RFR WG

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

• Benchmark
• LIBOR
• Risk-free rates
• SONIA
• Swiss National Working Group
• The Working Group on Sterling Risk-Free Reference Rates
• Japanese Study Group on Risk-Free Reference Rates

Other links

Bank of England: SONIA and other benchmarks

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