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Results tagged with sofr
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user 35384
The Secured Overnight Financing Rate and the transition from Libor to SOFR.
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SOFR - calculation of the volume-weighted median and percentile
Federal Reserve Bank of New York web page provides some information on the computation of the SOFR rate. … Part 1
According to this webpage, the SOFR is calculated as the volume-weighted median:
"The SOFR, the BGCR, and the TGCR are each calculated as a volume-weighted median, which is the rate associated with …
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