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FSB Releases User Guide to Overnight Risk-Free Rates

Wednesday, June 5, 2019   (0 Comments)
Posted by: Amanda Averch
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The Basel, Switzerland-based Financial Stability Board yesterday released a user guide to overnight risk-free rates, the new benchmarks developed around the world to replace interbank offered rates like Libor. The Secured Overnight Financing Rate is the risk-free rate recommended by the Alternative Reference Rates Committee to replace U.S. dollar Libor. Other overnight risk-free rates with different structures have been developed for the euro, pound sterling, Swiss franc, yen and other currency areas. The FSB guide provides an overview of risk-free rates and covers options for using these rates in cash products. Read the guide

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