RFR WG

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Revision as of 14:27, 27 April 2022 by imported>Doug Williamson (Update links.)
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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