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Frequently Asked Questions BACK

What is a New Risk-Free Rate?

In view of LIBOR ceasing to be published after year-end 2021, the National Working Groups have already identified alternative rates (new Risk-Free Rates). 

New Risk-Free Rates are overnight reference rates that measure the cost of borrowing in interbank market. Each one of the major jurisdictions (US, UK, Switzerland, Japan and the Eurozone) have identified alternative reference rates (Risk-Free Rates).

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