TONA: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Expand definition - source - HSBC - https://www.gbm.hsbc.com/financial-regulation/ibor) |
imported>Doug Williamson (Update for LIBOR transition.) |
||
Line 1: | Line 1: | ||
Tokyo Overnight Average rate. | Tokyo Overnight Average rate. | ||
TONA is an unsecured rate. | TONA is an unsecured rate. | ||
Line 25: | Line 23: | ||
==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]] | [[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 21:15, 25 April 2022
Tokyo Overnight Average rate.
TONA is an unsecured rate.
TONA is also sometimes written as TONAR, the R being for 'rate'.
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
- TIBOR
- Tokyo Overnight Average Rate