Euroyen TIBOR Cessation Guidance

ISDA has published guidance for parties to over-the-counter derivatives that are affected by the announcement made on March 6, 2024 by JBA TIBOR Administration (JBATA) relating to the future cessation of all euroyen TIBOR tenors.

Following a public consultation, JBATA announced that calculation and publication of all euroyen TIBOR tenors will cease immediately following a final publication on December 30, 2024.

Click on the attached PDF to read the guidance in full.

 

Documents (1) for Euroyen TIBOR Cessation Guidance

ISDA AGM Studio: Benny Crapanzano & Jacques Vigner

Sebastian Crapanzano, ISDA board member, global co-head of financial resources and strategy and global head of market and counterparty risk, institutional securities group, at Morgan Stanley, and Jacques Vigner, ISDA board member and chief strategic oversight officer for global markets...