RFR WG: Difference between revisions
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Sometimes written ''RFRWG'', without the space. | Sometimes written ''RFRWG'', without the space. | ||
LIBOR ended in September 2024. | |||
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==Other | ==Other resources== | ||
*[https://www.bankofengland.co.uk/news/2024/october/the-end-of-libor The end of LIBOR - Press release - Bank of England - 1 October 2024] | |||
*[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] | ||
*[https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2018/ARRC-Second-report The Alternative Reference Rates Committee, Second Report, March 2018] | *[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:Corporate_financial_management]] | |||
[[Category:Accounting,_tax_and_regulation]] | [[Category:Accounting,_tax_and_regulation]] | ||
[[Category:Corporate_financial_management]] | [[Category:Corporate_financial_management]] | ||
Revision as of 01:33, 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 LIBOR to alternative benchmark interest rates, such as SONIA (GBP), SOFR (USD), SARON (CHF).
Sometimes written RFRWG, without the space.
LIBOR ended in September 2024.
See also
- Benchmark
- LIBOR
- Risk-free rates
- SARON
- SOFR
- SONIA
- Working Group on Sterling Risk-Free Reference Rates
Other resources
