The market structure shift: settlement, data, and real‑time risk in Japan’s markets
Panel discussionFinancial Risk & Capital Strategy
2026-05-21 | 03:15 PM - 03:40 PM | Financial Risk & Capital Strategy
Session description
- How should firms incorporate country risks into strategic planning and risk appetite?
- Where can PVP and near‑real‑time settlement reduce liquidity and counterparty risk, and what are the adoption hurdles in Japan?
- How are platforms and banks upgrading low‑latency infrastructure, streaming risk, and market‑data plumbing?
- As JGB yields and funding conditions shift, which real‑time analytics have become non‑negotiable for trading and liquidity risk?
- How should firms factor legal/operational into their market‑structure roadmaps?
