Center for Advanced Financial Technology
Speeches and Materials Presented in Seminars
Related Releases
Date | Title |
---|---|
June 15, 2018 | A structural credit risk model based on purchase order information |
Dec. 27, 2016 | Advanced Lending Operations and Credit Risk Assessment Using Purchase Order Information |
July 13, 2015 | An empirical study of the dynamic correlation of Japanese stock returns |
Mar. 31, 2014 | Survey on Core Deposit Modeling in Japan: Toward Enhancing Asset Liability Management |
Jan. 17, 2014 | Benchmarking of Unconditional VaR and ES Calculation Methods: A Comparative Simulation Analysis with Truncated Stable Distribution |
Sept. 24, 2013 | Risk Aggregation by a Copula with a Stressed Condition |
Inquiries
Center for Advanced Financial Technology, Financial System and Bank Examination Department
E-mail : caft@boj.or.jp
Tel : +81-3-3277-1135