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Key milestones

4 May 2020
Summary of responses to the public consultation on swaptions impacted by the CCP discount change from EONIA to the €STR
27 April 2020
April 2020 Newsletter of the Working Group on risk-free rates
17 March 2020
March 2020 Newsletter of the Working Group on risk-free rates
13 March 2020
Public consultation by the working group on euro risk-free rates on Swaptions impacted by the CCP discount change from EONIA to the €STR
19 February 2020
Report on the transfer of EONIA’s cash and derivatives markets liquidity to the €STR
9 December 2019
December 2019 Newsletter of the Working group on risk-free rates
12 November 2019
Report on €STR fallback arrangements
6 November 2019
Report with high-level recommendations for fallback provisions in contracts for cash products and derivatives transactions referencing EURIBOR
5 November 2019
Report on the financial accounting implications of the transition from EONIA to the €STR and the introduction of €STR-based fallbacks for EURIBOR
17 October 2019
Report on the risk management implications of the transition from EONIA to the €STR and the introduction of €STR-based fallbacks for EURIBOR
25 September 2019
Second roundtable on euro risk-free rates hosted at the ECB
19 August 2019
Report on the impact of the transition from EONIA to the €STR on cash and derivatives products
16 July 2019
10 July 2019
Call to benchmark administrators for expressions of interest in producing a €STR-based forward-looking term structure
2 July 2019
Letter to European authorities on EMIR margin requirements
27 June 2019
Summary of responses on the third public consultation by the working group on euro risk-free rates on the EONIA to €STR Legal Action Plan
15 May 2019
Third public consultation by the working group on euro risk-free rates on the EONIA to the €STR Legal Action Plan
14 March 2019
22 February 2019
21 January 2019
Guiding principles for fallback provisions in new contracts for euro-denominated cash products
20 December 2018
9 November 2018
Roundtable on euro risk-free rates hosted at the ECB
13 September 2018
13 August 2018
Summary of responses to the first public consultation
21 June 2018
First public consultation on the assessment of candidate euro risk-free rates
26 February 2018

Establishment of the working group on euro risk-free rates.

Terms of reference