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SOFR vs. LIBOR - Farm Credit Administration

SOFR vs. LIBOR - Farm Credit Administration

www.fca.gov

Oct 08, 2020 · SOFR reflects rates on borrowings secured by U.S. Treasury Securities – a safe haven asset during times of economic stress. As credit spreads on bank funding increase in times of stress, the SOFR benchmark rate will tend to decrease, dropping yields …

  Libor, Sofr, Sofr vs

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