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

How and Why Pension Funds Use Derivatives

With over $58 trillion in assets globally, pension fund managers are major participants in financial markets and play a vital role in helping to provide post-retirement incomes for plan employees. Meeting such an important goal requires careful consideration of investment...

Climate Risk Scenario Analysis Phase 4

Climate scenario analysis has become a useful tool for banks and financial institutions to understand the short- and long-term financial risks associated with climate change, particularly in light of evolving regulations and an increased emphasis on reducing the impact of...

ISDA & EMTA Market Practice 45

ISDA & EMTA jointly published the attached updated market practice regarding the determination of barrier events for Brazilian Real non-deliverable continuously monitored barrier option transactions.