Risk-Free Rate Working Group: Difference between revisions
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One of a number of working groups world-wide, established to support the transition from LIBOR to alternative benchmark interest rates. | One of a number of former working groups world-wide, established to support the transition from LIBOR to alternative benchmark interest rates, completed on 30 September 2024. | ||
Latest revision as of 01:04, 3 October 2024
Risk-free reference rates.
(RFR WG).
One of a number of former working groups world-wide, established to support the transition from LIBOR to alternative benchmark interest rates, completed on 30 September 2024.
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
