Background
LIBOR and SARON: What Is the Difference?
The controversial LIBOR standard for reference interest rates will no longer be supported in 2022. SARON, which is calculated by SIX, has provided an alternative for the Swiss franc market since as far back as 2009. What are the advantages of SARON over LIBOR? Christian Bahr, Head Index Services at SIX, explains it in this blogpost.