August 30, 2010

LSTA Responds to Wall Street Journal Article
Friday’s Wall Street Journal ran a rather incomplete article on Floating Rate bank loan funds. Aside from missing several key features of the asset class, the writer included several "headline grabbing" quotes from sources far outside the major practitioners of the industry. While it would be easy to dismiss the article,  we understand that investors are sensitive to what they see in the press, so we have taken a few moments to outline the following counter-points.  More

August 23, 2010

LSTA Publishes Flood Insurance Best Practices
Today, the LSTA has published the final version of the “Market Standards for Flood Insurance Processes in Syndicated Lending”.  More

August 23, 2010

The LSTA Recommends Treating September 6 as Loan Market Holiday When Calculating Delayed Compensation
In observance of the U.S. Labor Day holiday, the Loan Syndications and Trading Association (LSTA) recommends treating Monday, September 6, as a loan market holiday for purposes of calculating delayed compensation under the LSTA standard forms of trade confirmation. More

August 06, 2010

LSTA Issues White Paper on Syndicated Loans and CLOs
The LSTA issued a White Paper that discussed the importance of syndicated loans and CLOs to U.S. companies. More

August 06, 2010

LSTA issues Comment Letter on SEC’s Regulation AB
The LSTA issued a comment letter on the SEC's proposed changes to Regulation AB, noting that applying the Reg AB requirements uniformly to all asset classes has the potential to disrupt securitization in discrete and unique asset classes. More

August 05, 2010

August 5, 2010 - The 2Q 2010 Secondary Trading & Settlement Study
The LSTA presented the results of its 2Q 2010 Secondary Trading & Settlement Study, a data-driven analysis of secondary loan trading and settlement. More

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