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Dealers applaud proposal to halt yen Libor swaps after Q3

Risk.net
BoJ working group timetable viewed as likely to boost liquidity in nascent Tonar market
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Dealers have welcomed proposals by the industry committee overseeing Japan’s transition to risk-free rates that would prevent banks offering new yen Libor interest rate swaps by the third quarter this year.
A report published by a subgroup of the Bank of Japan-led Cross-Industry Committee on Japanese Yen Interest Rate Benchmarks for its March 26 meeting proposed that the trading of new Japanese Libor interest rate swaps maturing after 2021 should cease no later than the end of September, except
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Japan Led Cross Industry Committee , Japanese Yen Interest Rate Benchmarks , Japanese Libor , Bank Of Japan Boj , Financial Conduct Authority Fca , Bank Of England Boe , International Swaps And Derivatives Association Isda , Risk Free Rates Rfrs , Interest Rate Swaps , Derivatives Pricing , Japanese Yen , ஜப்பான் வழிநடத்தியது குறுக்கு தொழில் குழு , நிதி நடத்தை அதிகாரம் ஃப்க , வங்கி ஆஃப் இங்கிலாந்து போ , சர்வதேச இடமாற்றுகள் மற்றும் வழித்தோன்றல்கள் சங்கம் ஈஸ்டா , ஆர்வம் ரேட் இடமாற்றுகள் , வழித்தோன்றல்கள் ப்ரைஸிஂக் , ஜப்பானிய யென் ,

XVAs ate $401m of JP Morgan's revenues in 2020

Risk.net
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JP Morgan deducted $401 million from trading income in 2020 to cover valuation adjustments (XVAs) linked to its derivatives portfolio – the most since the bank expanded its accounting framework to capture all of these in 2013.
In its annual filings, the New York-based bank said it lopped $337 million off principal transactions revenue for credit valuation adjustments (CVA) and $64 million for funding valuation adjustments (FVA), though this didn’t taken into account the effect of hedging
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