Risk-free rates: Difference between revisions
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imported>Doug Williamson (Note that rates are not entirely risk free.) |
imported>Doug Williamson (Add links.) |
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* [[Capital asset pricing model]] | * [[Capital asset pricing model]] | ||
* [[Credit spread ]] | * [[Credit spread ]] | ||
* [[€STR]] | |||
* [[Financial Stability Board]] | * [[Financial Stability Board]] | ||
* [[Gilts]] | * [[Gilts]] | ||
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* [[LIBOR]] | * [[LIBOR]] | ||
* [[Risk-free rate of return]] | * [[Risk-free rate of return]] | ||
* [[SARON]] | |||
* [[SOFR]] | * [[SOFR]] | ||
* [[SONIA]] | * [[SONIA]] | ||
* [[TONA]] | |||
[[Category:Corporate_financial_management]] | [[Category:Corporate_financial_management]] | ||
Revision as of 00:19, 23 July 2021
Interest rate benchmarks.
(RFR).
In the context of interest rate benchmarks, 'risk-free rates' include SOFR (the Secured Overnight Financing Rate) and SONIA.
The Financial Stability Board (FSB) recommended in 2014 that stakeholders should identify risk-free rates that might be used as alternatives to LIBOR.
Also known as near risk-free rates, recognising that they are not entirely risk-free.
Capital asset pricing model
RFRs should not be confused with the theoretically risk free rate of investment return, used in the Capital asset pricing model.
