RFR WG: Difference between revisions
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imported>Doug Williamson (Create page. Source: The Treasurer, April 2018, p27.) |
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Risk- | ''Risk-free reference rates''. | ||
One of a number of working groups world-wide, established to support the transition from LIBOR to alternative benchmark interest rates, such as SONIA. | 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 ''RFRWG'', without the space. | |||
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*[[LIBOR]] | *[[LIBOR]] | ||
*[[Risk-free rates]] | *[[Risk-free rates]] | ||
*[[SARON]] | |||
*[[SOFR]] | |||
*[[SONIA]] | *[[SONIA]] | ||
*[[Working Group on Sterling Risk-Free Reference Rates]] | |||
==Other links== | |||
*[https://www.bankofengland.co.uk/markets/sonia-benchmark Bank of England: SONIA interest rate benchmark] | |||
*[https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2018/ARRC-Second-report The Alternative Reference Rates Committee, Second Report, March 2018] | |||
[[Category:Accounting,_tax_and_regulation]] | |||
[[Category:Corporate_financial_management]] | |||
Latest revision as of 14:48, 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 RFRWG, without the space.
See also
- Benchmark
- LIBOR
- Risk-free rates
- SARON
- SOFR
- SONIA
- Working Group on Sterling Risk-Free Reference Rates
