Reference Indexes and Benchmark Publication

Reference-index pages explain how markets name, publish, and apply benchmark rates and indexes in contracts and valuation work.

This subsection separates benchmark identifiers from the broader interbank-market mechanics that create or transmit funding rates.

In this section

• 11th District Cost of Funds Index: Understanding Its Mechanism and Impact
  A comprehensive guide to the 11th District Cost of Funds Index (COFI), including its definition, calculation, historical context, applicability, and impact on financial markets in Arizona, California, and Nevada.
• Alternative Reference Rates (ARR): Benchmark Rates Other Than LIBOR
  A comprehensive guide to Alternative Reference Rates (ARR), their history, types, significance, and comparison to LIBOR. Includes key events, mathematical models, examples, and FAQs.
• Benchmark Rate: Definition, Application, and Significance
  An in-depth exploration of Benchmark Rate - a reference interest rate upon which floating rate notes (FRNs) and other financial instruments are based, serving as a standard measure for other interest rates.
• LIBOR Curve: Definition, Mechanism, and Criticisms
  A comprehensive guide to understanding the LIBOR Curve, its function, and the criticisms it has faced.
• Reference Index: A Benchmark Interest Rate
  The Reference Index is a benchmark interest rate, such as LIBOR or the Federal Funds Rate, used to set floating loan rates.
• WM/Reuters Benchmark Rates: Definition and Applications in Portfolio Valuation
  An in-depth exploration of WM/Reuters Benchmark Rates, their definition, and applications in portfolio valuation and performance measurement.