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Second public consultation by the working group on euro risk-free rates on determining an ESTER-based term structure methodology as a fallback in EURIBOR-linked contracts

This consultation gave interested parties the opportunity to comment on the assessment of alternative ESTER-based term structure methodologies that can serve as a fallback for EURIBOR-linked contracts, as well as on their specific use cases.

The working group expects that the feedback on this consultation document will provide valuable input for recommending risk-free term rates as (fallback) reference rates for different financial products. It also expects the feedback from this consultation to help in assessing the suitability of a one-size-fits-all (vis-à-vis product-specific) approach for a fallback rate.

The deadline for submitting comments was 17:00 CET on 1 February 2019. The working group plans to make its recommendation on risk-free term rates as (fallback) reference rates for different financial products in spring 2019.

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