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Keywords:reference rates 

Discussion Paper
Investigating the Proposed Overnight Treasury GC Repo Benchmark Rates

In its recent ?Statement Regarding the Publication of Overnight Treasury GC Repo Rates,? the Federal Reserve Bank of New York, in cooperation with the U.S. Treasury Department?s Office of Financial Research, announced the potential publication of three overnight Treasury general collateral (GC) repurchase (repo) benchmark rates. Each of the proposed rates is designed to capture a particular segment of repo market activity. All three rates, as currently envisioned, would initially be based on transaction-level overnight GC repo trades occurring on tri-party repo platforms. The first rate would ...
Liberty Street Economics , Paper 20161219

Speech
SOFR and the transition from LIBOR: remarks at the SIFMA C&L Society February Luncheon, New York City

Remarks at the SIFMA C&L Society February Luncheon, New York City.
Speech , Paper 307

Speech
Act Now, and Choose Wisely

Remarks at the 2021 ISDA North America Conference (delivered via videoconference).
Speech

Speech
Restoring confidence in reference rates

Remarks at the Salomon Center for the Study of Financial Institutions, New York University Stern School of Business, New York City.
Speech , Paper 143

Speech
The transition to a robust reference rate regime: remarks at Bank of England’s Markets Forum 2018, London, England

Remarks at Bank of England?s Markets Forum 2018, London, England.
Speech , Paper 287

Speech
LIBOR: The Clock Is Ticking

Remarks at the 2019 U.S. Treasury Market Conference, Federal Reserve Bank of New York, New York City.
Speech

Report
LIBOR: origins, economics, crisis, scandal, and reform

The London Interbank Offered Rate (LIBOR) is a widely used indicator of funding conditions in the interbank market. As of 2013, LIBOR underpins more than $300 trillion of financial contracts, including swaps and futures, in addition to trillions more in variable-rate mortgage and student loans. LIBOR's volatile behavior during the financial crisis provoked questions surrounding its credibility. Ongoing regulatory investigations have uncovered misconduct by a number of financial institutions. Policymakers across the globe now face the task of reforming LIBOR in the aftermath of the scandal and ...
Staff Reports , Paper 667

Speech
Measure Twice, Cut Once

Remarks at SOFR Symposium: The Final Year (Part II) (delivered via videoconference).
Speech

Speech
537 Days: Time Is Still Ticking

Remarks at LIBOR: Entering the Endgame (a webinar hosted by the Bank of England and the New York Fed) .
Speech

Speech
A Resolution for 2021: No New LIBOR

Remarks at the Securities Industry and Financial Markets Association’s LIBOR Transition Forum (delivered via videoconference).
Speech

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