FSB report highlights Eonia worries

Market participants concerned about health of euro overnight rate, which is crucial to swaps contracts

The Eonia benchmark's health is a "source of concern" – Financial Stability Board

A report by the Financial Stability Board has highlighted market worries about the health of the euro overnight unsecured rate – a key benchmark for swaps contracts in the eurozone.

“The robustness of Eonia is becoming a source of concern among some market participants,” says the FSB’s progress report on the reform of major interest rate benchmarks, released today (October 10).

“Eonia relies on the contributions of a panel of banks which voluntarily report their overnight unsecured interbank

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

If you already have an account, please sign in here.


Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here