RFR WG

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Revision as of 01:33, 5 October 2024 by Doug (talk | contribs) (Update for cessation of LIBOR.)
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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


Other resources