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US dollar three-month is focus point for benchmarks, finds Ice Libor survey
6 years ago
One-, three- and six-month US dollar and sterling are the focus points for Ice Benchmark Administration to seek agreement with banks, according to the results of IBA’s survey on uses of Libor -
CLO market holds breath as Japan risk retention looms
6 years ago
Risk retention compliant US CLOs could make a comeback after the Japan Financial Services Authority (JFSA) unveiled its proposed new risk retention framework, which could tie the hands of the world’s biggest buyers of US CLOs -
Market favours retrospective over forward-looking approach to Ibor benchmark fallbacks, says Isda
6 years ago
New benchmark fallbacks for derivatives contracts that reference interbank offered rates are likely to be based on the “compounded setting in arrears rate” and the “historical mean/median approach to the spread adjustment”, the International Swaps and Derivatives Association has said -
LSTA asks for return of CLO bond buckets as part of Volcker reform
6 years ago
The Loan Syndication and Trading Association is advocating the return of high yield bond baskets within US CLO portfolios in what could be another sign of the shackles being loosened on CLO regulation in the US -
CLO managers see risk retention hurdles as Brexit approaches
6 years ago
Barriers are emerging to UK-based CLO managers seeking risk retention compliance via both the sponsor and the originator route as the country edges closer to Brexit, sources say. -
European-compliant CLOs try to sidestep US risk retention rules
6 years ago
CLOs complying with European risk retention have had to tweak their legal language to avoid coming under US rules, in what has become known as a ‘conditional sales’ approach -
Past returns: KKR CLO was sign of things to come
7 years ago
Five years ago in Creditflux, we reported on KKR Credit pricing a US CLO that complied with European risk retention rules, in what was believed to be one of the first deals of its kind -
Cadwalader's Quirolo: start preparing for the new securitisation rules in Europe (video)
7 years ago
Cadwalader partner David Quirolo spoke to Creditflux's Hugh Minch after his panel at the Creditflux Symposium earlier this month -
Past returns: Europe's own risk retention rewrite
7 years ago
Five years ago we reported that European CLO managers were hunting for partners to retain risk retention on their behalf. Shortly after, regulators performed a U-turn (nothing new here) and decided to prohibit third parties from acting as risk retainers -
Help us to re-write the Volcker rule, says US bank regulator
7 years ago
OCC gives first indication that regulators may be willing to exclude CLOs from the definition of “covered funds” -
US Treasury proposals could breathe new life into CLO market-making
8 years ago
The US Treasury Department yesterday proposed a dramatic paring back of the Dodd-Frank Act, but made no mention of changing the risk retention rules in relation to CLOs
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