Risk-Free Rate Working Group: Difference between revisions
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(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. | ||
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*[[SOFR]] | *[[SOFR]] | ||
*[[SONIA]] | *[[SONIA]] | ||
*[[ | *[[Working Group on Sterling Risk-Free Reference Rates]] | ||
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*[https://www.treasurers.org/hub/technical/practical-guide-libor A Practical Guide to LIBOR transition - Slaughter & May - Association of Corporate Treasurers] | *[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] | ||
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
