Working Group on Sterling Risk-Free Reference Rates: Difference between revisions
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*[[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]] | ||
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*[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] | ||
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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
