Risk-Free Rate Working Group and Target fund: Difference between pages

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imported>Doug Williamson
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''Risk-free reference rates''.
''Pensions funding.''  


(RFR WG).
Depending on the funding method being used, this will generally be the fund of assets equal to the value of past service liabilities allowing for projected earnings.


One of a number of working groups world-wide, established to support the transition from LIBOR to alternative benchmark interest rates, such as SONIA (GBP), SOFR (USD) and SARON (CHF).


 
== See also ==
==See also==
* [[Adjusted contribution rate]]
*[[Benchmark]]
* [[Funding method]]
*[[LIBOR]]
* [[Normal contribution rate]]
*[[Risk-free rates]]
*[[SARON]]
*[[SOFR]]
*[[SONIA]]
*[[The Working Group on Sterling Risk-Free Reference Rates]]
 
 
===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.newyorkfed.org/medialibrary/Microsites/arrc/files/2018/ARRC-Second-report The Alternative Reference Rates Committee, Second Report, March 2018]
 
[[Category:The_business_context]]

Revision as of 15:56, 14 August 2013

Pensions funding.

Depending on the funding method being used, this will generally be the fund of assets equal to the value of past service liabilities allowing for projected earnings.


See also

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