The use and benefits of an index for risk-free rates in cash products

The use and benefits of an index for risk-free rates in cash productsThe use and benefits of an index for risk-free rates in cash products

While the drivers of the LIBOR transition are well known, less clearly understood are the issues caused by the changes in interest calculation when using risk-free rates (RFRs).

This paper explores the complications and how they can be addressed through use of an index.

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