Details of a Researcher - Ichiue, Hibiki

Ichiue, Hibiki

写真a

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Assessing the Impact of Basel III: Review of Transmission Channels and Insights from Policy Models

de Bandt O., Durdu B., Ichiue H., Mimir Y., Mohimont J., Nikolov K., Roehrs S., Sahuc J.G., Scalone V., Straughan M.

International Journal of Central Banking 20 ( 1 ) 1 - 52 2024.02

ISSN 18154654

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This paper (i) reviews the different channels of transmission of prudential policy highlighted in the literature and (ii) provides a quantitative assessment of the impact of Basel III reforms using several policy-oriented DSGE models. It shows that the long-term effects on GDP of higher capital requirements are positive when the associated benefits are accounted for in addition to their costs. However, the results crucially depend on assumptions about crisis probability and severity. For liquidity regulations, only models capturing benefits of increased liquidity (e.g., preventing bank runs) show a net benefit.
Too-big-to-fail Reforms and Systemic Risk

K Furukawa, H Ichiue, Y Kimura, N Shiraki

Bank of Japan Working Paper Series 2021
Consumers' Price Beliefs, Central Bank Communication, and Inflation Dynamics

K Aoki, H Ichiue, T Okuda

Bank of Japan 2019
Households' Liquidity Constraint, Optimal Attention Allocation, and Inflation Expectations

H Ichiue, M Koga, T Okuda, T Ozaki

Bank of Japan 2019
A survey-based shadow rate and unconventional monetary policy effects

H Ichiue, Y Ueno

Institute for Monetary and Economic Studies, Bank of Japan 2018