ISDA/IIFM Tahawwut Master Agreement and RFR: Difference between pages

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imported>Doug Williamson
m (Added Islamic finance to see also)
 
imported>Doug Williamson
(Recognise that RFRs are not entirely risk-free.)
 
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''Islamic finance''.
Risk-Free Rate.


An ISDA/IIFM Tahawwut Master Agreement is an agreement to accommodate sharia-compliant swap structures.
The abbreviation 'RFR' usually refers to risk-free benchmark interest rates, such as SONIA.


It goes alongside the ISDA Master Agreement published by the International Swaps and Derivatives Association (ISDA).
Also known as ''near'' risk-free rates, recognising that such rates are never entirely risk-free.


The ISDA/IIFM Tahawwut Master Agreement is published jointly by ISDA and the International Islamic Financial Market (IIFM).


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==
* [[International Swaps and Derivatives Association]]
*[[Capital asset pricing model]]
* [[Swap]]
*[[RFR WG]]
* [[Islamic finance]]
*[[Risk-free rate of return]]
*[[Risk-free rates]]
*[[SONIA]]


[[Category:Risk_frameworks]]
[[Category:Corporate_financial_management]]
[[Category:Financial_products_and_markets]]

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'.


See also