EU Working Group on Risk-Free Rates Publishes Report on Liquidity in EONIA transition

The EU Working Group on Risk-Free Rates has published a report setting out recommendations for the transition of financial products from EONIA to the Euro Short-Term Rate (€STR). The recommendations aim to ensure liquidity in €STR cash and derivatives products and include practical recommendations, such as replacing EONIA with €STR products at the earliest opportunity and communicating with customers and other market participants about the transition. The report supplements the Working Group’s previous report on the impact of the transition from EONIA to €STR on cash and derivatives products, which was published in August 2019.
 
The Working Group has published a series of reports on the transition away from EONIA, including most recently its December 2019 report on STR fall-back arrangements.
 
View the EU Working Group's February 2020 report.
 
View the EU Working Group's August 2019 report.
 
View details of the EU Working Group's report on Euro Short-Term Rate fall-back arrangements.

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