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
EUR 3M EURIBOR Swap - CME vs LCH	ICAPCCPBASIS5
EUR 3M EURIBOR Swap - EUREX vs LCH	ICAPCCPBASIS5
EUR EURIBOR - Annual Bond Swap vs 1m	ICAPEURO2
EUR EURIBOR Basis Swap - 6m EURIBOR	ICAPEUROBASIS
EUR EURIBOR Basis Swap - 1m vs 3m EURIBOR	ICAPEUROBASIS
EUR Annual Swap Rate	ICAPEURO

 

Indices not capable of being a benchmark	Methodology	Fact Sheet
Parameta Solutions Interest Rate Swap Volatility Index	Interest Rate Swap Volatility Methodology	Interest Rate Swap Volatility Factsheet (EUR) (GBP)
Parameta Solutions Breakeven Inflation Swap Index Family	Breakeven Inflation Swap Index Family Methodology

 

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. 

 

Governance framework