Secured Overnight Financing Rate

From ACT Wiki
Revision as of 19:56, 9 September 2023 by Doug (talk | contribs) (Update for USD LIBOR cessation and remove superseded broken link.)
Jump to navigationJump to search

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SOFR is the new benchmark USD rate (alternatively known as risk-free rate) that superseded USD LIBOR from 30 June 2023.


See also