Policy Desk
BoJ Rate Control
Associated Press Dispatch:
"Japan's central bank has raised the benchmark interest rate to 1.25% from 1.0%, a 31-year-high."
Scenario Presets
1.25%
78.4
Source Grounding:
Based on wire reporting by @AP regarding Bank of Japan monetary policy decisions. Calculations reflect domestic Japanese banking pass-through mechanics and standard fixed-income duration models.
Sectoral Debt & Yield Impact Matrix
Real-Time Transmission Channels
Corp Spread Expansion
25.0
Basis points added to prime corporate borrowing
JGB 10-Yr Yield
1.42%
Sovereign benchmark debt yield projection
Mortgage Payment
+3.8%
Average floating-rate monthly installment increase
Carry Trade Stress
High (78.4)
Unwind acceleration risk on JPY funding
Policy Rate Transmission to Yield Curve (Overnight to 30Y JGB)
1.0% Prior Baseline
Projected Yield Curve
| Sector / Transmission Channel | Sensitivity Factor | Projected Impact | Vulnerability Rating |
|---|---|---|---|
| Corporate Borrowing Commercial paper & bank credit lines |
1.00x Base Pass-Through | +25.0 bps loan spread | Elevated Burden |
| JGB 10-Year Sovereign Yield Benchmark government debt pricing |
1.08x Slope Beta | 1.42% Yield (+25 bps) | High Sensitivity |
| Residential Floating Mortgages Household debt servicing index |
15.2% elasticity / 100bps | +3.8% monthly payment | Moderate Pressure |
| Global Yen Carry Trade Short-JPY leveraged cross-asset funding |
Non-linear spread closing | Severe Unwind Threat | Systemic Volatility |
Dossier Payload Preview (BoJ_Rate_Hike_Impact_Dossier.json)
BoJ_Rate_Hike_Impact_Dossier.json
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