EONIA


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AcronymDefinition
EONIAEuro Overnight Index Average
References in periodicals archive ?
In early February 2018 the EONIA administrator the European Money Markets Institute (EMMI) announced that it would no longer pursue a thorough review of the EONIA.
The EONIA Spread Before and During the Crisis of 2007-2009: The Role of Liquidity and Credit Risk.
In this manner, we consider the potential presence of feedback in the money market rate, that is, we allow for endogeneity of the EONIA.
2011), empleando la metodologia ya descrita mas arriba, llegan a la conclusion de que el CBPP no afecto ni a las primas de liquidez, ni al diferencial EURIBOR-OIS, ni al volumen de operaciones al tipo EONIA, aunque si tuvo un efecto positivo a corto plazo sobre el mercado repo a un dia.
2012, "The EONIA Spread Before and During the Crisis of 2007-2009: The Role of Liquidity and Credit Risk," Journal of International Money and Finance, 31, 534-551.
One-year Eonia rates hit a 3-1/2 month low on Friday, showing greater market conviction of ECB easing in the future.
The forward rate which shows where one-year Eonia rates are seen in a year's time, has fallen to levels last seen in July when the ECB launched its forward guidance.
At one point, the central banker did seem to acknowledge somewhat her ignorance on Libor, excusing it by the fact that her previous work had been overseeing Eonia, a different benchmark rate used for euro transactions.
El segmento al contado del mercado interbancario que mas se ha desarrollado es el mercado de las operaciones sin garantias debido a su alto grado de actividad y de liquidez, se concentra mayoritariamente en el vencimiento a un dia y utiliza como tipos de referencia el Eonia (2) y el Euribor.
Almost as soon as EMU was launched, interest rates on inter-bank deposits and derivative contracts across the Euro Area converged fully on the benchmark Euribor and Eonia rates.
Indicators of financial market stress Routine: Turmoil: before Aug 2007 August 2007 to 12 Sep 2008 Standard Standard Average deviation Average deviation Bank credit default swap rates (1) United States 21 6 158 97 Euro Area 13 4 79 33 United Kingdom 10 3 97 33 Three-month Treasury euro dollar spread 39 22 125 38 Three-month EURIBOR- EONIA swap index spread 6 1 62 16 Crisis: 15 Sep to Latest 14 Oct 2008 observation: 11 Nov 2008 Standard Average deviation Bank credit default swap rates (1) United States 271 60 157 Euro Area 170 24 140 United Kingdom 177 33 128 Three-month Treasury euro dollar spread 321 81 210 Three-month EURIBOR- EONIA swap index spread 118 41 166 (1.