Calculation of Collateral Shortfall Amount

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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The End of the ARRC

December 4, 2023
The End of the ARRC! If the quasi-public sector body has wound itself down, that’s a good sign that we’re done with LIBOR transition.