Secured Overnight Financing Rate: Difference between revisions

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imported>Doug Williamson
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Revision as of 10:45, 4 February 2018

US interest rate benchmarks.

(SOFR).

SOFR is a broad treasuries repo financing rate, recommended as a benchmark by the ARRC of the Federal Reserve.


See also


Other links

2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May