eurepo - An Introduction

Eurepo is the benchmark rate of the large Euro repo market that has emerged subsequent to the introduction of the Euro in 1999. Eurepo is the successor rate to the BBA euro repo benchmark.

Eurepo is the rate at which one prime bank offers funds in euro to another prime bank if in exchange the former receives from the latter the best collateral in terms of rating and liquidity within the Eurepo GC basket.

Eurepo is supported by the European Banking Federation (EBF) and the European Repo Council (ERC).

The EBF represents the interests of 4 500 banks in 24 Member States of the European Union and in Iceland, Norway and Switzerland. The ERC is a regional repo council under the International Repo Council (IRC), a special interest group established by ISMA for members active in the international repo markets. Its members comprise the major banks and securities houses active in Europe's cross-border repo markets.

Eurepo is also supported by the European Association of Co-operative Banks and the European Savings Banks Association.

Eurepo benefits from:

A large integrated market with a single currency.
An impressive panel of quoting banks of first class credit standing.
A solid Code of Conduct setting out strict rules for the panel banks.
An independent Steering Committee of market experts that will oversee the application of the Code of Conduct and monitor market developments.

EURIBOR EBF takes reasonable measures to ensure the quality and accuracy of the information on this website.
However, neither EURIBOR EBF nor the European Banking Federation (“EBF/EBF”) can be held liable in any way for the inaccuracy or incompleteness of any information that is available on or through this website.

In addition, neither EURIBOR EBF nor the EBF/EBF can in any way be held liable or responsible for the content of any website linked to this website.

Maintained by Euribor EBF Secretariat