Libor countdown webinar series – Euro

The panel

• Philip Whitehurst, Head of Service Development, Rates, LCH
• Cornelia Holthausen, Deputy Director General, Market Operations, European Central Bank
• Meryeme Souilmi, Head of Group of 10 Rates Derivatives Trading, Europe, Societe Generale
• Jean-Christophe Machado, Head Euro Interest Rates Strategist, Natixis
• Moderator: Helen Bartholomew, Editor-at-large, Emea, Risk.net

The coming months will be crucial in determining how and whether rates markets are able to cope with the transition away from Libor. In this webinar, a panel of experts discusses euro short-term rate (€STR) liquidity, how firms fared through the recent central counterparty (CCP) discount switches, the impact on €STR swaps trading and the future of Euribor.

Key topics discussed in this webinar:  

• Whether €STR can flourish in Euribor’s shadow
• Building liquidity across the curve
• The CCP discount switch: a post-mortem
• The transition in the wake of €STR discounting
• The race to create a term €STR fallback.

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