Daily Compounded SOFR (Compound the Rate) Concept Document (Dec 17 2021)
Daily Compounded SOFR (Compound the Rate) Concept Document. Blackline of this document can be found here.
Search Results
Total Results:
CLOs & the Multi-rate World
By Meredith Coffey. It’s possible – indeed, inevitable – that loans will exist in a multi-rate world after LIBOR originations cease in late 2021.
LSTA’s SOFR Concept Credit Agreement – Daily Simple SOFR/Daily Compounded SOFR (May 5 2021)
An updated version of this document was published on February 27, 2023. This version is available for reference with ISDA’s Template IV-A and Template II-L…
Daily Compounded SOFR Concept Document Advances
On Tuesday, the LSTA’s Primary Market Committee received a revised draft of the Daily Compounded SOFR (Compound the Rate) Concept Document.
SOFR: Big Tech(nical)
We have bad news, good news and somewhat complicated news.
Rate Floors & Simple SOFR: Six Degrees of Separation
Last week, we flagged that LIBOR floors were back in a big way in the institutional loan market.
SOFR: Neophytes to Acolytes?
Last Friday, the Alternative Reference Rates Committee (“ARRC”) released a “SOFR Starter Kit”, a helpful set of fact sheets to turn SOFR neophytes into SOFR…
Going Daily! Final Draft of Simple SOFR Concept Document Released
On Monday, the LSTA circulated to the Primary Market Committee a final draft of our concept credit agreement describing a term loan referencing daily simple…
Become a Member
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.
Our Partners
