RFRWG: 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), completed in September 2024.




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===Other links===
==Other resources==


[[Media:Slaughter and May interest rate benchmarks.pdf| 2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May]]
*[https://www.bankofengland.co.uk/markets/sonia-benchmark Bank of England: SONIA interest rate benchmark]


[[Media:The_Treasurer_-_LIBOR_-_Goodbye_to_all_that.pdf| LIBOR: Goodbye to all that, The Treasurer]]
*[https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2018/ARRC-Second-report The Alternative Reference Rates Committee, Second Report, March 2018]
 
[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:Accounting,_tax_and_regulation]]
[[Category:The_business_context]]
[[Category:Financial_products_and_markets]]
[[Category:Identify_and_assess_risks]]
[[Category:Identify_and_assess_risks]]
[[Category:Manage_risks]]
[[Category:Manage_risks]]
[[Category:Cash_management]]
[[Category:The_business_context]]
[[Category:Financial_products_and_markets]]
[[Category:Liquidity_management]]

Latest revision as of 02:07, 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), completed in September 2024.


Sometimes written RFR WG.


See also


Other resources