This page presents Japanese 3 month T-bills chart. RiskVar combines Japanese 3 month T-bills with other risk factors to quantify the Global Liquidity Risk. T-bills are seen as extremely secure, as they are backed by the full faith and credit of the Japanese government. This makes them the closest thing to a risk-free return in the market.

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RiskVar algorithms analyze market data and macroeconomic indicators to quantify the financial risk level across global markets, asset classes, countries, financial sectors and industries.