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

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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.




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*[[Benchmark]]
*[[Benchmark]]
*[[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)





Revision as of 14:22, 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