NEWS
New papers of the National Working Group for benchmark reform
Last updated: 16 March 2023
The National Working Group for benchmark reform is presenting its new papers:
- Recommendation on the application of the WIRON index in issues of floating-rate debt securities
- Precision of rounding for calculating interest flows in issues of floating-rate debt securities – the purpose of the paper is to discuss important aspects of the convention of calculating interest flows based on WIRON or WIRON Compound Index in issues of floating-rate debt securities
- A glossary to help harmonise the terminology and language used in the recommendations and other materials prepared by the NWG
For download
- Download
Recommendation on the application of the WIRON index in issues of floating-rate debt securities
file .pdf
- Download
A glossary to help harmonise the terminology and language used in the recommendations and other materials prepared by the NWG
file .pdf
- Download
Precision of rounding for calculating interest flows in issues of floating-rate debt securities
file .pdf
- Download
NWG - calculator
file .xls
