TONAR: Difference between revisions
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imported>Doug Williamson (Link with Benchmark page.) |
imported>Doug Williamson (Update.) |
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Line 1: | Line 1: | ||
Tokyo Overnight Average Rate. | Tokyo Overnight Average Rate. | ||
TONAR is a potential risk-free rate substitute for JPY LIBOR in contracts which reference JPY LIBOR. | |||
Line 7: | Line 9: | ||
* [[EURONIA]] | * [[EURONIA]] | ||
* [[Japan]] | * [[Japan]] | ||
* [[JPY]] | |||
* [[LIBOR]] | |||
* [[Over night index average rate]] | * [[Over night index average rate]] | ||
* [[Risk-free rates]] | |||
* [[SARON]] | * [[SARON]] | ||
* [[SONIA]] | * [[SONIA]] | ||
* [[Sterling overnight index average]] | * [[Sterling overnight index average]] | ||
* [[Tokyo Overnight Average Rate]] | * [[Tokyo Overnight Average Rate]] | ||
===Other links=== | |||
[[Media:Slaughter and May interest rate benchmarks.pdf| 2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May]] |
Revision as of 11:10, 4 February 2018
Tokyo Overnight Average Rate.
TONAR is a potential risk-free rate substitute for JPY LIBOR in contracts which reference JPY LIBOR.
See also
- Benchmark
- Euro Overnight Index Average
- EURONIA
- Japan
- JPY
- LIBOR
- Over night index average rate
- Risk-free rates
- SARON
- SONIA
- Sterling overnight index average
- Tokyo Overnight Average Rate