Group payment arrangements and Working Group on Sterling Risk-Free Reference Rates: Difference between pages
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'' | ''Risk-free interest rates''. | ||
The Working Group on Sterling Risk-Free Reference Rates was established in 2015 to support the development and adoption of alternative near risk-free benchmarks. | |||
The group mainly consists of major dealers active in sterling interest rate swap markets. | |||
== See also == | |||
* [[ | On 28 April 2017 the group anounced SONIA as its preferred near risk-free interest rate benchmark (RFR). | ||
* [[ | |||
==See also== | |||
*[[Benchmark]] | |||
*[[LIBOR]] | |||
*[[RFR WG]] | |||
*[[Risk-free rates]] | |||
*[[SONIA]] | |||
==Other links== | |||
[[Media:Slaughter and May interest rate benchmarks.pdf| 2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May]] | |||
[[Media:The_Treasurer_-_LIBOR_-_Goodbye_to_all_that.pdf| LIBOR: Goodbye to all that, The Treasurer]] | |||
[https://www.bankofengland.co.uk/markets/sonia-benchmark SONIA and other benchmarks] | |||
[https://www.fca.org.uk/news/statements/fca-statement-libor-panels FCA: Statement on LIBOR panels] | |||
[https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2018/ARRC-Second-report ARRC: Second Report] | |||
Revision as of 10:20, 17 April 2021
Risk-free interest rates.
The Working Group on Sterling Risk-Free Reference Rates was established in 2015 to support the development and adoption of alternative near risk-free benchmarks.
The group mainly consists of major dealers active in sterling interest rate swap markets.
On 28 April 2017 the group anounced SONIA as its preferred near risk-free interest rate benchmark (RFR).
See also
Other links
LIBOR: Goodbye to all that, The Treasurer
