The Theoretical and Empirical Research on BIS capital adequacy requirements and the Banks' Lending Behavior

• Project/Area Number: 18730207
• Research Category: Grant-in-Aid for Young Scientists (B)
• Allocation Type: Single-year Grants
• Research Field: Public finance/Monetary economics
• Research Institution: Keio University (2007-2008); Tohoku University (2006)
• Principal Investigator: WATANABE Wako Keio University, 商学部, 准教授 (80379106)
• Project Period (FY): 2006 – 2008
• Project Status: Completed (Fiscal Year 2008)
• Budget Amount: ¥3,770,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥270,000); Fiscal Year 2008: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000); Fiscal Year 2007: ¥900,000 (Direct Cost: ¥900,000); Fiscal Year 2006: ¥1,700,000 (Direct Cost: ¥1,700,000)
• Keywords: 自己資本 / 不動産融資 / 不良債権 / 地域金融機関 / 貸出供給 / 非線形性格 / 自己資本比率 / BIS規制 / リレーションシップ / 中小銀行 / メインバンク / 貸出金利 / 創業期融資

Research Abstract

1990年代後半、特に、金融監督当局の監督姿勢が厳格化した1997年度に銀行の自己資本比率が大幅に低下していていること、自己資本比率が低下した銀行が健全業種向けの融資削減、相対的に健全業務から不健全業種への資金の再配分を実施していることが明らかになった。また、中小金融機関は大手銀行に比べ、不良債権比率が高いほど中小企業向け貸出金利を引き上げていることも明らかになった。

Research Products

• [Journal Article] Bank Size and Lending Relationships in Japan (2008)
  • Author(s): Hirofumi Uchida, Gregory F. Udell, and Wako Watanabe
  • Journal Title: Journal of the Japanese and International Economies 22(2) Pages: 242-267
  • NAID: 210000165093
  • Peer Reviewed
• [Journal Article] 1990年代に銀行を通じた資金の流れはどう変化したか?「クレジット・クランチ」、「追い貸し」、「オーバー・バンキング」の検証 (2008)
  • Author(s): 渡部和孝
  • Journal Title: 財務省財務総合研究所フィナンシャル・レビュー 88 Pages: 39-56
• [Journal Article] 1990年代に銀行を通じた資金の流れはどう変化したか?-「クレジット・クランチ」、「追い貸し」、「オーバー・バンキング」の検証- (2008)
  • Author(s): 渡部 和孝
  • Journal Title: フィナンシャル・レビュー 88 Pages: 39-56
• [Journal Article] メインバンクによる中小企業向け貸出金利の決定要因 (2008)
  • Author(s): 渡部 和孝
  • Journal Title: 三田商学研究 50巻5号 Pages: 15-30
• [Journal Article] メインバンクによる中小企業向け貸出金利の決定要因 (2007)
  • Author(s): 渡部和孝
  • Journal Title: 三田商学研究 50 Pages: 15-30
• [Journal Article] Prudential Regulation and the 'Credit Crunch : Evidence from Japan, (2007)
  • Author(s): Wako Watanabe
  • Journal Title: Journal of Money, Credit and Banking 39(2-3) Pages: 639-665
  • Peer Reviewed
• [Journal Article] Prudential Regulation and the "Credit Crunch" : Evidence from Japan (2007)
  • Author(s): Wako Watanabe
  • Journal Title: Journal of Money, Credit and Banking 39:2-3 Pages: 639-665
• [Journal Article] Bank Size and Lending Relationships in Japan (2007)
  • Author(s): Gregory F.Udell, Hirofumi Uchida, Wako Watanabe
  • Journal Title: Journal of the Japanese and International Economies 条件付受理
  • NAID: 210000165093
• [Journal Article] 1990年代に銀行を通じた資金の流れはどう変化したか?「クレジット・クランチ」、「追い貸し」、「オーバー・バンキング」の検証 (2007)
  • Author(s): 渡部和孝
  • Journal Title: フィナンシャルレビュー (掲載決定)
• [Presentation] How Large Is the "Hold Up" Cost of Relationship Lending? Evidence from Main Bank-Small Firm Relationships in Japan (2008)
  • Author(s): Wako Watanabe
  • Organizer: Financial Management Association (FMA) Annual Conference
  • Place of Presentation: Grapevine, TX, USA
  • Year and Date: 2008-10-09
• [Presentation] How Large Is the "Hold Up" Cost of Relationship Lending-Evidence from Main Bank-Small Firm Relationships in Japan (2008)
  • Author(s): Wako Watanabe
  • Organizer: The 2008 FMA Annual Conference
  • Place of Presentation: ダラス(米国)
  • Year and Date: 2008-10-09
• [Presentation] How Large Is the "Hold Up" Cost of Relationship Lending? Evidence from Main Bank-Small Firm Relationships in Japan (2008)
  • Author(s): Wako Watanabe
  • Organizer: Asian FA-NFA 2008 International Conference
  • Place of Presentation: Yokohama, Japan
  • Year and Date: 2008-07-08
• [Presentation] How Large Is the "Hold Up" Cost of Relationship Lending-Evidence from Main Bank-Small Firm Relationships in Japan (2008)
  • Author(s): Wako Watanabe
  • Organizer: The Asian FA-NFA 2008 International Conference
  • Place of Presentation: 横浜市
  • Year and Date: 2008-07-08
• [Presentation] How Large Is the "Hold Up" Cost of Relationship Lending? Evidence from Main Bank-Small Firm Relationships in Japan (2008)
  • Author(s): Wako Watanabe
  • Organizer: FMA European Conference
  • Place of Presentation: Prague, Czech Republic
  • Year and Date: 2008-06-06
• [Presentation] How Large Is the "Hold Up" Cost of Relationship Lending-Evidence from Main Bank-Small Firm Relationships in Japan (2008)
  • Author(s): Wako Watanabe
  • Organizer: The 2008 Financial Management Association (F MA) European Conference
  • Place of Presentation: プラハ(チェコ共和国)
  • Year and Date: 2008-06-06
• [Presentation] Do Governmental Financial Institutions Help Startups Grow? Evidence from Japan (2008)
  • Author(s): 渡部和孝
  • Organizer: 日本経済学会
  • Place of Presentation: 東北大学
  • Year and Date: 2008-06-01
• [Presentation] How Large Is the "Hold Up" Cost of Relationship Lending? Evidence from Main Bank-Small Firm Relationships in Japan (2008)
  • Author(s): Wako Watanabe
  • Organizer: Midwest Finance Association
  • Place of Presentation: San Antonio, TX, USA
  • Year and Date: 2008-02-28
• [Presentation] How Do Relationship Lenders Price Loans to Small Firms? Hold Up Costs, Transparency, and Private and Public Security (2008)
  • Author(s): 渡部 和孝
  • Organizer: Midwest Finance Association Annual Meeting
  • Place of Presentation: 米国テキサス州サンアントニオ
  • Year and Date: 2008-02-28
• [Book] リレーションシップバンキングと地域金融 (2007)
  • Author(s): 渡部和孝
  • Publisher: 日本経済新聞社
• [Book] 「BIS規制と金融機関の貸出行動」、「リレーションシップバンキングと地域金融」 (2007)
  • Author(s): 渡部和孝
  • Total Pages: 33
  • Publisher: 日本経済新聞出版社(所収)
• [Remarks]
  • URL: http://www.fbc.keio.ac.jp/wakow/
• [Remarks]
  • URL: http://www.fbc.keio.ac.jp/~wakow/