Working Group on Sterling Risk-Free Reference Rates
From ACT Wiki
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
