Integrating AXI & FXI in Asset Management: A Practical Guide
February 20th, 2025 | In Report
This document provides a guide for leading Asset Managers on how to utilize IOSCO-aligned credit-spread reference benchmarks AXI and FXI which work with SOFR, particularly in the context of the post-LIBOR financial environment. On January 30, 2025, H. Rodgin Cohen (Senior Chair of Sullivan & Cromwell LLP) hosted an industry discussion regarding the implementation of AXI & FXI which was attended by certain large Asset Managers underscoring…
The AXI & FXI Brochure
November 27th, 2024 | Report
IOSCO-aligned credit spread reference benchmarks for the Secured Overnight Financing Rate which enhance…
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…