A User’s Guide to SOFR

Alternative Reference Rates Committee. (2019). A User’s Guide to SOFR.

Type

Report

Intellectual base

Grey literature

Year

2019

Link

https://www.newyorkfed.org/medialibrary/microsites/arrc/files/2019/Guide_to_SOFR.pdf

Cited by

1 citation across 1 artifact.

Domain-specific

• TED Spread
  • A 90-day average SOFR-minus-bill series can be useful but does not retain the unsecured term bank-credit content of three-month LIBOR.

Verification

This reference passed the adversarial substantiation pipeline: it was checked to exist and to support the claim it is attached to. See how references were verified.

Registry ID ref:8c5f0fcf35cc · see in the full table