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 the former 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

• The end of LIBOR - Press release - Bank of England - 1 October 2024

• Bank of England: SONIA interest rate benchmark

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