SARON: Difference between revisions

From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson
m (Categorise.)
(Remove out of date material.)
 
(4 intermediate revisions by one other user not shown)
Line 1: Line 1:
Swiss Average Rate OverNight.
Swiss Average Rate OverNight.


SARON is a potential risk-free rate substitute for CHF LIBOR in contracts which reference CHF LIBOR.
SARON is a secured rate, based on the Swiss repo market.
 
It is the primary reference rate for the Swiss Franc (CHF).




== See also ==
== See also ==
* [[Benchmark]]
* [[CHF]]
* [[CHF]]
* [[Euro Overnight Index Average ]]
* [[Euro Overnight Index Average ]]
* [[EURONIA]]
* [[EURONIA]]
* [[LIBOR]]
* [[National Working Group on Swiss Franc Reference Rates]]
* [[Over night index average rate]]
* [[Over night index average rate]]
* [[Repo]]
* [[Risk-free rates]]
* [[Risk-free rates]]
* [[Sterling overnight index average]]
* [[Sterling overnight index average]]
Line 15: Line 19:
* [[Switzerland]]
* [[Switzerland]]
* [[TONAR]]
* [[TONAR]]
===Other links===
[[Media:Slaughter and May interest rate benchmarks.pdf| 2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May]]


[[Category:Corporate_financial_management]]
[[Category:Corporate_financial_management]]

Latest revision as of 14:50, 27 September 2023

Swiss Average Rate OverNight.

SARON is a secured rate, based on the Swiss repo market.

It is the primary reference rate for the Swiss Franc (CHF).


See also