https://wiki.treasurers.org/w/index.php?action=history&feed=atom&title=Index_method 2026-04-17T02:34:12Z Revision history for this page on the wiki MediaWiki 1.40.0 https://wiki.treasurers.org/w/index.php?title=Index_method&diff=26876&oldid=prev 2021-04-11T13:57:04Z

<p>Create page. Source: The Treasurer, April 2021https://www.treasurers.org/hub/treasurer-magazine/sonia-loans-case-for-index-approach</p> <p><b>New page</b></p><div>''Interest rate calculation.''<br /> <br /> Calculation of an interest amount by reference to a published index.<br /> <br /> <br /> :&lt;span style=&quot;color:#4B0082&quot;&gt;'''''Use the index method'''''&lt;/span&gt;<br /> <br /> :&quot;With an index, you need only two data points per coupon period – one at the beginning and one at the end. <br /> <br /> :The ratio of these two numbers will give you enough information to know your coupon. <br /> <br /> :For reporting accrued interests, you do the same but observe the second index data point on the day of reporting.<br /> <br /> :... All paths lead to the index method, we have an opportunity to make SONIA almost simpler to use than LIBOR was.&quot;<br /> <br /> :''The Treasurer, April 2021 - François Jarrosson, director, derivatives and hedging advisory at Rothschild &amp; Co.''<br /> <br /> <br /> == See also ==<br /> * [[Accrued interest]]<br /> * [[Bank of England]]<br /> * [[Coupon]]<br /> * [[ICE Benchmark Administration]]<br /> * [[Index]]<br /> * [[Interest rate]]<br /> * [[LIBOR]]<br /> * [[SONIA]]<br /> * [[Statistics]]<br /> <br /> [[Category:Accounting,_tax_and_regulation]]<br /> [[Category:The_business_context]]<br /> [[Category:Identify_and_assess_risks]]<br /> [[Category:Manage_risks]]<br /> [[Category:Risk_frameworks]]<br /> [[Category:Risk_reporting]]<br /> [[Category:Financial_products_and_markets]]</div>

imported>Doug Williamson