Simple RFR Multicurrency Concept Document (Feb 15 2022)
This document is an illustrative example of an RFR-referenced credit agreement with interest computed on a simple, in-arrears basis. This credit agreement is for a…
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Daily Simple RFR Multicurrency Concept Document (Dec 17 2021)
This document was reposted on January 5, 2022. This document illustrates a multicurrency loan facility bearing interest at Daily Simple SONIA for Sterling, and Daily…
Publication of Simple RFR Multicurrency Concept Document
Today the LSTA published its Simple RFR Multicurrency Concept Document. This concept document was developed, in collaboration with the LSTA’s Primary Market Committee, as a…
How to KISS for RFR Multicurrency Facilities
This week the LSTA circulated an initial draft of the LSTA's Simple RFR Multicurrency Concept Document. This draft references the relevant risk-free rate (RFR) for…
Using “Average RFRs” to Calculate Cost of Carry in the Post-LIBOR Era
As the financial markets transition from LIBOR to the recommended appropriate risk-free rates (“RFRs”), the reference to “Average LIBO Rate” used in the calculation of…
LIBOR Transition: Two Tools Here, Two Tools Coming!
There’s been major momentum on risk-free rate (“RFR”) tools in the last few weeks.
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