Risk-Free Rate Working Group: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
(Layout.) |
(Update for cessation of LIBOR.) |
||
| 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. | ||
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
