Search results with tag "Reference rates"

ALTERNATIVE REFERENCE RATES COMMITTEE

www.newyorkfed.org

The Alternative Reference Rates Committee (ARRC) today announced that it is now formally recommending CME Group’s forward-looking Secured Overnight Financing Rate (SOFR) term rates (SOFR Term Rates), following the completion of a key change in interdealer trading conventions on July 26, 2021 under the SOFR First initiative.

Terms, Reference, Rates, Sofr, Reference rates, Term rates, Sofr term rates

Short-Term Bank Yield Index (BSBY)

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The Bloomberg Short-Term Bank Yield Index (BSBY) aims to represent a series of credit sensitive reference rates that incorporate systemic bank credit spreads and defines a forward term structure. BSBY seeks to measure the average yields at which large, global banks access USD senior unsecured marginal wholesale funding. Based on

Terms, Reference, Rates, Reference rates

Search results with tag "Reference rates"

ALTERNATIVE REFERENCE RATES COMMITTEE

Short-Term Bank Yield Index (BSBY)

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