(Tentative translation)
Cross-Industry Committee on Japanese Yen Interest Rate Benchmarks
Minutes for the January 31, 2020 Meeting
(by written resolution)
The Secretariat informed the Committee that the Alternative Reference Rates Committee (ARRC) in the United States released "Recommendations for Interdealer Cross-Currency Swap Market Conventions" on January 24, 2020.
Note: The final recommendations, which were developed by the Cross-Currency Basis Swap Subgroup of the ARRC, outlined the market conventions for cross-currency swaps using risk-free rates in interdealer transactions. Members of the Working Group on Currency Swaps under the Committee participated in the subgroup's discussions and expressed opinions as necessary.
1
Cross-Industry Committee on Japanese Yen Interest Rate Benchmarks
Attendance for the January 31, 2020 Meeting
(Members) | ||||
Chair | MUFG Bank | MATSUURA Taro | ||
Vice Chair | Nomura Securities | NONOMURA Shigeru | ||
Mizuho Bank | KOBAYAKAWA Motomu | |||
Sumitomo Mitsui Banking Corporation | ORIHARA Takashi | |||
Bank of Yokohama | ARAI Tomoki | |||
The Ehime Bank | IYODA Seiji | |||
Deutsche Bank | MORITA Shigeki | |||
Daiwa Securities | INADA Yuichiro | |||
Goldman Sachs | TAGUCHI Kengo | |||
Morgan Stanley MUFG Securities | EZUKA Takeshi | |||
Japan Post Bank | ICHIKAWA Tatsuo | |||
The Norinchukin Bank | NAGATA Shirou | |||
Shinkin Central Bank | TANAKA Hiroyuki | |||
Nippon Life Insurance Company | OKAMOTO Shinichi | |||
Tokio Marine Holdings | NIKKAWA Shinya | |||
Daiwa Asset Management | KOMIYA Tsutomu | |||
Marubeni Corporation | OGURA Yasuhiko | |||
Mitsui Fudosan | TOGASHI Retsu | |||
East Japan Railway Company | ITO Atsuko | |||
Mitsubishi UFJ Lease & Finance | TOMINAGA Osamu | |||
Nippon Telegraph | and | Telephone | HIROI Takashi | |
Corporation | ||||
(Observers) | ||||
JBA TIBOR Administration | SERA Yuichi | |||
International Swaps | and | Derivatives | MORITA Tomoko | |
Association | ||||
Financial Law Board | TOTSUKA Takaharu | |||
(Attorney-at-Law) |
Tokyo Financial Exchange | SEO Ryosuke |
Japan Securities Clearing Corporation | KANEKO Takahiko |
Japanese Bankers Association | KOYAMA Hirotaka |
Japan Securities Dealers Association | MATSUNAGA Hideaki |
Financial Services Agency | AOSAKI Minoru |
Bank of Japan | OOTAKE Hiroki |
Bank of Japan | SHIOZAWA Hiroyuki |
Attachments
- Original document
- Permalink
Disclaimer
Bank of Japan published this content on 21 February 2020 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 21 February 2020 07:11:04 UTC