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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'' | ''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 == | |||
* [[ | ==See also== | ||
* [[ | *[[Benchmark]] | ||
* [[ | *[[LIBOR]] | ||
* [[ | *[[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]] | |||
[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: | [[Category:Corporate_financial_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
- Benchmark
- LIBOR
- Risk-free rates
- SARON
- SOFR
- SONIA
- The Working Group on Sterling Risk-Free Reference Rates
Other links
LIBOR: Goodbye to all that, The Treasurer