RFR: Difference between revisions
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imported>Doug Williamson (Update link.) |
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*[[Risk-free rate of return]] | *[[Risk-free rate of return]] |
Latest revision as of 10:24, 17 April 2021
Risk-Free Rate.
The abbreviation 'RFR' usually refers to risk-free benchmark interest rates, such as SONIA.
Also known as near risk-free rates, recognising that such rates are never entirely risk-free.
Theoretically risk free rates of investment return, for example in the Capital asset pricing model, are more often designated by 'Rf' or 'rf'.