RFR

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

• Capital asset pricing model
• €STR
• O/N
• RFR templates
• RFR WG
• Risk-free rate of return
• Risk-free rates
• SONIA