RFR WG: Difference between revisions
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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. | Risk-Free Rate Working Groups. | ||
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*[[LIBOR]] | *[[LIBOR]] | ||
*[[Risk-free rates]] | *[[Risk-free rates]] | ||
*[[SARON]] | |||
*[[SOFR]] | |||
*[[SONIA]] | *[[SONIA]] | ||
*[[The Working Group on Sterling Risk-Free Reference Rates]] | *[[The Working Group on Sterling Risk-Free Reference Rates]] | ||
===Other links=== | ===Other links=== | ||
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
