Risk-Free Rate Working Group: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
(Update for cessation of LIBOR.) |
(Update for cessation of LIBOR.) |
||
(One intermediate revision by the same user not shown) | |||
Line 3: | Line 3: | ||
(RFR WG). | (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. | 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. | ||
Line 19: | Line 19: | ||
==Other | ==Other resources== | ||
*[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.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] |
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
- Benchmark
- LIBOR
- Risk-free rates
- SARON
- SOFR
- SONIA
- Working Group on Sterling Risk-Free Reference Rates