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by varunkyadav
September 1st, 2019, 7:10 pm
Forum: General Forum
Topic: Does Macro Variables help in predicting Market Retrun?
Replies: 6
Views: 4761

Re: Does Macro Variables help in predicting Market Retrun?

There is something called as Oxford Economic Model. This is model and a tool that is used by the portfolio team (in a firm where I worked previously) to convert Macro Economic Variable forecasts into Capital Market Variable shocks. You could probably look at the parameters they use and would be the ...
by varunkyadav
September 1st, 2019, 7:02 pm
Forum: General Forum
Topic: LIBOR Replacement Secured vs Unsecured
Replies: 3
Views: 4331

LIBOR Replacement Secured vs Unsecured

Gentlemen, I have been drawn into lots of LIBOR replacement questions and to myself I started asking few fundamental questions. Let's take an example USD LIBOR is a 3M forward unsecured rate, while SOFR is a secured overnight rate. I don't think one can be interchanged with other in a straight forwa...
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