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.


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