Deutsche Bank Weist op de SOFR-BerechnungsMethod nach Zinsanstieg Hin Von Investing.com

A mark of the Secured Overnight Financing Rate (SOFR) at a level of 5.38%, which is worth more at the end of July, will be put by the Deutsche Bank (ETR:) on a possible deviation in the calculation method of the zincgeführt.

Dieser Zinssatz, who uses the US government debt as a barometer for the costs of the US financial sector, will be familiar with the data from the Federal Reserve Bank of New York.

The SOFR is an important indicator of the cost of credit on the US-US Repo Market (Repo Market), a bank and other financial institutions. Normally, a company with a SOFR started a hit and a liquidity on Wall Street that balanced the financial market.

The analysts of Deutsche Bank know that the biggest problem with the liquidity problem does not exist. This analysis goes further, this is an analysis of the funding stress in 2019, which was waged in 2019 by the war and the Federal Reserve was launched by the liquidity crisis.

The experts have started to manage the SOFR and no longer have stress on the financial market, so the inflows on the reserve conditions or the credit investments of the Federal Reserve with their quantitative strategy will no longer disappear, the central bank’s bank will be reduced.

The New York Fed’s SOFR cuts relied on a volumetric weighting of the media across the three repo markets, ensuring the best trades would be executed, a move to avoid.

There would be no more new transactions with special repository transactions possible, which could contain the delivery versus payment service of the Fixed Income Clearing Corporation, no longer visible. These “Specials” are very much in the news, but the buyer can get money that is offered. Sentence values ​​from the DVP repo transactions have reached 25 volume weights.

The analysts of the Deutsche Bank show, if the low mortality 25. Perzentils are separated, it is the ultimate SOFR truth that can produce a grim beeinflussen. If there is one of 100 hypothetical transaction transactions at a small distance from the sentence at 25. If you think that a large transaction has had a big chance, the median sentence transfer was erheblich at .

The Federal Reserve Bank of New York received feedback in July about the SOFR investment methodology feedback loop, which has extended the interest rate by one year. These modifications are souls that cause a sentence spread on the final SOFR calculation of the verringern.

Reuters hat zu diesem Artikel beigetragen.

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