SARON: Difference between revisions
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imported>Doug Williamson m (Categorise.) |
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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SARON is a potential risk-free rate substitute for CHF LIBOR in contracts which reference CHF LIBOR. | SARON is a potential risk-free rate substitute for CHF LIBOR in contracts which reference CHF LIBOR. | ||
It is a secured rate, based on the Swiss repo market. | |||
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* [[LIBOR]] | * [[LIBOR]] | ||
* [[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]] | ||
Revision as of 00:17, 23 July 2021
Swiss Average Rate OverNight.
SARON is a potential risk-free rate substitute for CHF LIBOR in contracts which reference CHF LIBOR.
It is a secured rate, based on the Swiss repo market.
See also
- CHF
- Euro Overnight Index Average
- EURONIA
- LIBOR
- Over night index average rate
- Repo
- Risk-free rates
- Sterling overnight index average
- Swiss Average Rate Overnight
- Switzerland
- TONAR
