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How to Manage the Transition from EONIA to €STR

September 24, 2020

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.