ISDA Statement on JBATA's Euroyen TIBOR Announcement
March 08, 2024
March 08, 2024
NEW YORK, March 8 -- The International Swaps and Derivatives Association issued the following statement on March 6, 2024:
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ISDA has published the following statement in response to today's announcement by JBA TIBOR Administration (JBATA) on the future cessation of all euroyen TIBOR tenors.
"Today's announcement constitutes an index cessation event under the ISDA 2020 IBOR Fallbacks Supplement, the 2021 ISDA Interest Rate Derivatives Definitions an . . .
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ISDA has published the following statement in response to today's announcement by JBA TIBOR Administration (JBATA) on the future cessation of all euroyen TIBOR tenors.
"Today's announcement constitutes an index cessation event under the ISDA 2020 IBOR Fallbacks Supplement, the 2021 ISDA Interest Rate Derivatives Definitions an . . .