RFR WG: Difference between revisions

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imported>Doug Williamson
(Add header.)
imported>Doug Williamson
(Temporarily remove links to not-yet-created pages: Japanese Study Group on Risk-Free Reference Rates; Swiss National Working Group)
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==See also==
==See also==
*[[Benchmark]]
*[[Benchmark]]
*[[Japanese Study Group on Risk-Free Reference Rates]]
*[[LIBOR]]
*[[LIBOR]]
*[[Risk-free rates]]
*[[Risk-free rates]]
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*[[SOFR]]
*[[SOFR]]
*[[SONIA]]
*[[SONIA]]
*[[Swiss National Working Group]]
*[[The Working Group on Sterling Risk-Free Reference Rates]]
*[[The Working Group on Sterling Risk-Free Reference Rates]]



Revision as of 17:31, 7 July 2018

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).


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 and other benchmarks

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