RFR WG: Difference between revisions
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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. | |||
==See also== | ==See also== | ||
*[[Benchmark]] | *[[Benchmark]] | ||
*[[LIBOR]] | *[[LIBOR]] | ||
*[[Risk-free rates]] | *[[Risk-free rates]] | ||
| Line 14: | Line 16: | ||
*[[SOFR]] | *[[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] | *[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
- Benchmark
- LIBOR
- Risk-free rates
- SARON
- SOFR
- SONIA
- Working Group on Sterling Risk-Free Reference Rates
