Credit Sensitive Rates - AXI

This video by SOFR Academy focuses on the “Across the Curve Credit Spread Index (AXI)”, a robustly defined credit spread add-on to SOFR. This is only available to our Full and Associate Members and Affiliate Law Firms. Attached, below this video, is a draft of the AXI Technical White Paper.

Media

You must be logged in and authorized to view this content.

Downloads

File
Across-the-Curve-Credit-Spread-Indexes-AXI-Technical-White-Paper-Version-1.0.pdf

You must be authorized and logged in to download this content.

Become a Member

Membership in LSTA offers numerous benefits and opportunities. Chief among them is the opportunity to participate in the decision making process that ultimately establishes loan market standards, develops market practices, and influences the market’s direction.

View Current Members Join Now

Credit Sensitive Rates – AXI

Become a Member

Our Partners