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.
See also
- Benchmark
- LIBOR
- Risk-Free Rate Working Group
- Risk-free rates
- SOFR
- SONIA
- Steering Committee for SOR & SIBOR Transition to SORA (SC-STS)
Other links
LIBOR: Goodbye to all that, The Treasurer