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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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Good Friday…no SOFR?

Earlier this month the New York Fed announced that there will be no SOFR rate published on or for Friday, April 7th even though April…

CLOs: No Conflicts…But Big Problems

March 30, 2023 - On Monday, the LSTA submitted the first of three letters responding to the SEC’s Proposed Rule on “Conflicts of Interest in…