SOFR - Revision history

imported>Doug Williamson: Add link.

2022-10-23T17:04:05Z

Add link.

← Older revision		Revision as of 17:04, 23 October 2022
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	==See also==		==See also==
	*[[Alternative Reference Rates Committee]] (ARRC)		*[[Alternative Reference Rates Committee]] (ARRC)
			*[[Federal Funds Rate]]
	*[[Federal Reserve]]		*[[Federal Reserve]]
	*[[IBOR]]		*[[IBOR]]

2022-04-26T11:24:53Z

Update for LIBOR transition.

← Older revision		Revision as of 11:24, 26 April 2022
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	LIBOR, which was historically used as the main benchmark rate, is in the process of being discontinued following multiple irregularities and lack of sustainability in the absence of an active underlying market.		SOFR is the new benchmark USD rate (alternatively known as risk-free rate) and the ARRC is working with the industry to transition to SOFR from LIBOR by 30 June 2023.

	SOFR is the new benchmark USD rate (alternatively known as risk-free rate) and ARRC is working with the industry to transition to SOFR from LIBOR.


	==See also==		==See also==
	*[[Alternative Reference Rates Committee]]		*[[Alternative Reference Rates Committee]] (ARRC)
	*[[Federal Reserve]]		*[[Federal Reserve]]
	*[[IBOR]]		*[[IBOR]]

2022-01-16T04:32:10Z

Update links.

← Older revision		Revision as of 04:32, 16 January 2022
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	===Other links===		==Other links==

	[[Media:Slaughter and May interest rate benchmarks.pdf\| 2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May]]		*[https://www.bankofengland.co.uk/markets/transition-to-sterling-risk-free-rates-from-libor/working-group-on-sterling-risk-free-reference-rates Working Group of Sterling Risk-Free Reference Rates - latest announcements & publications]

			*[https://www.treasurers.org/hub/technical/practical-guide-libor A Practical Guide to LIBOR transition - Slaughter & May - Association of Corporate Treasurers]

			*[[Media:Slaughter and May interest rate benchmarks.pdf\| 2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May]]

			*[https://www.bankofengland.co.uk/markets/sonia-benchmark SONIA and other benchmarks]

			*[https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2018/ARRC-Second-report ARRC: Second Report]

	[[Category:Corporate_financial_management]]		[[Category:Corporate_financial_management]]

2021-09-30T15:36:25Z

Add link.

2021-09-24T21:06:46Z

Update for LIBOR transition.

← Older revision		Revision as of 21:06, 24 September 2021
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	LIBOR, which ~~is currently~~ used as the main benchmark rate, is ~~expected to discontinue by 2021~~ in ~~light~~ of multiple irregularities and lack of sustainability in the absence of an active underlying market.		LIBOR, which was historically used as the main benchmark rate, is in the process of being discontinued following multiple irregularities and lack of sustainability in the absence of an active underlying market.

	SOFR is the new benchmark USD rate (alternatively known as risk-free rate) and ARRC is working with the industry to transition to SOFR from LIBOR.		SOFR is the new benchmark USD rate (alternatively known as risk-free rate) and ARRC is working with the industry to transition to SOFR from LIBOR.

2021-09-12T08:04:38Z

Add link.

2020-04-27T17:27:27Z

Add link.

2019-11-13T14:41:14Z

Add link.

← Older revision		Revision as of 14:41, 13 November 2019
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	*[[Alternative Reference Rates Committee]]		*[[Alternative Reference Rates Committee]]
	*[[Federal Reserve]]		*[[Federal Reserve]]
			*[[IBOR]]
	*[[LIBOR]]		*[[LIBOR]]
	*[[Reference rate]]		*[[Reference rate]]

2018-07-11T09:13:18Z

Reorder abbreviation reference.

← Older revision		Revision as of 09:13, 11 July 2018
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	SOFR is the Secured Overnight Financing Rate.		SOFR is the Secured Overnight Financing Rate.

	This is a broad treasuries repo financing rate, recommended as a benchmark by the ARRC of the Federal Reserve.		This is a broad treasuries repo financing rate, recommended as a benchmark by the Alternative Reverence Rates Committee (ARRC) of the Federal Reserve.

	It is published by the New York Fed at approximately 8am local time.		It is published by the New York Fed at approximately 8am local time.
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	LIBOR, which is currently used as the main benchmark rate, is expected to discontinue by 2021 in light of multiple irregularities and lack of sustainability in the absence of an active underlying market.		LIBOR, which is currently used as the main benchmark rate, is expected to discontinue by 2021 in light of multiple irregularities and lack of sustainability in the absence of an active underlying market.

	SOFR is the new benchmark USD rate (alternatively known as risk-free rate) and ~~the Alternative Reverence Rates Committee (~~ARRC) is working with the industry to transition to SOFR from LIBOR.		SOFR is the new benchmark USD rate (alternatively known as risk-free rate) and ARRC is working with the industry to transition to SOFR from LIBOR.

2018-07-09T14:58:21Z

Mend link.

← Older revision		Revision as of 14:58, 9 July 2018
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	==See also==		==See also==
	*[[Alternative ~~Reverence~~ Rates Committee]]		*[[Alternative Reference Rates Committee]]
	*[[Federal Reserve]]		*[[Federal Reserve]]
	*[[LIBOR]]		*[[LIBOR]]