NAKAI Norio
Department Hiroshima shudo University The Faculty of Commercial Sciences Position Professor |
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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 Type | Japan |
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. |