January: Cold Temps, Hot Markets
[…] the Morningstar/LSTA Leveraged Loan Index (LLI) jumped 178 bps to 94.23 (see COW). Add this strong secondary price rally to significant loan coupons (thanks…
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LIBOR’s Ending! Act Now!
Meredith Coffey Tess Virmani There are fewer than six months to go before the cessation of panel LIBOR on June 30, 2023. We hope that…
Implementing the LIBOR Act: Part 2
Tess Virmani Picking up where we left off last week, we now take a look at what the final rule of the LIBOR Act (“Final…
Synthetic LIBOR: What It Means for LIBOR Transition
[…] Authority (“FCA”) announced that it was consulting on its intention to compel the ICE Benchmark Administration (“IBA”) to publish a non-representative synthetic USD 1-,…
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…
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
Do you have loans? Do you trade them? Then you need to calculate Average SOFR for Cost of Carry for the purposes of delayed compensation.
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…
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…
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…
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Membership in the LSTA offers numerous benefits and opportunities. Chief among them is the opportunity to participate in the decision making process that ultimately establishes loan market standards, develops market practices, and influences the market’s direction.
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