G-SII ALRB and Working Group on Sterling Risk-Free Reference Rates: Difference between pages
From ACT Wiki
(Difference between pages)
imported>Doug Williamson (Create the page. Sources: linked pages.) |
imported>Doug Williamson (Add link.) |
||
| Line 1: | Line 1: | ||
'' | ''Risk-free interest rates''. | ||
The | The Working Group on Sterling Risk-Free Reference Rates supported the development and adoption of alternative near risk-free benchmarks for sterling, mainly SONIA. | ||
Also known as the ''UK RFRWG''. | |||
== See also == | |||
* [[ | ==See also== | ||
* [[ | *[[Alternative Reference Rates Committee]] (ARRC) | ||
* [[ | *[[Benchmark]] | ||
* [[ | *[[Canadian Alternative Reference Rate Working Group]] (CARR) | ||
* [[ | * [[IBOR Transformation Australian Working Group]] | ||
* [[ | *[[LIBOR]] | ||
*[[Risk-Free Rate Working Group]] | |||
*[[Risk-free rates]] | |||
*[[SOFR]] | |||
*[[SONIA]] | |||
* [[Steering Committee for SOR & SIBOR Transition to SORA]] (SC-STS) | |||
* [[Sterling Loan Conventions]] | |||
==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: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] | |||
[[Category:Accounting,_tax_and_regulation]] | |||
[[Category:The_business_context]] | |||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Manage_risks]] | |||
[[Category:Cash_management]] | |||
[[Category:Financial_products_and_markets]] | |||
[[Category:Liquidity_management]] | |||
Revision as of 19:03, 23 November 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.
Also known as the UK RFRWG.
See also
- Alternative Reference Rates Committee (ARRC)
- Benchmark
- Canadian Alternative Reference Rate Working Group (CARR)
- IBOR Transformation Australian Working Group
- LIBOR
- Risk-Free Rate Working Group
- Risk-free rates
- SOFR
- SONIA
- Steering Committee for SOR & SIBOR Transition to SORA (SC-STS)
- Sterling Loan Conventions
