Working Group on Sterling Risk-Free Reference Rates

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

• Alternative Reference Rates Committee (ARRC)
• Benchmark
• Canadian Alternative Reference Rate Working Group (CARR)
• LIBOR
• Risk-Free Rate Working Group
• Risk-free rates
• SOFR
• SONIA
• Steering Committee for SOR & SIBOR Transition to SORA (SC-STS)

Other links

• Working Group on Sterling Risk-Free Reference Rates - Bank of England

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

• LIBOR: Goodbye to all that, The Treasurer

• SONIA and other benchmarks

• FCA: Statement on LIBOR panels

• ARRC: Second Report