Nicht auf Deutsch verfügbar.
Second roundtable on euro risk-free rates
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
General information
| 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.