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030 Department Bulletin Papers = 本学紀要論文
*Hitotsubashi journal of commerce and management
Vol. 57, no. 1 (Oct. 2023)
Vol. 56, no. 1 (Oct. 2022)
Vol. 55, no. 1 (Oct. 2021)
Vol. 54, no. 1 (Jan. 2021)
Vol. 53, no. 1 (Feb. 2020)
Vol. 52, no. 1 (Oct. 2018)
Vol. 51, no. 1 (Oct. 2017)
Vol. 50, no. 1 (Oct. 2016)
Vol. 49, no. 1 (Oct. 2015)
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Vol. 47, no. 1 (Oct. 2013)
Vol. 46, no. 1 (Oct. 2012)
Vol. 45, no. 1 (Oct. 2011)
Vol. 44, no. 1 (Oct. 2010)
Vol. 43, no. 1 (Oct. 2009)
Vol. 42, no. 1 (Oct. 2008)
Vol. 41, no. 1 (Oct. 2007)
Vol. 40, no. 1 (Oct. 2006)
Vol. 39, no. 1 (Oct. 2004)
Vol. 38, no. 1 (Oct. 2003)
Vol. 37, no. 1 (Oct. 2002)
Vol. 36, no. 1 (Oct. 2001)
Vol. 35, no. 1 (Oct. 2000)
Vol. 34, no. 1 (Oct. 1999)
Vol. 33, no. 1 (Oct. 1998)
Vol. 32, no. 1 (Oct. 1997)
Vol. 31, no. 1 (Oct. 1996)
Vol. 30, no. 1 (Dec. 1995)
Vol. 29, no. 1 (Dec. 1994)
Vol. 28, no. 1 (Dec. 1993)
Vol. 27, no. 1 (Nov. 1992)
Vol. 26, no. 1 (Dec. 1991)
Vol. 25, no. 1 (Dec. 1990)
Vol. 24, no. 1 (Dec. 1989)
Vol. 23, no. 1 (Dec. 1988)
Vol. 22, no. 1 (Dec. 1987)
Vol. 21, no. 1 (Dec. 1986)
Vol. 20, no. 1 (Dec. 1985)
Vol. 19, no. 1 (Oct. 1984)
Vol. 18, no. 1 (Oct. 1983)
Vol. 17, no. 1 (Oct. 1982)
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Vol. 15, no. 1 (Oct. 1980)
Vol. 14, no. 1 (Oct. 1979)
Vol. 13, no. 1 (Jun. 1978)
Vol. 12, no. 1 (Jun. 1977)
Vol. 11, no. 1 (Jun. 1976)
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Vol. 09, no. 1 (Jul. 1974)
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Vol. 06, no. 1 (May. 1971)
Vol. 05, no. 1 (Apr. 1968)
Vol. 04, no. 1 (Nov. 1966)
Vol. 03, no. 1 (Mar. 1965)
Vol. 02, no. 1 (Nov. 1962)
Vol. 01, no. 1 (Mar. 1961)
Number of Access this item:
262
(
2024-04-24
05:33 Counts
)
Identifier to cite or link to this item: https://doi.org/10.15057/30975
Identifier to cite or link to this item: https://hdl.handle.net/10086/30975
Link to primary information
File
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Description
cover_30975
pdf
HJcom0530100490
pdf
630 KB
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Item Information
Output File
Title
The Cyclical Patterns of Capital Buffers: Evidence from Japanese Banks
Creator
Creator Name
Lin, Karen Lai Kai
Lin, Karen Lai Kai
Affiliation
Affiliation Name
Hitotsubashi University
Key Word
Bank regulation
Business cycle
Capital buffers
Counter-cyclical
Pro-cyclicality
JEL
G21
G28
Abstract
This study explores the relationship between banks' choice of capital buffers and prevailing macroeconomic conditions. Considering the unique features of Japan's economy and diverse capital adequacy standards, I analyze the data of Japanese commercial banks from 2002 to 2012. I find a negative relationship between capital buffers and the phases of the business cycle, but a positive relationship for internationally active banks. The negative signs were larger in magnitude and of higher significance level when including crisis dummies. The findings suggest that the capital buffers of internationally active banks behave in a countercyclical manner; however, during crises, the capital buffer patterns became procyclical.
Description
Refereed Article : Accepted 11 December 2019
Publisher
Hitotsubashi University
Issued Date
2020-02
Language
English(eng)
Resource Type
departmental bulletin paper
Version Type
VoR
selfDOI
10.15057/30975
ISSN
0018-2796
NCID
AA00207536
Source Title
Hitotsubashi Journal of Commerce and Management
Volume Number
53
Issue Number
1
Page Start
49
Page End
68
Appears in Collections
Vol. 53, no. 1 (Feb. 2020)
URL
https://hdl.handle.net/10086/30975
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