SARON

Swiss Average Rate OverNight.

SARON is a potential risk-free rate substitute for CHF LIBOR in contracts which reference CHF LIBOR.

See also

• CHF
• Euro Overnight Index Average
• EURONIA
• LIBOR
• Over night index average rate
• Risk-free rates
• Sterling overnight index average
• Swiss Average Rate Overnight
• Switzerland
• TONAR

Other links

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