Alternative reference rate: Difference between revisions

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''Interest rates - reference rates - benchmarks.''
''Interest rates - reference rates - benchmarks.''
(ARR).


Reference rates are benchmark interest rates, used as a basis for calculating other interest rates between market participants.
Reference rates are benchmark interest rates, used as a basis for calculating other interest rates between market participants.
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An alternative reference rate is an interest rate designed to replace a prevailing interest rate benchmark.
An alternative reference rate is an interest rate designed to replace a prevailing interest rate benchmark.
Benchmark rates being retired and replace over time include LIBOR.
Alternative reference rates include SOFR, SONIA, AONIA and SARON.




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* [[EURIBOR]]
* [[EURIBOR]]
* [[Fallback]]
* [[Fallback]]
* [[LIBOR]]
* [[Interest rate swap]] (IRS)
* [[Rate fixing]]
* [[Rate fixing]]
* [[Reference rate]]
* [[Reference rate]]
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* [[SONIA]]
* [[SONIA]]


 
[[Category:Financial_products_and_markets]]
===Other links===
 
[http://www.fca.org.uk/news/speeches/interest-rate-benchmark-reform-transition-world-without-libor A World without Libor - FCA speech - July 2018]
 
[[Media:ACT LMA Future of LIBOR Guide 0318.pdf| The future of LIBOR: what you need to know, ACT & LMA, March 2018]]
 
[[Media:Slaughter and May interest rate benchmarks.pdf| 2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May]]
 
[[Category:The_business_context]]
[[Category:Identify_and_assess_risks]]
[[Category:Identify_and_assess_risks]]
[[Category:Manage_risks]]
[[Category:Manage_risks]]
[[Category:Risk_reporting]]
[[Category:Risk_frameworks]]
[[Category:Risk_frameworks]]
[[Category:Risk_reporting]]
[[Category:The_business_context]]
[[Category:Financial_products_and_markets]]

Latest revision as of 03:13, 5 October 2024

Interest rates - reference rates - benchmarks.

(ARR).

Reference rates are benchmark interest rates, used as a basis for calculating other interest rates between market participants.

Examples include borrowings and derivative financial instruments, such as interest rate swaps.


An alternative reference rate is an interest rate designed to replace a prevailing interest rate benchmark.


See also