Risk-free rates and S&P 500: Difference between pages

Latest revision as of 15:08, 17 August 2021

US.

1.

An index made up of the common stock (share) prices of 500 large companies actively traded in the US stock markets.

2.

The 500 companies whose stocks are included in the index.

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-''Interest rate benchmarks''.
+''US''.
-(RFR).
+.
-In the context of interest rate benchmarks, 'risk-free rates' include SOFR (the Secured Overnight Financing Rate) and SONIA.
+An index made up of the common stock (share) prices of 500 large companies actively traded in the US stock markets.
-The Financial Stability Board (FSB) recommended in 2014 that stakeholders should identify risk-free rates that might be used as alternatives to LIBOR.
+.
-====Capital asset pricing model====
+The 500 companies whose stocks are included in the index.
-RFRs should not be confused with the theoretically risk free rate of investment return, used in the Capital asset pricing model.
+== See also ==
+* [[Standard & Poor's ]]
+*[[FTSE]]
+* [[Fortune 500]]
+* [[Index numbers]]
+* [[Tracker fund]]
-== See also ==
+[[Category:Corporate_finance]]
-* [[Benchmark]]
-* [[Capital asset pricing model]]
-* [[Credit spread ]]
-* [[Financial Stability Board]]
-* [[Gilts]]
-* [[Interest rate risk]]
-* [[LIBOR]]
-* [[Risk-free rate of return]]
-* [[SOFR]]
-* [[SONIA]]