Quoted rate and RFR WG: Difference between pages

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imported>Doug Williamson
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imported>Doug Williamson
(Temporarily remove links to not-yet-created pages: Japanese Study Group on Risk-Free Reference Rates; Swiss National Working Group)
 
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A rate expressed on the basis which is conventional in the market in which the parties are dealing or proposing to deal.
''Risk-free reference rates''.


Risk-Free Rate Working Groups.


For example, in relation to interest rates in wholesale markets:
One of a number of working groups world-wide, established to support the transition from LIBOR to alternative benchmark interest rates, such as SONIA (GBP), SOFR (USD), SARON (CHF).


*Short-term quoted rates are almost always nominal annual rates, either on a 360-day or 365-day basis
*Longer-term rates are usually effective annual rates
*Exceptions include the quotation of semi-annual rates in relation to many types of bond


==See also==
*[[Benchmark]]
*[[LIBOR]]
*[[Risk-free rates]]
*[[SARON]]
*[[SOFR]]
*[[SONIA]]
*[[The Working Group on Sterling Risk-Free Reference Rates]]


== See also ==
* [[Day count conventions]]
* [[Effective annual rate]]
* [[Longer term]]
* [[Nominal annual rate]]
* [[Semi-annual rate]]
* [[Short term]]


[[Category:The_business_context]]
===Other links===
[[Category:Manage_risks]]
 
[[Category:Financial_products_and_markets]]
[[Media:Slaughter and May interest rate benchmarks.pdf| 2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May]]
[[Category:Liquidity_management]]
 
[[Media:The_Treasurer_-_LIBOR_-_Goodbye_to_all_that.pdf| LIBOR: Goodbye to all that, The Treasurer]]
 
[http://www.bankofengland.co.uk/markets/benchmarks Bank of England: SONIA and other benchmarks]
 
[https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2018/ARRC-Second-report]
 
[[Category:Accounting,_tax_and_regulation]]
[[Category:Corporate_financial_management]]

Revision as of 17:31, 7 July 2018

Risk-free reference rates.

Risk-Free Rate Working Groups.

One of a number of working groups world-wide, established to support the transition from LIBOR to alternative benchmark interest rates, such as SONIA (GBP), SOFR (USD), SARON (CHF).


See also


Other links

2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May

LIBOR: Goodbye to all that, The Treasurer

Bank of England: SONIA and other benchmarks

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