RFR: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Update link.) |
imported>Doug Williamson (Add link.) |
||
| Line 13: | Line 13: | ||
*[[€STR]] | *[[€STR]] | ||
*[[O/N]] | *[[O/N]] | ||
*[[RFR templates]] | |||
*[[RFR WG]] | *[[RFR WG]] | ||
*[[Risk-free rate of return]] | *[[Risk-free rate of return]] | ||
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'.
