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  1. BLOG

    Repo-market turmoil may not spell SOFR’s end 

    Oct 24, 2019 Michael Hayes , Maks Oks

    Fixed Income , Risk Management

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    Investors and the media have begun to worry that the secured overnight financing rate (SOFR) — the U.S. interest-rate benchmark meant to address issues with and replace USD LIBOR — may introduce a new set of problems. Are the concerns justified?

  2. BLOG

    Evaluating the impact of LIBOR fallback 

    Apr 3, 2019 Maks Oks

    Fixed Income , Global Investing , Integrated Risk Management

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    The planned discontinuation of LIBOR and other interbank offer rates sometime in 2022 will affect a large number of existing financial contracts based on these benchmarks.