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Treasury & Other CLO Issues

In addition to risk retention (discussed in detail here), last Friday’s Treasury Report on Capital Markets also identified several other regulatory issues for securitizations and offered recommendations. Wells Fargo’s Lagniappe discussed the Treasury’s proposals for capital charges and High Quality Liquid Assets (“HQLA”), and what their (possibly modest) effects on CLOs might be.

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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.