SOFR Spread Solutions: The Price of Imperfection
By Meredith Coffey. As we discussed in the recent “LSTA SOFR Spread Think Piece” and “LIBOR-SOFR Spread Adjustment” podcast, the historical (and likely future) difference…
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LSTA Publishes Term SOFR Concept Document
The LSTA has now published its Term SOFR Concept Document – the latest addition to its SOFR Document Library.
SOFR Spread Adjustments: What the Data Shows
By Meredith Coffey. US regulators have clearly said – and reiterated as recently as August 23, 2021 – that the loan market must start originating…
LIBOR-SOFR Spread Adjustments: What History Tells Us About the Economics
Note that this presentation only focuses on SOFR loan origination and does not address credit sensitive rates. The presentation was done by Meredith Coffey, EVP…
LSTA Publishes Think Piece: “In Search of…’Fair’ Spread Adjustments for New SOFR Loans”
By Meredith Coffey. As everyone knows, no new USD LIBOR loans or CLOs should be originated after the end of 2021. We have been making…
In Search Of “Fair” Spread Adjustments for New SOFR Loans
As everyone knows, LIBOR is ceasing—and no new USD LIBOR loans or CLOs should be originated after the end of 2021. We have been making…
Term SOFR Concept Document – The New Kid on the Block
By Tess Virmani. In light of the ARRC’s recommendation, the LSTA has prepared a draft Term SOFR Concept Document to augment its suite of SOFR-based…
Term SOFR: Formally Recommended!
By Meredith Coffey. It’s official! Today the ARRC formally recommended CME Group's forward looking Secured Overnight Financing Rate (SOFR) term rates (SOFR Term Rates), following…
LSTA Podcast: Term SOFR in Scope for Business Loans & CLOs
On Wednesday, July 21st, the ARRC recommended the use of Term SOFR for business loans, their hedges, and CLOs.
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