RFRWG: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Layout.) |
(Remove links to out of date material,) |
||
| Line 20: | Line 20: | ||
==Other links== | ==Other links== | ||
[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] | ||
| Line 30: | Line 26: | ||
[[Category:Accounting,_tax_and_regulation]] | [[Category:Accounting,_tax_and_regulation]] | ||
[[Category:Cash_management]] | [[Category:Cash_management]] | ||
[[Category:Financial_products_and_markets]] | [[Category:Financial_products_and_markets]] | ||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Liquidity_management]] | [[Category:Liquidity_management]] | ||
[[Category:Manage_risks]] | |||
[[Category:The_business_context]] | |||
Revision as of 10:43, 27 September 2023
Risk-free reference rates.
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).
Sometimes written RFR WG.
See also
- Benchmark
- LIBOR
- Risk-free rates
- SARON
- SOFR
- SONIA
- Working Group on Sterling Risk-Free Reference Rates
Other links
Bank of England: SONIA interest rate benchmark
The Alternative Reference Rates Committee, Second Report, March 2018
