ECB provides a one-off spread between €STR and EONIA
Spread between €STR and EONIA is calculated at 0.085% (8.5 basis points) Spread is based on methodology recommended by Working Group on euro risk-free rates Spread is to be used…
Read More Working Group on Euro Risk-Free Rates Launches Consultation on EONIA to €STR Transition
The EUR risk-free rates working group published a consultation paper on the “EONIA to €STR legal action plan”, reaching out to market participants about the need of implementing a legal…
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