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....
In a PLI presentation on Tuesday, May 5th, LSTA EVP Meredith Coffey discussed the potential replacement rates, their strengths, their weaknesses and their economics....
This video by ICE Benchmark Administration discussed the latest step along this path was education around potential credit sensitive replacement rates for LIBOR. This is only available to our Full and Associate Members and Affiliate Law Firms....
