This session will focus on:

  • SOFR Calculations: Compounded, Simple, Term, How they Differ and If The Fed’s Published Averages Will Help ARR Market Dynamics
  • The differences between and the market impact of New Global Alternative Reference Rates Credit Products
  • Will SOFR Work For Credit Markets?

Transition Update:

  • What’s Been Done, What’s Yet To Be Done?

Derivatives Update:

  • Where Derivatives Market Development Is, And Why You Should Care

SOFR Market Volatility:

  • Do We Know What We Are Getting Ourselves Into?”