Secured Overnight Financing Rate: Difference between revisions
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imported>Doug Williamson (Expand ARRC.) |
imported>Doug Williamson (Update for LIBOR transition.) |
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(SOFR). | (SOFR). | ||
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) and the ARRC is working with the industry to transition to SOFR from LIBOR by 30 June 2023. | |||
| Line 16: | Line 18: | ||
==Other link== | |||
[[Media:Slaughter and May interest rate benchmarks.pdf| 2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May]] | [[Media:Slaughter and May interest rate benchmarks.pdf| 2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May]] | ||
[[Category:Corporate_financial_management]] | [[Category:Corporate_financial_management]] | ||
Revision as of 11:26, 26 April 2022
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) and the ARRC is working with the industry to transition to SOFR from LIBOR by 30 June 2023.
See also
- Alternative Reference Rates Committee
- Federal Reserve
- LIBOR
- Reference rate
- Risk-free rates
- Repo
- Treasury
