コンプレッション | 株式会社日本証券クリアリング機構
https://www.jpx.co.jp/jscc/seisan/irs/compression.htmlThe evidence pack includes HTML, screenshots, summaries, and metadata. It can be downloaded on Pro.
コンプレッション | 株式会社日本証券クリアリング機構
Open the archived HTML with saved-time metadata attached.
This HTML has CSS and images embedded, so it can still be opened even if the original page disappears.
This page describes compression systems provided by Japan Securities Clearing Corporation. Compression reduces notional principal amounts and transaction counts by simultaneously canceling multiple interest rate swap transactions. The corporation has implemented four compression types: transaction-by-transaction compression, coupon blending, JSCC-proposed compression, and multilateral compression. These address participants' needs for leverage ratio compliance and cost reduction. Systems were progressively introduced from 2014 to 2021, using external services from TriOptima and Quantile companies for multilateral compression operations.
