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Syndicated Loan Market Structure Development

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SOFR vs. LIBOR

www.fca.gov

Oct 08, 2020 · SOFR Loan Product Challenges Using an overnight rate in a market accustomed to term rates. Using a risk free rate in a market accustomed to a credit sensitive benchmark. Keeping Loan Pricing, Funding, and Hedging in Sync. Having the systems and capabilities to support new products with new conventions. 5

  Market, Loan, Libor, Sofr, Sofr vs

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