Alternative reference rate: Difference between revisions
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* [[EURIBOR]] | * [[EURIBOR]] | ||
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* [[Rate fixing]] | * [[Rate fixing]] | ||
* [[Reference rate]] | * [[Reference rate]] | ||
Revision as of 12:11, 14 February 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.
Alternative reference rates include SOFR, SONIA, AONIA and SARON.
See also
- Alternate Base Rate
- AONIA
- Benchmark
- €STR
- EURIBOR
- Fallback
- Interest rate swap (IRS)
- Rate fixing
- Reference rate
- Risk-free rates
- SARON
- SOFR
- SONIA
