Benchmark Determination Methodology

13 December 2023

In our recent endeavours, we have successfully completed the 3rd annual review of the Euribor methodology. The comprehensive examination has unequivocally affirmed the robustness, reliability, and resilience of our approach. This validation underscores our commitment to maintaining high standards in our processes. Noteworthy is the clarification introduced in the Benchmark Determination Methodology (BDM) regarding the eligibility of transactions involving embedded options and the so-called evergreen deposits. Apart from this clarification, our methodology remains steadfast, with no further changes. This stability attests to the soundness of our practices and ensures continuity in the pursuit of excellence.

Consult the Benchmark Determination Methodology