User’s Guide to AXI & FXI
November 12th, 2024 | In Research Note
This User’s Guide to AXI & FXI is being made available to interested readers in both the private sector and Official sector to stimulate discussion and elicit comments. This document will be updated over time. This guide explains how market participants can use novel credit-spread reference benchmarks—the Across-the-Curve Credit Spread Index (AXI) and the Financial Conditions Credit Spread Index (FXI)—which work in conjunction with the Secured Overnight…
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How do AXI and FXI reflect market and geopolitical risks?
April 17th, 2024 | Research Note
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February 21st, 2024 | Research Note
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Bruce Tuckman is a Clinical Professor of Finance at the Leonard N. Stern…
Unintended Impact of LIBOR-SOFR Transition on Credit Markets and Economic...
March 10th, 2023 | Research Note
In this note, I discuss the impact of the London Interbank Offered Rate…