How to Manage the Transition from EONIA to €STR

What will be the consequences of the end-of-2021 financial benchmark shift from the Euro OverNight Index Average (EONIA) to the Euro ShortTerm Rate (€STR) in Europe? The University of Bologna’s Marco Scaringi and Marco Bianchetti explore how this transition could impact financial instruments – particularly OTC derivatives.

December 7, 2021