SOFR
LCH and CME to start clearing SOFR swaps in third quarter
Scramble to offer clearing aimed at cutting clients’ margin and capital costs
Multicurve modelling is about to get more complex
Research into rates pricing is becoming more urgent given recent regulatory changes
Podcast: Mercurio on Libor, fraud and writing models on a plane
Post-Libor environment and financial crime detection to drive future research, says top quant
Fed finalises new market benchmarks
Three transaction-based alternatives to US dollar Libor to launch in 2018
FASB to vote on hedge accounting for US Libor successor
Standards body likely to approve SOFR as eligible