FCA: Publication of synthetic USD LIBOR to Continue Through 3Q24
The UK’s Financial Conduct Authority (FCA) has now made clear its intentions with respect to synthetic USD LIBOR and – subject to its market consultation…
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Tokyo Calling: Investing in US Loans
[…] spreads (current levels just about support CLO liabilities spreads), incentives (to clear out warehouses) and print & sprints (when loan prices dip). Panelists reminded…
Introducing the SOFR Cost of Carry Calculator
[…] an electronic settlement platform), this calculator will save you time and effort as you settle primary allocations, par/near par trades, and distressed trades. Background:…
Frequently Asked Questions
1. What are the LSTA Calculators? The LIBOR Calculator and the SOFR Calculator, as described in Reponses 3 and 4 below, (collectively the “Calculators”) are…
LIBOR Calculator
View LIBO Rate How is Cost of Carry calculated?
Calculators
In December 2020, AverageLIBOR.com was transitioned to the LSTA in response to a strong demand by market participants that the website continue to operate. Given…
LSTA Newsletter: October 21, 2022
This week we cover CLO Contradictions; RIA Marketing Rule; LIBOR Remediation Tools.
Spotlight on LIBOR Remediation Tools
Tess Virmani reminds the loan market that the LIBOR clock waits for no one. With remediation top of mind, the LSTA shares its suite of…
LSTA Newsletter: October 14, 2022
This week we cover Ready for the End of LIBOR (or Not!)? Revlon - don't Banc on it; CLO-toberfest!.
Daily Simple SOFR Amendment Form (Benchmark Replacement Amendment) (Oct 2022)
[…] necessary to implement the replacement rate. It is executed by the Administrative Agent, the Borrower and the Loan Parties, and is typically subject to…
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