Working Group on Sterling Risk-Free Reference Rates: Difference between revisions
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imported>Doug Williamson (Update links.) |
imported>Doug Williamson (Update links.) |
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==Other links== | ==Other links== | ||
[ | *[https://www.bankofengland.co.uk/markets/transition-to-sterling-risk-free-rates-from-libor/working-group-on-sterling-risk-free-reference-rates Working Group on Sterling Risk-Free Reference Rates - Bank of England] | ||
[[Media: | *[[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. | *[https://www.bankofengland.co.uk/markets/sonia-benchmark SONIA and other benchmarks] | ||
[https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2018/ARRC-Second-report ARRC: Second Report] | *[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] | |||
[[Category:Accounting,_tax_and_regulation]] | [[Category:Accounting,_tax_and_regulation]] | ||
Revision as of 14:25, 27 April 2022
Risk-free interest rates.
The Working Group on Sterling Risk-Free Reference Rates supported the development and adoption of alternative near risk-free benchmarks for sterling, mainly SONIA.
See also
- Benchmark
- LIBOR
- Risk-Free Rate Working Group
- Risk-free rates
- SOFR
- SONIA
- Steering Committee for SOR & SIBOR Transition to SORA (SC-STS)
