Fedma was encouraged to set up a specialised group for DM agencies by several of its 10,000 members.
Agencies on the council include Rapp Collins Europe, Wunderman, Tequila and Roska Direct.
The council's first task is to prepare a legal and market environment survey addressing information agency needs at a European level in briefing clients.
Steve Grout, managing director and chief development officer at Rapp Collins Europe and recently appointed chairman of the new council, said: "Integrated marketing has introduced new complexities for everyone.
"This was part of the topic of Fedma's presentation at the Cannes Lions Festival this year and we felt we should take the opportunity, after surveying some key members, to launch this new council."
Fedma currently produces the "Best of Europe", a collection of award winners at national level from across the continent.
As well as creativity, the council will also study issues such as improving targeting, the best use of new media, and new media research.
Grout said: "I look forward to welcoming all interested DM agencies to participate and bring their ideas to the discussion."
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