PLAC 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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-Primary Loss Absorbing Capital.
+Risk-Free Rate.
-Used, especially in the UK, to refer to equity and bail-in-able long term debt of banks that can be written down in case of financial distress. It includes both equity and bail-in-able long-term debt.
+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.
-== See also ==
-*[[Capital adequacy]]
+Theoretically risk free rates of ''investment'' return, for example in the Capital asset pricing model, are more often designated by 'Rf' or 'rf'.
-*[[SLAC]] - Secondary Loss Absorbing Capital
-*[[GCLAC]] also referred to as GLAC - gone-concern loss absorbing capital
+==See also==
+*[[Capital asset pricing model]]
+*[[RFR WG]]
+*[[Risk-free rate of return]]
+*[[Risk-free rates]]
+*[[SONIA]]
-[[Category:Regulation_and_Law]]
+[[Category:Corporate_financial_management]]
-[[Category:Managing_Risk]]
+[[Category:Financial_products_and_markets]]