Risk-Free Rate Working Group: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Replace broken link.) |
imported>Doug Williamson (Add alternative abbreviation.) |
||
| Line 4: | Line 4: | ||
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). | 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). | ||
Sometimes abbreviated as ''RFRWG'', without the space. | |||
Revision as of 19:23, 31 May 2020
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).
Sometimes abbreviated as RFRWG, without the space.
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
