CJ 50 index
Japan’s Aozora Bank has become the eighth credit derivatives dealer to join the CJ 50 Index, a multi-dealer credit index which tracks the 50 most liquid credit default swaps in Japan.
The CJ50 index that tracks the movement of Japan’s 50 most actively traded credit default swaps started trading today, with volume reaching beyond ¥10 billion ($83 million), according to BNP Pari...
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More CJ 50 index articles
Credit protection on Japanese names continued a tightening trend this week, on the back of positive sentiment globally with the war in Iraq nearing a close and the absence of negative news in the do...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.