Alternative reference rate: Difference between revisions

Latest 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.

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 * [[EURIBOR]]
 * [[Fallback]]
+* [[Interest rate swap]]  (IRS)
 * [[Rate fixing]]
 * [[Reference rate]]
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-===Other links===
+==Other resource==
-[http://www.fca.org.uk/news/speeches/interest-rate-benchmark-reform-transition-world-without-libor A World without Libor - FCA speech - July 2018]
+*[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]]
+[[Category:Financial_products_and_markets]]
-[[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:Manage_risks]]
+[[Category:Risk_reporting]]
 [[Category:Risk_frameworks]]
-[[Category:Risk_reporting]]
+[[Category:The_business_context]]
-[[Category:Financial_products_and_markets]]