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SOFR & Sensitivity

With less than two months before LIBOR’s death, what is the loan market doing? LSTA’s Meredith Coffey discusses a flurry SOFR-sightings and CSR polishing.

SOFR: Gradually, Then Suddenly

[…] supervisory efforts will initially focus on non-SOFR rates.” If the gentle reader wonders how the OCC will focus on non-SOFR rates – e.g, credit…

Post-LIBOR Spotting

[…] rates. To that end, on Monday, the LSTA posted a video by SOFR Academy focusing on the “Across the Curve Credit Spread Index (AXI)”,…

LIBOR: The Hedge Frontier

[…] number of potential replacement rates, but they broadly break down into some form of SOFR (a risk-free overnight rate based on Treasury repos) or…

CLOs & the Multi-rate World

[…] until after June 30, 2023. Next, we’d note that there still are multiple replacement rates in play in the US syndicated loan market, including…

LSTA Newsletter: May 14, 2021

This week in review, Meredith Coffey discusses when Term SOFR may be coming… and why we might still be in a multi(rate)verse, Tess Virmani demystifies…

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