We request the public for information relating to (not necessarily limited to) the following areas.
Any information and ideas of quantitative analytical methods based on data
- The “Information and ideas” of quantitative analytical methods and necessary data, for analyzing the “effects of its stock lending suspension to the market”. (If possible, please provide a rough cost estimate for that analytical method/research study as well.)
Any information supportive to conduct the above quantitative analyses
- Information relating to recent stock lending market (e.g. trade volume, borrowing cots/premium, trends, new developments, and main players (borrowers, lenders, brokers, and so forth)
- The purposes of stock lending activities for borrowers
- The academic research papers relating to stock lending activities
- Other matters relating to stock lending activity, that GPIF should be aware of, if any
The RFI is available at https://www.gpif.go.jp/en/info/RFI_lending_en.pdf