Switch of interest rates inputs for Credit Market Access Indices

4

APR
2022

As announced by ISDA, rates inputs in EUR and USD, used in the ISDA CDS Standard Model, migrated to RFR (SOFR for USD, €STR for EUR) on 4 th April 2022.

This change applies to the following indices:

 

  • SGIXCEIG
  • SGIXCEXO
  • SGIXCAIG
  • SGIXCAHY