RFR WG: Difference between revisions

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''Risk-free reference rates''.
Risk-Free Rate Working Groups.
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).
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]]
*[[Swiss National Working Group]]
*[[Working Group on Sterling Risk-Free Reference Rates]]
*[[the Working Group on Sterling Risk-Free Reference Rates]]
*[[Swiss National Working Group]]
*[[Japanese Study Group on Risk-Free Reference Rates]]
 
===Other links===


[[Media:Slaughter and May interest rate benchmarks.pdf| 2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May]]


[[Media:The_Treasurer_-_LIBOR_-_Goodbye_to_all_that.pdf| LIBOR: Goodbye to all that, The Treasurer]]
==Other links==


[http://www.bankofengland.co.uk/markets/benchmarks Bank of England: SONIA and other benchmarks]
*[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]
*[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:Accounting,_tax_and_regulation]]
[[Category:Corporate_financial_management]]
[[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


Other links

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