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Secured Overnight Funding Rate (SOFR) Banking Sector

ArentFox Schiff

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

ArentFox Schiff on

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

BCLP

Our Top 5 Banking Litigation Cases From 2024 - Looking Back to Look Forward

BCLP on

2024 was a busy year for the Courts in England and Wales when it came to banking and wider financial services disputes. We were spoilt for choice when selecting our top 5 cases and, inevitably, have left out some significant...more

Cadwalader, Wickersham & Taft LLP

Updates to the SOFR Calculation Methodology in the DVP Segment

As of November 25, 2024, the Federal Reserve Bank of New York (“New York Fed”), as administrator of the Secured Overnight Financing Rate (“SOFR”), began publishing SOFR using a modified SOFR calculation methodology.  The...more

Goodwin

Libera nos a LIBOR - Standard Chartered Plc v Guaranty Nominees Limited and Others [2024] EWHC 2605

Goodwin on

In a decision with general importance to financial markets, Standard Chartered Plc v Guaranty Nominees Limited and others [2024] EWHC 2605 represents the first time that the English court has ruled on the issue of which...more

Orrick, Herrington & Sutcliffe LLP

New York Fed announces modifications to Secured Overnight Financing Rate calculation methodology

On October 23, the New York Fed announced two modifications to the Secured Overnight Financing Rate (SOFR) calculation methodology, which serves as a broad measure of the cost of financing Treasury securities on an overnight...more

ArentFox Schiff

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

ArentFox Schiff on

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

Paul Hastings LLP

Loan Market Update: Q1-Q3 Recap, Trends & What’s Next

Paul Hastings LLP on

From Q1-Q3 of 2023, the U.S. loan market was marked by novel deal patterns and uneven market activity. Initially, the bulk of deals were portfolio work, including amend & extend transactions, covenant relief amendments and...more

Cadwalader, Wickersham & Taft LLP

Bye-bye BSBY?

Earlier this week, Bloomberg Information Services Limited (“BISL”) announced that it is seeking feedback on a proposal to cease the publication of the Bloomberg Short-Term Bank Yield Index (“BSBY”) “following a review of...more

A&O Shearman

USD LIBOR panel has ceased…what now?

A&O Shearman on

June 30th has passed and one-, three- and six-month USD LIBOR settings have ceased to be published. As confirmed by the FCA on 3 April 2023, the ICE Benchmark Administration (IBA) has begun publishing non-representative...more

Cadwalader, Wickersham & Taft LLP

FCA Announces That USD LIBOR Is Not Representative

The last publication of USD LIBOR on the basis of panel bank submissions occurred on June 30, 2023. As of July 3, 2023, 1-, 3- and 6-month USD LIBOR settings will be calculated using a synthetic methodology based on CME Term...more

Sullivan & Worcester

Drawing the line – Where are we now on USD LIBOR transition in the trade finance sector?

Sullivan & Worcester on

Jacqueline Cook, Of Counsel and Larissa Head, Trainee Solicitor, provide an update on the transition away from USD LIBOR with the deadline of 30 June 2023 upon us. What do market participants in the trade finance industry...more

Orrick, Herrington & Sutcliffe LLP

ARRC approves best practice recommendations for Term SOFR rate

On April 21, the Alternative Reference Rates Committee (ARRC) announced the endorsement of the CME Group’s Term SOFR rates, which ARRC formally recommended in 2021...more

Goodwin

Debt Download - March 2023

Goodwin on

Welcome to Goodwin’s Debt Download, our monthly newsletter covering what you need to know in the leveraged finance market. This month, we focus our coverage on the turmoil in the banking industry resulting from the failures...more

Alston & Bird

Structured Finance Spectrum – February 2023

Alston & Bird on

Welcome to the latest edition of the Spectrum, covering hot-topic issues in the structured finance markets in the U.S. and UK. This edition features a new year for a new UCC Article 12, a farewell to LIBOR, and an appraisal...more

Williams Mullen

[Webinar] M&A Series: LIBOR Y2K: Implications of the End of LIBOR on your Transactions and Rates - February 21st, 11:00 am - 11:30...

Williams Mullen on

...join us for the next installment of our M&A Webinar Series, in which Matt Cheek, the chair of our Banking & Finance practice, will provide attendees with a high level overview of the history of the LIBOR floating rate, the...more

Seyfarth Shaw LLP

Briefing on LIBOR Replacement in Legacy Contracts: The Federal Reserve Brings Regulatory Life to the LIBOR Act

Seyfarth Shaw LLP on

As 2022 drew to a close, the Board of Federal Governors of the Federal Reserve System (Federal Reserve) adopted a final rule addressing “legacy contracts” in order to avert financial chaos due to potential breaches of...more

ArentFox Schiff

The End of LIBOR: New Year’s Resolutions

ArentFox Schiff on

Last year, the United Kingdom Financial Conduct Authority (UK FCA) announced the following: - ‘Zombie’ USD LIBOR for proposed use from July 1, 2023, through September 30, 2024, except for cleared derivatives - 1-Month and...more

Nutter McClennen & Fish LLP

Nutter Bank Report: December 2022

The Federal Reserve has adopted a final rule that provides benchmark replacement rates based on SOFR (Secured Overnight Financing Rate) for contracts governed by U.S. law that reference the overnight and one-, three-, six-,...more

Ballard Spahr LLP

The End is Near: Fed Issues Final USD LIBOR Transition Rule for Tough Legacy Contracts

Ballard Spahr LLP on

Summary - The Federal Reserve Board last week adopted a final rule that implements the Adjustable Interest Rate (LIBOR) Act (the LIBOR Act). The LIBOR Act identifies benchmark rates based on the Secured Overnight Financing...more

A&O Shearman

Term SOFR: six months on

A&O Shearman on

In May 2022 we reported that where Term SOFR was being used widely in U.S. loans; its use in other markets was more limited. Six months on, how has the picture changed?...more

Hogan Lovells

The end is nigh (-bor): FCA consults on end to GBP LIBOR settings and need for synthetic USD LIBOR

Hogan Lovells on

It has been over five years since the Financial Conduct Authority ("FCA") called time on the publication of LIBOR. While most LIBOR settings ended on 31 December 2021, a small number of US dollar LIBOR settings and a handful...more

Spilman Thomas & Battle, PLLC

Promissory Notes - Banking & Finance Insights, Volume 2, Issue 6

SOFR Gaining Momentum as Drop Dead Date for Libor Nears - "Transition from US dollar Libor to its preferred alternative, SOFR, is going surprisingly well, though treasurers are having to grapple with some operational...more

Dechert LLP

It’s Not Just a Flesh Wound

Dechert LLP on

I’ve been back from CREFC’s and RER’s annual meetings for a week or so, mulling what those confabs meant.  There’s been plenty of reportage on the events, the panels, the parties, the to-ing and fro-ing, but what I want to do...more

A&O Shearman

Time for Term SOFR?

A&O Shearman on

Term SOFR, the forward-looking term rate based on the Secured Overnight Financing Rate (SOFR), has become an established benchmark rate for new US Dollar lending in the US syndicated loan market....more

Skadden, Arps, Slate, Meagher & Flom LLP

LIBOR Transition: Shifting Market Headwinds Currently Make SOFR the Cheaper Borrowing Choice

On March 5, 2021, the Financial Conduct Authority (FCA) announced the future cessation or loss of representativeness of the 35 LIBOR benchmark settings currently published by ICE Benchmark Administration (IBA), the authorized...more

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