CME Term SOFR Methodology Overview (Feb 3 2022)

The LSTA hosted CME Group in a discussion of exactly how CME Term SOFR was built, how it works, its robustness and contingency planning.  Presented by Meredith Coffey, EVP, Head of Research, Co-Head of Public Policy, LSTA, Gavin Lee, CEO of CME Group Benchmark Admin Limited, CME Group, Mark Rogerson, ED, EMEA Head of Interest Rate Products, CME Group and Tess Virmani, EVP, Associate General Counsel, Head of ESG, LSTA.

Downloads
File
CME-Term-SOFR-Methodology-Overview-Feb-3-2022.pdf

Become a Member

Membership in the LSTA offers numerous benefits and opportunities. Chief among them is the opportunity to participate in the decision making process that ultimately establishes loan market standards, develops market practices, and influences the market’s direction.

View Current Members

Our Partners

CUSIPFitch Group logoMorningstarRefinitiv-(March-2019)
Total Results: 

Sort by:

The End of the ARRC

The End of the ARRC! If the quasi-public sector body has wound itself down, that’s a good sign that we’re done with LIBOR transition.