Portfolio rebalancing in Japan : constraints and implications for quantitative easing /

Portfolio rebalancing is a key transmission channel of quantitative easing in Japan. We construct a realistic rebalancing scenario, which suggests that the BoJ may need to taper its JGB purchases in 2017 or 2018, given collateral needs of banks, asset-liability management constraints of insurers, an...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Arslanalp, Serkan, 1976- (Autor), Botman, Dennis (Dennis Petrus Johannes) (Autor)
Autores Corporativos: International Monetary Fund. Monetary and Capital Markets Department, International Monetary Fund. Asia and Pacific Department
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Washington, D.C.] : International Monetary Fund, ©2015.
Colección:IMF working paper ; WP/15/186.
Temas:
Nihon Ginkō.
Portfolio management > Japan.
Quantitative easing (Monetary policy) > Japan.
Asset-liability management > Japan.
Gestion de portefeuille > Japon.
Assouplissement quantitatif (Politique monétaire) > Japon.
Gestion des actifs et des passifs > Japon.
Asset-liability management.
Portfolio management.
Quantitative easing (Monetary policy)
Japan.
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