24 October 2023
Consultation Paper: proposed changes to Euribor methodology
EMMI's commitment to maintaining the integrity and reliability of the Euribor benchmark has led to a comprehensive review of its methodology. The proposed changes are designed to address specific aspects of the benchmark while preserving its core characteristics. The consultation paper outlines EMMI's efforts to further enhance Euribor’s methodology and invites feedback from market participants, interested parties and stakeholders at large.
The key elements under consideration are:
1. Reformulation of Level 2.3
2. Discontinuation of Level 3