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Relevant bibliographies by topics / Japanese banking system; Financial distress

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Academic literature on the topic 'Japanese banking system; Financial distress'

Author: Grafiati

Published: 4 June 2021

Last updated: 2 February 2022

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Journal articles on the topic "Japanese banking system; Financial distress"

1

Paule-Vianez, Jessica, Milagros Gutiérrez-Fernández, and José Luis Coca-Pérez. "Prediction of financial distress in the Spanish banking system." Applied Economic Analysis 28, no. 82 (November 21, 2019): 69–87. http://dx.doi.org/10.1108/aea-10-2019-0039.

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Purpose The purpose of this study is to construct the first short-term financial distress prediction model for the Spanish banking sector. Design/methodology/approach The concept of financial distress covers a range of different types of financial problems, in addition to bankruptcy, which is not common in the sector. The methodology used to predict financial problems was artificial neural networks using traditional financial variables according to the capital, assets, management, earnings, liquidity and sensibility system, as well as a series of macroeconomic variables, the impact of which has been proven in a number of studies. Findings The results obtained show that artificial neural networks are a highly suitable method for studying financial distress in Spanish credit institutions and for predicting all cases in which an entity has short-term financial problems. Originality/value This is the first work that tries to build a model of artificial neural networks to predict the financial distress in the Spanish banking system, grouping under the concept of financial distress, apart from bankruptcy, other financial problems that affect the viability of these entities.

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Mansur, Alfan. "Measuring Systemic Risk on the Indonesia’s Banking System." Kajian Ekonomi dan Keuangan 2, no. 2 (September 6, 2018): 94–105. http://dx.doi.org/10.31685/kek.v2i2.325.

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Inter-connectedness is one important aspect in measuring the degree of systemic risk arising in the banking system. In this paper, this aspect besides the degree of commonality and volatility are measured using Principal Component Analysis (PCA), dynamic Granger causality tests and a Markov regime switching model. These measures can be used as leading indicators to detect pressures in the financial system, in particular the banking system. There is evidence that the inter-connectedness level together with degree of commonality and volatility among banks escalate substantially during the financial distress. It implies that less systemically important banks could become more important in the financial system during the abnormal times. Therefore, the list of systemically important banks as regulated in the Law on Prevention and Mitigation of Financial System Crisis (UU PPKSK) should be updated more frequently during the period of financial distress.

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Cipollini, Andrea, and Franco Fiordelisi. "Economic value, competition and financial distress in the European banking system." Journal of Banking & Finance 36, no. 11 (November 2012): 3101–9. http://dx.doi.org/10.1016/j.jbankfin.2012.07.014.

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Shubbar, Haider H. Dipheal. "Methodological Aspects of the Financial Stability of Iraq’s Banking System." Vestnik Tomskogo gosudarstvennogo universiteta. Ekonomika, no. 51 (2020): 208–18. http://dx.doi.org/10.17223/19988648/51/13.

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This article discusses the methodology the Central Bank of Iraq developed to assess the financial stability of commercial banks. This topic is relevant because, in modern economic conditions, the Central Bank of Iraq is forced to tighten requirements to credit institutions. Banks use not only their own funds, but also the funds of the population, legal entities, so they must be reliable and stable. Financial stability directly characterises the reliability of banks, so it must be strictly controlled. The Central Bank of Iraq has created its own methodology for assessing the financial stability of the banking sector. Its use should improve the quality of the created banking system development strategies and the financial monitoring of these strategies’ implementation. The Iraqi banking sector has a high level of capital adequacy, which helps to reduce the likelihood of financial distress in it.

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Hoshi, Takeo, and Anil K. Kashyap. "Japan's Financial Crisis and Economic Stagnation." Journal of Economic Perspectives 18, no. 1 (February 1, 2004): 3–26. http://dx.doi.org/10.1257/089533004773563412.

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We survey the macroeconomic stagnation and financial problems in Japan. The financial sector assessment includes separate analyses of the commercial banks, the life insurance companies and the government's fiscal investment and loan program (FILP). We estimate that the Japanese taxpayer will have to pay at least another ¥100 trillion (20% of GDP) to cover financial system losses. We explain how the current dysfunctional Japanese banking system misallocates funds by keeping many insolvent firms in business. These inefficient firms crowd out potentially profitable ones and worsen macroeconomic stagnation. A sustained macroeconomic recovery requires serious restructuring aimed at stopping this cycle.

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6

Polyzos, Stathis, Khadija Abdulrahman, and Apostolos Christopoulos. "Good management or good finances? An agent-based study on the causes of bank failure." Banks and Bank Systems 13, no. 3 (September 11, 2018): 95–105. http://dx.doi.org/10.21511/bbs.13(3).2018.09.

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The recent series of banking crises in the United States and in the Eurozone has resulted in numerous bank failures. In this paper, an agent-based model is employed to test for factors that determine bank viability in times of distress, focusing mainly on the endogenous risk of financial institutions. The authors test for the effects of both management and financial factors on the institutions’ ability to weather the storm during times when the banking system experiences distress. The agent-based simulation process is split into a setup period, when the simulation builds the structural characteristics of each bank, and a testing period, where these characteristics are tested against the final result, which is the bank’s viability. A risk estimation model is built and it is found that the proposed model is successful in predicting whether a particular bank can endure a stress testing situation. The empirical results confirm the relevant literature and put further emphasis on the policy implications regarding banking supervision and regulation, particularly in context of the Eurozone banking union.

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Salleo, Carmelo, Alberto Grassi, and Constantinos Kyriakopoulos. "A Comprehensive Approach for Calculating Banking Sector Risks." International Journal of Financial Studies 8, no. 4 (November 10, 2020): 69. http://dx.doi.org/10.3390/ijfs8040069.

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We propose a comprehensive approach for the analysis of real economy and government sector risk transmission to the banking system and apply it in ten Euro-Area countries from 2005 to 2017. A flexible methodology is developed to model banks’ assets according to the risk-adjusted balance sheet of the counterparts. The use of distance to distress as a popular risk metric shows that Contingent Claims Analysis underestimates banks risk in stable periods and overstates it during crisis. Furthermore, the approach succeeds in detecting spillovers from households, non-financial corporations and sovereign sectors: for the countries examined the main source of instability comes from the Non-Financial Corporation sector and its increased assets volatility.

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Egan, Mark, Ali Hortaçsu, and Gregor Matvos. "Deposit Competition and Financial Fragility: Evidence from the US Banking Sector." American Economic Review 107, no. 1 (January 1, 2017): 169–216. http://dx.doi.org/10.1257/aer.20150342.

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We develop a structural empirical model of the US banking sector. Insured depositors and run-prone uninsured depositors choose between differentiated banks. Banks compete for deposits and endogenously default. The estimated demand for uninsured deposits declines with banks' financial distress, which is not the case for insured deposits. We calibrate the supply side of the model. The calibrated model possesses multiple equilibria with bank-run features, suggesting that banks can be very fragile. We use our model to analyze proposed bank regulations. For example, our results suggest that a capital requirement below 18 percent can lead to significant instability in the banking system. (JEL E44, G01, G21, G28, G32)

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Pastore, Patrizia, and Silvia Tommaso. "Italian industrial districts: influence of the governance on performance and financial distress of firms. An explorative study." Corporate Ownership and Control 11, no. 1 (2013): 962–91. http://dx.doi.org/10.22495/cocv11i1c11p7.

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The aim of the paper is to offer evidence about the influence of the governance quality of industrial districts (IDs) on performance and financial distress risks of firms belonging to IDs. By adopting a qualitative approach, the analysis was applied to 20 case studies of Italian IDs belonging to the Fashion and Mechanical industries (included within the National Observatory of Italian Districts). The investigation suggests that in the districts characterized by good governance and cooperative strategies the firms achieve better performances and improve their competitiveness. These conditions may facilitate the firms belonging to such districts in terms of lower borrowing costs, greater availability of credit, lower risk of financial distress and, therefore, fewer bankruptcies. Therefore, the study suggests that the district governance should be included as a further qualitative strategic variable in district firms’ financial distress prediction models and in the rating attribution processes by the banking system (or by specialized rating agencies).

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Okina, Yuri. "Improving Japan's Financial System, with Emphasis on Reforming the Postal Savings Business." Asian Economic Papers 2, no. 1 (January 2003): 172–83. http://dx.doi.org/10.1162/153535103322022977.

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The crisis facing Japan's banking sector has been attributed to a wide range of factors: (1) the run-up and collapse of the bubble; (2) a lack of adequate supervision of financial institutions by the government; (3) the stagnation of the economy, because the Japanese growth model is no longer relevant; and (4) bad management of the banks. It is important to reform corporate governance in the real sector, not merely in the financial sector. It should also be recognized that Japan's financial system should reduce the size of the safety net provided by the government not only through the deposit insurance system, but also through the enormous postal savings business.

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Dissertations / Theses on the topic "Japanese banking system; Financial distress"

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Kobayakawa, Shuji. "Three essays on curent issues in financial systems." Thesis, University of Oxford, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.363633.

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Sung, Ya-Ching, and 宋雅倩. "Modeling Financial Distress Warning System: Evidence From Taiwan's Banking Industry." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/50884765946701369246.

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碩士
輔仁大學
金融研究所
96
To the competent authority's position on Taiwan’s banking industry from 2003 to 2006, the Institute of the financial variables used, directly related to the financial stability of the financial ratios, the main reference the International Monetary Fund (IMF) referred to " Financial Soundness Indicators ", coupled with collate data the overall economic indicators and corporate governance indicators as variables. Another use of the crisis early warning and forecast a better ability to construct a logistic regression analysis of the financial crisis early warning models, and application of Altman (2006) method will take the number of raw data after log, further logistic regression analysis, raising the establishment of a financial crisis early warning model the forecast rate. This paper studies found that the banking sector in financial crisis for the significant variables of reference for IMF financial indicators of financial soundness had non-performing-loans (NPL) ratio (X3), return on equity (ROE) (X7), Liquid asset ratio (X10), liquidity ratio (X11), The overall economic indicators in the money supply annual growth rate (X14) and corporate governance indicators holdings of major shareholders (X17) are banking authorities much-needed attention to the impact of variables, the financial crisis early warning should be on the banking industry in particular on the alert. The result of experiment shows that : financial crisis prediction accuracy rate was 77.24 percent, improve the prediction correct classification rate of 95.4 percent, the overall forecast accuracy rate was 89.92 percent. Application of Altman (2006) method will take the raw data showed that after log: the financial crisis forecast rate of 84.28 percent correct, the sound of the forecast accuracy rate was 86.38 percent, the overall forecast accuracy rate was 85.14 percent. Therefore, the forecast accuracy of that financial crisis is the use of log data get higher results.

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Books on the topic "Japanese banking system; Financial distress"

1

Antoniades, Dimitris. Financial distress of industrial firms on the Greek banking system. Washington DC (1818 H Street, NW, Washington 20433): Development Economics, World Bank, 1990.

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2

Ogawa, Kazuo. Financial distress and employment: The Japanese case in the 90s. Cambridge, Mass: National Bureau of Economic Research, 2003.

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3

Packer, Frank. Before main banks: A selective historical overview of Japan's prewar financial system. [Washington, D.C.]: World Bank, Policy Research Dept., Finance and Private Sector Development Division, and Financial Sector Development Dept., 1995.

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4

Hoshi, Takeo. The role of banks in reducing the costs of financial distress in Japan. Cambridge, MA: National Bureau of Economic Research, 1990.

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5

E, Weinstein David, and National Bureau of Economic Research., eds. The myth of the patient Japanese: Corporate myopia and financial distress in Japan and the US. Cambridge, MA: National Bureau of Economic Research, 1996.

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6

United States. Congress. House. Committee on Banking and Financial Services. The Japanese financial system: Hearing before the Committee on Banking and Financial Services, House of Representatives, One Hundred Fourth Congress, first session, October 16, 1995. Washington: U.S. G.P.O., 1996.

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7

United States. Congress. House. Committee on Banking, Finance, and Urban Affairs. Subcommittee on Financial Institutions Supervision, Regulation and Insurance. Examine Japanese financial system and its affect of ability of U.S. firms to compete: Hearing before the Subcommittee on Financial Institutions Supervision, Regulation and Insurance, Task Force on International Competitiveness of U.S. Financial Institutions of the Committee on Banking, Finance and Urban Affairs, House of Representatives, One Hundred First Congress, second session, August 2, 1990. Washington, DC: U.S. G.P.O., 1990.

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8

United States. Congress. House. Committee on Banking, Finance, and Urban Affairs. International Competitiveness of United States Financial Institutions Task Force. Examine Japanese financial system and its affect [sic] on ability of U.S. firms to compete: Hearing before the Subcommittee on Financial Institutions Supervision, Regulation and Insurance, Task Force on International Competitiveness of U.S. Financial Institutions of the Committee on Banking, Finance, and Urban Affairs, House of Representatives, One Hundred First Congress, second session, August 2, 1990. Washington: U.S. G.P.O., 1990.

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9

1946-, Ukai Yasuharu, ed. Economic analysis of information system investment in banking industry. Tokyo: Springer, 2005.

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10

US GOVERNMENT. The Japanese financial system: Hearing before the Committee on Banking and Financial Services, House of Representatives, One Hundred Fourth Congress, first session, October 16, 1995. For sale by the U.S. G.P.O., Supt. of Docs., Congressional Sales Office, 1996.

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Book chapters on the topic "Japanese banking system; Financial distress"

1

Iwami, Toru. "Internationalization of Japanese Banking." In Japan in the International Financial System, 90–117. London: Palgrave Macmillan UK, 1995. http://dx.doi.org/10.1057/9780230372634_4.

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2

Cargill, Thomas F. "What Caused Japan’s Banking Crisis?" In Crisis and Change in the Japanese Financial System, 37–58. Boston, MA: Springer US, 2000. http://dx.doi.org/10.1007/978-1-4615-4395-4_2.

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3

Ueda, Kazuo. "Causes of Japan’s Banking Problems in the 1990s." In Crisis and Change in the Japanese Financial System, 59–81. Boston, MA: Springer US, 2000. http://dx.doi.org/10.1007/978-1-4615-4395-4_3.

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4

Oritani, Yoshiharu. "Role of Central Banks in Financial Crisis Management." In The Japanese Central Banking System Compared with Its European and American Counterparts, 229–65. Singapore: Springer Singapore, 2019. http://dx.doi.org/10.1007/978-981-13-9001-2_6.

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5

Sheard, Paul. "Main Banks and the Governance of Financial Distress." In The Japanese Main Bank System, 188–230. Oxford University Press, 1995. http://dx.doi.org/10.1093/0198288999.003.0006.

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6

Boitan, Iustina Alina. "Early Warning Tools for Financial System Distress." In Risk and Contingency Management, 26–44. IGI Global, 2018. http://dx.doi.org/10.4018/978-1-5225-3932-2.ch002.

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In the last decade, economic literature has consistently and imperatively promoted the need to create and use early warning models to prevent the various types of crises, especially as the coverage of bank risks has widened, as a result of the financial liberalization process, innovation and cross border financial activity. Although several supervisory authorities and central banks have already in place different types of early warning systems (Austria, Czech Republic, France, Italy, Romania, UK), the recent global financial crisis has put into question the ability of these statistical tools to monitor financial or banking distress and make accurate predictions. The aim of the chapter is twofold: i) to review the existing typologies of EWSs, developed at micro prudential and macro prudential levels; and ii) to answer several questions related to the low predictive power recorded by early warning models with respect to the current financial crisis and to depict the main international approaches towards their future structural reconfiguration and role.

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7

Boitan, Iustina Alina. "Early Warning Tools for Financial System Distress." In Advances in Finance, Accounting, and Economics, 97–114. IGI Global, 2016. http://dx.doi.org/10.4018/978-1-4666-9484-2.ch005.

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In the last decade, economic literature has consistently and imperatively promoted the need to create and use early warning models to prevent the various types of crises, especially as the coverage of bank risks has widened, as a result of the financial liberalization process, innovation and cross border financial activity. Although several supervisory authorities and central banks have already in place different types of early warning systems (Austria, Czech Republic, France, Italy, Romania, UK), the recent global financial crisis has put into question the ability of these statistical tools to monitor financial or banking distress and make accurate predictions. The aim of the chapter is twofold: i) to review the existing typologies of EWSs, developed at micro prudential and macro prudential levels; and ii) to answer several questions related to the low predictive power recorded by early warning models with respect to the current financial crisis and to depict the main international approaches towards their future structural reconfiguration and role.

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8

O‚ÄôNeill, Terry, Jack Penm, and R. Terrell. "Nonlinear Synthesis Approach Establishing a Banking or Financial Distress Early Warning System against Corruption." In Chapman & Hall/CRC Finance Series, 755–76. CRC Press, 2009. http://dx.doi.org/10.1201/9781439804506-c38.

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Virkar, Shefali. "Predicting Global Financial Meltdown and Systemic Banking Failure." In Advances in Finance, Accounting, and Economics, 46–79. IGI Global, 2016. http://dx.doi.org/10.4018/978-1-4666-9484-2.ch003.

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The last two decades of international financial history have witnessed an unprecedented increase in the number of episodes of financial distress; wherein the incidence of these episodes has not been restricted to national boundaries as localised systemic incidents but have instead been spread to other countries and across regions in the form of financial contagion. This book chapter proposes a detailed discussion and analysis of the scholarly and practitioner literature used to conceptualise and to encapsulate the theoretical construct of an Early Warning System (EWS) developed to predict and mitigate the onset and persistence of systemic banking failures and financial crises. The models that constitute the focus of this overview are pivotal to the prediction of systemic banking meltdowns, either on their own or as constituent elements of other methodological approaches that contribute significantly towards the design and development of an Early Warning System.

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