SARON: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson m (Categorise.) |
imported>Doug Williamson (Update for LIBOR transition.) |
||
| (3 intermediate revisions by the same user not shown) | |||
| Line 1: | Line 1: | ||
Swiss Average Rate OverNight. | Swiss Average Rate OverNight. | ||
SARON is a | SARON is a secured rate, based on the Swiss repo market. | ||
It is the primary reference rate for the Swiss Franc (CHF). | |||
== See also == | == See also == | ||
* [[Benchmark]] | |||
* [[CHF]] | * [[CHF]] | ||
* [[Euro Overnight Index Average ]] | * [[Euro Overnight Index Average ]] | ||
* [[EURONIA]] | * [[EURONIA]] | ||
* [[ | * [[National Working Group on Swiss Franc Reference Rates]] | ||
* [[Over night index average rate]] | * [[Over night index average rate]] | ||
* [[Repo]] | |||
* [[Risk-free rates]] | * [[Risk-free rates]] | ||
* [[Sterling overnight index average]] | * [[Sterling overnight index average]] | ||
| Line 17: | Line 21: | ||
== | ==External link== | ||
[[Media:Slaughter and May interest rate benchmarks.pdf| 2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May]] | [[Media:Slaughter and May interest rate benchmarks.pdf| 2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May]] | ||
[[Category:Corporate_financial_management]] | [[Category:Corporate_financial_management]] | ||
Latest revision as of 11:21, 26 April 2022
Swiss Average Rate OverNight.
SARON is a secured rate, based on the Swiss repo market.
It is the primary reference rate for the Swiss Franc (CHF).
See also
- Benchmark
- CHF
- Euro Overnight Index Average
- EURONIA
- National Working Group on Swiss Franc Reference Rates
- Over night index average rate
- Repo
- Risk-free rates
- Sterling overnight index average
- Swiss Average Rate Overnight
- Switzerland
- TONAR
