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The Effect of the Basel Accord on Bank Lending in Japan
http://hdl.handle.net/10086/13951
http://hdl.handle.net/10086/139514caa7e69-7d1e-4c61-93fb-a82518d6e7bd
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
wp2001-22a.pdf (285455 bytes)
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| アイテムタイプ | デフォルトアイテムタイプ（フル）その２(1) | |||||||
|---|---|---|---|---|---|---|---|---|
| 公開日 | 2017-05-20 | |||||||
| タイトル | ||||||||
| タイトル | The Effect of the Basel Accord on Bank Lending in Japan | |||||||
| 言語 | en | |||||||
| 作成者 |
Montgomery, Heather
× Montgomery, Heather
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| 寄与者 | ||||||||
| 寄与者タイプ | Editor | |||||||
| 姓名 | Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University | |||||||
| 言語 | en | |||||||
| アクセス権 | ||||||||
| アクセス権 | open access | |||||||
| アクセス権URI | http://purl.org/coar/access_right/c_abf2 | |||||||
| 主題 | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | Japanese Banks | |||||||
| 主題 | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | Capital Adequacy | |||||||
| 主題 | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | Basel Accord | |||||||
| 主題 | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | Credit Crunch | |||||||
| 内容記述 | ||||||||
| 内容記述タイプ | Other | |||||||
| 内容記述 | This paper was presented at the conference on Designing Financial Systems in East Asia and Japan: Toward a Twenty-First Century Paradigm. This two-day conference was co-organized by the International Monetary Fund and the CEI. It was held during September 24-25, 2001 at Hitotsubashi Memorial Hall in Tokyo, Japan. A select group of academics, researchers and policy makers from around the world gathered to examine the timely issue of how the financial systems and corporate governance in East Asia and Japan should be redesigned in order to achieve sustainable economic development. The conference included six sessions with 17 papers. All the presented papers were added to the CEI series of working papers. The series, as well as the contents of the conference, can be reached at http://cei.ier.hit-u.ac.jp. | |||||||
| 言語 | en | |||||||
| 内容記述 | ||||||||
| 内容記述タイプ | Abstract | |||||||
| 内容記述 | This study investigates the hypothesis that stricter capital adequacy requirements introduced under the 1988 Basel Accord caused Japanese banks to restrict loan growth. Using a panel of Japanese bank balance sheets for fiscal years 1982-1999, this study finds that the 1988 Basel Accord regulation requiring international banks to hold a BIS (Bank for International Settlements) capital to risk-weighted asset ratio of at least 8% increased the sensitivity of total loan growth to capitalization for international banks in Japan. A similar, but quantitatively smaller, finding is reported for a group of “switcher” banks that initially pursued the 8% BIS capital adequacy requirement following the signing of the Basel Accord in 1988, but then later switched to pursue a domestic 4% MOF (Ministry of Finance) capital adequacy requirement. Domestic banks, which were subject to the 4% MOF capital adequacy requirement for the entire post-Basel period, show no evidence of increased sensitivity of lending to capitalization in the post-Basel period. | |||||||
| 出版者 | ||||||||
| 出版者 | Institute of Economic Research, Hitotsubashi University | |||||||
| 日付 | ||||||||
| 日付 | 2001-09 | |||||||
| 日付タイプ | Issued | |||||||
| 言語 | ||||||||
| 言語 | eng | |||||||
| 資源タイプ | ||||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_18gh | |||||||
| 資源タイプ | technical report | |||||||
| 出版タイプ | ||||||||
| 出版タイプ | VoR | |||||||
| 出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||||
| 関連情報 | ||||||||
| 関連タイプ | isPartOf | |||||||
| 関連名称 | CEI Working Paper Series ; No. 2001-22 | |||||||
| 関連情報 | ||||||||
| 識別子タイプ | URI | |||||||
| 関連識別子 | http://cei.ier.hit-u.ac.jp/index.html | |||||||
| 収録物識別子 | ||||||||
| 収録物識別子タイプ | NCID | |||||||
| 収録物識別子 | AA11590659 | |||||||
| ページ数 | ||||||||
| ページ数 | 27 | |||||||
| JEL | ||||||||
| 値 | G21 | |||||||
| JEL | ||||||||
| 値 | G28 | |||||||
| JEL | ||||||||
| 値 | C23 | |||||||
| JEL | ||||||||
| 値 | E51 | |||||||
