RFR WG

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.

See also

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

Other links

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

• LIBOR: Goodbye to all that, The Treasurer

• Bank of England: SONIA interest rate benchmark

• The Alternative Reference Rates Committee, Second Report, March 2018