April 2025
Working Paper on the principles of interest rate index calibration method and its impact on the framework for the operation of financial institutions
To download the Information Document, click here.
To download the Appendix 1, click here.
April 2024
Summary of the Cyclical Review of the Method for Determining the WIBID and WIBOR Reference Rates
GPW Benchmark presents Summary of the Cyclical Review of the Method for Determining the WIBID and WIBOR Reference Rates for the period 1 December 2022 to 31 December 2023
To download the Summary, click here.
February 2024
Information material on WIRON determination for December 29, 2023
GPW Benchmark presents information regarding market conditions and aspects related to input data used in the process of determining WIRON benchmark for December 29, 2023.
To download the document, click here.
January - February 2024
Summary of the impact of data udpate on interest rate benchmarks for 2019-2023
GPW Benchmark presents information regarding the impact of data revision on WIRON and indices from compound index family for 2019-2023 (updated based on the database dated on 16th February 2024 and including some updates in historical parameters).
To download the file WIRON
To download the file WIRON Compound Rates
To download the file WIRON Compound Index (ceased)
July 2023
Cyclical Review of the Method for Determining the WIBID and WIBOR Reference Rates
GPW Benchmark presents Cyclical Review of the Method for Determining the WIBID and WIBOR Reference Rates, including the Waterfall Method and the mandatory assessment of their ability to measure relevant market or economic reality.
To download the summary, click here.
To download the annexes, click here.
January 2023
Information about the impact of Data Transmission Audit on WIRON
GPW Benchmark presents Information about the impact of Data Transmission Audit on WIRON. The Data Transmission Audit was carried out among all Data Contributors in December 2022. The Audit resulted in a revision of the historical values of the WIRON.
To download the document, click here.
To download data, click here.
Analytical supplement to Public Consultation Results with substantive conclusions on the method of developing RFR-benchmarks – 2023 (an update of a document published in November 2022)
GPW Benchmark presents Analytical supplement to Public Consultation Results with substantive conclusions on the method of developing RFR-benchmarks, including the analysis of impact of historical data revision carried out by data contributors and description of new elements of the index method. The document and analysis were updated after the Data Transmission Audit and revision of historical data. The scope of analyses in the document has been maintained while the information has been extended to include some new attachments. The previous version of the document is available below.
To download the document, click here.
To download the previous version of the document, click here.