Working Group on Sterling Risk-Free Reference Rates: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Add link.) |
(Remove out of date material.) |
||
| (2 intermediate revisions by one other user not shown) | |||
| Line 2: | Line 2: | ||
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 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''. | |||
| Line 9: | Line 12: | ||
*[[Benchmark]] | *[[Benchmark]] | ||
*[[Canadian Alternative Reference Rate Working Group]] (CARR) | *[[Canadian Alternative Reference Rate Working Group]] (CARR) | ||
* [[IBOR Transformation Australian Working Group]] | |||
*[[LIBOR]] | *[[LIBOR]] | ||
*[[Risk-Free Rate Working Group]] | *[[Risk-Free Rate Working Group]] | ||
| Line 15: | Line 19: | ||
*[[SONIA]] | *[[SONIA]] | ||
* [[Steering Committee for SOR & SIBOR Transition to SORA]] (SC-STS) | * [[Steering Committee for SOR & SIBOR Transition to SORA]] (SC-STS) | ||
* [[Sterling Loan Conventions]] | |||
| Line 20: | Line 25: | ||
*[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] | *[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] | ||
*[https://www.bankofengland.co.uk/markets/sonia-benchmark SONIA and other benchmarks] | *[https://www.bankofengland.co.uk/markets/sonia-benchmark SONIA and other benchmarks] | ||
| Line 32: | Line 33: | ||
[[Category:Accounting,_tax_and_regulation]] | [[Category:Accounting,_tax_and_regulation]] | ||
[[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
- Alternative Reference Rates Committee (ARRC)
- Benchmark
- Canadian Alternative Reference Rate Working Group (CARR)
- IBOR Transformation Australian Working Group
- LIBOR
- Risk-Free Rate Working Group
- Risk-free rates
- SOFR
- SONIA
- Steering Committee for SOR & SIBOR Transition to SORA (SC-STS)
- Sterling Loan Conventions
