Independent Commission on Banking and RFR: Difference between pages

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imported>Doug Williamson
m (Added Dodd-Frank to See also - 20/5/13)
 
imported>Doug Williamson
(Recognise that RFRs are not entirely risk-free.)
 
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(ICB).
Risk-Free Rate.
A commission established in 2010 to consider structural and related non-structural reforms to the UK banking sector to promote financial stability and competition.  


Its final report was published in September 2011 leading to the drafting of the Financial Services (Banking Reform) Bill.  
The abbreviation 'RFR' usually refers to risk-free benchmark interest rates, such as SONIA.


== See also ==
Also known as ''near'' risk-free rates, recognising that such rates are never entirely risk-free.
* [[Vickers Report]]
 
* [[Dodd-Frank]]
 
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==
*[[Capital asset pricing model]]
*[[RFR WG]]
*[[Risk-free rate of return]]
*[[Risk-free rates]]
*[[SONIA]]
 
[[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