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Non-LIBOR Cost of Carry

By Ellen Hefferan. As we move from LIBOR to replacement rates, the Cost of Carry in syndicated loan trades needs to move as well.

Calculating Cost of Carry upon LIBOR Transition

As the financial markets transition from LIBOR to the recommended appropriate risk-free rates (“RFRs”), the reference to “Average LIBO Rate” used in the calculation of…

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