Brinley-Codd & Anne-Caroline Hüser & Giovanni Covi & Caterina Lepore, 2023. "Macro-Prudential Stress Test Models: A Survey," IMF Working Papers 2023/173, International Monetary Fund.
- Alexis Stenfors & Lilian Muchimba, 2023. "The Transmission Mechanism of Stress in the International Banking System," Working Papers in Economics & Finance 2023-03, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- International Monetary Fund, 2017. "Japan: Financial Sector Assessment Program-Technical Note-Systemic Risk Analysis and Stress Testing the Financial Sector," IMF Staff Country Reports 2017/285, International Monetary Fund.
- Gomez-Gonzalez, Jose E. & Hirs-Garzon, Jorge & Gamboa-Arbelaez, Juliana, 2020. "Dynamic relations between oil and stock market returns: A multi-country study," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- International Monetary Fund, 2019. "Singapore: Financial Sector Assessment Program; Technical Note-Financial Stability Analysis and Stress Testing," IMF Staff Country Reports 2019/228, International Monetary Fund.
- International Monetary Fund, 2018. "Brazil: Financial Sector Assessment Program-Technical Note on Stress Testing and Systemic Risk Analysis," IMF Staff Country Reports 2018/344, International Monetary Fund.
- International Monetary Fund, 2018. "Brazil: Financial System Stability Assessment," IMF Staff Country Reports 2018/339, International Monetary Fund.
More about this item
Keywords
ISCR; CR; City bank; financial system; bank management; credit risk; banking sector; financial market; risk profile; asset-based lending; venture capital; banks cope; BoJ purchase; regional bank; solvency regime; funding source; Insurance companies; Insurance; Securities; Commercial banks; Global;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:imf:imfscr:2017/244. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Akshay Modi (email available below). General contact details of provider: https://edirc.repec.org/data/imfffus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.