Risk-Free Rate Working Group

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Risk-free reference rates.


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

Other links

2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May

LIBOR: Goodbye to all that, The Treasurer

SONIA and other benchmarks

The Alternative Reference Rates Committee, Second Report, March 2018