Numbers & Statistics

Second roundtable on euro risk-free rates

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Via ECB (Den Europæiske Centralbank)

When, where

Wednesday, 25 September 2019

European Central Bank – Main Building, Press room

Frankfurt am Main

Photos from the roundtable


Agenda

08:00

Registration and coffee


09:00

Welcome address

  • Benoît Cœuré, European Central Bank (ECB)

09:10

Introductory remarks

  • Steven Maijoor, European Securities and Markets Authority (ESMA)

09:20

Opening speech

  • Steven van Rijswijk, ING – Chair of the working group on euro risk-free rates

09:30


The transition from EONIA to the euro short-term rate (€STR)

  • Chair: Cornelia Holthausen, ECB
  • Christian Gau, Deutsche Bank
  • Anna Kozhevnikova, Generali
  • José Carlos Pardo, BBVA
  • Markus Schmidtchen, KfW

Q&A session


10:30


Coffee break

11:10

How to establish liquid €STR markets?

  • Chair: Jaap Kes, ING
  • Ankur Aneja, Barclays
  • Antonio Cavarero, Generali Insurance Asset Management
  • Andreas Franke, Eurex Clearing
  • Holger Neuhaus, ECB
  • Thomas Schröder, European Investment Bank

Q&A session

12:10


€STR-based term structure methodologies that could serve as EURIBOR fallbacks

  • Chair: Cornelia Holthausen, ECB
  • Jaap Kes, ING
  • Neil McLeod, Erste Group
  • Rick Sandilands, International Swaps and Derivatives Association (ISDA)
  • Jean-Louis Schirmann, European Money Markets Institute (EMMI)

Q&A session

12:50

What are the next steps?

  • Steven van Rijswijk, ING – Chair of the working group on euro risk-free rates

13:00


Sandwich lunch

14:00


End of roundtable











Dates Wednesday, 25 September 2019
Venue European Central Bank

Sonnemannstrasse 20

60314 Frankfurt am Main

Tel.: +49 (0) 69 1344 0

Fax: +49 (0) 69 1344 6000

E-mail: Roundtable.EuroRFR@ecb.europa.eu
Language English
Transfers Participants are requested to arrange their own transfers from and to the airport, unless indicated otherwise.
Organisers Marjolein de Jong-Knol, ING

Stephanie Broks, ECB Secretariat for the working group on euro risk-free rates

Anne-Lise Nguyen, ECB Secretariat for the working group on euro risk-free rates
Contacts Nana Amoah

Tel.: +49 (0) 69 1344 00

E-mail: Roundtable.EuroRFR@ecb.europa.eu
Website Working group on euro risk-free rates

Please note that this programme may be subject to change without notice.



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