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.
 
 
In 2017 the group announced SONIA as its preferred near risk-free interest rate benchmark (RFR).





Revision as of 14:17, 27 April 2022

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.


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

FCA: Statement on LIBOR panels

ARRC: Second Report