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reference rate

Fixed Income Markets Old Articles

From LIBOR to SOFR, the benchmark transition – Pt.4

Download as PDF SOFR On November 17, 2014, the Federal Reserve Bank established its own research group, the Alternative Reference Rates Committee, a commission composed by the major international banks, central counterparties and asset managers, with the support of the U.S. Department of Treasury,  the U.S. Commodity Futures Trading Commission Read more…

By BSIC, 5 years10 May 2020 ago

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