SOFR Swoon - High Quality Credit Spreads episode artwork

EPISODE · Oct 20, 2021 · 24 MIN

SOFR Swoon - High Quality Credit Spreads

from Macro Horizons · host BMO Capital Markets

Dan Krieter and Dan Belton discuss the unexpected dip in the overnight SOFR rate including its drivers and implications for investors. Other topics include recent factors impacting credit markets, developments in the LIBOR/SOFR transition, and SOFR swaps.

Episode metadata supplied by the publisher feed · Published Oct 20, 2021

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SOFR Swoon - High Quality Credit Spreads

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