RFR WG: Difference between revisions

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Risk-Free Rate Working Group.
''Risk-free reference rates''.


One of a number of working groups world-wide, established to support the transition from LIBOR to alternative benchmark interest rates, such as SONIA.
Risk-Free Rate Working Groups.
 
One of a number of working groups world-wide, established to support the transition from LIBOR to alternative benchmark interest rates, such as SONIA (GBP), SOFR (USD), SARON (CHF).
 
 
Sometimes written ''RFRWG'', without the space.




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*[[LIBOR]]
*[[LIBOR]]
*[[Risk-free rates]]
*[[Risk-free rates]]
*[[SARON]]
*[[SOFR]]
*[[SONIA]]
*[[SONIA]]
*[[Working Group on Sterling Risk-Free Reference Rates]]
==Other links==
*[https://www.bankofengland.co.uk/markets/sonia-benchmark Bank of England: SONIA interest rate benchmark]
*[https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2018/ARRC-Second-report The Alternative Reference Rates Committee, Second Report, March 2018]
[[Category:Accounting,_tax_and_regulation]]
[[Category:Corporate_financial_management]]

Revision as of 14:48, 27 September 2023

Risk-free reference rates.

Risk-Free Rate Working Groups.

One of a number of working groups world-wide, established to support the transition from LIBOR to alternative benchmark interest rates, such as SONIA (GBP), SOFR (USD), SARON (CHF).


Sometimes written RFRWG, without the space.


See also


Other links