RFRWG: Difference between revisions
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[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] | ||
Revision as of 02:07, 5 October 2024
Risk-free reference rates.
Risk-Free Rate Working Groups.
One of a number of working groups world-wide, established to support the transition from the former LIBOR to alternative benchmark interest rates, such as SONIA (GBP), SOFR (USD), SARON (CHF), completed in September 2024.
Sometimes written RFR WG.
See also
- Benchmark
- LIBOR
- Risk-free rates
- SARON
- SOFR
- SONIA
- Working Group on Sterling Risk-Free Reference Rates
Other resources
Bank of England: SONIA interest rate benchmark
The Alternative Reference Rates Committee, Second Report, March 2018
