RFR WG: Difference between revisions
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imported>Doug Williamson (Updated the definition to include various rates and added web links and reference to new pages) |
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Risk-Free Rate Working | 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. | 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). | ||
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*[[Risk-free rates]] | *[[Risk-free rates]] | ||
*[[SONIA]] | *[[SONIA]] | ||
*[[Swiss National Working Group]] | |||
*[[the Working Group on Sterling Risk-Free Reference Rates]] | |||
*[[Swiss National Working Group]] | |||
*[[Japanese Study Group on Risk-Free Reference Rates]] | |||
===Other links=== | |||
[[Media:Slaughter and May interest rate benchmarks.pdf| 2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May]] | |||
[[Media:The_Treasurer_-_LIBOR_-_Goodbye_to_all_that.pdf| LIBOR: Goodbye to all that, The Treasurer]] | |||
[http://www.bankofengland.co.uk/markets/benchmarks Bank of England: SONIA and other benchmarks] | |||
[https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2018/ARRC-Second-report] | |||
[[Category:Accounting,_tax_and_regulation]] | [[Category:Accounting,_tax_and_regulation]] | ||
[[Category:Corporate_financial_management]] | [[Category:Corporate_financial_management]] | ||
Revision as of 23:46, 6 July 2018
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
- LIBOR
- Risk-free rates
- SONIA
- Swiss National Working Group
- the Working Group on Sterling Risk-Free Reference Rates
- Swiss National Working Group
- Japanese Study Group on Risk-Free Reference Rates
Other links
LIBOR: Goodbye to all that, The Treasurer
