Risk-Free Rate Working Group

Risk-free reference rates.

(RFR WG).

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) and SARON (CHF).

Sometimes abbreviated as RFRWG, without the space.

See also

• Benchmark
• LIBOR
• Risk-free rates
• SARON
• SOFR
• SONIA
• Working Group on Sterling Risk-Free Reference Rates

Other links

• Working Group of Sterling Risk-Free Reference Rates - latest announcements & publications

• A Practical Guide to LIBOR transition - Slaughter & May - Association of Corporate Treasurers

• 2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May

• SONIA and other benchmarks

• ARRC: Second Report