cover of episode SOFR: What’s Next? - High Quality Credit Spreads

SOFR: What’s Next? - High Quality Credit Spreads

2021/3/24
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Macro Horizons

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Shownotes Transcript

Dan Krieter and Dan Belton discuss their two preferred trade ideas in the current range-bound environment for credit spreads before turning to recent developments in the transition from LIBOR to SOFR. Topics include the recent announcement that the ARRC will not be recommending a term rate for SOFR, a possible credit-sensitive benchmark, and SOFR FRN issuance.