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 Letter to BCBS on RMA Models

On July 24, ISDA wrote to the Basel Committee on Banking Supervision (BCBS) to request guidance on how the proposed Risk Mitigation Accounting (RMA) model under International Financial Reporting Standard (IFRS) 9/IFRS 7 should be treated for prudential regulatory capital...