How Risky Were Japanese Banks & What Factors Related to The Risks from 2001 to 2008?
From 2001 to 2008, Japanese banks experienced rescue policies and financial crisis, which was a special period for Japan. This empirical study will address two questions about Japanese banking industry. Firstly it investigates how risky the Japanese banking industry were and then it will found out w...
| Main Author: | |
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2011
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| Online Access: | https://eprints.nottingham.ac.uk/24739/ |
| _version_ | 1848792848729636864 |
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| author | Fei, Dawen |
| author_facet | Fei, Dawen |
| author_sort | Fei, Dawen |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | From 2001 to 2008, Japanese banks experienced rescue policies and financial crisis, which was a special period for Japan. This empirical study will address two questions about Japanese banking industry. Firstly it investigates how risky the Japanese banking industry were and then it will found out what factors were likely correlated to the bank risks from 2001 to 2008.
There are 66 public traded banks selected from Tokyo Stock Market which IPO were before 2001. This paper will firstly use different methods to get the trend of total risks, credit risks, firm-specific risks, and market risks. Secondly, this paper will examine what factors might be correlated with bank risks by means of panel data model.
This paper finds that bank risks in Japan slightly recovered during QEP. Nevertheless, US financial crisis greatly affected the risk level of Japanese banking industry. Alternatively, bank risks were related to capital adequacy requirement, franchise value, profitability, problem loans, the ratio of gross loan to total assets, gearing ratio, the ratio of total deposit to total assets. |
| first_indexed | 2025-11-14T18:50:56Z |
| format | Dissertation (University of Nottingham only) |
| id | nottingham-24739 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T18:50:56Z |
| publishDate | 2011 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-247392018-01-25T20:11:53Z https://eprints.nottingham.ac.uk/24739/ How Risky Were Japanese Banks & What Factors Related to The Risks from 2001 to 2008? Fei, Dawen From 2001 to 2008, Japanese banks experienced rescue policies and financial crisis, which was a special period for Japan. This empirical study will address two questions about Japanese banking industry. Firstly it investigates how risky the Japanese banking industry were and then it will found out what factors were likely correlated to the bank risks from 2001 to 2008. There are 66 public traded banks selected from Tokyo Stock Market which IPO were before 2001. This paper will firstly use different methods to get the trend of total risks, credit risks, firm-specific risks, and market risks. Secondly, this paper will examine what factors might be correlated with bank risks by means of panel data model. This paper finds that bank risks in Japan slightly recovered during QEP. Nevertheless, US financial crisis greatly affected the risk level of Japanese banking industry. Alternatively, bank risks were related to capital adequacy requirement, franchise value, profitability, problem loans, the ratio of gross loan to total assets, gearing ratio, the ratio of total deposit to total assets. 2011-04-28 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/24739/1/KoalaDT.pdf Fei, Dawen (2011) How Risky Were Japanese Banks & What Factors Related to The Risks from 2001 to 2008? [Dissertation (University of Nottingham only)] (Unpublished) |
| spellingShingle | Fei, Dawen How Risky Were Japanese Banks & What Factors Related to The Risks from 2001 to 2008? |
| title | How Risky Were Japanese Banks & What Factors Related to The Risks from 2001 to 2008? |
| title_full | How Risky Were Japanese Banks & What Factors Related to The Risks from 2001 to 2008? |
| title_fullStr | How Risky Were Japanese Banks & What Factors Related to The Risks from 2001 to 2008? |
| title_full_unstemmed | How Risky Were Japanese Banks & What Factors Related to The Risks from 2001 to 2008? |
| title_short | How Risky Were Japanese Banks & What Factors Related to The Risks from 2001 to 2008? |
| title_sort | how risky were japanese banks & what factors related to the risks from 2001 to 2008? |
| url | https://eprints.nottingham.ac.uk/24739/ |