1, 1992 2005,,, 10 2,, 1992 1998 1,,, 1998 2002 2,, 3,,, 2002, 2002 3 1 2 1
, 3, 1999, 4,, 3 14 11 2
I, 10,, 1992 2005, 2,, 3, 4,, II,, 1992 1998 1,, 1998 2002 2 2002 3 II-1: 1 1993 1998 90,, 1995 6850,, 3
1 93 3 93 3 127, 96 3,, 2,, 1995 8,,, 2001 3,, 1 1000 1997 11, 3,,,,, 1, II-2 1993 3 1 8 2 8, 8 3,,, 1, 2005 2 2003 4
4, 5 1 2,,, Diamond and Dybvig (1983),,,, Freixas and Rochet (1997) Dewatripont and Tirole (1994),, 1 2 3, 4 5,, II-3: 5
,,, BIS BIS,, 05,, 1 2 1 2 45 5, 1 2 1 2 2 1 1, BIS 1990 45, 1 :, 1997, Tier2, 8% 2 3, 5%,, 6
8% 1997,, 1, BIS, 2-1 1997 3 8 8 1 2-2 1997 3 BIS 3 3 3 Brewer III et al (2003) 90, /, /, 3, Horiuchi and Shimizu (1998) Ito and Sasaki 2002) 1 90, 3 2 2005 7
8 Shrieves and Dahl (2003) II-4:, 3, 90,,,,,,
, 1,?,, (entrenchment) Hanazaki and Horiuchi (2003) (2002 5 ), (2000) 2002 5, 80 90, Hosono and Sakuragawa (2002) BIS BIS, (2002) 98 9
Caballero et al (2003) 80 90 5 15,, Montgomery(2005) 1988 1999, 25 47 Ito and Sasaki 2002), 1990-1993, 85 Konishi and Yasuda(2004) 1990 1999, 54,,, 4,,, 4 (2003), 1993-1998,,, 10
II-5: 2 1998 2002 1997 1988 4,, 1998 5, 10 2001 3, 12 6 2000 6,, 1998 3 1999 3 2 1 21 1 8000 2 15 7 4000,, 3 Spiegel and Yamori (2003),,, 11
1998, 1998 3, 1999 3, 3, 90,,, 1,, 1998 3 297 2002 3 42 1998, 4, Tier1 (2005), 2005 Skinner(2005) 1998, 2002, 13000 11000 4 2000 2001 2002, 2003, 1, 2002, 45% 2002 1,, 12
II-6:,,,,,,, 2001 3,, 2002 2002 4,, 1 1000, Hosono (2004) 1992-2002,,, Murata Hori (2006), Hosono(2004),, 20002 II-7: 3 2002 2005 2002 10, 3 1, 2, 13
, 3, 102 1, 2,,, 2002 3 42 2005 15 1, 2002 2003 3 2004 3 2005 3 4 2003 5, 3,,, 2005 11,,, 2004 8 2005 4,, Fukuda and Koibuchi (2006 14
3 (2006) 2003 4,, BIS BIS 3,,,, 5,, 3 II-8: 2,,,,,,, 1995 2002, 1, Tier2 15
, 4, 2001, BIS, 1, 5 5,,,, 2000 3 2001 9 1, 10 3947 15 2870 5 2001 2001 9 2003 3 2, 2 3, 2003 2005 2004 UFJ, Berger et al(2000), 2004, UFJ 16
BIS II-9: 2002 3 42 2005 3 175, 5, 1998 490 2005 400 3,, 3, 1995 3 150 2005 100, 5,, 1999 2004 100 10,, 1990 III, 1995 05, 1999 3, (2005) 2003 3, 30, 17
, 2003, 20%, (2006), 5,,,,,, 1980 2004, GDP, 1000 0909 1000-0706 -0465 1000-0076 0085 0654 1000 1990, 6 10%,, 5 8%,, 18
IV:,, 1992-2003 112 1992-2003, 24% 224% Hoggarth et al(2002) 1986 1990,, 3 60, 50, 112, 112, 112,, 46 124 186 96 62 GDP 92, 16 Hoggarth et al(2002),, 1992 2004 522, 46 982 OECD International Financial statistics Hoggarth et al(2002) 1980 47 36, 1992, 2005 4 Hoggarth et al(2002) GDP GDP 61, 1983 1992 10 2004 GDP,, 162, 36 14 19
, 1, 45% GDP 90, 1 2002, 3 14 11 2003,, 90 V, 14 3,,, 20
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