EONIA/€STR TRANSITION: THE IMPACT ON ASSET LIABILITY MANAGEMENT

EONIA/€STR TRANSITION : THE IMPACT ON ASSET LIABILITY MANAGEMENT

Salwa Fariji, Edouard Moisan, Zacharie Ouattara, Olivia Sahi and Fabien Yala
Published: 03 June 2019

Moving from EONIA to €STR is a challenge for the banks. Most of the business units and central functions within financial institutions will be affected. This paper explores the impacts on the asset liability management (ALM) function.