Roundtable on euro risk-free rates

When, where

Friday, 9 November 2018, 09:00 to 15:40 CET
ECB Main Building


Agenda

09:00
Registration and coffee
11:00

Welcome address

  • Benoît Coeuré, European Central Bank (ECB)
11:10

Opening speech

  • Steven van Rijswijk, ING – Chair of the working group on euro risk-free rates
11:25

Introductory remarks
Interest rate benchmarks in the context of the European Union framework

  • Tilman Lüder, European Commission
11:40

Presentation of the new risk-free rate (RFR) – euro short-term rate (ESTER)

  • Presentation by the administrator Pascal Nicoloso, ECB.
12:10

Issues related to the EONIA transition

  • Cornelia Holthausen, ECB
  • Alberto López Martín, European Money Markets Institute
  • Carlos Molinas, Crédit Agricole
  • Q&A session with Jaap Kes, ING
12:55
Lunch break
14:00

Discussion on term rates initiatives

  • Alberto López Martín, European Money Markets Institute
  • Michele Mazzoni, European Securities and Markets Authority
  • Dominique Le Masson, BNP Paribas
  • Ciarán McGonagle, International Swaps and Derivatives Association
  • Q&A session with Jaap Kes, ING
15:00

Market participants – How to prepare for the transition?

  • Charlotte Bellamy, International Capital Markets Association
  • Bertrand de Mazières, European Investment Bank
15:35

What are the next steps?

  • Steven van Rijswijk, ING – Chair of the working group on euro risk-free rates
15:40
End of roundtable
General information
Dates Friday, 9 November 2018
Venue European Central Bank
Sonnemannstrasse 20
60314 Frankfurt am Main
Tel.: +49 (0) 69 1344 0
Fax: +49 (0) 69 1344 6000
E-mail: Roundtable.EuroRFR@ecb.europa.eu
Language English
Transfers Participants are requested to arrange their own transfers from and to the airport, unless indicated otherwise.
Organisers Marjolein de Jong-Knol, ING
Anne-Lise Nguyen, ECB Secretariat for the working group on euro risk-free rates
Contacts Nana Amoah
Tel.: +49 (0) 69 1344 00
E-mail: Roundtable.EuroRFR@ecb.europa.eu
Website Working group on euro risk-free rates

Please note that this programme may be subject to change without notice.