Secured Overnight Financing Rate: Difference between revisions
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imported>Doug Williamson (Update for LIBOR transition.) |
(Update for USD LIBOR cessation and remove superseded broken link.) |
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Line 5: | Line 5: | ||
SOFR is a broad treasuries repo financing rate. | SOFR is a broad treasuries repo financing rate. | ||
SOFR is the new benchmark USD rate (alternatively known as risk-free rate) | SOFR is the new benchmark USD rate (alternatively known as risk-free rate) that superseded USD LIBOR from 30 June 2023. | ||
==See also== | ==See also== | ||
*[[Alternative Reference Rates Committee]] | *[[Alternative Reference Rates Committee]] (ARRC) | ||
*[[Federal Reserve]] | *[[Federal Reserve]] | ||
*[[LIBOR]] | *[[LIBOR]] | ||
Line 16: | Line 16: | ||
*[[Repo]] | *[[Repo]] | ||
*[[Treasury]] | *[[Treasury]] | ||
[[Category:Corporate_financial_management]] | [[Category:Corporate_financial_management]] |
Revision as of 19:56, 9 September 2023
US interest rate benchmarks.
(SOFR).
SOFR is a broad treasuries repo financing rate.
SOFR is the new benchmark USD rate (alternatively known as risk-free rate) that superseded USD LIBOR from 30 June 2023.