Comprehensive guide to the Euro Short-Term Rate (€STR), its historical context, significance, formulas, and applications.
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 rates serve as a reference point to set the terms for various financial instruments, influencing interest rates on loans, bonds, and other financial products.
Interbank rates, including prominent examples such as LIBOR and SOFR, are critical benchmarks in the financial industry that influence the valuation and utility of interest rate options and other financial instruments.
An in-depth exploration of the Internal Funding Rate, its role in Fund Transfer Pricing (FTP) calculations, and its significance for banks' treasury management.
An in-depth look at the London Interbank Offered Rate (Libor), a benchmark interest rate used for setting rates on loans and derivative instruments.
A detailed comparison between LIBOR (London Interbank Offered Rate) and SONIA (Sterling Overnight Index Average), focusing on their definitions, methodologies, historical context, and applicability in financial markets.
The Minimum Lending Rate (MLR) was the minimum rate at which the Bank of England lent to UK discount houses between 1971 and 1981, serving as a key interest rate benchmark.
SIBOR, or the Singapore Interbank Offered Rate, is the interest rate at which banks in Singapore lend to one another and plays a crucial role in the Asian financial markets.
SONIA (Sterling Overnight Index Average) is a key benchmark for overnight unsecured transactions in the sterling market. This article explores its historical context, significance, calculations, and applications in the financial sector.
SONIA, or Sterling Overnight Interbank Average Rate, is an index tracking sterling overnight funding rates for trades during off hours, serving as a proxy for market interest rate expectations.
Comprehensive overview of the Bank Bill Swap Rate (BBSW), covering its meaning, calculation, historical context, and practical examples. Essential for understanding the pricing of Australian dollar derivatives and securities.
An in-depth exploration of WM/Reuters Benchmark Rates, their definition, and applications in portfolio valuation and performance measurement.
