The AXI & FXI Brochure
November 27th, 2024 | In Report
IOSCO-aligned credit spread reference benchmarks for the Secured Overnight Financing Rate which enhance the efficiency, transparency, and stability of U.S. financial markets. The AXI & FXI Brochure will be updated over time. In 2019, a collection of ten large American regional banks wrote to US bank regulators expressing their support for SOFR and requesting the creation of a SOFR based lending framework that includes a credit risk…
SOFR Academy welcomes publication of Mexican AXI and FXI feasibility...
October 16th, 2024 | Press Release
Mexican AXI establishes across-the-curve credit spread indices (MXAXI) tailored for the Mexican market…
Former U.S. Treasury Secretary Lawrence H. Summers Appointed as Special...
September 9th, 2024 | Press Release
NEW YORK–(BUSINESS WIRE)– September 9, 2024 – SOFR Academy, Inc., today announced the…
IBM Promontory completes review of credit spreads AXI & FXI...
September 5th, 2024 | Press Release
IBM Promontory concluded that benchmark design (Principle 6), data sufficiency (Principle 7) and…
Former CEO of S&P Dow Jones Indices Alexander J. Matturri,...
January 22nd, 2024 | Press Release
Matturri brings 35-years of experience building businesses in the financial services industry. He…
Former J.P. Morgan Head of US Interest Rate Strategy Alex...
November 6th, 2023 | Press Release
Roever Brings More Than 25 Years of Experience in Fixed Income Strategy at…
SOFR Academy welcomes publication of Japanese AXI and FXI feasibility...
September 11th, 2023 | Press Release
Japanese FXI can coexist with the Tokyo Overnight Average Rate (TONA) and the…
“EURAXI: A benchmark for Euro credit spreads” by University of...
June 27th, 2023 | Press Release
EURAXI can coexist with the Euro short-term rate (€STR) by complementing euro benchmark…
Invesco AXI Brochure
June 22nd, 2023 | Report
Helping borrowers and lenders in a SOFR-based economy. The Invesco AXI brochure provides…
Financial Stability Considerations in connection with USD-AXI and USD-FXI
June 6th, 2023 | Report
USD-AXI and USD-FXI are calculated based upon a deep pool of underlying transactions….
SOFR Academy Welcomes New Paper by Researchers at Stanford University...
January 16th, 2023 | Press Release
SOFR Academy Welcomes the Publication of a New Paper by Leading Researchers at…
SOFR Academy welcomes completion of PwC review of Invesco Indexing...
December 6th, 2022 | Press Release
The IOSCO Principles for Financial Benchmarks aim to create an overarching framework of…
SOFR Academy joins the Bretton Woods Committee as an Organizational...
October 25th, 2022 | Press Release
The Bretton Woods Committee is the preeminent non-profit organization dedicated to effective global…