Working Group on Sterling Risk-Free Reference Rates

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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