RFR: Difference between revisions
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Risk-Free Rate. | 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'. | |||
==See also== | ==See also== | ||
*Risk free rate of return | *[[Capital asset pricing model]] | ||
*[[€STR]] | |||
*[[O/N]] | |||
*[[RFR templates]] | |||
*[[RFR WG]] | |||
*[[Risk-free rate of return]] | |||
*[[Risk-free rates]] | |||
*[[SONIA]] | |||
[[Category:Corporate_financial_management]] | |||
[[Category:Financial_products_and_markets]] | |||
Latest revision as of 10:24, 17 April 2021
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'.
