Risk.net

Risk Quantum

Data insights, delivered daily

i

Risk Quantum finds insights in data. The service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central counterparties – as well as reports from prudential and markets regulators – in Asia, Europe and North America.

More information

 
SOFR, so bad

Some US Treasury repos used to calculate the secured overnight financing rate (SOFR) transacted at negative rates on March 27 and March 30, meaning certain traders were paid to borrow cash. On March 27, a sliver of transactions – in the first percentile of the volume-weighted distribution of SOFR-eligible repos – traded at -0.01%, and on March 20 at -0.02%, the lowest since the benchmark started printing in April 2018.

Read the full article

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: