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

FinPricing
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Coverage
55
Countries

Description

The FSB recommends to replace IBOR with alternative risk-free reference rates (RFRs). The overnight RFR is encouraged across the markets and that contracts referencing IBORs should have robust fallbacks
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)

Country Coverage

Asia (1)
Japan
Europe (51)
Albania
Andorra
Austria
Belarus
Belgium
Bosnia and Herzegovina
Bulgaria
Croatia
Czech Republic
Denmark
Estonia
Faroe Islands
Finland
France
Germany
Gibraltar
Greece
Guernsey
Holy See
Hungary
Iceland
Ireland
Isle of Man
Italy
Jersey
Latvia
Liechtenstein
Lithuania
Luxembourg
Macedonia (the former Yugoslav Republic of)
Malta
Moldova (Republic of)
Monaco
Montenegro
Netherlands
Norway
Poland
Portugal
Romania
Russian Federation
San Marino
Serbia
Slovakia
Slovenia
Spain
Svalbard and Jan Mayen
Sweden
Switzerland
Ukraine
United Kingdom
Åland Islands
North America (2)
Canada
United States of America
Oceania (1)
Australia

Pricing

FinPricing has not published pricing information for this product yet. You can request detailed pricing information below.

Suitable Company Sizes

Small Business
Medium-sized Business
Enterprise

Use Cases

Trading
Risk Management
Portfolio Valuation

Categories

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Frequently asked questions

What is Risk Free Rate Curves (SOFR, ESTR, etc.)?

The FSB recommends to replace IBOR with alternative risk-free reference rates (RFRs). The overnight RFR is encouraged across the markets and that contracts referencing IBORs should have robust fallbacks

What is Risk Free Rate Curves (SOFR, ESTR, etc.) used for?

This product has 3 key use cases. FinPricing recommends using the data for Trading, Risk Management, and Portfolio Valuation. Global businesses and organizations buy Fixed Income Data from FinPricing to fuel their analytics and enrichment.

Who can use Risk Free Rate Curves (SOFR, ESTR, etc.)?

This product is best suited if you’re a Small Business, Medium-sized Business, or Enterprise looking for Fixed Income Data. Get in touch with FinPricing to see what their data can do for your business and find out which integrations they provide.

Which countries does Risk Free Rate Curves (SOFR, ESTR, etc.) cover?

This product includes data covering 55 countries like USA, Japan, Germany, United Kingdom, and France. FinPricing is headquartered in Canada.

How much does Risk Free Rate Curves (SOFR, ESTR, etc.) cost?

Pricing information for Risk Free Rate Curves (SOFR, ESTR, etc.) is available by getting in contact with FinPricing. Connect with FinPricing to get a quote and arrange custom pricing models based on your data requirements.

What is the data quality of Risk Free Rate Curves (SOFR, ESTR, etc.)?

You can compare and assess the data quality of FinPricing using Datarade’s data marketplace.

What are similar products to Risk Free Rate Curves (SOFR, ESTR, etc.)?

This product has 3 related products. These alternatives include InfoTrie Fixed Income & Bond Data - 300 000+ corporate & government bonds globally, EDI Global End of Day/Closing Price Data for Equity (Stock Prices) Fixed Income, Derivatives 170 Exchanges Worldwide History/Time Series avail, and Crawlbee Asset Pricing Data Bankruptcy Data Foreclosure Data Historical Dataset. You can compare the best Fixed Income Data providers and products via Datarade’s data marketplace and get the right data for your use case.

Pricing available upon request