Risk-Free Rate Working Group: Difference between revisions

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(RFR WG).
(RFR WG).


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) and SARON (CHF).
One of a number of former working groups world-wide, established to support the transition from the former LIBOR to alternative benchmark interest rates, completed on 30 September 2024.
 
 
Sometimes abbreviated as ''RFRWG'', without the space.




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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===
==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/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]


[[Media:The_Treasurer_-_LIBOR_-_Goodbye_to_all_that.pdf| LIBOR: Goodbye to all that, The Treasurer]]
*[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.bankofengland.co.uk/markets/sonia-benchmark SONIA and other benchmarks]


[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 ARRC: Second Report]


[[Category:The_business_context]]
[[Category:The_business_context]]

Latest revision as of 01:57, 5 October 2024

Risk-free reference rates.

(RFR WG).

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


Sometimes abbreviated as RFRWG, without the space.


See also


Other resources

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