Secured Overnight Financing Rate Data | 就是愛看書
![Secured Overnight Financing Rate Data](https://i.imgur.com/y8QtHep.jpg)
TheSOFRincludesalltradesintheBroadGeneralCollateralRateplusbilateralTreasuryrepurchaseagreement(repo)transactionsclearedthroughtheDelivery- ...
![Secured Overnight Financing Rate Data](https://i.imgur.com/y8QtHep.jpg)
The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. The SOFR includes all trades in the Broad General Collateral Rate plus bilateral Treasury repurchase agreement (repo) transactions cleared through the Delivery-versus-Payment (DVP) service offered by the Fixed Income Clearing Corporation (FICC), which is filtered to remove a portion of transactions considered “specials”. Note that specials are repos for specific-issue collateral, which take place at cash-lending rates below those for general collateral repos because cash providers are willing to accept a lesser return on their cash in order to obtain a particular security.
The SOFR is calculated as a volume-weighted median of transaction-level tri-party repo data collected from the Bank of New York Mellon as well as GCF Repo transaction data and data on bilateral ...
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![](https://i.imgur.com/y8QtHep.jpg)
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《國際利率改革與LIBOR退場:掌握金融市場變革的新契機》好看嗎?作者梁鴻烈,林信宏作由「資誠教育基金會」出版,ISBN:978-9...