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The slides provided here include all of our current economic indicators for review –
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Link to the FpML list of interest rate indices relevant to our discussion on common rates required in IND – http://www.fpml.org/coding-scheme/floating-rate-index-2-0.xml (from both David Saul and Gareth Isaac)
Other relevant links with respect to indicators include:
https://ec.europa.eu/info/sites/info/files/ki_17032017.pdf - Key indicators for the Euro area
We should review these with the right banking SMEs to prioritize those we still need to add into IND to support SEC / DER, with a focus on the near term PoCs.
Decisions:
Action items
- Elisa Kendall will create slides that include all of our current Economic Indicators for another review pass by StatCan and State Street, and will also provide them to Deutsche Bank and Credit Suisse for comment