TIBOR
Encyclopedia
TIBOR stands for the Tokyo Interbank Offered Rate and is a daily reference rate
Reference rate
A reference rate is a rate that determines pay-offs in a financial contract and that is outside the control of the parties to the contract. It is often some form of LIBOR rate, but it can take many forms, such as a consumer price index, a house price index or an unemployment rate...

 based on the interest rate
Interest rate
An interest rate is the rate at which interest is paid by a borrower for the use of money that they borrow from a lender. For example, a small company borrows capital from a bank to buy new assets for their business, and in return the lender receives interest at a predetermined interest rate for...

s at which bank
Bank
A bank is a financial institution that serves as a financial intermediary. The term "bank" may refer to one of several related types of entities:...

s offer to lend unsecured funds to other banks in the Japan wholesale money market
Money market
The money market is a component of the financial markets for assets involved in short-term borrowing and lending with original maturities of one year or shorter time frames. Trading in the money markets involves Treasury bills, commercial paper, bankers' acceptances, certificates of deposit,...

 (or interbank market
Interbank market
The interbank market is the top-level foreign exchange market where banks exchange different currencies. The banks can either deal with one another directly, or through electronic brokering platforms. The Electronic Broking Services and Thomson Reuters Dealing 3000 Xtra are the two competitors in...

). TIBOR is published daily by the Japanese Bankers Association (JBA).

Technical features

TIBOR is calculated based on the quotes for different maturities provided by reference banks at about 11.00 a.m. each business day. There are two forms of TIBOR rates: Japanese Yen TIBOR rate (introduced in November 1995, it reflects rates in unsecured call market) and Euroyen TIBOR rate (introduced in March 1998, it reflects rates in offshore market).
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