2020: The Time is Now: Presentation by Nathaniel Wuerffel at the ISDA and SIFMA AMG Benchmark Strategies Forum

Nathaniel Wuerffel

Speech from Federal Reserve Bank of New York

Abstract: Joint presentation delivered by Nathaniel Wuerffel, Senior Vice President at the Federal Reserve Bank of New York, Tom Wipf, Chair of the Alternative Reference Rates Committee and Vice Chairman of Institutional Securities at Morgan Stanley, and Harri Vikstedt, Senior Director at the Bank of Canada. This presentation was delivered at the International Swaps and Derivatives Association (ISDA) and Securities Industry and Financial Markets Association's Asset Management Group (SIFMA AMG) Benchmark Strategies Forum on February 12, 2020.

Keywords: SOFR; SOFR averages; SOFR index; ISDA methodology; LIBOR transition; ARRC (search for similar items in EconPapers)
Pages: 4
Date: 2020-02-12
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