RFR: Difference between revisions
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imported>Doug Williamson (Recognise that RFRs are not entirely risk-free.) |
imported>Doug Williamson (All link to O/N page.) |
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==See also== | ==See also== | ||
*[[Capital asset pricing model]] | *[[Capital asset pricing model]] | ||
*[[O/N]] | |||
*[[RFR WG]] | *[[RFR WG]] | ||
*[[Risk-free rate of return]] | *[[Risk-free rate of return]] | ||
Revision as of 12:29, 24 March 2019
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'.
