  We detect the backbone of the weighted bipartite network of the Japanese
credit market relationships. The backbone is detected by adapting a general
method used in the investigation of weighted networks. With this approach we
detect a backbone that is statistically validated against a null hypothesis of
uniform diversification of loans for banks and firms. Our investigation is done
year by year and it covers more than thirty years during the period from 1980
to 2011. We relate some of our findings with economic events that have
characterized the Japanese credit market during the last years. The study of
the time evolution of the backbone allows us to detect changes occurred in
network size, fraction of credit explained, and attributes characterizing the
banks and the firms present in the backbone.
