Working Group on Sterling Risk-Free Reference Rates
From ACT Wiki
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.
- Alternative Reference Rates Committee (ARRC)
- Canadian Alternative Reference Rate Working Group (CARR)
- IBOR Transformation Australian Working Group
- Risk-Free Rate Working Group
- Risk-free rates
- Steering Committee for SOR & SIBOR Transition to SORA (SC-STS)
- Sterling Loan Conventions
- 2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May