View source for Risk-Free Rate Working Group

''Risk-free reference rates''.

(RFR WG).

One of a number of former working groups world-wide, established to support the transition from LIBOR to alternative benchmark interest rates, completed on 30 September 2024.


Sometimes abbreviated as ''RFRWG'', without the space.


==See also==
*[[Benchmark]]
*[[LIBOR]]
*[[Risk-free rates]]
*[[SARON]]
*[[SOFR]]
*[[SONIA]]
*[[Working Group on Sterling Risk-Free Reference Rates]]


==Other links==

*[https://www.bankofengland.co.uk/markets/transition-to-sterling-risk-free-rates-from-libor/working-group-on-sterling-risk-free-reference-rates Working Group of Sterling Risk-Free Reference Rates - latest announcements & publications]

*[https://www.treasurers.org/hub/technical/practical-guide-libor A Practical Guide to LIBOR transition - Slaughter & May - Association of Corporate Treasurers]

*[https://www.bankofengland.co.uk/markets/sonia-benchmark SONIA and other benchmarks]

*[https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2018/ARRC-Second-report ARRC: Second Report]

[[Category:The_business_context]]