April 16, 2021
Financial Markets Department
Bank of Japan
The Cross-Industry Committee on Japanese Yen Interest Rate Benchmarks, today, updated 'Roadmap to Prepare for the Discontinuation of Japanese Yen LIBOR' [PDF 151KB].
Based on 'Report from the Sub-Group for the Development of Term Reference Rates,' [PDF 276KB] meeting material for the Mar. 26, 2021 Meeting, the Cross-Industry Committee on Japanese Yen Interest Rate Benchmarks added a transition plan for interest rate swaps referencing Japanese yen LIBOR and maturing after the end of 2021 to the 'Roadmap to Prepare for the Discontinuation of Japanese Yen LIBOR.'
Market Infrastructure Division, Financial Markets Department
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Bank of Japan published this content on 16 April 2021 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 16 April 2021 07:11:00 UTC.