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?
- What’s Been Done, What’s Yet To Be Done?
- Where Derivatives Market Development Is, And Why You Should Care
SOFR Market Volatility:
- Do We Know What We Are Getting Ourselves Into?”