Paasche index and Paced Transition Plan: Difference between pages

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A weighted index using quantities entirely from the current year's data.
''US interest rate benchmarks''.


The Paced Transition Plan is part of the change from LIBOR to successor benchmark interest rates.


== See also ==
The Alternative Reference Rates Committee (ARRC) adopted the Paced Transition Plan on 31 October 2017 in order to progressively build the liquidity required to support issuance of contracts referring to SOFR and voluntary transition from USD LIBOR by market participants.
* [[Laspeyres index]]
 
 
==See also==
*[[Alternative Reference Rates Committee]]
*[[Federal Reserve]]
*[[LIBOR]]
*[[Reference rate]]
*[[Risk-free rates]]
*[[SOFR]]

Revision as of 06:03, 7 July 2018

US interest rate benchmarks.

The Paced Transition Plan is part of the change from LIBOR to successor benchmark interest rates.

The Alternative Reference Rates Committee (ARRC) adopted the Paced Transition Plan on 31 October 2017 in order to progressively build the liquidity required to support issuance of contracts referring to SOFR and voluntary transition from USD LIBOR by market participants.


See also