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 ...

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...