SARON: Difference between revisions
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imported>Doug Williamson (Expand definition. Source - Wikipedia - https://en.wikipedia.org/wiki/SARON#:~:text=SARON%20stands%20for%20Swiss%20Average,the%20Swiss%20Franc%20(CHF).&text=Repo%20markets%2C%20in%20their%20role,%2C%20highly%20regulated%2C%20and%20stable.) |
imported>Doug Williamson (Update for LIBOR transition.) |
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Swiss Average Rate OverNight. | Swiss Average Rate OverNight. | ||
SARON is a | SARON is a secured rate, based on the Swiss repo market. | ||
It is | 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]] | * [[Repo]] | ||
Line 20: | 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