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19 Search results found for: "interestrateswatch"

  • Interest Rates Watch: Examining USD LIBOR-SOFR Spreads

    ...to the cessation of USD LIBOR. We will be issuing further articles relating to interest rates. Find other articles in our Interest Rates Watch Series here. _____________________________ 1 https://assets.bbhub.io/professional/sites/10/IBOR-Fallbacks-LIBOR-Cessation_Announcement_20210305.pdf interestrateswatch...
    September 20, 2021 | Banking & Specialty Finance
  • Interest Rates Watch: Key LIBOR Replacement Milestone – ARRC Formally Recommends Term SOFR

    ...Please see our previous article on SOFR conventions here. We will be issuing further articles relating to interest rates. Find other articles in our Interest Rates Watch Series here. interestrateswatch...
    July 30, 2021 | Banking & Specialty Finance
  • Interest Rates Watch: LIBOR Transition – A Limited Legislative Solution

    ...be published. We will be issuing further articles relating to interest rates. Find other articles in our Interest Rates Watch Series here. _____________________________ 1 https://legislation.nysenate.gov/pdf/bills/2021/S297B 2 https://www.lsta.org/news-resources/ny-state-legislating-libor-fallbacks/ 3 https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2021/20210324-arrc-press-release-passage-of-libor-legislation interestrateswatch...
    March 31, 2021 | Banking & Specialty Finance
  • Interest Rates Watch: LIBOR Transition – Occurrence of Benchmark Transition Event – Now What?

    ...will be issuing further articles relating to interest rates. Find other articles in our Interest Rates Watch Series here. _____________________________ 1 See https://ir.theice.com/press/news-details/2021/ICE-Benchmark-Administration-Publishes-Feedback-Statement-for-the-Consultation-on-Its-Intention-to-Cease-the-Publication-of-LIBOR-Settings/default.aspx and https://www.fca.org.uk/publication/documents/future-cessation-loss-representativeness-libor-benchmarks.pdf 2 https://assets.bbhub.io/professional/sites/10/IBOR-Fallbacks-LIBOR-Cessation_Announcement_20210305.pdf 3 https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2021/20210317-press-release-Spread-Adjustment-Vendor-Refinitiv.pdf interestrateswatch...
    March 22, 2021 | Banking & Specialty Finance
  • Interest Rates Watch: LIBOR Transition – Updated Fallback Language for USD LIBOR Syndicated and Bilateral Loans

    ...disruptions in the publication of LIBOR. We will be issuing further articles relating to interest rates. Find other articles in our Interest Rates Watch Series here. _____________________________ 1 https://www.newyorkfed.org/medialibrary/Microsites/arrc/files/2021/arrc-supplemental-hardwired-recommendation. interestrateswatch...
    April 6, 2021 | Banking & Specialty Finance
  • Interest Rates Watch: Publication of Recommended CDOR Fallback Language for Loan Agreements

    ...interest rates. We will be issuing further articles relating to interest rates. Find other articles in our Interest Rates Watch Series here. _____________________________ 1 https://www.bankofcanada.ca/wp-content/uploads/2022/08/recommended-fallback-language-loans-referencing-cdor.pdf 2 https://cassels.com/insights/interest-rates-watch-libor-transition-updated-fallback-language-for-usd-libor-syndicated-and-bilateral-loans/ 3 https://assets.bbhub.io/professional/sites/10/ibor-fallbacks_cdor_cessation_technical-note_220516.pdf interestrateswatch...
    August 3, 2022 | Banking & Specialty Finance
  • Interest Rates Watch: USD LIBOR-SOFR Spreads Move Closer to ARRC Recommended Spreads

    ...interest rates. Find other articles in our Interest Rates Watch Series here. _____________________________ 1 Average calculated using September 13-17, 2021 rates 2 Average calculated using September 26-30, 2022 rates #interestrateswatch...
    October 3, 2022 | Banking & Specialty Finance
  • Interest Rates Watch: What Will the Transition From CDOR to CORRA Mean For Borrowers and Lenders? New Spread Adjustments, Compounded CORRA In-Arrears Contingency Planning and More

    ...public consultation, CDOR’s administrator, Refinitiv Benchmark Services (UK) Limited, discontinued CDOR’s 6-month and 12-month tenors in May 2021 due to a lack of underlying BAs issued in those tenors. #interestrateswatch...
    February 21, 2023 | Banking & Specialty Finance
  • Interest Rates Watch Series: Reminder – OSFI Expects No New USD LIBOR Transactions

    ...our Interest Rates Watch Series here. _____________________________ 1The remaining USD LIBOR tenors (overnight, 1-month, 3-months, 6-months and 12-months) will cease to be published after June 30, 2023. 2 https://www.osfi-bsif.gc.ca/Eng/fi-if/in-ai/Pages/libor.aspx InterestRatesWatch...
    January 24, 2022 | Banking & Specialty Finance
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