RFR WG: Difference between revisions

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Risk-Free Rate Working Groups.
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).
One of a number of working groups world-wide, established to support the transition from the former LIBOR to alternative benchmark interest rates, such as SONIA (GBP), SOFR (USD), SARON (CHF).
 
 
Sometimes written ''RFRWG'', without the space.
 
 
LIBOR ended in September 2024.




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*[[SOFR]]
*[[SOFR]]
*[[SONIA]]
*[[SONIA]]
*[[The Working Group on Sterling Risk-Free Reference Rates]]
*[[Working Group on Sterling Risk-Free Reference Rates]]
 


===Other links===


[[Media:Slaughter and May interest rate benchmarks.pdf| 2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May]]
==Other resources==


[[Media:The_Treasurer_-_LIBOR_-_Goodbye_to_all_that.pdf| LIBOR: Goodbye to all that, The Treasurer]]
*[https://www.bankofengland.co.uk/news/2024/october/the-end-of-libor The end of LIBOR - Press release - Bank of England - 1 October 2024]


[https://www.bankofengland.co.uk/markets/sonia-benchmark Bank of England: SONIA interest rate benchmark]
*[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]
*[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:Accounting,_tax_and_regulation]]
[[Category:Corporate_financial_management]]
[[Category:Corporate_financial_management]]

Latest revision as of 01:40, 5 October 2024

Risk-free reference rates.

Risk-Free Rate Working Groups.

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


Sometimes written RFRWG, without the space.


LIBOR ended in September 2024.


See also


Other resources

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