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Thursday, 31 January 2019

Consultation on ESTER term rate - our answer

The "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" will close tomorrow.

Marc's answer to the consultation is now available. A link to the text can be found below.

Answer to the consultation "on determining an ESTER-based term structure methodology as a fallback in EURIBOR-linked contracts".

Posted by muRisQ Advisory at 17:52
Labels: Benchmarks, Fallback, Market infrastructure
Location: Brussels, Belgium
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      • Consultation on ESTER term rate - our answer
      • Marc's presentation at the Quant Summit Europe
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