LES MARCHÉS DE CAPITAUX, LEURS PRODUITS ET CHAPITRE …
Eonia et €STER coexisteront pendant une période de transition. 14 . Note: Évolution du taux d'intérêt interbancaire EONIA. Source: BCE 15 . Note: Évolution du marché interbancaire (volume d'échange journalier, en millions d'euros). Source: BCE. 16 .
Download LES MARCHÉS DE CAPITAUX, LEURS PRODUITS ET CHAPITRE …
Information
Domain:
Source:
Link to this page:
Documents from same domain
UniversitØ de Paris 1 Ecole d™Economie de la Sorbonne ...
cours.univ-paris1.frEcole d™Economie de la Sorbonne DeuxiŁme annØe de Licence d™Economie Cours de MicroØconomie Concurrence imparfaite et comportements stratØgiques Cours de Mme Pignol et M. J-P Tropeano Dossier de Travaux DirigØs 2 AnnØe universitaire 2021-2022 1
Related documents
Beyond LIBOR: a primer on the new benchmark rates
www.bis.orgThe transition from a reference rate regime centred on interbank offered rates (IBORs) to one based on a new set of overnight risk-free rates (R FRs) is an important paradigm shift for markets. This special feature provides an overview of RFR benchmarks, and compares some of their key characteristics with those of existing benchmarks.
What is the transition from EONIA to €STR (€uro Short ...
www.ecb.europa.euEONIA (T) Jun 30 2021 Dec 31 2021 Transition from EONIA (being €STR + 8.5bps) to the €STR between 2 October 2019 and 3 January 2022, when EONIA’s publication will be discontinued. EONIA RECALIBRATED = €STR + 8,5bp (T+1) Initial transition from EONIA to the €STR + 8.5bps in light of the planned change in EONIA-calculation methodology
Changes in IFRS effective in 2021 and 2022
www2.deloitte.comEONIA 3.1.2022 Switzerland SARON Secured Overnight Financing Rate (SIX) CHF LIBOR 31.12.2021 UK SONIA Sterling Overnight Index Average (Bank of England) GBP LIBOR 31.12.2021** USA SOFR Secured Overnight Financing Rate (FED) USD LIBOR 31.12.2021 (1W, 2M) 30.06.2023 (other)** Japan TONA Tokyo Overnight Average (Bank of Japan) JPY LIBOR …