Horizon scanning and RFR: Difference between pages

Revision as of 18:33, 1 December 2018

Risk-Free Rate.

The abbreviation 'RFR' usually refers to risk-free benchmark interest rates, such as SONIA.

Also known as near risk-free rates, recognising that such rates are never entirely risk-free.

Theoretically risk free rates of investment return, for example in the Capital asset pricing model, are more often designated by 'Rf' or 'rf'.

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-''Risk management - risk identification''.
+Risk-Free Rate.
-Horizon scanning includes:
+The abbreviation 'RFR' usually refers to risk-free benchmark interest rates, such as SONIA.
-*Examining information to identify potential threats, risks and emerging issues.
+Also known as ''near'' risk-free rates, recognising that such rates are never entirely risk-free.
-*Exploring what the future might look like to understand uncertainties better and to analyse whether the organisation is adequately prepared.
-''(Source - Institute of Risk Management)''
+Theoretically risk free rates of ''investment'' return, for example in the Capital asset pricing model, are more often designated by 'Rf' or 'rf'.
-== See also ==
+==See also==
-* [[Black swan]]
+*[[Capital asset pricing model]]
-* [[Fat tail]]
+*[[RFR WG]]
-* [[Guide to risk management]]
+*[[Risk-free rate of return]]
-* [[Probability]]
+*[[Risk-free rates]]
-* [[Redundancy]]
+*[[SONIA]]
-* [[Resilience]]
-* [[Risk]]
-* [[Stress test]]
+[[Category:Corporate_financial_management]]
-== External link ==
+[[Category:Financial_products_and_markets]]
-[https://www.theirm.org/media/7423/horizon-scanning_final2-1.pdf Horizon Scanning: A Practitioner's Guide - Institute of Risk Management]
-[[Category:Identify_and_assess_risks]]
-[[Category:Manage_risks]]
-[[Category:Risk_frameworks]]
-[[Category:Risk_reporting]]