- Euribor Governance and Rate-Setting Process
- EMMI Rates
- Euribor Rates
- Euro Interbank Offered Rate
- European Money Markets Institute
Euribor Rates by Year and Granularity
This dataset contains Euribor rates by year and granularity. Only Daily granularity is provided and the dataset is updated on an annual basis.
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Euribor is calculated on a daily basis using the calculation methodology detailed in the Euribor Code of Conduct. Euribor has been designed as a submission based benchmark governed by a principles based Code of Conduct. As such, the Euribor determination methodology requires Panel Banks, when possible, to identify a range of objective, verifiable market data to be used as input to informing the daily Euribor quote submission, while permitting the use of expert judgement, provided the use of such judgment is documented, based upon reasonable criteria, and applied objectively and consistently.
Euribor quote submission, while permitting the use of expert judgment, provided the use of such judgment is documented, based upon reasonable criteria, and applied objectively and consistently. EMMI (European Money Markets Institute) wishes to point out that because individual Panel Bank transaction volumes and available market data may vary on a daily basis, Panel Banks may employ expert judgment in contributing submissions to the Euribor determination to a varying degree.
In order to confirm that Euribor remains representative of the underlying market it aims to measure, EMMI periodically analyzes relevant underlying transaction volumes and other market data.
About this Dataset
John Snow Labs; European Money Markets Institute;
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This Data Package is licensed by its maintainers under the Public Domain Dedication and License (PDDL).
Euribor Rates, Euribor, Euro Interbank Offered Rate, European Money Markets Institute
Euribor Governance and Rate-Setting Process, EMMI Rates
|Date||The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month||date||-|
|Maturity_Level_1week||The maturity level of value in 1 week||number||level : Ratio|
|Maturity_Level_1month||The maturity level of value in 1 month||number||level : Ratio|
|Maturity_Level_3months||The maturity level of value in 3 months||number||level : Ratio|
|Maturity_Level_6months||The maturity level of value in 6 months||number||level : Ratio|
|Maturity_Level_12months||The maturity level of value in 12 months||number||level : Ratio|
|Date||Maturity Level 1week||Maturity Level 1month||Maturity Level 3months||Maturity Level 6months||Maturity Level 12months|