Bank of Japan (BoJ)
Compounded rate out of favour, finds Japan survey
Users prefer forward-looking term rate to replace yen Libor, but dealers bemoan “lack of understanding”
Japanese banks growing less resistant to financial crises
Ebbing income expectations would erode future capital ratios
Japanese megabank JGB portfolios shrink
Domestic government bond holdings drop 12% in 2018
Q&A: Japan RFR group head on term rates and Tonar liquidity
MUFG’s Matsuura discusses term benchmark options, cross-currency swaps and Tibor’s future
Fallback decision will lift yen OIS, says Japan RFR group chair
Move should kick-start dormant Tonar OIS market – key requirement to building a term rate
JSCC bond unit reports 26 margin breaches in Q3
JGB turmoil, heightened activity may have caught clearing members off-balance
Japan’s term RFR toil may mean bigger Tibor role
Derivatives-based methods for constructing curve challenging amid negative rate environment
Japanese corporates boost forex hedging
Notionals traded highest since end-2012
Japanese cross-border claims on European countries hit all-time high
Loans to entities in developed European countries outpace those to other western nations in Q1 2018
Bank of Japan cautions on low loan-loss reserves
Lenders vulnerable to reverse in benign economic conditions
DLT offers new possibilities for securities settlement, say ECB and BoJ
Second phase of ‘Project Stella’ looks at delivery versus payment on three DLT platforms
JSCC margin changes ease Japan interest rate pain
Negative rates prompted switch in the CCP’s margin calculation model for interest rate swaps
JSCC to aid yen Libor transition with new OIS swaps
Market participants sceptical launch will boost liquidity enough to help move off yen Libor
Banks fear huge losses on bond repacks in Japan
Dealers and investors face multi-million-dollar hits if rates continue to slide
Japan struggling with negative rate impact on swaps
Dealers facing issues with collateral interest payments and loan mismatches
Regulators have 'keen interest' in FRTB liquidity effect
Isda AGM: Japan central banker says regulators should analyse liquidity impact of capital rules
BoJ: unsecured overnight rate top pick for Ibor alternative
Isda AGM: New rate would complement rather than replace existing ones
US dollar/yen basis blows out to –100 on negative rates
Bank of Japan policy adds to domestic banks’ dollar funding dilemma
In-depth introduction: Japan
Senior officials at the BoJ and JFSA speak to Risk.net about QE, Basel III and more
Q&A: BoJ's Nakaso on QE, JGB liquidity and Basel III
Coherence of new Basel rules needs study, says BoJ deputy governor
Q&A: JFSA's Shirakawa on Basel III buffers
"Clarification is now urgently needed" on counter-cyclical buffers, says JFSA deputy commissioner
BoJ and JFSA officials seek bank capital clarity
BoJ’s Nakaso suggests moratorium after current rule-book changes are complete
BoJ’s Nakaso: ‘No serious problems’ with JGB liquidity
New data shows drop in market depth, but QE is not threatened, says deputy governor