Report by the working group on euro risk-free rates

ECB
By February 21, 2020 16:01

Report by the working group on euro risk-free rates

Executive summary

The working group on euro risk-free rates – which recommended replacing the euro overnight index average (EONIA) with the new risk-free rate, the euro short-term rate (€STR) – is assisting the market in the smooth transition from EONIA to the €STR. To date, the working group has issued various recommendations for this transition 1 and has analysed its impact from different perspectives. The outcome of this analysis is detailed in several reports which include recommendations on how to smoothen the transition to the €STR before EONIA is discontinued on 3 January 2022.

ECB
By February 21, 2020 16:01

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