RFRWG: Difference between revisions
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==Other links== | |||
[https://www.bankofengland.co.uk/markets/sonia-benchmark Bank of England: SONIA interest rate benchmark] | [https://www.bankofengland.co.uk/markets/sonia-benchmark Bank of England: SONIA interest rate benchmark] | ||
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[[Category:Identify_and_assess_risks]] | |||
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Latest revision as of 10:43, 27 September 2023
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
- Working Group on Sterling Risk-Free Reference Rates
Other links
Bank of England: SONIA interest rate benchmark
The Alternative Reference Rates Committee, Second Report, March 2018
