Japan’s synthetic collateralised debt obligation (CDO) market is likely to continue to boom in 2003, according to a report published this week by credit rating agency Moody’s Investors Service.
The impact of a rigorous new Japanese bank inspection system is causing alarm at the country's banks, with many scrambling to shore-up fragile financial reserves ahead of its implementation in the n...
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.
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Credit default swaps on Japanese names were unchanged on Monday, as market participants came back for a half day after the long New Year holiday.
Convertible arbitrage funds and other investors seeking premium continued to maintain tight Japanese credit default swap spreads, despite continued weakness in the country's benchmark Nikkei 225 sto...
Credit default swap spreads in Japan continued to tighten this week, despite the equity market benchmark Nikkei index closing down every day since Monday, ending at 8,516.07, 347.19 points or 4% dow...
A weaker Japanese yen earlier this week lifted market sentiment on the financial prospects of Japanese export companies, which caused their credit protection costs to narrow up to 20 basis points.
Plans to clean up balance sheets at Japanese banks has had a widely muted impact on the credit market, despite concern that some banks may run a loss in the full year ending March 2003 as a result o...
Japanese banks’ credit default swap (CDS) spreads continued their rollercoaster ride this week, with some of the spreads widening by as much as 40 basis points and tightening back by 30bp. Althoug...
The cost of credit protection on Japanese bank UFJ’s five-year senior debt rose by 160 basis points today as fears grew that the bank would be hardest hit by Japan’s planned banking restructuring.
Trading volumes in Japanese credit default swaps were about one quarter of typical levels this week, with spreads tightening in a similar manner to that seen in Europe and the US.
A decade of US asset and currency outperformance has engendered complacency among US-based equity investors, according to Merrill Lynch’s foreign exchange strategy group.
Credit protection on Japanese banks widened by about 20 to 30 basis points (bp) this week, as the sharp drop in the country’s equity market put pressure on bank margins and financial ratios.
Japanese credit default swaps remained directionless this week, with spreads moving up and down within a narrow range, in what was an overall quiet trading week, dealers said.
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.