cover of episode SOFR Swoon - High Quality Credit Spreads

SOFR Swoon - High Quality Credit Spreads

2021/10/20
logo of podcast Macro Horizons

Macro Horizons

Frequently requested episodes will be transcribed first

Shownotes Transcript

Dan Krieter and Dan Belton discuss the unexpected dip in the overnight SOFR rate including its drivers and implications for investors. Other topics include recent factors impacting credit markets, developments in the LIBOR/SOFR transition, and SOFR swaps.