Pre-cessation and RFR WG: Difference between pages

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imported>Doug Williamson
(Create page - source - ACT Slaughter & May Borrower's Guide to the LMA Investment Grade Agreements.)
 
imported>Doug Williamson
(Temporarily remove links to not-yet-created pages: Japanese Study Group on Risk-Free Reference Rates; Swiss National Working Group)
 
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''Interest rates - reference rates''.
''Risk-free reference rates''.


In the context of reference rates, the date on which a supervisor declares that the rate is no longer representative of the underlying market - or economic reality - that it is intended to represent.
Risk-Free Rate Working Groups.


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), SARON (CHF).


== See also ==
 
* [[Amendment approach]]
==See also==
* [[Benchmark]]
*[[Benchmark]]
* [[Bloomberg Index Services Limited]] (BISL)
*[[LIBOR]]
* [[Credit adjustment spread]] (CAS)
*[[Risk-free rates]]
* [[Derivative instrument]]
*[[SARON]]
* [[Fallback]]
*[[SOFR]]
* [[Interest rate]]
*[[SONIA]]
* [[International Swaps and Derivatives Association]] (ISDA)
*[[The Working Group on Sterling Risk-Free Reference Rates]]
* [[LIBOR]]
 
* [[Reference rate]]
 
* [[Risk-free rates]] (RFR)
===Other links===
* [[Supervisor]]
 
[[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]]
 
[http://www.bankofengland.co.uk/markets/benchmarks Bank of England: SONIA and other benchmarks]
 
[https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2018/ARRC-Second-report]


[[Category:Accounting,_tax_and_regulation]]
[[Category:Accounting,_tax_and_regulation]]
[[Category:The_business_context]]
[[Category:Corporate_financial_management]]
[[Category:Investment]]
[[Category:Long_term_funding]]
[[Category:Identify_and_assess_risks]]
[[Category:Manage_risks]]
[[Category:Risk_frameworks]]
[[Category:Cash_management]]
[[Category:Financial_products_and_markets]]
[[Category:Liquidity_management]]

Revision as of 17:31, 7 July 2018

Risk-free reference rates.

Risk-Free Rate Working Groups.

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), SARON (CHF).


See also


Other links

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

LIBOR: Goodbye to all that, The Treasurer

Bank of England: SONIA and other benchmarks

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