SARON: Difference between revisions

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imported>Doug Williamson
(Update - source - SNB - https://www.snb.ch/en/ifor/finmkt/fnmkt_benchm/id/finmkt_reformrates)
imported>Doug Williamson
(Update for LIBOR transition.)
Line 1: Line 1:
Swiss Average Rate OverNight.
Swiss Average Rate OverNight.
SARON is the likely risk-free rate substitute for CHF LIBOR in contracts which reference CHF LIBOR.


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

Revision as of 21:16, 25 April 2022