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Easing of trading curbs is no quick fix for term SOFR swaps
ARRC’s new guidelines will do little to improve liquidity, but may keep a lid on spiralling basis
New south wales
New york
United states
Katten froom
John feeney
Chris slusher
Ilene froom
Guarav shukla
Reference rates committee
Alternative reference rates committee
Federal reserve backed
Derivative path
Martialis consulting
United states us
Risk free rates rfrs
Basis swaps
Counting down to dollar Libor transition
In a Risk.net webinar, experts discussed the impact of market volatility on Libor transition, the availability of term SOFR, developments in non-linear markets
United states
City of
United kingdom
Guarav shukla
Gaurav shukla
Liang wu
Helen bartholomew
Numerix wu
Katie craig
International swaps
Term bank yield index
America global research
Derivatives association isda ibor
Reference rates committee
America global
Derivatives association
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