muRisQ Advisory offers quantitative finance advisory services. Its services focus on trainings and workshops, benchmark transitions, interest rate model development and validation, product design and risk management strategies.
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Wednesday, 13 April 2022
SOFR progress: 2022-04-08
Graphs without comment this week.
Figure 1: Weekly share by product types at LCH
Figure 2: SOFR volume evolution and share among tenors.