Risk management implications of the transition from EONIA to the €STR

Topic area:
Status: 22.10.2019 |
Archived
Key words:
Benchmarks
Initiative
Official name
Report by the working group on euro risk-free rates - On the risk management implications of the transition from EONIA to the €STR and the introduction of €STR-based fallbacks for EURIBOR
Type
Report
Level 3 / Other
Initiator
ECB
Submitted
Doc. code
-
Summary
Status
Status

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Current version
Final version
17.10.2019
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
–
Level 2
–
Level 3 / Other
Euro risk-free rates - fallback provisions for cash products (non-binding, EU)
Impact of the transition from EONIA to the €STR on cash and derivatives products (non-binding, EU)
EONIA to €STR transition (non-binding, EU)
Report on EURIBOR: High level recommendations for fallback provisions in contracts for cash products and derivatives transactions (non-binding, EU)
Report on the transfer of EONIA’s cash and derivatives markets liquidity to the €STR (non-binding, EU)

Source: ECB, Report by the working group on euro risk-free rates - On the risk management implications of the transition from EONIA to the €STR and the introduction of €STR-based fallbacks for EURIBOR, 2019