Veronica Falco

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Moving from IBORs to Alternative Risk Free Rates

Number of pages: 8 Posted: 29 Jan 2021
Veronica Falco, Marco Bianchetti and Umberto Cherubini
affiliation not provided to SSRN, Intesa Sanpaolo - Financial and Market Risk Management and University of Bologna - Department of Economics
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Abstract:

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IOSCO, FSB, ECB, EMMI, IBA, BMR, LIBOR, EURIBOR, EONIA, €STR, Benchmark Rate, Interest Rate, Risk-Free Rate, Overnight Rate, Discounting