RFR WG: Difference between revisions
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imported>Doug Williamson (Temporarily remove links to not-yet-created pages: Japanese Study Group on Risk-Free Reference Rates; Swiss National Working Group) |
imported>Doug Williamson (Add title to last reference.) |
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[http://www.bankofengland.co.uk/markets/benchmarks Bank of England: SONIA and other benchmarks] | [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] | [https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2018/ARRC-Second-report The Alternative Reference Rates Committee, Second Report, March 2018] | ||
[[Category:Accounting,_tax_and_regulation]] | [[Category:Accounting,_tax_and_regulation]] | ||
[[Category:Corporate_financial_management]] | [[Category:Corporate_financial_management]] | ||
Revision as of 09:27, 11 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
- LIBOR
- Risk-free rates
- SARON
- SOFR
- SONIA
- The Working Group on Sterling Risk-Free Reference Rates
Other links
LIBOR: Goodbye to all that, The Treasurer
Bank of England: SONIA and other benchmarks
The Alternative Reference Rates Committee, Second Report, March 2018
