Invesco / SOFR Academy USD Across-the- Curve Credit Spread Indexes (AXI) Now live and available for licensing by Invesco Indexing LLC, a benchmark administrator owned by Invesco Ltd (NYSE: IVZ). August 2022 FOR INSTITUTIONAL INVESTOR USE ONLY - NOT FOR FURTHER DISTRIBUTION https://www.invescosofracademyaxi.com/ USD Across-the-Curve Credit Spread Indexes (AXI) A forward-looking dynamic credit sensitive spread...
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....
