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Book Cover
Author Arslanalp, Serkan, 1976-

Title Portfolio Rebalancing in Japan
Published [Place of publication not identified] : International Monetary Fund, 2015
Online access available from:
IMF eLibrary    View Resource Record  


Description 1 online resource (23 pages)
Contents Cover; Contents; I. Introduction; II. QQE Transmission Mechanism in Japan; III. Evidence of Portfolio Rebalancing Under QQE1; IV. Potential Portfolio Rebalancing Scenario under QQE2; V. Implications for Capital Outflows and the JGB Market; VI. Conclusions and Options for the BoJ; Tables; 1A. Asset Allocation of Pension Funds; 1B. Asset Allocation of Insurance Companies; 2A. Baseline Rebalancing Scenario under QQE2, 2015-18; 2B. Baseline Rebalancing Scenario under QQE2, 2015-18; 3. Potential Portfolio Outflows by Japanese Institutional Investors, 2015-17; Figures
1. Evidence of Portfolio Rebalancing in Japan2. Potential Portfolio Rebalancing Under QQE2; 3. Are There Limits to QQE?; 4. Projected JGB Holdings under the Baseline Rebalancing Scenario, 2015-18; 5. Portfolio Outflows by Destination, 2015-17; 6. Indicators to Watch for Signs of Stress in the JGB Market; References
Notes Print version record
Subject Asset-liability management -- Japan.
Portfolio management -- Japan.
Quantitative easing (Monetary policy) -- Japan.
Form Electronic book
Author Botman, Dennis (Dennis Petrus Johannes)
ISBN 1513537016