The Bank of Japan sent a comment letter on April 28, 2012 to the Federal Reserve regarding the proposal for the Single-Counterparty Credit Limits issued for public comment. In this letter, the Bank of Japan raises two specific areas of concerns: potential impact on the conduct of monetary policy as well as on [...]
Today, 7605 documents
in our database
in our database
   |
Posted on May 14th, 2012
Posted on May 7th, 2012
This April 2012 issue of the Outlook for Economic Activity and Prices (Outlook Report) presents the outlook for Japan’s economy through fiscal 2013. The Outlook Report first provides a description of developments in global financial markets and overseas economies that are affecting trends in Japan’s economy, followed by the Bank of Japan’s assessment [...] Posted on May 1st, 2012
This paper conducts a comparative analysis of the diverse methods for estimating the Japanese government bond (JGB) zero coupon yield curve (hereafter, zero curve) according to the criteria that estimation methods should meet. Previous studies propose many methods for estimating the zero curve from the market prices of coupon-bearing bonds. In estimating [...] Posted on April 26th, 2012
Contents: Chapter II. Examination of the external environment A. Global economy and financial system Chapter III. Examination of financial intermediation A. Financial conditions of firms and households Chapter IV. Risks in the financial system A. Macro risk [...] Posted on April 24th, 2012
The financial activity index (FAIX) introduced in this paper is a selection of financial indicators that borrow from prior literature on early bubble warnings and are particularly adept at explaining the bubble occurred in Japan starting in the 1980s. This index comprises 10 financial indicators and is envisioned for use from two main [...] 21 pages
|
|
|
|
||