SARON: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Update for LIBOR transition.) |
imported>Doug Williamson (Update for LIBOR transition.) |
||
| Line 1: | Line 1: | ||
Swiss Average Rate OverNight. | 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 == | == See also == | ||
* [[Benchmark]] | |||
* [[CHF]] | * [[CHF]] | ||
* [[Euro Overnight Index Average ]] | * [[Euro Overnight Index Average ]] | ||
* [[EURONIA]] | * [[EURONIA]] | ||
* [[National Working Group on Swiss Franc Reference Rates]] | * [[National Working Group on Swiss Franc Reference Rates]] | ||
* [[Over night index average rate]] | * [[Over night index average rate]] | ||
Revision as of 11:21, 26 April 2022
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
- Benchmark
- CHF
- Euro Overnight Index Average
- EURONIA
- National Working Group on Swiss Franc Reference Rates
- Over night index average rate
- Repo
- Risk-free rates
- Sterling overnight index average
- Swiss Average Rate Overnight
- Switzerland
- TONAR
