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. | ||
Also known as the ''UK RFRWG''. | |||
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*[[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]] | |||
Revision as of 13:28, 3 November 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.
Also known as the UK RFRWG.
See also
- Alternative Reference Rates Committee (ARRC)
- Benchmark
- Canadian Alternative Reference Rate Working Group (CARR)
- LIBOR
- Risk-Free Rate Working Group
- Risk-free rates
- SOFR
- SONIA
- Steering Committee for SOR & SIBOR Transition to SORA (SC-STS)
- Sterling Loan Conventions
