LIBOR: The Hedge Frontier
[…] number of potential replacement rates, but they broadly break down into some form of SOFR (a risk-free overnight rate based on Treasury repos) or…
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CLOs & the Multi-rate World
[…] until after June 30, 2023. Next, we’d note that there still are multiple replacement rates in play in the US syndicated loan market, including…
LSTA Newsletter: May 14, 2021
This week in review, Meredith Coffey discusses when Term SOFR may be coming… and why we might still be in a multi(rate)verse, Tess Virmani demystifies…
Comparing LIBOR, BSBY & SOFR Curves
By Meredith Coffey. What’s the economic difference between LIBOR, CSRs and SOFRs?
PLI: 2021 Regulation and LIBOR Transition
In a PLI presentation on Tuesday, May 5th, LSTA EVP Meredith Coffey discussed the potential replacement rates, their strengths, their weaknesses and their economics.
The Neverending Story? LIBOR, SOFR & CSRs
[…] LIBOR transition has been happening in earnest for loans since late 2017, the story has taken a few twists lately with the introduction of…
Defaults are Down, Investors are Up
[…] equity in the past. But that may be simple relative to the basis that may lie ahead. The loan market currently considering SOFR and…
LSTA Newsletter: April 16, 2021
This week in review, Meredith Coffey (& panel) describe the post-LIBOR, multirate world, Tess Virmani introduces Social Loan Principles, Ellen Hefferan (& panel) offer common…
LIBOR: Living in a Multirate World (Ops II)
On the Wednesday Ops panel, LIBOR experts addressed the challenge that, by year-end, we’ll be living in a “multirate” world, e.g., there will be loans…
CSR Slot-in Rider for Fallback Language Market Advisory
Market-Advisory-for-CSR-Option-Apr-8-2021.pdf
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