LVPS and RFR: Difference between pages

Revision as of 12:29, 24 March 2019

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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-Large Value Payment System.
+Risk-Free Rate.
-A funds transfer system which handles large value and high priority payments.
+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 ==
-*[[CHAPS]]
+Theoretically risk free rates of ''investment'' return, for example in the Capital asset pricing model, are more often designated by 'Rf' or 'rf'.
-*[[CLS]]
-*[[Infrastructure]]
-*[[SIPS]]
+==See also==
-*[[Systemic risk]]
+*[[Capital asset pricing model]]
-*[[Clearing House Automated Payment System]]
+*[[O/N]]
-*[[Faster Payments Service]] (FPS)
+*[[RFR WG]]
-*[[BACS]]
+*[[Risk-free rate of return]]
-*[[Continuous linked settlement]]
+*[[Risk-free rates]]
+*[[SONIA]]
+[[Category:Corporate_financial_management]]
+[[Category:Financial_products_and_markets]]