LMA and RFR: Difference between pages

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imported>John Grout
m (To fix missing link brackets)
 
imported>Doug Williamson
(Recognise that RFRs are not entirely risk-free.)
 
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Loan Market Association.
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==
==See also==
* [[Loan Market Association]]
*[[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