SARON

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Revision as of 00:17, 23 July 2021 by 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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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


Other links

2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May

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