Introducing the SOFR Cost of Carry Calculator
Do you have loans? Do you trade them? Then you need to calculate Average SOFR for Cost of Carry for the purposes of delayed compensation.
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LIBOR: Christmas Comes Early With One Cost of Carry (CALC)
One more step toward LIBOR transition! LSTA’s Ellen Hefferan explains how Cost of Carry will behave (and be simplified!) in the post-LIBOR, multi-rate loan trading…
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.
Using “Average RFRs” to Calculate Cost of Carry in the Post-LIBOR Era
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…
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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