RFR WG: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson No edit summary |
imported>Doug Williamson (Add header.) |
||
| Line 1: | Line 1: | ||
''Risk-free reference rates''. | |||
Risk-Free Rate Working Groups. | Risk-Free Rate Working Groups. | ||
| Line 6: | Line 8: | ||
==See also== | ==See also== | ||
*[[Benchmark]] | *[[Benchmark]] | ||
*[[Japanese Study Group on Risk-Free Reference Rates]] | |||
*[[LIBOR]] | *[[LIBOR]] | ||
*[[Risk-free rates]] | *[[Risk-free rates]] | ||
*[[SARON]] | |||
*[[SOFR]] | |||
*[[SONIA]] | *[[SONIA]] | ||
*[[Swiss National Working Group]] | *[[Swiss National Working Group]] | ||
*[[The Working Group on Sterling Risk-Free Reference Rates]] | *[[The Working Group on Sterling Risk-Free Reference Rates]] | ||
===Other links=== | ===Other links=== | ||
Revision as of 06:11, 7 July 2018
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).
See also
- Benchmark
- Japanese Study Group on Risk-Free Reference Rates
- LIBOR
- Risk-free rates
- SARON
- SOFR
- SONIA
- Swiss National Working Group
- The Working Group on Sterling Risk-Free Reference Rates
Other links
LIBOR: Goodbye to all that, The Treasurer
