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Artículos y registros de fuentes

Consulta artículos y registros de fuentes sobre entidades. Los artículos están en inglés; comprueba las fuentes originales directamente.

Informes publicados
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Artículos y registros de fuentes

ES · APAC-CAPITAL-BRIEF

Artículos y registros de fuentes

Consulta artículos y registros de fuentes sobre entidades. Los artículos están en inglés; comprueba las fuentes originales directamente.

Referencias Institucionales 2026 →Rankings Cuantitativos →Registros de institucionesAutoridades Supervisoras →Clústeres Temáticos →Archivo Cronológico →
Todas las Categorías (216)Market Insights (24)Boj Jgb Curve Yen Repatriation (20)Hkma Sfc Mas Wealth Hub Regimes (20)APAC Semiconductor AI Capex Equities (20)ASIC Afsl Australian Superannuation (20)Asean India Sovereign Bond Inclusion (20)BOJ & Yen Rates (19)TSE Governance & Equities (16)ASEAN & HKEX Capital Flows (16)APAC Semiconductor Capex (15)Monetary Policy (11)Regulatory Compliance (2)APAC Markets (2)geopolitics (1)Mergers and Acquisitions (1)Corporate Governance (1)Regulatory Benchmarks (1)Compliance Forensics (1)Solvency and Protection (1)Economic Indicators (1)Asia (1)APAC Equities, Semiconductors & Cross-Border Capital Flows (1)APAC Regulatory & Capital Corridors (1)APAC Macro & Institutional Capital Markets (1)

Todos los informes institucionales publicados

Referencias Institucionales 2026 →Rankings Cuantitativos →
Boj Jgb Curve Yen Repatriation

Bank of Japan Policy Normalization, JGB Curve Steepening & Lifer Repatriation: 2026 APAC Guide

With the Bank of Japan uncollateralized overnight call rate at 1.25% and monthly Rinban JGB purchases tapered to JPY 2.9 trillion, 30-year JGB yields at 3.89% are reshaping APAC capital markets and life-insurer repatriation.

Conclusión clave: The Bank of Japan 1.25% uncollateralized overnight call rate and JPY 2.9T/month Rinban taper have steepened the 10s30s JGB curve to +100 bps (2.89% vs 3.89%).

Kenji Takahashi, CFA
ENLeer el original en inglés →
Hkma Sfc Mas Wealth Hub Regimes

Hong Kong SFC vs Singapore MAS Wealth Hubs, Connect Rails & Licensing: 2026 APAC Guide

Hong Kong SFC and HKMA combine Mainland Connect corridors and HK$142.6B Chapter 18C tech listings, while the Monetary Authority of Singapore deploys S$6.5B EQDP equity mandates and Section 13O/13U tax shields across APAC markets.

Conclusión clave: Hong Kong anchors Mainland China capital access (Bond/Swap/Wealth Connect + HK$142.6B Chapter 18C IPOs), while Singapore leads ASEAN family-office domiciles and G10/EM FX NDF execution.

Kenji Takahashi, CFA
ENLeer el original en inglés →
APAC Semiconductor AI Capex Equities

Northeast Asia Semiconductor AI Capex, HBM4 Supply Chains & Corporate Governance: 2026 APAC Guide

Across APAC markets, over US$145 billion in Taiwan and Korea foundry-HBM capex intersects with TOPIX JPY 18.4T share buybacks, Nikkei WFE monopolies, and KOSPI Corporate Value-Up reforms.

Conclusión clave: TSMC US$62.0B FY2026 capex (125,000 wpm CoWoS-L exit rate) and SK Hynix KRW 48.0T HBM4 logic-base-die investments anchor Northeast Asia AI earnings visibility.

Kenji Takahashi, CFA
ENLeer el original en inglés →
ASIC Afsl Australian Superannuation

ASIC AFSL Supervision, APRA Superannuation Flows & RBA AUD Rates Markets: 2026 APAC Guide

Powered by compulsory 12.0% Superannuation Guarantee inflows, Australia AUD 4.1 trillion pension pool, RBA ample-reserves repo corridor, ASX BBSW futures, and ASIC AFSL supervision anchor APAC markets.

Conclusión clave: Australia AUD 4.12T superannuation system (~150% of GDP), propelled by 12.0% compulsory employer contributions, allocates >31% offshore vs ~21.8% to domestic ASX equities.

Kenji Takahashi, CFA
ENLeer el original en inglés →
Asean India Sovereign Bond Inclusion

India FAR IGB Index Inclusion, RBI/SEBI Plumbing & ASEAN Local-Currency Bond Guide (2026)

Achieving full 10% JPMorgan GBI-EM weight alongside Bloomberg EM and FTSE EMGBI entry, India Fully Accessible Route sovereign bonds and ASEAN markets anchor EM APAC capital.

Conclusión clave: India Fully Accessible Route (FAR) sovereign bonds reached their 10.0% maximum cap in JPMorgan GBI-EM (plus Bloomberg EM and FTSE EMGBI entry), attracting US$38B–$45B+ without conceding Euroclear tax exemptions.

Kenji Takahashi, CFA
ENLeer el original en inglés →
Boj Jgb Curve Yen Repatriation

BoJ Uncollateralized Overnight Call Rate & Reserve Tiering Mechanics at 1.25%

With over JPY 515 trillion in excess current account balances at the Bank of Japan, Complementary Deposit Facility remuneration and Tanshi broker credit lines govern daily TONA dispersion around 1.25% in APAC markets.

Conclusión clave: Despite JPY 515T in excess reserves, the Bank of Japan anchors TONA within 1.241%–1.256% via Complementary Deposit Facility remuneration and tanshi brokerage arbitrage.

Kenji Takahashi, CFA
ENLeer el original en inglés →
Boj Jgb Curve Yen Repatriation

BoJ Rinban JGB Tapering to JPY 2.9T/Month & Primary Dealer DV01 Absorption

Stepping monthly Bank of Japan Rinban JGB purchases down by JPY 400 billion per quarter to JPY 2.9 trillion forces Tokyo primary dealers across APAC markets to warehouse record net duration DV01.

Conclusión clave: Tapered JPY 2.9T/month Rinban purchases against JPY 6.4T/month redemptions leave private balance sheets absorbing ~JPY 3.5T/month of net sovereign supply.

Kenji Takahashi, CFA
ENLeer el original en inglés →
Boj Jgb Curve Yen Repatriation

30Y & 40Y Super-Long JGB Convexity: Japanese Lifer ESR Solvency & ALM Matching

Mandatory JFSA Economic Value-Based Solvency Ratio (ESR) adoption starting FY2025–2026 compels Japanese life insurers across APAC markets to harvest 3.89% 30-year and 4.12% 40-year JGB convexity.

Conclusión clave: Mandatory JFSA Economic Value-Based Solvency (ESR) marks 25–45 year insurance liabilities to market curves, making duration-gap closure capital-accretive.

Kenji Takahashi, CFA
ENLeer el original en inglés →
Boj Jgb Curve Yen Repatriation

FX-Hedged UST & OAT Carry Erosion: Quantifying Japanese Lifer Bond Repatriation

Inverted short-to-long forward differentials keep FX-hedged 10-year US Treasuries and French OATs 300+ bps below domestic JGBs, accelerating Japanese bond repatriation across APAC markets.

Conclusión clave: FX-hedged 10-year US Treasuries yield just 0.45% in yen after 383 bps of 3M forward and basis costs—344 bps below unhedged 30-year JGBs at 3.89%.

Kenji Takahashi, CFA
ENLeer el original en inglés →
Boj Jgb Curve Yen Repatriation

Rengo Shunto Base-Pay Hikes, Services PPI & BoJ Taylor-Rule Rate Transmission

Sustained Rengo Shunto base-pay revisions above 3.6% have embedded domestic wage-service inflation across APAC markets, anchoring the Bank of Japan Taylor-rule path toward a 1.50%–1.75% neutral call rate.

Conclusión clave: Pure Shunto base-pay revisions of 3.68% (excluding 1.50% seniority creep) lift MHLW scheduled wages to +2.94% YoY, clearing the 2.8% threshold required for sustainable 2.0% CPI.

Kenji Takahashi, CFA
ENLeer el original en inglés →
Boj Jgb Curve Yen Repatriation

TONA OIS Swap Spreads, JGB Asset Swaps & OSE Futures Cheapest-to-Deliver Basis

Ten-year JGBs trade cheap to JSCC-cleared TONA OIS while Osaka Exchange 10-year JGB futures track a 7-year cheapest-to-deliver basket, creating rich relative-value basis trades across APAC markets.

Conclusión clave: Osaka Exchange 10-year JGB futures use a 6.00% notional coupon across a 7–11Y basket, pinning futures modified duration to the ~7-year CTD bond (6.72 years vs 8.64 years on 10Y cash).

Kenji Takahashi, CFA
ENLeer el original en inglés →
Boj Jgb Curve Yen Repatriation

USD/JPY TONA-SOFR Cross-Currency Basis Swaps & Samurai Bond Issuance Arbitrage

Narrowing 5-year USD/JPY TONA-SOFR cross-currency basis swaps from -68 bps to -24 bps reshapes Samurai bond issuance economics and foreign Treasury bill asset swaps across APAC markets.

Conclusión clave: Five-year USD/JPY TONA-SOFR cross-currency basis has compressed from -68 bps (2022) to -24 bps as Japanese lifers slashed rolling FX-hedged bond portfolios.

Kenji Takahashi, CFA
ENLeer el original en inglés →
Boj Jgb Curve Yen Repatriation

JPY Carry-Trade Unwind VaR Cascades & Nikkei Volatility Transmission

When USD/JPY implied volatility spikes compress carry-to-vol ratios below 0.32x, systematic VaR deleveraging across funded yen shorts triggers acute Nikkei 225 and KOSPI drawdowns across APAC markets.

Conclusión clave: A 3M USD/JPY carry-to-implied-volatility ratio falling below 0.32x acts as the quantitative cliff triggering systematic CTA and risk-parity carry exits.

Kenji Takahashi, CFA
ENLeer el original en inglés →
Boj Jgb Curve Yen Repatriation

Japan GPIF JPY 258 Trillion Symmetric 25/25/25/25 Portfolio Rebalancing Bands

Managing JPY 258 trillion around a symmetric 25/25/25/25 benchmark, Japan GPIF executes multi-trillion-yen contrarian rebalancing across JGBs, TOPIX, and unhedged foreign assets in APAC markets.

Conclusión clave: GPIF anchors JPY 258.0T across a symmetric 25% Domestic Bonds, 25% Foreign Bonds, 25% Domestic Equities, and 25% Foreign Equities mandate targeting Wage Growth + 1.9%.

Kenji Takahashi, CFA
ENLeer el original en inglés →
Boj Jgb Curve Yen Repatriation

BoJ Securities Lending Facility (SLF) Fee Caps & Off-the-Run JGB Repo Squeezes

Where Bank of Japan ownership exceeds 75% of specific 10-year JGB CUSIPs, Securities Lending Facility fee floors and consecutive-day borrowing caps govern short-covering costs across APAC markets.

Conclusión clave: Legacy QE leaves the Bank of Japan holding 72%–88% of many seasoned 7Y–10Y JGB CUSIPs, creating acute special-collateral repo squeezes when macro funds short cash bonds.

Kenji Takahashi, CFA
ENLeer el original en inglés →
Boj Jgb Curve Yen Repatriation

Japanese Regional Bank JGB Unrealized Losses & JFSA IRRBB Capital Supervision

Rising 10-year JGB yields to 2.89% have deepened unrealized available-for-sale bond losses across Japan regional banks, triggering intensive JFSA IRRBB outlier supervision across APAC markets.

Conclusión clave: Roughly 85 domestic-standard Japanese regional banks exclude unrealized AFS JGB losses (-JPY 3.42T sector-wide) from their statutory 4.0% Core Capital Ratio unless bonds are sold.

Kenji Takahashi, CFA
ENLeer el original en inglés →
Market Insights

Hong Kong Stock Market Close | Hang Seng TECH Index Plunges 6.5% in a Week; NVIDIA's Sudden Leadership Change Severely Impacts AI Computing Power Supply Chain -

Hong Kong Stock Market Close | Hang Seng TECH Index Plunges 6.5% in a Week; NVIDIA's Sudden Leadership Change Severely Impacts AI Computing Power Supply Chain - : Hong Kong Stock Market Close | Hang Seng TECH Index Plunges 6.5% in a Week; NVIDIA's Sudden Leadership Change Severely Impacts AI Computing Power Supply Chain

Conclusión clave: Subject: Hong Kong Stock Market Close | Hang Seng TECH Index Plunges 6.5% in a Week; NVIDIA's Sudden Leadership Change Severely Impacts AI Computing Power Supply Chain -

Kenji Takahashi, CFA
ENLeer el original en inglés →
Market Insights

Nvidia Earnings and Anthropic IPO: A Watershed for the AI Trade? Nikkei Set to Open Above 61,000 - BigGo Finance

Nvidia Earnings and Anthropic IPO: A Watershed for the AI Trade? Nikkei Set to Open Above 61,000 - BigGo Finance: Nvidia Earnings and Anthropic IPO: A Watershed for the AI Trade? Nikkei Set to Open Above 61,000 BigGo Finance

Conclusión clave: Subject: Nvidia Earnings and Anthropic IPO: A Watershed for the AI Trade? Nikkei Set to Open Above 61,000 - BigGo Finance

Kenji Takahashi, CFA
ENLeer el original en inglés →
Boj Jgb Curve Yen Repatriation

MoF Japan JGB Issuance Mix: Shortening Weighted-Average Maturity & Debt Service

To cushion Bank of Japan Rinban tapering across APAC markets, Japan Ministry of Finance trimmed 20Y–40Y super-long supply while expanding 2Y, 5Y, and 6M T-Bill auctions, shortening issuance WAM to 8.1 years.

Conclusión clave: Japan Ministry of Finance shortened weighted-average JGB issuance maturity (WAM) from 9.42 years to 8.08 years by cutting 20Y–40Y auctions and boosting 2Y/5Y/T-DB supply.

Kenji Takahashi, CFA
ENLeer el original en inglés →
Boj Jgb Curve Yen Repatriation

Retail FX Margin (Mrs. Watanabe), FFAJ Open Interest & Tokyo 09:55 Nakane Fixing

Generating over JPY 1,200 trillion in monthly OTC currency volume under 25x JFSA leverage rules, Japanese retail margin accounts and 09:55 JST Nakane corporate fixings dominate intraday USD/JPY liquidity in APAC markets.

Conclusión clave: FFAJ-regulated onshore Japanese retail FX accounts generate JPY 1,150T–1,420T/month in volume under a strict 25x (4% margin) JFSA leverage ceiling and 20.315% flat tax regime.

Kenji Takahashi, CFA
ENLeer el original en inglés →
Boj Jgb Curve Yen Repatriation

Japan New NISA Household Outflows: Toshin Foreign Equity Trusts & Yen Leakage

Japan permanent tax-exempt New NISA channels JPY 1.1 to 1.4 trillion monthly of household savings into unhedged global and US equity trusts, creating persistent spot yen selling across APAC markets.

Conclusión clave: Permanent tax-exempt New NISA (JPY 3.6M annual / JPY 18M lifetime cap) channels JPY 14.8T/yr of household savings into unhedged All-Country and S&P 500 Toshin trusts.

Kenji Takahashi, CFA
ENLeer el original en inglés →
Boj Jgb Curve Yen Repatriation

MoF & BoJ FX Intervention Forensics: FEFSA Reserves, Fed Repo Pool & Table 1 Math

Acting as statutory agent for Japan Ministry of Finance Foreign Exchange Fund Special Account (FEFSA), the Bank of Japan executes multi-trillion-yen FX interventions audited within 48 hours via Table 1 money-market projections.

Conclusión clave: Japan FEFSA holds ~$172B in overnight central-bank deposits/NY Fed Foreign Repo plus ~$284B in short T-Bills, enabling ~JPY 70T of intervention without selling long US Treasury coupons.

Kenji Takahashi, CFA
ENLeer el original en inglés →

Registros de instituciones

Registros de instituciones

Consulte registros importados de entidades, supervisores y mercados. Pueden estar incompletos o desactualizados; confirme los datos actuales en la fuente original.

Ver Rankings Institucionales Completos →Consultar Matriz de Referencias 2026 →

Registros de instituciones

BGE
Registros de instituciones
Aizawa Securities
Registros de instituciones
EBSI Forex
Registros de instituciones
FXTF
Registros de instituciones
SBI FX Trade
Registros de instituciones
BOOM
Registros de instituciones

Reguladores

Reserve Bank of Australia5

Reserve Bank of Australia

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Accounting and Corporate Regulatory Authority (Singapore)4

Accounting and Corporate Regulatory Authority (Singapore)

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Taipei Exchange (TPEx)4

Taipei Exchange (TPEx)

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BOT4

Bank of Thailand

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BOL4

Bank of the Lao PDR

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Financial Supervisory Commission (Taiwan)4

Financial Supervisory Commission (Taiwan)

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Artículos y registros de fuentes | APAC Capital Brief | APAC Capital Brief