https://wiki-dev.treasurers.org/w/index.php?action=history&feed=atom&title=Setting 2026-05-01T18:06:26Z Revision history for this page on the wiki MediaWiki 1.40.0 https://wiki-dev.treasurers.org/w/index.php?title=Setting&diff=43726&oldid=prev 2022-04-14T23:00:05Z

<p>Create page. Sources: Linked pages.</p> <p><b>New page</b></p><div>1. ''Interest rates - benchmark rates - reference rates.''<br /> <br /> A setting of a benchmark interest rate means a particular tenor and currency of that benchmark rate.<br /> <br /> For example, 12-month US dollar LIBOR.<br /> <br /> <br /> Also known as a Version of the benchmark rate.<br /> <br /> <br /> 2. ''Interest rates - floating rates - derivative instruments.''<br /> <br /> The determination of an interest rate for a predetermined future period, by reference to a benchmark rate.<br /> <br /> For example, the interest rate for each tranche of interest payable on floating rate debt is set at the start of the interest calculation period.<br /> <br /> Taking another example, a forward start swap has its first interest setting and calculation period starting at a future date.<br /> <br /> <br /> == See also ==<br /> * [[Benchmark]]<br /> * [[Derivative instrument]]<br /> * [[Financial Conduct Authority]] (FCA)<br /> * [[Floating rate]]<br /> * [[Forward start swap]]<br /> * [[Interest rate]]<br /> * [[Synthetic LIBOR]]<br /> * [[Tenor]]<br /> <br /> <br /> ==External link==<br /> <br /> *[https://www.fca.org.uk/news/news-stories/changes-libor-as-of-end-2021 Changes to LIBOR as of end-2021 - Financial Conduct Authority]<br /> <br /> [[Category:Accounting,_tax_and_regulation]]<br /> [[Category:The_business_context]]<br /> [[Category:Identify_and_assess_risks]]<br /> [[Category:Manage_risks]]<br /> [[Category:Risk_frameworks]]<br /> [[Category:Cash_management]]<br /> [[Category:Financial_products_and_markets]]<br /> [[Category:Liquidity_management]]</div>

imported>Doug Williamson