Re-Benchmarking: SOFR & Ameribor Fill Two Silos- A Proposal & Model for One More With Credit-Sensitivity
Fixed Income Group at R.J. O'Brien

Re-Benchmarking: SOFR & Ameribor Fill Two Silos- A Proposal & Model for One More With Credit-Sensitivity

Pawel T. Mosakowski

Fixed Income | Quantitative Credit | Portfolio Manager | Trader | Risk Manager | Investment Process Expert |

5 年

This is very thoughtful, John. Great piece. You are spot on. The I-SOFR would be a tremendous evolution in the credit market. Thank you for sharing.

Marti Tirinnanzi

Non-Exec Director, Corporate Board of Directors | Mutual Fund-ETF Trustee | Executive Education

5 年

You should do a webinar on this John Coleman!

要查看或添加评论,请登录