SARON: Difference between revisions

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imported>Doug Williamson
(Expand definition. Source - Wikipedia - https://en.wikipedia.org/wiki/SARON#:~:text=SARON%20stands%20for%20Swiss%20Average,the%20Swiss%20Franc%20(CHF).&text=Repo%20markets%2C%20in%20their%20role,%2C%20highly%20regulated%2C%20and%20stable.)
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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 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]]
* [[Repo]]
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* [[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