RFRWG

From ACT Wiki
Revision as of 14:29, 27 April 2022 by imported>Doug Williamson (Update link.)
Jump to navigationJump to search

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


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 interest rate benchmark

The Alternative Reference Rates Committee, Second Report, March 2018