ZARONIA-linked yield curve dynamics
Автор: SAReserveBank
Загружено: 2025-12-03
Просмотров: 647
ZARONIA is the designated successor rate for Jibar. It is essential that market participants understand the factors driving this benchmark and how expectations and risk are factored into the ZARONIA-linked yield curve. The curve will set the foundation for pricing, valuation, trading and risk-management frameworks.
Panellists will discuss the key determinants of ZARONIA, methods for modelling changes in monetary policy and approaches to constructing the yield curve.
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