RiBa and Risk-Free Rate Working Group: Difference between pages
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'' | ''Risk-free reference rates''. | ||
(RFR WG). | |||
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 == | Sometimes abbreviated as ''RFRWG'', without the space. | ||
* [[ | |||
==See also== | |||
*[[Benchmark]] | |||
*[[LIBOR]] | |||
*[[Risk-free rates]] | |||
*[[SARON]] | |||
*[[SOFR]] | |||
*[[SONIA]] | |||
*[[The Working Group on Sterling Risk-Free Reference Rates]] | |||
==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 of Sterling Risk-Free Reference Rates - latest announcements & publications] | |||
*[https://www.treasurers.org/hub/technical/practical-guide-libor A Practical Guide to LIBOR transition - Slaughter & May - Association of Corporate Treasurers] | |||
*[[Media:Slaughter and May interest rate benchmarks.pdf| 2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May]] | |||
*[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] | |||
[[Category:The_business_context]] |
Revision as of 04:31, 16 January 2022
Risk-free reference rates.
(RFR WG).
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).
Sometimes abbreviated as RFRWG, without the space.
See also
- Benchmark
- LIBOR
- Risk-free rates
- SARON
- SOFR
- SONIA
- The Working Group on Sterling Risk-Free Reference Rates