Getting Under the Hood of CME Term SOFR: Understanding How It Works

The LSTA hosted CME Group in a discussion of exactly how CME Term SOFR was built, how it works, its robustness and contingency planning. Topics included:

CME Term SOFR vs. other potential replacement rates.
How is CME Term SOFR constructed?
What mechanisms are in place to ensure Term SOFR is robust and reliable in a variety of market conditions?
How does CME Benchmark Administration guarantee independent oversight and publication of rates?
What is market fallback language if CME Term SOFR were not available?

EVENT DETAILS

Thursday, February 3, 2022
11AM to 12:15PM (ET) | Webcast Only
Presentation & Replay | Now Available | Scroll Down to View

SPEAKERS

Meredith Coffey, EVP, Head of Research, Co-Head of Public Policy, LSTA
Gavin Lee, CEO of CME Group Benchmark Admin Limited, CME Group
Mark Rogerson, ED, EMEA Head of Interest Rate Products, CME Group
Tess Virmani, EVP, Associate General Counsel, Head of ESG, LSTA

Getting Under the Hood of CME Term SOFR_Understanding How It Works (Feb 3 2022)

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