CVA and Working group on euro risk-free rates: Difference between pages

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imported>Doug Williamson
(Expand the page for Credit Valuation Adjustment. Source: The Treasurer, Technical Briefing, December 2013.)
 
imported>Doug Williamson
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''euro interest rate benchmarks''.


== CVA in financial reporting ==
The working group on euro risk-free rates was created to identify and recommend risk-free rates that could serve as an alternative to current benchmarks used in a variety of financial instruments and contracts in the euro area, such as the euro overnight index average (EONIA) and the euro interbank offered rate (EURIBOR).


Credit Valuation Adjustment in fair value reporting.
It was established by the European Central Bank, the European Securities and Markets Authority, the European Commission, and the Belgian Financial Services and Markets Authority.




== CVA in UK Insolvency law ==
==See also==
*[[Alternative Reference Rates Committee]]
*[[Cross-Industry Committee on Japanese Yen Interest Rate Benchmarks]]
*[[ESTER]]
*[[EURIBOR]]
*[[euro]]
*[[European Central Bank]] (ECB)
*[[European Commission]]
*[[European Securities and Markets Authority]] (ESMA)
*[[IOSCO]]
*[[LIBOR]]
*[[National Working Group on Swiss Franc Reference Rates]]
*[[Reference rate]]
*[[Risk-free rates]]
*[[Working Group on Sterling Risk-Free Reference Rates]] (RFR WG)


Company voluntary arrangement.


==External link==


== See also ==
*[https://www.ecb.europa.eu/paym/interest_rate_benchmarks/WG_euro_risk-free_rates/html/index.en.html Working group on euro risk-free rates - ECB]
* [[Fair value]]
* [[DVA]]
* [[Company voluntary arrangement]]


[[Category:Accounting_and_Reporting]]
[[Category:Accounting,_tax_and_regulation]]
[[Category:Regulation_and_Law]]
[[Category:The_business_context]]
[[Category:Corporate_finance]]
[[Category:Intercompany_funding]]
[[Category:Investment]]
[[Category:Long_term_funding]]
[[Category:Identify_and_assess_risks]]
[[Category:Manage_risks]]
[[Category:Risk_frameworks]]
[[Category:Risk_reporting]]
[[Category:Cash_management]]
[[Category:Financial_products_and_markets]]
[[Category:Liquidity_management]]
[[Category:Technology]]

Revision as of 16:36, 27 April 2022

euro interest rate benchmarks.

The working group on euro risk-free rates was created to identify and recommend risk-free rates that could serve as an alternative to current benchmarks used in a variety of financial instruments and contracts in the euro area, such as the euro overnight index average (EONIA) and the euro interbank offered rate (EURIBOR).

It was established by the European Central Bank, the European Securities and Markets Authority, the European Commission, and the Belgian Financial Services and Markets Authority.


See also


External link