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).

Sometimes abbreviated as RFRWG, without the space.

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