Economics
SOFR
status: draft
Secured Overnight Financing Rate. The common US dollar floating-rate benchmark used in many ABF facilities.
What to watch
Check the exact tenor, compounding convention, floor, credit spread adjustment, and fallback language.
Referenced in 127 topics
ABF as an asset class for portfolio construction playbooks ABF vs. traditional lending (when ABF makes sense, when it doesn't) foundations Accessing insurance capital for originators playbooks Accounts and cash management mechanics Advanced waterfall mechanics mechanics Aircraft leases asset-classes Amortization and repayment mechanics Approaching banks for warehouse capital playbooks Auto loans and leases asset-classes Back leverage (provider perspective) capital-sources Back leverage and fund financing playbooks Bank balance sheet capital-sources BNPL receivables asset-classes Bridge / fix-and-flip asset-classes Broadly syndicated loan CLOs asset-classes Building an originator pipeline playbooks Building relationships while negotiating playbooks Cash flow modeling accounting-valuation Cash operations and waterfall execution operations-lifecycle Catastrophe bonds asset-classes Cell tower and data center ABS (digital infrastructure) asset-classes Choosing the right structure playbooks CMBS (conduit, SASB, large loan) asset-classes Collateralized loan obligations (CLOs) structures Conduit and ABCP programs structures Container leases asset-classes CRE CLOs asset-classes Credit agreement and indenture documentation Credit analysis accounting-valuation Credit card receivables asset-classes Credit funds and private capital capital-sources Credit-linked notes / synthetic securitizations structures Deal structures asset-classes Development finance institutions capital-sources Distressed market playbook market-landscape DSCR investor loans asset-classes Due diligence question bank documentation Early-stage financing guide playbooks Education and vocational receivables asset-classes Equipment leases and loans asset-classes ESG and sustainability-linked structures market-landscape Evaluating portfolio quality and performance playbooks Financing progression roadmap playbooks Finding the right capital partner playbooks Forward flow agreements structures Fund accounting and administration for ABF operations-lifecycle Funders and market participants asset-classes Healthcare receivables asset-classes Hedging and interest rate mechanics mechanics Home equity and helocs asset-classes How ABF works (5-minute overview) foundations How to benchmark your deal against the market playbooks Infrastructure debt asset-classes Insurance-affiliated asset managers capital-sources Insurance-linked securities asset-classes Key participants asset-classes Law firm finance asset-classes Litigation finance asset-classes Managing multiple facilities playbooks Mark-to-model practices accounting-valuation Market spreads guide market-landscape Marketplace lending and fintech-originated asset-classes Middle market CLOs asset-classes NAV facilities and subscription lines structures Navigating the deal process playbooks Non-agency RMBS / non-QM / investor-purpose asset-classes Non-performing loans (NPL) asset-classes Non-QM lending asset-classes Other counterparties counterparties Participation structures structures Pension funds as direct investors capital-sources Personal / unsecured consumer loans asset-classes Pharma royalties asset-classes Portfolio financing asset-classes Portfolio valuation accounting-valuation Powersports (RV, marine, motorcycle) asset-classes Premium finance asset-classes Pricing and relative value accounting-valuation Pricing negotiation playbooks Primary market process market-landscape Prime jumbo asset-classes Private placement / bespoke structures structures Public markets and retail access capital-sources Questions to ask your legal team playbooks Rail cars and rolling stock asset-classes Rated note feeders structures Rating agencies counterparties Re-performing loans (RPL) asset-classes Reading the credit cycle market-landscape Revenue-based financing asset-classes Revolving, prefunding, and reinvestment mechanics Risk factors documentation Sample term sheet (annotated) appendix Sample waterfall appendix Shipping and maritime finance asset-classes Single-family rental (SFR) asset-classes Small business loans (including SBA 7(a)) asset-classes Solar / renewable energy (PACE, PPA, solar loan) asset-classes Sourcing capital for your portfolio playbooks Sourcing capital for your portfolio playbooks Student loans (federal and private) asset-classes Subscription finance / capital call lines structures Tax liens asset-classes Term securitization (ABS/MBS) structures Term sheet anatomy documentation The ABF ecosystem (players, roles, and how they interact) foundations The economics of ABF for originators (worked examples) playbooks The originator's readiness assessment playbooks The waterfall mechanics Timeshare receivables asset-classes Top capital provider mistakes playbooks Top deal process mistakes playbooks Top originator mistakes playbooks Trade receivables and supply chain finance asset-classes Transitioning between capital providers playbooks Treasury management for multi-facility originators playbooks Understanding back leverage (LP perspective) playbooks Understanding deal fees playbooks Valuation methodologies accounting-valuation Warehouse facilities structures What capital providers care about playbooks What is negotiable by structure type playbooks Whole business securitization asset-classes Whole loan sale and forward flow strategies playbooks Working with credit funds playbooks Workouts, restructuring, and enforcement lifecycle-events Your loan tape: what lenders actually look at playbooks