FAQs for ARRC's Best Practice Recommendations for SOFR Term Rates

The Alternative Reference Rates Committee (ARRC) has published a set of FAQs following their best practice recommendations on the scope of use for SOFR term rates.

This is the latest in a series of announcements around the publication of SOFR Term Rates which aims to ensure market participants are educated on its use and also that the ARRC is clear about what it considers acceptable use of the Term Rates.

Contacts

Please visit www.pasVal.com for more information.

About Principia Partners

Principia Partners LLC provides solutions for derivative and fixed income operations. Global financial institutions and independent asset managers have used the award-winning Principia Analytic System since 1995 to unify valuations, portfolio management, risk surveillance, hedge accounting and operational control across the breadth of fixed income and derivative products. In 2015, Principia launched its Analytic Service, pasVal, to make its award-winning pricing and analytics available to an even broader range of businesses.