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Feedback on the statement of methodology and policies governing the SARB administered benchmarks - November 2021
Published Date:
2021-11-30
Last Modified Date:
2023-09-27, 11:47 PM
Category:
Publications > Markets Consultation Paper | Media > Media Releases | > | Financial Markets > FMD-MediaReleases | What's New | MPG Related Documents > MPG-General
The South African Reserve Bank (SARB) today published a report titled ‘Feedback on the draft statement of methodology and policies governing the SARB-administered interest rate benchmarks’. The report summarises the public comments received on the ‘Draft statement of methodology and policies governing the SARB-administered interest rate benchmarks’, otherwise referred to as the Technical Specification Paper (TSP), and the results obtained from back-testing the proposed benchmarks contained therein using historical transactions data.