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Publication of Consultation on Term SONIA Reference Rates by the Working Group on Sterling Risk-Free Reference Rates
ICMA wishes to draw its members’ attention to the publication of a Consultation on Term SONIA Reference Rates (TSRR) by the Working Group on Sterling Risk-Free Reference Rates. The Consultation focuses on how a TSRR can be constructed in order to facilitate sterling Libor transition in markets where term rates better suit users’ needs, and seeks feedback on practical recommendations aimed at catalysing the development of TSRRs. Responses should be provided to the RFR Secretariat by 30 September 2018.

Download the consultation

See also:
ICMA's webpage on benchmark reform and transition to risk-free rates
Bank of England's webpage on transition to sterling risk-free rates from Libor


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