SARON: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Update.) |
imported>Doug Williamson m (Categorise.) |
||
| Line 20: | Line 20: | ||
[[Media:Slaughter and May interest rate benchmarks.pdf| 2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May]] | [[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]] | |||
Revision as of 12:57, 15 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
