Timeline for I-Spread vs G-Spread
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Mar 23 at 19:01 | comment | added | AlRacoon | As you mentioned, LIBOR has been discontinued and has now been replaced by SOFR. There are SOFR, futures, swaps etc contracts analogous to all the previous LIBOR contracts. | |
| Mar 23 at 18:29 | vote | accept | Medan | ||
| Mar 23 at 18:29 | comment | added | Medan | Or in other words what is the banks borrowing cost then? | |
| Mar 23 at 18:22 | comment | added | Medan | Before we switched to SOFR banks were borrowing at Libor. Now they borrow at SOFR rate, it is different from swap rate after all. I guess my question is now related to how swap rate is related to SOFR? | |
| Mar 22 at 20:36 | history | answered | AlRacoon | CC BY-SA 4.0 |