New papers of the National Working Group for benchmark reform

modification date

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