National Working Group on Swiss Franc Reference Rates and Trend: Difference between pages

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imported>Doug Williamson
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imported>Doug Williamson
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''Swiss Franc (CHF) interest rate benchmarks''.
Market conditions under which there is believed to be a greater probability that a subsequent price movement will be in the same direction as the previous period's price movement (rather than in the opposite direction).


(NWG).
Extended trends lead to bubbles and crashes.


The National Working Group on Swiss Franc Reference Rates has been dissolved.


It was established to prepare for the cessation of CHF LIBOR and to foster the transition to SARON.
== See also ==
 
* [[Adaptive expectations]]
 
* [[Bubble]]
==See also==
* [[Correction]]
*[[Alternative Reference Rates Committee]]  (ARRC)
* [[Crash]]
*[[Canadian Alternative Reference Rate Working Group]]  (CARR)
* [[Efficient market hypothsis]]
*[[Cross-Industry Committee on Japanese Yen Interest Rate Benchmarks]]
* [[Mean reversion]]
*[[IOSCO]]
* [[Overshooting]]
*[[LIBOR]]
* [[Random walk]]
*[[Reference rate]]
* [[Rational expectations]]
*[[Risk-free rates]]
* [[Trend analysis]]
*[[SARON]]
*[[Steering Committee for SOR & SIBOR Transition to SORA]] (SC-STS)
* [[Switzerland]]
*[[Working group on euro risk-free rates]]
*[[Working Group on Sterling Risk-Free Reference Rates]] (RFR WG)
 
[[Category:Accounting,_tax_and_regulation]]
[[Category:The_business_context]]
[[Category:Identify_and_assess_risks]]
[[Category:Manage_risks]]
[[Category:Risk_frameworks]]
[[Category:Risk_reporting]]
[[Category:Financial_products_and_markets]]

Revision as of 09:09, 2 May 2018

Market conditions under which there is believed to be a greater probability that a subsequent price movement will be in the same direction as the previous period's price movement (rather than in the opposite direction).

Extended trends lead to bubbles and crashes.


See also

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