SOFR and the transition from LIBOR: remarks at the SIFMA C&L Society February Luncheon, New York City
Michael Held
No 307, Speech from Federal Reserve Bank of New York
Abstract:
Remarks at the SIFMA C&L Society February Luncheon, New York City.
Keywords: London Interbank Offered Rate (LIBOR); reference rate transition; Secured Overnight Financing Rate (SOFR); reference rates; benchmark; Alternative Reference Rates Committee (ARRC); derivatives; derivative contracts (search for similar items in EconPapers)
Pages: 1 pages
Date: 2019-02-26
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fednsp:307
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