SOFR Academy Publishes White Paper on Across-the-Curve Credit Spread Indexes (AXI & FXI) to Aid LIBOR Transition
Retrieved on:
Tuesday, October 5, 2021
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SOFR Academy, Inc., a digital education and data provider, announced the publication of additional materials regarding the Across-the-Curve Credit Spread Indexes (AXI).
Key Points:
- SOFR Academy, Inc., a digital education and data provider, announced the publication of additional materials regarding the Across-the-Curve Credit Spread Indexes (AXI).
- The additional materials include an AXI Technical White Paper and, with the permission of the Loan Syndications and Trading Association (LSTA), a draft Term SOFR + AXI concept credit agreement.
- The AXI Technical White Paper contains details on AXI construction methodology, Term AXI rates, historical performance, underlying transaction volumes, fallback language and more.
- SOFR Academy reserves all rights in the methodologies and outputs disclosed in this document, the white paper, the updates to the white paper and on SOFR Academys website.