Risk-free rates: Difference between revisions

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imported>Doug Williamson
(Note that rates are not entirely risk free.)
imported>Doug Williamson
(Add links.)
 
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* [[Capital asset pricing model]]
* [[Capital asset pricing model]]
* [[Credit spread ]]
* [[Credit spread ]]
* [[€STR]]
* [[Financial Stability Board]]
* [[Financial Stability Board]]
* [[Gilts]]
* [[Gilts]]
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* [[LIBOR]]
* [[LIBOR]]
* [[Risk-free rate of return]]
* [[Risk-free rate of return]]
* [[SARON]]
* [[SOFR]]
* [[SOFR]]
* [[SONIA]]
* [[SONIA]]
* [[TONA]]


[[Category:Corporate_financial_management]]
[[Category:Corporate_financial_management]]

Latest revision as of 00:19, 23 July 2021

Interest rate benchmarks.

(RFR).

In the context of interest rate benchmarks, 'risk-free rates' include SOFR (the Secured Overnight Financing Rate) and SONIA.

The Financial Stability Board (FSB) recommended in 2014 that stakeholders should identify risk-free rates that might be used as alternatives to LIBOR.


Also known as near risk-free rates, recognising that they are not entirely risk-free.


Capital asset pricing model

RFRs should not be confused with the theoretically risk free rate of investment return, used in the Capital asset pricing model.


See also