This site is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

15 October 2019
Fleming’s Selection Hotel Frankfurt-CityFrankfurt

15 October 2019
Fleming’s Selection Hotel Frankfurt-City,

Euro Benchmark Rates Forum

Get up to Speed with Developments in the Dynamic Euro Benchmarks Environment

Hear about proposed changes to benchmark administration, methodology, and policy.

Navigate the Unique Challenges Presented by European Benchmark Reform

Join us in Frankfurt for a comprehensive conference focusing on Euro reference rates.

Over the course of one day,  hear from experts on regulatory priorities, the transition from EONIA to €STR, EURIBOR reform, hedge accounting solutions, Euro RFR working group developments and much more.

The ECB will publish the Euro short-term rate (€STR) on 2 October 2019 and with EURIBOR undergoing reforms, this event represents a fantastic opportunity to benefit from cutting edge insights from financial leaders. 

What are the Priorities and Outcomes of the Euro Risk Free Rates Working Group?

  • Learn about the new hybrid EURIBOR methodology.
  • Find out about effective strategies for education and communication during a period of transition.
  • Consider methods that encourage liquidity in the derivatives market.
  • Examine use cases for €STR in cash products.

What Does European Benchmark Transition Mean from a Legal and Operational Standpoint?

  • There are an estimated €22 trillion of EONIA-linked derivatives contracts and €109 trillion EURIBOR linked derivatives contracts.
  • Ensure contract robustness for legacy products.
  • Explore the legal and financial implications of negotiating and converting contracts.
  • Learn about the implications of benchmark reform on operations and valuations. 

What Challenges Does the Transition Present for Different Market Participants?

  • Find solutions to challenges in the cash and derivatives markets.
  • Discuss issues arising from 3rd country benchmarks.
  • Understand the challenges faced by the sell-side, the buy-side and non-financial corporate organisations.
  • Address future transition plans in 2020 and beyond.