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| (Rf). | | ''European Union (EU).'' |
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| The theoretical rate of investment returns which can be earned on hypothetical investments which are considered to be risk-free for modelling purposes.
| | Supervisory Review and Evaluation Process. |
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| The Capital asset pricing model (CAPM) incorporates this type of risk free rate.
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| | | ==See also== |
| Historically, the rates of return on certain types of domestic central government debt were considered to be a close enough proxy for such hypothetical risk-free investments.
| | * [[European Banking Authority]] |
| | | * [[ICAAP]] |
| In the modern era, domestic central government debt is no longer considered to be risk-free for this purpose, nor for a number of other purposes for which it was historically considered to be risk-free.
| | * [[ILAAP |
| | | * [[Liquidity risk]] |
| | | * [[Pillar 2]] |
| ====Interest rate benchmarks====
| | * [[TSCR]] |
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| The term 'risk-free rates' (RFRs) is also used in the context of interest rate benchmark rates.
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| For example, risk-free rates that might be used as alternatives to LIBOR.
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| == See also == | |
| * [[Benchmark]] | |
| * [[Capital asset pricing model]] | |
| * [[Credit spread ]] | |
| * [[Gilts]]
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| * [[Interest rate risk]] | |
| * [[LIBOR]] | |
| * [[Risk-free rates]] | |
Revision as of 20:48, 13 August 2016
European Union (EU).
Supervisory Review and Evaluation Process.
See also
