Swaptions at risk in €STR transition, warns ECB working group
GLOBALCAPITAL INTERNATIONAL LIMITED, a company
incorporated in England and Wales (company number 15236213),
having its registered office at 4 Bouverie Street, London, UK, EC4Y 8AX

Accessibility | Terms of Use | Privacy Policy | Modern Slavery Statement

Swaptions at risk in €STR transition, warns ECB working group

ECB adobe stock AS 230x150

The European Central Bank’s private sector working group on euro risk-free rates has recommended market participants replace Eonia products with €STR-referencing derivatives “as soon as possible” and flagged a threat to swaptions in the transition.

Unlock this article.

The content you are trying to view is exclusive to our subscribers.

To unlock this article:

Request a Free Trial or Login

Related articles

Gift this article