Risk-Free Rate Working Group: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Create page. Source: The Treasurer, Aug 2018, p15.) |
imported>Doug Williamson (Replace broken link.) |
||
| Line 22: | Line 22: | ||
[[Media:The_Treasurer_-_LIBOR_-_Goodbye_to_all_that.pdf| LIBOR: Goodbye to all that, The Treasurer]] | [[Media:The_Treasurer_-_LIBOR_-_Goodbye_to_all_that.pdf| LIBOR: Goodbye to all that, The Treasurer]] | ||
[ | [https://www.bankofengland.co.uk/markets/sonia-benchmark SONIA and other benchmarks] | ||
[https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2018/ARRC-Second-report The Alternative Reference Rates Committee, Second Report, March 2018] | [https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2018/ARRC-Second-report The Alternative Reference Rates Committee, Second Report, March 2018] | ||
[[Category:The_business_context]] | [[Category:The_business_context]] | ||
Revision as of 09:36, 19 June 2019
Risk-free reference rates.
(RFR WG).
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) and SARON (CHF).
See also
- Benchmark
- LIBOR
- Risk-free rates
- SARON
- SOFR
- SONIA
- The Working Group on Sterling Risk-Free Reference Rates
Other links
LIBOR: Goodbye to all that, The Treasurer
The Alternative Reference Rates Committee, Second Report, March 2018
