Working Group on Sterling Risk-Free Reference Rates: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson m (Correct type.) |
imported>Doug Williamson (Update.) |
||
| Line 6: | Line 6: | ||
In 2017 the group announced SONIA as its preferred near risk-free interest rate benchmark (RFR). | |||
Revision as of 12:18, 26 April 2022
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 group mainly consists of major dealers active in sterling interest rate swap markets.
In 2017 the group announced SONIA as its preferred near risk-free interest rate benchmark (RFR).
See also
Other links
LIBOR: Goodbye to all that, The Treasurer
