Working group on euro risk-free rates
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euro interest rate benchmarks.
The former working group on euro risk-free rates was created to identify and recommend risk-free rates that could serve as an alternative to prevailing benchmarks used in a variety of financial instruments and contracts in the euro area, such as the euro interbank offered rate (EURIBOR).
It was established by the European Central Bank, the European Securities and Markets Authority, the European Commission, and the Belgian Financial Services and Markets Authority.
The group was disbanded in November 2023, having completed its mandate.
Sometimes abbreviated to Euro Working Group.
See also
- Alternative Reference Rates Committee (ARRC)
- Canadian Alternative Reference Rate Working Group (CARR)
- Cross-Industry Committee on Japanese Yen Interest Rate Benchmarks
- ESTER
- EURIBOR
- euro
- European Central Bank (ECB)
- European Commission
- European Securities and Markets Authority (ESMA)
- International Organization of Securities Commissions (IOSCO)
- Mandate
- National Working Group on Swiss Franc Reference Rates
- Reference rate
- Risk-free rates
- Working Group on Sterling Risk-Free Reference Rates (RFR WG)