Risk Free Rate Curves (SOFR, ESTR, etc.)

The manipulation scandal with LIBOR, EURIBOR and TIBOR undermined confidence in the reliability and robustness of major reference rates. USD SOFR is the alternative to USD LIBOR. In the Euro area, €STR was recommended as risk-free rate (RFR) in order to replace the Euro Overnight Index Average (EONIA)

搜集汇总

背景与挑战

背景概述

该数据集涉及因LIBOR等利率操纵丑闻引发的参考利率信任危机，其中美元SOFR作为LIBOR的替代利率，欧元区则推荐€STR作为无风险利率以取代原有的EONIA。