Bank of Japan Rate Tightening Simulator
D3.JS MACRO ENGINE
Model aggressive BOJ terminal paths, JGB curve shocks, and USD/JPY carry trade unwind dynamics
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Export Scenario (CSV)
Policy Parameters
Macro Scenario Presets
Consensus Oct
+25bps hike in Oct (0.50%)
Consensus Dec
Delayed hike to Dec
Hawkish Shock
Terminal 1.25% by Q2
Yen Defense Panic
Terminal 2.00% aggressive
BOJ Hike Timing
October Meeting (+25bps baseline)
December Meeting (+25bps delayed)
Unscheduled Aggressive (Inter-meeting)
BOJ Terminal Policy Rate
1.25%
US 10-Year Treasury Yield
4.25%
Japan CPI Inflation Sticky Factor
2.8%
Initial BOJ Policy Rate
0.25%
JGB 10Y Yield
1.45%
+0.50% vs consensus
Simulated USD/JPY
142.5
-12.5 JPY (Yen Rallies)
Carry Unwind Volume
$320B
Liquidation Shock
Market Mispricing Delta
0.50%
Hawkish Divergence
JGB Yield Curve Repricing (1Y - 30Y)
Consensus
Simulated
USD/JPY & Carry Liquidation Path
USD/JPY Spot
Unwind ($B)
Scenario Analytics Summary & Hawkish Risk Assessment
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