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MPG Publications
Publish date: August 2020
This position paper outlines the recommendations of the Risk-Free Reference Rates Work Stream for consideration by the MPG. The position paper builds on the work stream meetings held during the course of 2019 and 2020, where the production of two alternative risk-free rates was recommended.
Publish Date: August 2020
This paper sets out the recommendations of the Unsecured Reference Rates Work Stream for consideration by the MPG. The recommendations pertain to the reform of JIBAR, as well as to the choice and design of alternative unsecured interest rate benchmarks that will form part of the expanded suite of benchmarks that the SARB is developing.
Publish date: June 2020
The purpose of this document is to provide a technical specification of the suite of interest rate benchmarks (hereinafter referred to as ‘benchmarks’) that are administered by the South African Reserve Bank (SARB), as well as an overview of the policies that govern these benchmarks...
Publish date: May 2019
The South African Reserve Bank (SARB) published a ‘Consultation paper on selected interest rate benchmarks in South Africa’ on 30 August 2018. The paper contains proposals on the reform of key interest rate benchmarks used in South Africa as well as proposals on a suite of new benchmarks that could potentially be used as alternative reference interest rates. The paper was published to solicit input from the public on the proposals contained therein...
Publish date: August 2018
The purpose and objective of this consultation paper is to propose the reform of key interest rate benchmarks used in South Africa...
Terms of Reference
Agenda
Minutes
MPG Forum Presentation
Revised Jibar Code of Conduct
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