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Risk aggregation by a copula with a stressed condition

Yoshiba, Toshinao - 2013

Persistent link: https://www.econbiz.de/10010189914

On the risk capital framework of financial institutions

Ishikawa, Tatsuya; Yamai, Yasuhiro; Ieda, Akira - 2003

Persistent link: https://www.econbiz.de/10001787114

On the risk capital framework of financial institutions

Ishikawa, Tatsuya; Yamai, Yasuhiro; Ieda, Akira - In: Monetary and economic studies 21 (2003) 3, pp. 83-105

Persistent link: https://www.econbiz.de/10001802336

Risk management for equity portfolios of Japanese banks

Ieda, Akira; Ohba, Toshikazu - 1998

Persistent link: https://www.econbiz.de/10000994638

Risk management for equity portfolios of Japanese banks

Ieda, Akira; Ohba, Toshikazu - In: Monetary and economic studies 17 (1999) 2, pp. 91-117

Persistent link: https://www.econbiz.de/10001402196

Recent trends in the spread over Libor on the domestic straight bond trading market in Japan

Ieda, Akira - In: Monetary and economic studies 16 (1998) 2, pp. 113-128

Persistent link: https://www.econbiz.de/10001254355

Recent trends in the spread over Libor on the domestic straight bond trading market in Japan

Ieda, Akira; Ohba, Toshikazu - In: Monetary and economic studies 16 (1998) 2, pp. 113-128

Persistent link: https://www.econbiz.de/10009934932

Risk management for equity portfolios of Japanese banks

Ieda, Akira; Ohba, Toshikazu - In: Monetary and economic studies 17 (1999) 2, pp. 91-117

Persistent link: https://www.econbiz.de/10009934942

On the risk capital framework of financial institutions

Ishikawa, Tatsuya; Yamai, Yasuhiro; Ieda, Akira - In: Monetary and economic studies 21 (2003) 3, pp. 83-105

Persistent link: https://www.econbiz.de/10009935023

Recent Trends in the Spread over Libor on the Domestic Straight Bond Trading Market in Japan

Ieda, Akira; Ohba, Toshikazu - In: Monetary and Economic Studies 16 (1998) 2, pp. 113-128

In this paper, we conduct a regression analysis on the spread over Libor (LS) on the domestic straight bond trading market in Japan from May 1997 through March 1998. Our analysis shows that, for non-construction issues, the lower the rating the higher the LS, and that the LS differential among...

Persistent link: https://www.econbiz.de/10008472610