The Policy analysis of the Financial Crises
| Project/Area Number |
22530325
|
|---|
| Research Category |
Grant-in-Aid for Scientific Research (C)
|
| Allocation Type | Single-year Grants |
|---|
| Section | 一般 |
|---|
| Research Field |
Public finance/Monetary economics
|
|---|
| Research Institution | Meiji Gakuin University |
|---|
Principal Investigator |
SASAKI Yuri 明治学院大学, 経済学部, 教授 (10272767)
|
|---|
| Project Period (FY) |
2010-04-01 – 2015-03-31
|
| Project Status |
Completed (Fiscal Year 2014)
|
| Budget Amount *help |
¥2,730,000 (Direct Cost: ¥2,100,000、Indirect Cost: ¥630,000)
Fiscal Year 2014: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2013: ¥130,000 (Direct Cost: ¥100,000、Indirect Cost: ¥30,000)
Fiscal Year 2012: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2011: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2010: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
|
|---|
| Keywords | 金融規制 / 銀行貸出 / バーゼルアコード / 含み益 / 劣後債 / 繰延税金資産 / 公的資金 / 土地再評価益 / 貸し渋り / 金融危機 / 銀行 / 貸出 / バーゼル / 同時方程式 / BIS規制 / 自己資本比率規制 / プルーデンシャルポリシー / クレジットクランチ / パネル分析 |
|---|
| Outline of Final Research Achievements |
We investigate the lending behavior of Japanese banks under the Basel capital standards, with a focus on the effects of the discretionary policies made by Japanese financial authorities to help Japanese banks raise their capital ratios. Using a simultaneous equations model, we examine how each component of the risk-based capital ratio affected the lending decisions made by Japanese banks. The results reveal the influence of each component of the risk-based capital ratio: latent capital gains, subordinated debt, disposal of non-performing loans, public capital injections, and deferred tax assets. Overall, Japan’s discretionary policies were effective in increasing lending by Japanese banks.
|
Report
(6 results)
Research Products
(7 results)
