Japanese government bonds (JGBs)
Initial margin held by JSCC swelled 65% in Q1
Largest IM call for JGB index futures and options unit was ¥443.9 billion
Japanese megabank JGB portfolios shrink
Domestic government bond holdings drop 12% in 2018
JSCC bond unit reports 26 margin breaches in Q3
JGB turmoil, heightened activity may have caught clearing members off-balance
Negative rates force decline in yen life products
Japan’s life firms are increasingly focused on foreign-currency products
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
BoJ’s Nakaso: ‘No serious problems’ with JGB liquidity
New data shows drop in market depth, but QE is not threatened, says deputy governor
Japan slams European rules on bilateral swaps
Japanese firms will to look to use non-European counterparts
Japan FSA relaxed about spike in JGB liquidity swap trades
No regulatory focus on emerging Japan liquidity swaps market
Hedge funds escape Japan rout with minor losses
Global macro hedge funds show no signs of bailing out of the ‘Abe trade’ after weathering the sudden reversal in Japan. Global macro and managed futures funds lost on average 0.6% on the day
Rise in CCPs may spur collateral fragmentation
Currency controls
Japan FSA asks for transparent double-deckers
Double-deckers in for a bumpy ride
Japan investors count cost of falling double-decker returns
End of the road for double-deckers?
Structured fund investors in Japan shift from currency to alternatives
Japan’s ultra-low rate environment has left many of its investors hungry for decent returns, but some high-yield structured funds involving currency plays have seen unwinding of positions in favour of alternative types of strategies. Sarah Nowakowska…
Thai banks deploy continuity plans as settlement and liquidity risks rise due to floods
The Bank of Thailand and the country’s leading banks are moving to ensure the country’s payments systems do not grind to a halt due to Thailand’s worst flooding in 50 years. So far, Thailand’s high value settlement system as well as cash reserves at…
Risk Japan 2011: Mizuho Securities CRO praises Fed's Jackson Hole position; looks to Japan's new prime minister on JGB security
During a question and answer session at Risk Japan 2011 in Tokyo today, Mizuho Securities chief risk officer, Kenji Fujii, tells delegates Fed chairman, Ben Bernanke, was right not to have announced a new wave of quantitative easing last week. He also…