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Addition of New Items in "Regular Derivatives Market Statistics in Japan"

July 20, 2011
Bank of Japan
Financial Markets Department

In response to the report "Credit risk transfer statistics" released in September 2009 by the Committee on the Global Financial System, the Bank of Japan decided to add the following items of credit default swaps to "Regular Derivatives Market Statistics in Japan," beginning with the end-June 2011 statistics.

  • Credit default swaps by location of counterparty
  • Breakdown of portfolio or structured products:
    1. CDS on ABS and MBS
    2. CDS on other securitized products
    3. Multiple sectors: CDS on other than securitized products where the reference entities belong to different sectors
  • Gross credit exposure, claims and liabilities

Please note that there is a possibility that we may withdraw the addition of some items if we judge that aggregated data can reveal individual data submitted by reporting dealers.

Inquiries

Financial Markets Statistics Group, Coordination and Market Analysis Division, Financial Markets Department

E-mail : post.fmd@boj.or.jp