SOFR weaknesses show need for multiple replacement rates

sofr

US markets are being jockeyed towards the fledgling overnight rate as they transition away from Libor, but alternatives do exist and, if used alongside, would arguably create a more robust market

Unlock this article.

The content you are trying to view is exclusive to our subscribers.

To unlock this article:

Take a Free Trial or Login
We use cookies to provide a personalized site experience.
By continuing to use & browse the site you agree to our Privacy Policy.
I agree