Credit Sensitive Rates – AXI

This video by SOFR Academy focuses on the “Across the Curve Credit Spread Index (AXI)”, a robustly defined credit spread add-on to SOFR. This is only available to our Full and Associate Members and Affiliate Law Firms.  Attached, below this video, is a draft of the AXI Technical White Paper.

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Across-the-Curve-Credit-Spread-Indexes-AXI-Technical-White-Paper-Version-1.0.pdf
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