Risk-Free Rate Working Group: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Add alternative abbreviation.) |
(Remove out of date material.) |
||
| (3 intermediate revisions by one other user not shown) | |||
| Line 3: | Line 3: | ||
(RFR WG). | (RFR WG). | ||
One of a number of working groups world-wide, established to support the transition from LIBOR to alternative benchmark interest rates | One of a number of working groups world-wide, established to support the transition from LIBOR to alternative benchmark interest rates. | ||
| Line 16: | Line 16: | ||
*[[SOFR]] | *[[SOFR]] | ||
*[[SONIA]] | *[[SONIA]] | ||
*[[ | *[[Working Group on Sterling Risk-Free Reference Rates]] | ||
==Other links== | |||
[ | *[https://www.bankofengland.co.uk/markets/transition-to-sterling-risk-free-rates-from-libor/working-group-on-sterling-risk-free-reference-rates Working Group of Sterling Risk-Free Reference Rates - latest announcements & publications] | ||
[ | *[https://www.treasurers.org/hub/technical/practical-guide-libor A Practical Guide to LIBOR transition - Slaughter & May - Association of Corporate Treasurers] | ||
[https://www.bankofengland.co.uk/markets/sonia-benchmark SONIA and other benchmarks] | *[https://www.bankofengland.co.uk/markets/sonia-benchmark SONIA and other benchmarks] | ||
[https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2018/ARRC-Second-report | *[https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2018/ARRC-Second-report ARRC: Second Report] | ||
[[Category:The_business_context]] | [[Category:The_business_context]] | ||
Latest revision as of 14:47, 27 September 2023
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.
Sometimes abbreviated as RFRWG, without the space.
See also
- Benchmark
- LIBOR
- Risk-free rates
- SARON
- SOFR
- SONIA
- Working Group on Sterling Risk-Free Reference Rates
