TORF: Difference between revisions
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imported>Doug Williamson (Create page - source - ACT Slaughter & May Borrower's Guide to the LMA Investment Grade Agreements.) |
(Update - source - LMA RFR Glossary V06.) |
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| Line 3: | Line 3: | ||
Tokyo Term Risk Free Rate. | Tokyo Term Risk Free Rate. | ||
A forward-looking term rate derived from | A forward-looking term rate derived from transactions in the JPY overnight indexed swap (OIS) market. | ||
| Line 11: | Line 11: | ||
* [[JPY]] | * [[JPY]] | ||
* [[Over night index average rate]] | * [[Over night index average rate]] | ||
* [[Overnight indexed swap]] (OIS) | |||
* [[Risk-free rates]] | * [[Risk-free rates]] | ||
* [[SARON]] | * [[SARON]] | ||
| Line 19: | Line 20: | ||
[[Category:Accounting,_tax_and_regulation]] | [[Category:Accounting,_tax_and_regulation]] | ||
[[Category: | [[Category:Financial_products_and_markets]] | ||
[[Category: | [[Category:Identify_and_assess_risks]] | ||
[[Category:Long_term_funding]] | [[Category:Long_term_funding]] | ||
[[Category:Manage_risks]] | [[Category:Manage_risks]] | ||
[[Category:Risk_reporting]] | |||
[[Category:Risk_frameworks]] | [[Category:Risk_frameworks]] | ||
Latest revision as of 23:51, 9 October 2023
Benchmark interest rates.
Tokyo Term Risk Free Rate.
A forward-looking term rate derived from transactions in the JPY overnight indexed swap (OIS) market.
