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....
In a PLI presentation on Tuesday, May 5th, LSTA EVP Meredith Coffey discussed the potential replacement rates, their strengths, their weaknesses and their economics....
Please find a market advisory which addresses adding a “credit sensitive rate” option as part of the LIBOR fallback language included in syndicated loan and bilateral loan documentation. In particular, this advisory provides sample language developed by the LSTA in collaboration with a working group of its sell-side and buy-side members to facilitate the use...
This video by Bloomberg 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....
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....
This video by AFX 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....
This video by IHS Markit 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....
