RFR: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Expand for RFR WG.) |
imported>Doug Williamson m (Layout.) |
||
| Line 3: | Line 3: | ||
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. | ||
Theoretically risk free rates of investment return, for example in the Capital asset pricing model, are more often designated by 'Rf' or 'rf'. | |||
Theoretically risk free rates of ''investment'' return, for example in the Capital asset pricing model, are more often designated by 'Rf' or 'rf'. | |||
Revision as of 20:34, 1 May 2018
Risk-Free Rate.
The abbreviation 'RFR' usually refers to risk-free benchmark interest rates, such as SONIA.
Theoretically risk free rates of investment return, for example in the Capital asset pricing model, are more often designated by 'Rf' or 'rf'.
