SOFR Archives - Ads For Marketing Campaigns

SOFR swap basis could pose ‘systemic risk’

Posted by Marian BraxtonMarketing & Developmentbasis, could, pose, risk, SOFR, Swap, SystemicPosted on September 19, 2022

Trading curbs must be loosened to prevent tripling of unhedgeable basis risk, says senior banker

Banks face conduct risk threat as term SOFR trading grows

Posted by Deborah SparksMarketing & Developmentbanks, conduct, face, grows, risk, SOFR, Term, threat, TradingPosted on April 19, 2022

Trades linked to forward benchmark at risk of falling foul of strict client hedging remit, lawyers warn

Credit problem: SOFR faces uphill struggle in loan market

Posted by Cathy EllingsworthMarketing & DevelopmentCredit, faces, Loan, Market, Problem, SOFR, Struggle, uphillPosted on June 20, 2020

Furnishing Libor’s replacement with a credit-sensitive spread is proving to be a Sisyphean task

First SOFR versus CORRA cross-currency swap hits market

Posted by John ChesnutMarketing & DevelopmentCORRA, crosscurrency, first, hits, Market, SOFR, Swap, VersusPosted on February 14, 2020

JP Morgan and National Bank of Canada extend SOFR cross-currency trading into Canadian market

Goldman, JPM kick off SOFR swaptions

Posted by Darryl MartinMarketing & DevelopmentGoldman, Kick, SOFR, swaptionsPosted on February 13, 2020

US dealers spearhead non-linear trading but patchy liquidity weighs on vol market ambitions