Browsing Norges Banks vitenarkiv by Subject "SOFR"

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    • Does SOFR-linked debt cost borrowers more than LIBOR-linked debt? 

      Klingler, Sven; Syrstad, Olav (Working paper;7/2023, Working paper, 2023)
      We investigate if the benchmark transition from London Interbank Offered Rate (Libor) to Secured Overnight Financing Rate (SOFR) affects the costs of borrowing floating rate debt. The primary market for dollar-denominated ...