JCER Financial Stress Index

JCER Financial Stress Index is 0.034, released on December 27, 2021

- Bank of Japan decided to maintain large-scale easing, while CP and corporate bond buying measures to be phased out
- Financial stress remains low, but concerns about the Omicron variant are rising

Takashi MIYAZAKI
  Senior Economist

2021/12/27

  The JCER Financial Stress Index for Japan is an indicator based on daily market data to capture the rise of financial systemic risk, which could cause a malfunction of the entire financial system an

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2021/12/27

JCER Financial Stress Index is 0.034, released on December 27, 2021

- Bank of Japan decided to maintain large-scale easing, while CP and corporate bond buying measures to be phased out
- Financial stress remains low, but concerns about the Omicron variant are rising

Takashi MIYAZAKI

2021/11/30

JCER Financial Stress Index is 0.096, released on November 30, 2021

- Financial stress remains low level, but risk aversion spreads with the detection of new variant virus

Takashi MIYAZAKI

2021/10/25

JCER Financial Stress Index is 0.054, released on October 25, 2021

- Wait-and-see mood prevails before the general election and announcement of financial results of major companies
- Wariness about Chinese real estate debt problem is eased for the present, and financial stress remains low level

Takashi MIYAZAKI

2021/09/27

JCER Financial Stress Index is 0.036, released on September 27, 2021

- A state of emergency is expected to be lifted at the end of September
- China's real estate unrest receded tentatively and financial stress remains at a low level

Takashi MIYAZAKI

2021/08/30

JCER Financial Stress Index is 0.059, released on August 30, 2021

- Declaration of a state of emergency has been extended and the target area has expanded due to a rebound of infection, and financial stress remains low level

Takashi MIYAZAKI

2021/07/26

JCER Financial Stress Index is 0.025, released on July 26, 2021

- Infection spreads again with arrival of a fifth wave of the COVID-19, while financial stress remains low and stable

Takashi MIYAZAKI

2021/06/28

JCER Financial Stress Index is 0.016, released on June 28, 2021

- While the state of emergency in the nine prefectures has been lifted, the Bank of Japan has decided to extend Special Funds-Supplying Operations to Facilitate Financing until the end of March 2022 and financial stress remains low level

Takashi MIYAZAKI