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WG meetings
Meetings
2021
- 11 May
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Agenda
Minutes
- 31 March
- Agenda
Minutes
Item 2 ECB update on the publication of compounded €STR
Item 3 Recommendations on EURIBOR fallback trigger events
- 18 February
- Agenda
Minutes
Item 2.1 Summary of responses to the public consultation on EURIBOR fallback trigger events
Item 2.2 Summary of responses to the public consultation on €STR-based EURIBOR fallback
Item 3 Presentation by EMMI and IBA on a €STR-based forward-looking term structure – Update
Item 3 Presentation by Refinitiv on a €STR-based forward-looking term structure – Update
Item 4 Update on the OIS market transition from EONIA to €STR
2020
- 14 October
- Agenda
Minutes - 10 September
- Agenda
Minutes - 2 July
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Agenda
Minutes
Item 2 Update Subgroup 5 on cash and derivatives products
Item 2.1 Update from the potential administrators for €STR-based forward-looking rates
Item 2.1 Summary replies from the 4 potential providers of forward-looking rates
Item 2.1.b Letter WG on euro RFR to the IASB on IFRS9 and IAS39 - 21 April
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Agenda
Minutes
Item 2 Updated planning in the wake of COVID-19 - 7 April
- Minutes
- 27 February
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Agenda
Minutes
Item 3 Update Subgroup 7 on communication issues
Item 4 Update Subgroup 6 on risk management and financial accounting
Update Item 5 EuroSTR OIS market
2019
- 4 December
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Agenda
Minutes
Item 2: WG planning for H1 2020
Item 5 Presentation Subgroup 7 on communication issues
- 16 October
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Agenda
Minutes
Item 2: Update by Subgroup 7 on communication and education
Item 2: Frequently asked questions
Item 2: Standard set of slides (PDF and PPTX)
Item 2: Checklist
Item 3: Update by ISDA on its plans for a consultation on fallbacks for EURIBOR
Item 5: Presentation by EMMI on a €STR-based forward-looking term structure
Item 5: Presentation by FTSE Russell on a €STR-based forward-looking term structure
Item 5: Presentation by ICE Benchmark Administration on a €STR-based forward-looking term structure
Item 5: Presentation by Refinitiv on a €STR-based forward-looking term structure
Item 8: Update by Subgroup 6 on financial accounting and risk management
Item 9: Reply letter from the EU Commission to the WG on euro RFR on the EMIR margin requirements in the context of the benchmark reform
- 29 August
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Agenda
Minutes
Item 2: Update on cash and derivatives products
Item 3: Update on term rates methodologies
Item 4: Update on financial accounting and risk management
Item 6: Update on communication issues
- 4 July
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Agenda
Minutes
Item 2: Summary of feedback to the public consultation on the EONIA to €STR legal action plan
Item 2 Letter to European authorities on EMIR margin requirements
Item 4: Presentation by Subgroup 7 on communication and education
Item 5: Presentation by Subgroup 6 on financial accounting and risk management
Item 5: Letter to the International Accounting Standards Board
Item 6: Presentation by Subgroup 2 on term rates methodologies
- 10 May
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Agenda
Minutes
Item 2: Public consultation report on the EONIA legal action plan
Item 3: Reorganisation of Subgroup 2 on term rates methodologies
Item 4: Organisation and objectives of subgroup 5 on market adoption for cash and derivatives
Item 5: Organisation and objectives of subgroup 6 on risk management and financial accounting
- 14 March
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Agenda
Minutes
Item 4: reorganisation of the WG on euro RFR and next steps
- 27 February
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Agenda
Minutes
Item 3.1: Summary feedback on the EONIA transition report
Item 3.2: Final recommendations on the EONIA transition and timeline of next steps for endorsement
Item 3.2: EMMI: EONIA Recalibration/Timeline
Item 4.1: Summary feedback of the public consultation on term rates based on ESTER
Item 4.2: Final recommendations on the term rates based on ESTER and next steps for endorsement
Item 4.3: Next steps for Subgroup 2
Item 7.1: EMMI - second public consultation on Euribor hybrid methodology
2018
- 19 December
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Agenda
Minutes
Item 3: Update by Subgroup 4 on EONIA transition paths
Item 4: Update by Subgroup 2 on term structure methodologies
Item 6: Update by ISDA on the results of the benchmark consultation on IBOR fallbacks - 18 October
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Agenda
Minutes
Item 3: Follow-up High level implementation plan
Item 4.1: Update on the hybrid Euribor methodology
Item 4.2: Update by Subgroup 2 on the identification and recommendation of a term structure on RFRs
Item 5: Issues related to EONIA transition
- 13 September
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Agenda
Minutes
Item 3: High level implementation plan
Item 4: WG Euro RFRs Subgroup #4: EONIA-RFR Transition
Item 5: Update by Subgroup 2 on the identification and recommendation of a term structure on RFRs
- 11 July
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Agenda
Minutes
Item 2: Potential scenario for EONIA and Euribor: timeline issues
Item 3.2: Presentation of ESTER by the ECB
Item 5: Update by Subgroup 2 on the identification and recommendation of a term structure on RFRs
Item 7.1: LMA on their change in documentation for the replacement of screen rate clause
Item 7.2: Update from ISDA on its international survey and report on global benchmark transition and future amendment of its documentation - 17 May
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Agenda
Minutes
Item 2: Potential scenario for EONIA and Euribor
Item 3.1: Mapping exercise- update on the estimation of the aggregate usage of EONIA and Euribor
Item 3.2.2: Presentation of the Repo Fund Rates indices by Nex
Item 3.2.3: Presentation of the GC Pooling indices by Stoxx
Item 4: Update of subgroup 2 on term structure - 20 April
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Agenda
Minutes
Item 1: Brief Summary on the mandate and organisation of the working group
Item 2: Guidelines on the EU competition law: presentation
Item 3: Overview of the relevant developments in the benchmark reforms
Item 4.1: Mapping exercise of the usage of EONIA and Euribor
Item 4.2: Mapping exercise of the legal frameworks
Item 4.3: Criteria list for the selection of the euro RFR
Item 5: Presentation of subgroup 2 on term structure
Item 6: Presentation of subgroup 3 on contract robustness - 26 February
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Agenda
Minutes
Item 1: Welcome address (ECB)
Item 2: Introducing the mandate of the working group (FSMA)
Item 3.1: FSB recommendations and examples of the other working groups
Item 3.2: ISDA Fallbacks and other Benchmarks Initiatives
Item 3.3: Euribor and EONIA reforms
Item 3.4: EU Benchmark Regulation
Item 4: Determine mandate and governance
Item 5: ESMA presentation on contracts subgroup
Item 6: Concluding remarks (ESMA)