All posts tagged "TIBOR"
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448FeatureJapan FSA Calls on Market to Complete LIBOR Transition Efforts
Only a small number of JPY LIBOR contracts remain that still need to complete the transition, but USD LIBOR rates are "still widely used" by Japanese FIs and corporates.
June 9, 2022 -
646JapanRefinitiv Revises Tokyo Swap Rate Methodology for TIBOR Swaps
The fallback procedure has been updated to allow publication based on Tokyo Swap Rate (for swaps referencing TONA) plus a spread adjustment.
February 5, 2022 -
478Japan
Refinitiv Set to Launch Tokyo Swap Rate Fallback
The Tokyo Swap Rate Fallback is based on a static spread adjustment and the Tokyo Swap Rate (for swaps referencing TONA), which was launched in October.
December 13, 2021 -
416Japan
Refinitiv Launches New Versions of Tokyo Swap Rate
The new versions of the Tokyo Swap Rate are designed to support the transition away from LIBOR and the adoption of new market conventions.
October 29, 2021 -
332FeatureLIBOR Alternatives Gain Traction in Japan – Report
OIS transactions based on TONA and TIBOR increased in July, suggesting alternative rates to JPY LIBOR are gaining traction.
August 6, 2021 -
274Japan
Japanese 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 -
1.5KContributed 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 -
353Feature
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 -
557FeatureJapan 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 -
1.0KFeature
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
