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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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LIBOR: The Future of Forward Looking Term SOFR

The syndicated loan market would really like an IOSCO-compliant Forward Looking Term SOFR to develop. If such a rate developed, it would solve several problems inherent in SOFR.