Paasche index and Paced Transition Plan: Difference between pages

From ACT Wiki
(Difference between pages)
Jump to navigationJump to search
imported>Doug Williamson
(Classify page.)
 
imported>Doug Williamson
(New page based on the document https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2018/ARRC-Second-report)
 
Line 1: Line 1:
A weighted index using quantities entirely from the current year's data.
''US interest rate benchmarks''.


ARRC adopted a Paced Transition Plan on October 31, 2017 in order to progressively build liquidity required to support issuance of contracts referring to SOFR and voluntary transition from USD LIBOR by market participants.


== See also ==
* [[Laspeyres index]]


[[Category:The_business_context]]
==See also==
*[[Federal Reserve]]
*[[LIBOR]]
*[[Reference rate]]
*[[Risk-free rates]]
*[[SOFR]]
*[[ARRC]]

Revision as of 23:11, 6 July 2018

US interest rate benchmarks.

ARRC adopted a Paced Transition Plan on October 31, 2017 in order to progressively build liquidity required to support issuance of contracts referring to SOFR and voluntary transition from USD LIBOR by market participants.


See also