Pages from Davis Polk_Calculation of Collateral Shortfall Amount (June 28, 2013)

This memorandum discusses the calculation of the amount of collateral required to be delivered pursuant to the Collateral Shortfall formula included in the Collateral Annex to the Participation Agreement for Par/Near Par Trades(the “Collateral Annex”).


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CLO & LIBOR Risks and Recommendations

CLO practitioners are buckling down to do the hard work of LIBOR transition. First, managers are beginning to remediate their portfolios. Second, rating agencies are…

LIBOR: Remediation Animation

On Monday, October 26th, the LSTA hosted a “LIBOR Remediation” call with a number of buyside members.