Beyond Libor: the impact of SOFR on rates, bonds and loans
Dmitry Pugachevsky, director of research at Quantifi, explores how the transition from Libor to the secured overnight financing rate (SOFR) impacts rates, bonds
Dmitry Pugachevsky Reference Rates Committee Farewell Libor Alternative Reference Rates Committee Effective Federal Funds Rate Synthetic Libor
Source: risk.net