Week_in_Review 10.16.20 - Final

This week in review, Lee Shaiman shares a note recapping the LSTA’s activities from a wild 2020, Ellen Hefferan reviews cost of carry calculations in a post-LIBOR era and Tess Virmani gives 755 reasons to go hardwired.

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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.