Abstract
The article discusses the main specifics of the development of Japanese financial market over the past 20 years. In addition to empirical analysis of the main indicators of the dynamics of the banking and stock markets, the volatility of the loan portfolio of the so-called city and regional banks is calculated using the data from open sources. Risk and return assessments are performed for the stock market based on the CAPM model. Based on quantitative and qualitative estimates, it is concluded that a number of imbalances in the financial sector have been built up, but they have been partially offset by certain positive trends.
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