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        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics

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        Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics

        ABSTRACT

        This paper examines how Japan’s long-term interest rates and Japanese banks’ interest rate risk exposures may evolve under Abenomics. Results from a panel regression analysis for major advanced economies shows that long-term government bond yields in Japan are determined to a large extent by growth and inflation outlook, fiscal conditions, demography, and the investor base of government securities. A further deterioration of fiscal conditions would push up long-term rates by about 2 percentage points over the medium term, but the rise is partly offset by higher demand for safe assets amid population aging and increased purchases by the Bank of Japan.

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        DOCUMENT INFO

        • TypeReport
        • PriceFree
        • FormatPDF
        • Size798 KB
        • LanguageEnglish
        • Stacks0
        • Postedalmost 4 years ago
        • Authored-
        • Added byHashdoc Content Review
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