Speech

2020: The Time is Now: Presentation by Nathaniel Wuerffel at the ISDA and SIFMA AMG Benchmark Strategies Forum


Abstract: Joint presentation delivered by Nathaniel Wuerffel, Senior Vice President at the Federal Reserve Bank of New York, Tom Wipf, Chair of the Alternative Reference Rates Committee and Vice Chairman of Institutional Securities at Morgan Stanley, and Harri Vikstedt, Senior Director at the Bank of Canada. This presentation was delivered at the International Swaps and Derivatives Association (ISDA) and Securities Industry and Financial Markets Association's Asset Management Group (SIFMA AMG) Benchmark Strategies Forum on February 12, 2020.

Keywords: SOFR averages; SOFR index; ISDA methodology; SOFR; LIBOR transition; ARRC;

Access Documents

File(s): File format is application/pdf https://www.newyorkfed.org/medialibrary/media/newsevents/speeches/2020/ISDA_Panel_The_Time_is_Now.pdf
Description: Full text with links

File(s): File format is text/html https://www.newyorkfed.org/newsevents/speeches/2020/wue200212
Description: Summary

Authors

Bibliographic Information

Provider: Federal Reserve Bank of New York

Part of Series: Speech

Publication Date: 2020-02-12

Pages: 4