Benchmark Administration
Parameta Solutions is a source of independent, neutral and high quality OTC data. As a UK FCA authorised and ESMA recognised Benchmark Administrator, operational excellence and a strong governance framework is at the heart of our benchmarks. This provides our clients with the confidence they need when adopting Parameta Solutions benchmarks in financial instruments and financial contracts.
Methodology
The methodologies are created and developed by experts in benchmark design, including any appropriate consultation with market participants. The Benchmark methodologies are the written rules and procedures determining how our benchmarks are created.
| Benchmark Name | Benchmark Page | Methodology | Benchmark Statement | Compliance Statement |
| EUR Annual Swap Rate – SwapMarker15 | SMKR15 | TP Benchmark Methodology | TP Benchmark Statement | |
| EUR 6M EURIBOR Swap – EUREX vs LCH | ICAPCCPBASIS4 | ICAP Benchmark Methodology | ICAP Benchmark Statement | |
| EUR 6M EURIBOR Swap – CME vs LCH | ICAPCCPBASIS4 | ICAP Benchmark Methodology | ||
| EUR 3M EURIBOR Swap – CME vs LCH | ICAPCCPBASIS5 | ICAP Benchmark Methodology | ||
| EUR 3M EURIBOR Swap – EUREX vs LCH | ICAPCCPBASIS5 | ICAP Benchmark Methodology | ||
| EUR EURIBOR – Annual Bond Swap vs 1m | ICAPEURO2 | ICAP Benchmark Methodology | ||
| EUR EURIBOR Basis Swap – 6m EURIBOR | ICAPEUROBASIS | ICAP Benchmark Methodology | ||
| EUR EURIBOR Basis Swap – 1m vs 3m EURIBOR | ICAPEUROBASIS | ICAP Benchmark Methodology | ||
| EUR Annual Swap Rate | ICAPEURO | ICAP Benchmark Methodology |
| Indices not capable of being a benchmark | Methodology | Fact Sheet |
| Parameta Solutions Interest Rate Swap Volatility Index | Interest Rate Swap Volatility Methodology (EUR & GBP) Interest Rate Swap Volatility Methodology (USD) | Interest Rate Swap Volatility Factsheet (USD) (EUR) (GBP) |
| Parameta Solutions Breakeven Inflation Swap Index Family | Breakeven Inflation Swap Index Family Methodology | EMU HICP ex-tobacco Breakeven Inflation Swap Indices French CPI ex-tobacco Breakeven Inflation Swap Indices UK RPI Breakeven Inflation Swap Indices |
Governance
Our governance framework ensures the accuracy and integrity of all our benchmarks and indices. This model enables close cross-monitoring of the governance process.
Parameta Solutions is a member of the Index Industry Association (IIA). Founded in 2012, the IIA is a not-for-profit organization serving the fast-growing global community of index providers.