In June 2017, the Bank of England’s Working Group on Sterling Risk-Free Reference Rates published a White Paper entitled SONIA as the RFR and approaches to adoption. The Working Group […]
Tag: Sterling Overnight Index Average
Letter to Bank of England: Reform of SONIA: 30 December 2016
The FMLC responded to a consultation paper published by the Bank of England in October 2016 on the evolution of the SONIA benchmark. The Consultation Paper sets out proposals for […]