Euro risk-free rates - fallback provisions for cash products

Topic area:
Status: 30.01.2019 |
Archiviert
Key words:
Benchmarks
Initiative
Official name
Working Group on euro risk-free rates - Guiding principles for fallback provisions in new contracts for euro-denominated cash products
Type
Guidelines
Level 3 / Other
Initiator
ECB
Submitted
Doc. code
-
Summary
Status
Status

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Current version
Final version
21.01.2019
Next step
Entry into force and application
Entry into force

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Application date

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Scope
Associated initiatives
Level 1
Benchmark Regulation (binding, Main version, EU)
MAR (binding, Main version, EU)
Level 2
–
Level 3 / Other
Risk management implications of the transition from EONIA to the €STR (non-binding, EU)
Report on accounting implications: transition from EONIA to the €STR & introduction of €STR-based fallbacks (non-binding, EU)
Report on EURIBOR: High level recommendations for fallback provisions in contracts for cash products and derivatives transactions (non-binding, EU)

Source: ECB, Working Group on euro risk-free rates - Guiding principles for fallback provisions in new contracts for euro-denominated cash products, 2019