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
Latest
Celebrating ISDA’s Successes and the Next Decade
Today, May 23, marks exactly 40 years since ISDA, initially known as the International Swap Dealers Association, was first established by a small group of mostly New-York-based dealers. At ISDA’s Annual General Meeting (AGM) in Amsterdam last week, we had...
ISDA Response to CFTC on 24/7 Trading
On May 21, ISDA, the Securities Industry and Financial Markets Association (SIFMA) and its asset management group (SIFMA AMG) submitted a joint response to the US Commodity Futures Trading Commission’s (CFTC) request for comment on 24/7 trading and clearing. The...
ISDA AGM Studio: Jack Hattem and Jared Noering
Jack Hattem, ISDA board member and managing director, global fixed income at BlackRock, and Jared Noering, ISDA board member and global head of fixed income trading at NatWest Markets, talk to Nick Sawyer, ISDA’s global head of communications, on how...
ISDA Publishes ISDA SIMM® Version 2.7+2412
This version of the ISDA SIMM has updates that are based only on the full recalibration of the model and marks the first ISDA SIMM version publication of the new semiannual calibration cycle in 2025. The ISDA SIMM methodology remains...