JPN CB Soundness of Collateral Usage


On Oct. 11, JPN CB revised collateral value, JGBs' market value ratio.


  • JPN CB revised the Basic guidelines for handling qualified collateral and conditional sales of Japanese government bonds (JGBs), to ensure efficiency of collateral usage.
  • By modifying qualified collateral value, JGBs' market value ratio by type and maturity.
  • Effectiveness
  • Revisions will take effect from Nov. 28, 2024.

Regulators JPN CB
Entity Types B/D
Reference RF 10/11/2024
Functions Actuarial and Valuation; Compliance; Financial; Risk; Trading; Treasury
Countries Japan
Category
State
Products Custody; Fixed Income
Regions AP
Rule Type Final
Rule Date 10/11/2024
Effective Date 11/28/2024
Rule Id 229550
Linked to N/A
Reg. Last Update 10/11/2024
Report Section International

Last substantive update on 10/16/2024