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The End of LIBOR: Hotel California Edition [Part IV]

During the transition of the London InterBank Offered Rate (LIBOR) to the approved substitute benchmark in the United States, the Secured Overnight Financing Rate (SOFR), a basic question was raised as to whether the new...more

The End of LIBOR: Hotel California Edition [Part III]

During the London InterBank Offered Rate (LIBOR) transition, and post LIBOR’s end date of June 30, 2023, the goal for all should be that (1) the effective interest rates be generally economically equivalent as a result of the...more

The End of LIBOR: Hotel California Edition [Part II]

On October 1, 2024, the United Kingdom Financial Conduct Authority (UK FCA) phased out ‘Zombie’ LIBOR, as a transitional benchmark, with the move to alternative “risk-free” rates....more

The End of LIBOR: Hotel California Edition (Part I)

Although July 3 was the first business day on which no USD LIBOR was published, many financial instruments will not reset until the next reset date, based upon the tenor of each instruments’ underlying benchmark, which could...more

Potential Approaching Storm in Commercial Real Estate: Recent Updating of Great Recession Guidance

Nearly 14 years ago, guidance was provided by federal regulators to facilitate commercial real estate loan work-outs. Rather than ‘extend & pretend,’ regulators had encouraged, and are encouraging, banks to work with...more

The End of LIBOR? ‘Zombie’ USD LIBOR to Appear on July 1

Subject to appeal, ICE Benchmark Administration Limited (IBA) will be required to publish synthetic USD LIBOR beginning on July 1 so as to reduce any market disruption and maintain the orderliness of the financial system....more

Federal Law to the Rescue? (The Senate Version)

LIBOR Relief Included In Appropriations Bill - New York Law Concerns - The New York law enacted in April 2021 provides the ‘Get Out of Jail’ card[2] for banks from litigation relating to the LIBOR (London InterBank...more

LIBOR Transition Comparison: UK vs. US (Round II)

This article summarizes the significant problems with the LIBOR transition in the US as compared to the UK (and the rest of the world). This summary is based upon the keynote speech at the United Kingdom Financial Conduct...more

LIBOR Transition: Potential Higher Interest Rates and Resultant Job Cuts

How challenging is LIBOR Transition proving to be in the US structured finance market? Like street-corner proselytizers holding signs warning “The End is Near,” world markets, banks, and other financial institutions have...more

LIBOR Transition Comparison: US vs. UK (Focusing on Interdealer Brokers)

As part of the ongoing transition from the London InterBank Offering Rate (LIBOR) to the Secured Overnight Financing Rate (SOFR) recommended by the Alternative Reference Rates Committee (ARRC) as an alternative rate, an...more

Repo Market Disruptions: In Reverse

It was previously reported that there were significant repurchase agreement (repo) disruptions with consequent disruptions in the Secured Overnight Financing Rate (SOFR). Explained - During the market turmoil...more

What You Need to Know: USD LIBOR Transition Period Extended Through 2023

Everything you need to know to be prepared for the LIBOR-SOFR transition. What to Know - It had been recommended that the US Dollar (USD) London Interbank Offered Rate (LIBOR) be replaced by the Secured Overnight...more

Municipal VRDO Class Action Survives Banks’ Request for Dismissal

Financial institutions should work with outside counsel to ensure that their internal policies and external actions minimize conduct that may violate state and Federal laws and regulations, and incentivize employees to reward...more

The End of LIBOR: Further Market Liquidity Issues in Light of Market Turmoil

Last week, most observers focused on the more than 11% drop in the stock market due to public health and related supply concerns. In response, the Federal Reserve made an aggressive 50 basis point interest rate cut on March...more

The End of LIBOR: SOFR and Related Updates

Fed Liquidity – Recent Actual Infusions (1Q 2020) - Week of February 3rd - As recently reported, during the week of February 3rd, the New York Fed infused, through the repo market, an aggregate of $112.3 billion with...more

The End of LIBOR: SOFR Volatility and LIBOR Transition Update

The following is based upon the Fixed Income Market Structure Advisory Committee Panel meeting held on Monday, November 5 entitled ‘LIBOR Transition Update and SOFR Volatility,’ and related statements from the Federal Reserve...more

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