The focus on environmental, social, and governance (ESG) issues is intensifying across financial markets – the loan market included. Whether investors are focused on the ESG impacts of their investments or wish to ensure that ESG risks are properly understood in the credit analysis of a company, end investors are seeking increased transparency about the impacts of ESG. As market participants adapt to these evolving demands, it requires an understanding of how ESG risk affects credit ratings. Members joined us for the second webcast in our dedicated series looking at ESG and credit ratings. This webcast explored:

  • How ESG factors are identified
  • How Moody’s Investor Services captures ESG risk and cyber risk in credit ratings
  • Corporate governance and carbon transition scores and their use cases
  • Social, environmental and cyber risk heapmaps identifying most “at risk” sectors

EVENT DETAILS

Wednesday, December 4, 2019
4PM to 5PM (ET)|Webcast Only

SPEAKERS

  • Jim Hempstead, Managing Director, Global Project & Infrastructure Finance, Moody’s Investor Service
  • Brendan Sheehan, VP-Senior Analyst-Environmental, Social & Governance, Moody’s Investor Service
  • Tess Virmani, Associate General Counsel & SVP, Public Policy, LSTA, Intro
Generic Webcast (October 2019)

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Search Results by Relevancy

LSTA Newsletter – February 14, 2020

This week, we start off talking about how “loans as securities” might morph into “loans as direct loans”. On a related(ish) note, we also discuss direct lending trends. We dig into LBO trends, looking at now (2019) and then (2007). And, finally, we ponder the evolution to SOFR (and, specifically, cash spread adjustments).

LBOs: Less Leverage? More Flex!

An eternal question is “How do the current crop of leveraged loans compare to the 2007 vintage?” Today we have an answer. Covenant Review recently compared recent jumbo LBOs to their pre-crisis counterparts

Quarterly Bankruptcy Roundup

This week Rich Levin of Jenner & Block once again presented his quarterly review of recent court decisions of interest and importance to the lending and bankruptcy world.

LIBOR & SOFR: Spread Adjustments

Folks that know LIBOR is likely to end soon after December 2021 probably also know that SOFR, the likely replacement for USD loans, is a different kind of rate. While LIBOR theoretically includes an element of bank credit risk, SOFR is an overnight risk free rate.

Direct Loans: A Look Into The Future?

We’ve been closely following a case, Kirschner v. JP Morgan, which raises the issue of whether broadly syndicated term loans (“BSLs”) are subject to the securities laws.