Near risk-free rates and SYP: Difference between pages

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imported>Doug Williamson
(Create page. Source: ACT Briefing Note, Transition to Risk Free Rate Benchmarks, October 2018.)
 
imported>Doug Williamson
(Expand definition.)
 
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''Interest rate benchmarks''.
''ISO currency codes.''


(RFR).
SYP is the ISO currency code for the Syrian pound.


In the context of interest rate benchmarks, 'near risk-free rates' include SOFR (the Secured Overnight Financing Rate) and SONIA.
It is also known as the Syrian ''lira''.
 
The Financial Stability Board (FSB) recommended in 2014 that stakeholders should identify near risk-free rates that might be used as alternatives to LIBOR.
 
 
They are also known more simply as risk-free rates, although strictly they are not entirely risk-free.
 
 
====Capital asset pricing model====
 
RFRs should not be confused with the theoretically risk free rate of investment return, used in the Capital asset pricing model.




== See also ==
== See also ==
* [[Benchmark]]
* [[EGP]]
* [[Capital asset pricing model]]
* [[GBP]]
* [[Credit spread ]]
* [[GIP]]
* [[Financial Stability Board]]
* [[ISO currency codes]]
* [[Gilts]]
* [[LBP]]
* [[Interest rate risk]]
* [[Pound]]
* [[LIBOR]]
* [[SDG]]
* [[Risk-free rate of return]]
* [[SHP]]
* [[SOFR]]
* [[SSP]]
* [[SONIA]]
* [[Sterling]]


[[Category:The_business_context]]
[[Category:Financial_products_and_markets]]
[[Category:Financial_products_and_markets]]

Revision as of 12:51, 10 December 2019

ISO currency codes.

SYP is the ISO currency code for the Syrian pound.

It is also known as the Syrian lira.


See also