NAKAI Norio
   Department   Hiroshima shudo University  The Faculty of Commercial Sciences
   Position   Professor
Language Japanese
Publication Date 2017/02
Type Articles
Peer Review With peer review
Title The specification of systemically important banks by the principal component analysis
Contribution Type Single-Authored Publication
Journal The Social Science
Journal TypeJapan
Publisher Doshisha University Institute for Study of Humanities and Social Sciences
Volume, Issue, Pages 46(4),1-24頁
Number of pages 24
Details his paper evaluates the selecting method of domestic systemically important banks (D-SIBs) published by Basel Committee on Banking Supervision (BCBS) and selects banks which can become systemically important banks. This empirical analysis finds that when supervisors operate D-SIBs regulation, they must select and regulate D-SIBs by controlling fine tuning this regulation or even if they neglect a part of D-SIBs, must select and regulate D-SIBs based on the rule of Basel III.