RFR: Difference between revisions
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The abbreviation 'RFR' usually refers to risk-free benchmark interest rates, such as SONIA. | 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. | |||
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==See also== | ==See also== | ||
*[[Capital asset pricing model]] | *[[Capital asset pricing model]] | ||
*[[€STR]] | |||
*[[O/N]] | |||
*[[RFR templates]] | |||
*[[RFR WG]] | *[[RFR WG]] | ||
*[[Risk-free rate of return]] | *[[Risk-free rate of return]] | ||
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[[Category:Corporate_financial_management]] | [[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'.
