BoJ Warns Firms Over Wrong Way Risk

06 Jun 2012

Japanese financial firms with over-the-counter derivatives holdings have not adequately decreased their wrong way risk--the combination of counterparty credit risk and market exposure--since the collapse of Lehman Brothers, according to Japan’s central bank.

Japanese financial firms with over-the-counter derivatives holdings have not adequately decreased their wrong way risk--the combination of counterparty credit risk and market exposure--since the collapse of Lehman Brothers, according to Japan’s central bank.

Bank of Japan data released Tuesday shows credit default rates have jumped from about JPY10 ...

Please take a trial or subscribe to access this content.

Contact our subscriptions team to discuss your access: subs@globalcapital.com

Or sign up for a trial to gain full access to the entire site for a limited period.

Free Trial

Corporate access

To discuss GlobalCapital access for your entire department or company please contact our subscriptions sales team at: subs@globalcapital.com or find out more online here.

Oops, something went wrong

We're sorry but at the moment we can't load this data