Portfolio Rebalancing in Japan

Released on by Mr.Serkan Arslanalp
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  • Portfolio Rebalancing in Japan Book Detail

  • Author : Mr.Serkan Arslanalp
  • Release Date : 2015-08-03
  • Publisher : International Monetary Fund
  • Genre : Business & Economics
  • Pages : 22
  • ISBN 13 : 1513557599
  • File Size : 69,69 MB
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Portfolio Rebalancing in Japan by Mr.Serkan Arslanalp PDF Summary

Book Description: 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, and announced asset allocation targets of major pension funds. Nonetheless, the BoJ could deliver continued monetary stimulus by extending the maturity of its JGB purchases or by scaling up private asset purchases. We quantify the impact of rebalancing on capital outflows and discuss JGB market signals that can be indicative of limits being within reach.

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Portfolio Rebalancing in Japan

Portfolio Rebalancing in Japan

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Portfolio rebalancing is a key transmission channel of quantitative easing in Japan. We construct a realistic rebalancing scenario, which suggests that the BoJ

Rebalancing in Japan

Rebalancing in Japan

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Boosting growth through rebalancing is critical for addressing pressures from Japan’s aging population. This paper focuses on one important untapped source of