AFX CEO John Shay was recently featured on the “At the Forefront: Fintech Conversations” podcast, where he was joined by Marco Macchiavelli, Assistant Professor of Finance at University of Massachusetts, Amherst for a discussion on benchmark interest rates in the overnight lending market. In the episode, Shay and Macchiavelli unpack the value of credit-sensitive rates in the post-LIBOR era and why they’re so important for commercial and regional banks today. They also explore how AMERIBOR, AFX’s benchmark interest rate is calculated.
Tune in here to the video below for more insights on how credit-sensitive rates can help banks navigate credit events and market stress