RFRWG

Risk-free reference rates.

Risk-Free Rate Working Groups.

One of a number of working groups world-wide, established to support the transition from the former LIBOR to alternative benchmark interest rates, such as SONIA (GBP), SOFR (USD), SARON (CHF), completed in September 2024.

Sometimes written RFR WG.

See also

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

Other resources

Bank of England: SONIA interest rate benchmark

The Alternative Reference Rates Committee, Second Report, March 2018