SARON: Difference between revisions

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imported>Doug Williamson
(Update - source - SNB - https://www.snb.ch/en/ifor/finmkt/fnmkt_benchm/id/finmkt_reformrates)
imported>Doug Williamson
(Update for LIBOR transition.)
 
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Swiss Average Rate OverNight.
Swiss Average Rate OverNight.


SARON is the likely risk-free rate substitute for CHF LIBOR in contracts which reference CHF LIBOR.
SARON is a secured rate, based on the Swiss repo market.


It 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]]
* [[LIBOR]]
* [[National Working Group on Swiss Franc Reference Rates]]
* [[National Working Group on Swiss Franc Reference Rates]]
* [[Over night index average rate]]
* [[Over night index average rate]]

Latest revision as of 11:21, 26 April 2022