Bank of Japan (BoJ)
Fed dollar swap operations slow as funding strains ease
Seven-day swap utilisation has dropped off since May
Japan banks seize on US dollar funding
Daily facilities drawn upon extensively this week
Banks rush to tap new dollar liquidity facilities
ECB saw strongest demand: $75.8 billion out of the new 12-week programme
Central banks activate contingency plans amid pandemic
Rotating and remote team working aims to reduce contagion risk
Japan selects term risk-free rate vendor
Sketchy volumes in overnight index swaps hold up calculation methodology
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