Letter to the FRB, OCC and FDIC regarding AXI &...
November 27th, 2024 | In Letter
Letter to FRB, OCC and FDIC regarding implementation of IOSCO-aligned credit spread reference benchmarks for SOFR SOFR Academy has written a letter to U.S. regulators regarding implementation of IOSCO-aligned credit spread reference benchmarks for the Secured Overnight Financing Rate (SOFR). The letter provides background information on the motivation for the development of the USD Across-the-Curve Credit Spread Index (AXI) and its extension the USD Financial Conditions Credit…
The AXI & FXI Brochure
November 27th, 2024 | Report
IOSCO-aligned credit spread reference benchmarks for the Secured Overnight Financing Rate which enhance…
User’s Guide to AXI & FXI
November 12th, 2024 | Research Note
This User’s Guide to AXI & FXI is being made available to interested…
IBM Case Study: Redefining credit-sensitive benchmark transparency
October 31st, 2024 | Article
Redefining credit-sensitive benchmark transparency. Increasing market confidence SOFR Academy uses IBM Promontory to…
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…
US credit markets show resilience following volatility in rates markets
August 9th, 2024 | Research Note
Market Insight – August 2024 The market turmoil sparked by the disappointing July…
How do AXI and FXI reflect market and geopolitical risks?
April 17th, 2024 | Research Note
Market Insight – April 2024 The recent escalation of the current Middle East…
What is driving credit spreads tighter?
April 2nd, 2024 | Research Note
Market Insight – April 2024 Measures of credit spreads moved tighter and market…
What are AXI and FXI telling markets about current financial...
February 21st, 2024 | Research Note
Market Insight – February 2024 Recent commentary by US Federal Reserve officials indicates…
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…