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Model of banking behavior : specification and estimation
https://doi.org/10.20561/00050849
https://doi.org/10.20561/00050849295e8e1a-75d1-4868-a412-1b4b881de4fa
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
Full-text PDF (560.2 kB)
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| Item type | アジ研テクニカルレポート / IDE Technical Report(1) | |||||
|---|---|---|---|---|---|---|
| 公開日 | 2019-04-11 | |||||
| タイトル | ||||||
| タイトル | Model of banking behavior : specification and estimation | |||||
| 言語 | ||||||
| 言語 | eng | |||||
| 資源タイプ | ||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_18gh | |||||
| 資源タイプ | technical report | |||||
| ID登録 | ||||||
| ID登録 | 10.20561/00050849 | |||||
| ID登録タイプ | JaLC | |||||
| 著者 |
Shibata, Tsubasa
× Shibata, Tsubasa× Kosaka, Hiroyuki |
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| 著者別名 | ||||||
| 柴田,つばさ | ||||||
| 著者別名 | ||||||
| 小坂,弘行 | ||||||
| 抄録 | ||||||
| 内容記述タイプ | Abstract | |||||
| 内容記述 | This study aims to construct a model of the economic behavior of banks as intermediate sectors in macroeconomics that play an important role interplaying between financial and real markets based on a theoretical and empirical perspective. There are two distinguishing characteristics of our approach. First, we specify an economic model of banking behavior, following partially assets and liabilities management (ALM). As the primary object of our paper is to provide an understanding of a bank’s role in macroeconomics rather than the details of ALM, we abstract from that concept and embed its crucial factors into the model specification. Second, we assume that banks have two optimization problems: profit maximization and asset allocation. Banks are assumed to maximize the profit function which takes into consideration items of the balance sheet and income statement. Then, banks are assumed to attempt to determine their optimal portfolio. Although our model is remarkably simple, we consider that our framework is valid to illustrate the mechanism of the loan market. | |||||
| 権利 | ||||||
| 権利情報 | Copyrights 日本貿易振興機構（ジェトロ）アジア経済研究所 / Institute of Developing Economies, Japan External Trade Organization (IDE-JETRO) http://www.ide.go.jp | |||||
| 収録情報 |
IDE Discussion Paper en : IDE Discussion Paper 巻 755, 発行日 2019-04 |
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| 出版者 | ||||||
| 出版者 | Institute of Developing Economies (IDE-JETRO) | |||||
| 著者版フラグ | ||||||
| 出版タイプ | VoR | |||||
| 出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||
| JEL分類 | ||||||
| 主題Scheme | Other | |||||
| 主題 | JEL:G00 - General | |||||
| JEL分類 | ||||||
| 主題Scheme | Other | |||||
| 主題 | JEL:G11 - Portfolio Choice • Investment Decisions | |||||
| JEL分類 | ||||||
| 主題Scheme | Other | |||||
| 主題 | JEL:G21 - Banks • Depository Institutions • Micro Finance In … | |||||
| 地域/国名 | ||||||
| 位置情報（自由記述） | World | |||||
| キーワード(LSH) | ||||||
| 主題Scheme | Other | |||||
| 主題 | Banking Behavior | |||||
| キーワード(LSH) | ||||||
| 主題Scheme | Other | |||||
| 主題 | Loan Market | |||||
| キーワード(LSH) | ||||||
| 主題Scheme | Other | |||||
| 主題 | Asset and Liability Management | |||||
| キーワード(LSH) | ||||||
| 主題Scheme | Other | |||||
| 主題 | Asset Allocation | |||||
| キーワード(LSH) | ||||||
| 主題Scheme | Other | |||||
| 主題 | Banks | |||||
| フォーマット | ||||||
| 内容記述タイプ | Other | |||||
| 内容記述 | application/pdf | |||||
| DIG_NO | ||||||
| 内容記述タイプ | Other | |||||
| 内容記述 | IDP000755_001 | |||||
