8.

A contributor to an interest rate benchmark shall keep detailed records of: all relevant aspects of contributions of input data; the process governing input data determination and the sign-off of input data; the names of submitters and their responsibilities; any communications between the submitters and other persons, including internal and external traders and brokers, in relation to the determination or contribution of input data; any interaction of submitters with the administrator or any calculation agent; any queries regarding the input data and their outcome of those queries; sensitivity reports for interest rate swap trading books and any other derivative trading book with a significant exposure to interest rate fixings in respect of input data.

← anx_I__cpt_1__cpt_4__point_7__point_i__text_1 · All articles · anx_I__cpt_1__cpt_4__point_8__text_1 →

Source: EUR-Lex (Cellar) · retrieved 2026-10-12 · Text as adopted (Official Journal); later amendments are not incorporated in this text.