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Beyond Libor: the impact of SOFR on rates, bonds and loans
Dmitry Pugachevsky, director of research at Quantifi, explores how the transition from Libor to the secured overnight financing rate (SOFR) impacts rates, bonds
Dmitry pugachevsky
Reference rates committee
Farewell libor
Alternative reference rates committee
Effective federal funds rate
Synthetic libor
Libor ois
Fixed income
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