Risk-Free Rate Working Group: Difference between revisions
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imported>Doug Williamson (Add alternative abbreviation.) |
imported>Doug Williamson (Update links.) |
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==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.newyorkfed.org/medialibrary/Microsites/arrc/files/2018/ARRC-Second-report | *[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]] | [[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
