SARON: Difference between revisions
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imported>Doug Williamson (Link with Swiss Average Rate Overnight page.) |
imported>Doug Williamson (Update.) |
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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. | |||
== See also == | == See also == | ||
* [[CHF]] | |||
* [[Euro Overnight Index Average ]] | * [[Euro Overnight Index Average ]] | ||
* [[EURONIA]] | * [[EURONIA]] | ||
* [[LIBOR]] | |||
* [[Over night index average rate]] | * [[Over night index average rate]] | ||
* [[Risk-free rates]] | |||
* [[Sterling overnight index average]] | * [[Sterling overnight index average]] | ||
* [[Swiss Average Rate Overnight]] | * [[Swiss Average Rate Overnight]] | ||
* [[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]] | |||
Revision as of 11:13, 4 February 2018
Swiss Average Rate OverNight.
SARON is a potential risk-free rate substitute for CHF LIBOR in contracts which reference CHF LIBOR.
See also
- CHF
- Euro Overnight Index Average
- EURONIA
- LIBOR
- Over night index average rate
- Risk-free rates
- Sterling overnight index average
- Swiss Average Rate Overnight
- Switzerland
- TONAR
