An Assessment of Systemic Risk in the Japanese Banking Sector

Masayasu Kanno ()
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Masayasu Kanno: Faculty of Business Administration, Kanagawa University, 2946, Tsuchiya, Hiratsuka, Kanagawa, Japan 259-1293, Japan

Global Credit Review (GCR), 2014, vol. 04, issue 01, 1-15

Abstract: No abstract received.

Keywords: Systemic risk; distress insurance premium; deposit insurance system; dynamic conditional correlation; NUS–RMI–CRI's PDs (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (4)

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DOI: 10.1142/S2010493614500019

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