This page presents Japanese TED Spread chart. TED spread is the difference between the interest rates on interbank loans and on short-term Japanese government debt (“T-bills”). RiskVar combines Japanese TED Spread with other risk factors to quantify Global Liquidity Risk. TED spread is an indicator of perceived credit risk in the general economy, since T-bills are considered risk-free while LIBOR reflects the credit risk of lending to commercial banks. An increase in the TED spread is a sign that lenders believe the risk of default on interbank loans (also known as counterparty risk) is increasing.

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