Tag Archives: riskfree

Working Group on Sterling Risk-Free Reference Rates’ report on conventions for referencing SONIA

Posted on March 20, 2019 by lawhukukinet

On 19 March 2019, the Bank of England’s Working Group on Sterling Risk-Free Reference Rates published a discussion paper on conventions for referencing SONIA in new contracts. The discussion paper is intended to raise market awareness of the identified conventions … Continue reading →

Posted in Banking and Finance law | Tagged , , , , , , , , , | Leave a comment

Working Group on euro risk-free rates recommends ESTER as new euro risk-free rate

Posted on September 16, 2018 by lawhukukinet

On 13 September 2018, the European Central Bank (ECB) published a press release outlining the recommendations of the private sector working group on euro-risk free rates (the Working Group). The Working Group has recommended that the euro short-term rate (ESTER) … Continue reading →

Posted in Banking and Finance law | Tagged , , , , , , , | Leave a comment