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SOFR forward curve update and the CCP "Big Bang"
In connection with the U.S. market’s transition from LIBOR to SOFR, Chatham has updated our SOFR forward curve by extending it from five years to 30 years. This piece explains the nature of that update, the reasons for it, and what may be in store for forward-looking term SOFR.
- Real Estate
- Post Date
- Oct 9, 2020
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