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Public consultation on the NWG’s consultation paper on the review and analysis of alternative interest rate indices

Modification date:

The National Working Group for benchmark reform (NWG) would like to invite stakeholders and financial market participants to review for consultation paper on the review and analysis of alternative interest rate indices.

The consultation deadline has been extended to 1 July 2024.

Comments on the recommendations should be sent to: kontakt@gpwbenchmark.pl.

For download

Consultation paper on the review and analysis of alternative interest rate indices (document updated on June 11, 2024)

file .pdf, 13.5MB
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Appendix No. 1: Questionnaire of assessment of the proposed RFR indices

file .xlsx, 19.9kB
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Appendix No. 2: Trajectory and Eligible Transactions Pool features of RFR indices

file .xlsx, 358.3kB
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Appendix No. 3: Sensitivity analysis

file .pdf, 7.6MB
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Appendix No. 4: Compound rates

file .xlsx, 299.9kB
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