For Bloomberg, there are technically two swap curves that could work:
ICVS 133 for EUR OIS and
ICVS 514 for €STR.
I agree with @Dimitri Vulis that you should use €STR. With Bloomberg, you will have a few issues here though:
- The user agreement with a terminal license will not allow you to use it for Enterprise purposes without a separate license
- You cannot download RFR rates (SOFR, €STR, ...) with the curves toolkit without an additional license as a result of this.
I cannot speak of Reuters but I think it will be more or less the same because our treasury also uses a data license to feed Reuters data into Kondor.
EBA final report
..., since there is no universal risk-free spot rate curve per
currency, it is left to institutions to select it, in line with
paragraph 115(n) of the 2018 EBA GL.
Now 115(n) is not very specific and states that
An appropriate general ‘risk-free’ yield curve per currency should be applied (e.g. swap rate curves). That curve should not include instrument-specific or entity-specific credit spreads or liquidity spreads.
However, the BIS is a bit more specific and writes
discount factors must be representative of a risk free zero-coupon rate. An example of an acceptable yield curve is a secured interest rate swap
Although ESTR is unsecured, (explanation for this choice can be found on the ECB Website) it is the used as the official risk free rate for price alignment interest and discounting at major CCPs and it would be difficult to argue why one would not use €STR based on my teams opinion for IRRBB computation.
For example, transition to €STR happened in July 2020 on LCH Group and the CME; Link for CME announcement