Rate Floors & Simple SOFR: Six Degrees of Separation
Last week, we flagged that LIBOR floors were back in a big way in the institutional loan market.
Search Results
Total Results:
LSTA Newsletter: March 6, 2020
We introduce and discuss the potential uses of the Fed’s SOFR Index and Compound Averages and the BoE’s similar SONIA Index and Compound Averages. We…
LIBOR Transition: Two Tools Here, Two Tools Coming!
There’s been major momentum on risk-free rate (“RFR”) tools in the last few weeks.
LSTA Newsletter: February 21, 2020
This week, we start off in the markets, comparing defaults (low but rising), leverage (high but edging down), and yields (low and lowering). We move…
SOFR Index (and Averages) are Coming!
he SOFR Index (and Averages) have created considerable buzz in the loan space. The good news: Last week, the New York Fed announced it would…
SOFR: Your Vote Counts
SOFR tools are coming! On November 4th, the FRBNY released a request for public comment on an official “SOFR Compound Average” and a “SOFR Index”.…
Become a Member
Membership in the LSTA offers numerous benefits and opportunities. Chief among them is the opportunity to participate in the decision making process that ultimately establishes loan market standards, develops market practices, and influences the market’s direction.
Our Partners
