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Preparing for €STR

The panel

  • Adnan Niazi, Senior principal, Accenture Consulting
  • Barry Hadingham, Head of derivatives and counterparty risk, Aviva Investors
  • Jasper Lillingston, Director, Treasury, European Bank for Reconstruction and Development
  • Matthias Graulich, Chief strategy officer and member of the executive board, Eurex Clearing
  • Sharon Freeman, Ibor transition programme manager, Standard Chartered
  • Moderator: Lukas Becker, Editor, derivatives, Risk.net

The euro short-term rate (€STR) will initially be used to give Eonia a facelift before replacing the doomed Libor from the end of 2021. Both of these steps will bring contractual and operational stress. And what of Euribor, the ‘creaky’ term rate that has been given a clean bill of health?

Key topics discussed:

  • What the arrival of €STR means for Eonia contracts
  • Whether the market is ready for the transition 
  • The long-term viability of Euribor
  • Potential for cross-jurisdictional divergence.
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