We attended the Federal Reserve Bank of New York’s Alternative Reference Rates Committee (ARRC) public roundtable on Thursday, November 2 2017. The meeting was meant to be a general update on the new US repo benchmark, SOFR, but there were some points we hadn’t heard before. It was also notable to see the merging of the cash and derivatives world as changes in interest rate benchmarks affect a broad cross-section of market participants.
This content requires a Finadium subscription. Articles with an unlocked symbol can be accessed with free registration. Log in or create a free account by signing up here..
