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New Initiatives to Improve the Transparency of Securities Financing Markets in Japan: Publication of Statistics on Securities Financing Transactions in Japan

Author

Listed:
  • Kana Sasamoto

    (Bank of Japan)

  • Atsushi Nakamura

    (Bank of Japan)

  • Takanori Fujii

    (Bank of Japan)

  • Takashi Semba

    (Bank of Japan)

  • Kazuya Suzuki

    (Bank of Japan)

  • Kimiaki Shinozaki

    (Bank of Japan)

Abstract

The Bank of Japan first published Statistics on Securities Financing Transactions in Japan in January 2020. As part of global efforts to monitor securities financing transactions (SFTs) in the wake of the financial crisis, the Bank compiles and releases new statistics on SFTs in Japan for the purpose of further improving the transparency of securities financing markets. Since those new statistics cover granular transaction data with various attributes, they provide detailed information such as statistical series by currency or by counterparty jurisdiction, which cannot be ascertained from existing statistics. In this paper, we look over a brief history of the global discussions on collecting SFT data as well as efforts on data collection in Japan. We also provide an overview of the statistics and describe some key features of Japanese securities financing markets that have become clear from those new statistics.

Suggested Citation

  • Kana Sasamoto & Atsushi Nakamura & Takanori Fujii & Takashi Semba & Kazuya Suzuki & Kimiaki Shinozaki, 2020. "New Initiatives to Improve the Transparency of Securities Financing Markets in Japan: Publication of Statistics on Securities Financing Transactions in Japan," Bank of Japan Review Series 20-E-1, Bank of Japan.
    • Handle: RePEc:boj:bojrev:rev20e01
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    Cited by:

    1. HORIKAWA Takumi & MATSUI Yujiro & GEMMA Yasufumi, 2021. "A Network Analysis of the JGB Repo Market," Bank of Japan Working Paper Series 21-E-14, Bank of Japan.
    2. Kazuya Suzuki & Kana Sasamoto, 2022. "Quantitative Analysis of Haircuts: Evidence from the Japanese Repo and Securities Lending Markets," Bank of Japan Working Paper Series 22-E-13, Bank of Japan.

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