Research funding is a process based on thorough and rigorous research evaluation performed by international experts, organised and managed by the independent national research funding organisations. In the European Union, the majority of research funds still originate from the budgets of the Member Countries. It is nearly a decade since the national research funders started to cooperate, aiming to improve their expertise, encourage the cooperation of scientists and make the research potentials ready to compete in the demanding calls within European research framework programmes, with special attention on prestigious projects of the European Research Council. In this paper self-organisation of research funders is shown at the European, global and regional levels, stressing the goals, instruments and challenges of the latest. The comparable evaluation system, independence of the funders and sound handling of the possible conflicts of interests is the prerequisite for the cooperation of research funders at any level. A case of CEUS (Central European Union of Science funders) is used in the discussion.