RFRWG: Difference between revisions
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Revision as of 19:26, 31 May 2020
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).
Sometimes written RFR WG.
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
Bank of England: SONIA interest rate benchmark
The Alternative Reference Rates Committee, Second Report, March 2018
