All posts tagged "TIBOR"
-
107JapanJapanese FIs Still Have $24tr in LIBOR Exposures – Report
The December 2020 figure is down only slightly from the $27.5tr of contracts referencing LIBOR 18 months earlier at the end of June 2019.
May 20, 2021 -
578Contributed ArticleIs Asia Ready for the End of LIBOR?
Li Renn Tsai compares progress in Asia’s main trading hubs, warning of a logjam of transition-related operational work that will pile up towards year-end.
May 18, 2021 -
225Feature
Japan Sets End Date for New JPY LIBOR Interest Rate Swaps
New interest rate swaps referencing JPY LIBOR and maturing after the end of 2021 should cease by end-September 2021.
April 20, 2021 -
278FeatureJapan to Start Publishing TORF Production Rates from 26 April
QUICK Benchmarks, formed in January 2021, has been publishing TORF prototype rates weekly since May 2020 and daily since October 2020.
April 7, 2021 -
316Feature
Japan Plans to Retain Yen TIBOR, Discontinue Euroyen TIBOR
JBA TIBOR Administration plans to consult on its intent to retain yen TIBOR and discontinue euroyen TIBOR at end-2024, as well as the specifics and timing of the reform.
March 31, 2021 -
392Feature
BOJ, FSA Urge FIs to Push Forward LIBOR Transition
The regulators say the transition must continue without reliance on a potential synthetic JPY LIBOR, which would be restricted to tough legacy contracts even if published.
March 10, 2021 -
347Big PictureRegulatory Intervention Needed for JPY LIBOR Transition – Fitch
Japan’s decision to keep TIBOR may slow the adoption of TONA, lengthening the time needed to generate liquidity in TONA derivatives and establish forward-looking TONA rates.
January 26, 2021 -
791FeatureBloomberg Begins Publishing IBOR Fallback Rates for Derivatives
The calculations being published include the adjusted RFRs, the spread adjustment and the ‘all in’ IBOR fallback rates for certain key IBORs across various tenors.
July 22, 2020 -
646EuropeEU Benchmark Equivalence Regime Not Scalable: ISDA, FIA
While the Associations welcome the legal approach taken, they highlight that the draft equivalence decision excludes the widely referenced Nikkei and JPX benchmarks.
May 7, 2020 -
496EnforcementUS Court Reverses 2017 Dismissal of Rate Rigging Suit Against Banks
The decision effectively revives a suit by a group of investment funds against major banks over their alleged manipulation of yen LIBOR and euroyen TIBOR between 2006 and 2011.
April 7, 2020
