Working Group on Sterling Risk-Free Reference Rates: Difference between revisions

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''Risk-free interest rates''.
''Risk-free interest rates''.


The Working Group on Sterling Risk-Free Reference Rates was established in 2015 to support the development and adoption of alternative near risk-free benchmarks.  
The Working Group on Sterling Risk-Free Reference Rates supported the development and adoption of alternative near risk-free benchmarks for sterling, mainly SONIA.


The group mainly consists of major dealers active in sterling interest rate swap markets.


Also known as the ''UK RFRWG''.


On 28 April 2017 the group anounced SONIA as its preferred near risk-free interest rate benchmark (RFR).




==See also==
==See also==
*[[Alternative Reference Rates Committee]]  (ARRC)
*[[Benchmark]]
*[[Benchmark]]
*[[Canadian Alternative Reference Rate Working Group]]  (CARR)
* [[IBOR Transformation Australian Working Group]]
*[[LIBOR]]
*[[LIBOR]]
*[[RFR WG]]
*[[Risk-Free Rate Working Group]]
*[[Risk-free rates]]
*[[Risk-free rates]]
*[[SOFR]]
*[[SONIA]]
*[[SONIA]]
* [[Steering Committee for SOR & SIBOR Transition to SORA]]  (SC-STS)
* [[Sterling Loan Conventions]]




==Other links==
==Other links==


[[Media:Slaughter and May interest rate benchmarks.pdf| 2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May]]
*[https://www.bankofengland.co.uk/markets/transition-to-sterling-risk-free-rates-from-libor/working-group-on-sterling-risk-free-reference-rates Working Group on Sterling Risk-Free Reference Rates - Bank of England]


[[Media:The_Treasurer_-_LIBOR_-_Goodbye_to_all_that.pdf| LIBOR: Goodbye to all that, The Treasurer]]
*[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.fca.org.uk/news/statements/fca-statement-libor-panels FCA: Statement on LIBOR panels]


[https://www.fca.org.uk/news/statements/fca-statement-libor-panels FCA: Statement on LIBOR panels]
*[https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2018/ARRC-Second-report ARRC: Second Report]
 
[https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2018/ARRC-Second-report ARRC: Second Report]


[[Category:Accounting,_tax_and_regulation]]
[[Category:Accounting,_tax_and_regulation]]
[[Category:The_business_context]]
[[Category:Identify_and_assess_risks]]
[[Category:Manage_risks]]
[[Category:Cash_management]]
[[Category:Cash_management]]
[[Category:Financial_products_and_markets]]
[[Category:Financial_products_and_markets]]
[[Category:Identify_and_assess_risks]]
[[Category:Liquidity_management]]
[[Category:Liquidity_management]]
[[Category:Manage_risks]]
[[Category:The_business_context]]

Latest revision as of 14:53, 27 September 2023

Risk-free interest rates.

The Working Group on Sterling Risk-Free Reference Rates supported the development and adoption of alternative near risk-free benchmarks for sterling, mainly SONIA.


Also known as the UK RFRWG.


See also


Other links

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