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Treasury On The Liquidity Risk Management Rule: Postpone And Fix?

On October 26th the US Department of the Treasury (“Treasury”) released the third in a series of reports on financial regulation, this one focusing on the asset management and insurance industries.  Of particular interest to all loan market participants but especially managers of loan mutual funds was Treasury’s discussion of, and recommendations on, the Liquidity Risk Management Rules (“Liquidity Rules”) promulgated last October by the SEC.  

Treasury Report: CLOs and Risk Retention

(article updated October 12, 2017) – On Friday, October 6, 2017, the U.S. Treasury Department released its second report (and Fact Sheet) on right-sizing financial regulation.  The LSTA was particularly interested in this report because it tackled rules around securitization, including CLOs and risk retention.  We offer two quick takeaways and one observation.

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Draft of the ESG Diligence Questionnaire

We all saw the increase in media coverage last year of the implications of ESG (Environmental, Social and Governance) factors in the financial markets and that trend seems to only be accelerating. About a year ago we started hearing directly from our buyside members that the number of ESG questions they were receiving from end […]

SOFR: Addressing Basis Biases

As highlighted in Nomura’s Special Topics on January 24th, basis risk has been on CLO managers’ (and equity holders’) minds. While the focus generally has been on one-month/three-month LIBOR basis, basis questions also have emerged in the SOFR space.

LSTA Newsletter: January 24, 2020

This week we recap secondary trading for 2019, give an update on LIBOR transition in the U.K., and let you know that we’ve published a credit agreement for investment grade term loans.