Secured Overnight Financing Rate Data.

Federal Reserve Bank of New York. Secured Overnight Financing Rate Data.

Type

Web resource

Intellectual base

Web

Link

https://www.newyorkfed.org/markets/reference-rates/sofr

Cited by

1 citation across 1 artifact.

Domain-specific

• TED Spread
  • … was removed; the panel-based U.S.-dollar LIBOR system itself ended in June 2023. A spread using a SOFR-based leg can support related stress monitoring, but it is not an observation-equivalent continuation: SOFR measures secured overnight Treasury-repo borrowing, whereas LIBOR embedded unsecured term bank-funding risk.

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