[1]作为回应，纽约联邦储备银行（Federal Reserve Bank of New York）和替代参考利率委员会（Alternative Reference Rates Committee；由联邦储备委员会和纽约联邦储备银行成立）建议用担保隔夜融资利率（以下简称“SOFR”）取代USD LIBOR，作为新的参考利率。本文将深入探讨USD LIBOR过渡到以SOFR为基础的不同利率选项的过程...
[1]作为回应,纽约联邦储备银行(Federal Reserve Bank of New York)和替代参考利率委员会(Alternative Reference Rates Committee;由联邦储备委员会和纽约联邦储备银行成立)建议用担保隔夜融资利率(以下简称“SOFR”)取代USD LIBOR,作为新的参考利率。本文将深入探讨USD LIBOR过渡到以SOFR为基础的不同利率选项的过程。 跟...
自2018年4月起，纽约联邦储备银行（New York Federal Reserve）引入了一项新的利率指标，即SOFR（有担保隔夜融资利率）。SOFR在金融市场上扮演着关键角色，特别是在为美元计价的衍生产品和贷款定价中。这个利率的每日数值是根据美国国债回购市场交易数据以及银行从投资者那里获得的、以债券资产为担保的隔夜贷款...
SOFR利率简介及其在金融市场中的应用 SOFR(Secured Overnight Financing Rate)即担保隔夜融资利率,是由美国联邦储备银行(Federal Reserve Bank of New York)计算并发布的利率指标。该利率基于美国国债回购市场的交易数据,反映了市场参与者在隔夜市场上进行担保融资的成本。自2014年起,SOFR逐渐被视为LIBOR(伦敦银行同业拆借...
Federal Reserve Bank of New York:https://www.newyorkfed.org/ FRBNY SOFR Calculation:https://www.newyorkfed.org/markets/reference-rates/additional-information-about-reference-rates#effr_obfr_primary_data_inputs Overnight Bank Funding Volume:https://alfred.stlouisfed.org/series?seid=OBFRVOL&utm_...
[1]作为回应,纽约联邦储备银行(Federal Reserve Bank of New York)和替代参考利率委员会(Alternative Reference Rates Committee;由联邦储备委员会和纽约联邦储备银行成立)建议用担保隔夜融资利率(以下简称“SOFR”)取代USD LIBOR,作为新的参考利率。本文将深入探讨USD LIBOR过渡到以SOFR为基础的不同利率选项的过程。
SOFR is published by the New York Federal Reserve every business day for the previous business day, the latest is: 4.37% on December 30, 2024 Share on Facebook Share on X This was based on $2.3 Trillion of repo transactions where 98% of them used rates between 4.30% and 4.55%. ...
SOFR is published by the New York Federal Reserve every business day for the previous business day, the latest is: 4.40% on January 2, 2025 Share on FacebookShare on X This was based on $2.5 Trillion of repo transactions where 98% of them used rates between 4.28% and 4.56%. ...
SOFR是由纽约联邦储备银行(Federal Reserve Bank of New York)管理的参考利率,它已被确立为美元LIBOR的替代参考利率。SOFR本身是一种后顾性隔夜利率,以美国国债回购市场的隔夜交易为基础。SOFR的后顾性质意味着市场参与者无法得知明天的SOFR ...
例句1 The Secured Overnight Financing Rate (SOFR) is intended to replace the US dollar London Interbank Rate (US LIBOR) in future financial contracts. SOFR was selected by the Alternative Reference Rates Committee (ARRC) chaired by the New York Federal Reserve in 2017.担保隔夜融资利率(SOFR)旨在...