TIBOR
- Japanese
- TIBOR
- Also known as
- Tokyo Interbank Offered Rate
- Last reviewed
- September 25, 2026
This is a draft, shown for review before publication.
TIBOR (Tokyo Interbank Offered Rate) is a yen benchmark rate, calculated and published every business day by the JBA TIBOR Administration, that reflects the prevailing rates for unsecured funding between banks. It has five tenors from one week to 12 months, and its value is set before the interest period begins.
Related terms
Explained in detail
Pages that use this term
- Business Day Conventions and Holiday Calendars
- Bootstrapping a Yield Curve
- The Multi-Curve Framework
- Interest Rate Futures
- Interest Rate Swaps
- Valuing an Interest Rate Swap
- Overnight Index Swaps (OIS)
- Basis Swaps
- Caps and Floors
- Swaptions
- What Is a Benchmark Rate?
- TONA
- TORF
- Compounding in Arrears
- The Transition from LIBOR
- Fallbacks and Spread Adjustments
- Lifecycle Event Processing
- Mis-Selling Cases
- Mandatory Clearing